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Monte-Neo strategy verifier

Verify trading-strategy backtests: look-ahead probes, trading costs, Deflated Sharpe, walk-forward.

Connector by NeoZorK · GitHub account verified by the MCP Registry

IndexedMITLocal (stdio)★ 8
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Works with Claude Code, Codex, VS Code, Cursor, Windsurf, Claude Desktop. Read the repository before you give any tool access to your data.

npx agentmarket install connector/neozork-monte-neo

Asks which of your tools to add it to (Claude Code, Codex, Cursor, VS Code, Windsurf, Gemini CLI, Claude Desktop) and shows the change first. See https://agentmart.dev/cli.

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About

Verify trading-strategy backtests: look-ahead probes, trading costs, Deflated Sharpe, walk-forward.

Use cases: finance-accounting, data-analysis

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Permissions

What this server can do and what it asks for, from its tool list, install config and code. Checked Oct 25, 2026.

Tools
16 read · 3 write · 2 delete · 2 not yet classified
Secrets
None asked for
Install scripts
None found
Runs as
Python package

Tools by what they do 23

Read from the source code; the running server may list different tools.

Read 16 · Look things up without changing anything.

  • check_signature
  • compare_certificates
  • diagnose_data
  • discover_indicator
  • holdout_query
  • monitor_live
  • probe_lookahead
  • suggest_fix
  • validate_alpha
  • verdict_schema
  • verifier_manifest
  • verify_legs
Show 4 more tools
  • verify_portfolio
  • verify_quotes
  • verify_returns
  • verify_strategy

Write 3 · Create, change, send or run things.

  • build_dossier
  • register_hypothesis
  • render_report

Delete 2 · Delete, drop, revoke or wipe things.

  • cost_stress
  • recheck_certificate

Not yet classified 2 · We could not tell from the name and description.

  • repair_strategy
  • verify_grid

Network hosts it talks to 7

  • data.binance.vision · found in code
  • fapi.binance.com · found in code
  • github.com · found in code
  • glama.ai · found in code
  • neozork.github.io · found in code
  • pypi.io · found in code
  • stooq.com · found in code

Files it touches

  • /usr/share/fonts/truetype/dejavu
  • Your home directory (~)
  • ~/.cache/monte_neo

Tools (23)

Read from the source code; the running server may differ. Descriptions are the server’s own words; hidden characters are shown as [U+…].

  • build_dossier

    Write a validation dossier folder from a certificate, for a model-risk committee, a validator or an auditor. The folder holds dossier.html (one page: summary, checks, framework map, assumptions and limitations, how to reproduce, blank sign-off fields), dossier.json, certificate.json, environment.json, REPRODUCE.md and limitations.md. The framework map shows evidence per clause, not compliance. Args: certificate_path: A strategy-verdict/1 certificate (JSON). out_dir: Folder to write. framework: 'generic', 'sr11-7', 'ss1-23' or 'rts6'. name: Model name. owner: Model owner. purp…

  • check_signature

    Check the Ed25519 signature of a strategy-verdict/1 certificate. Args: certificate_path: Signed JSON certificate. public_key: The issuer's published key ('ed25519:<base64>' or a .pub file). Without it the check proves only that the certificate was not edited after signing.

  • compare_certificates

    What changed between two certificates: verdict, metrics, check statuses, and whether the verdict regressed.

  • cost_stress

    Break-even cost (bps per side) and returns under 0/1/2 bars of execution delay. Args: ohlcv_path: CSV/Parquet with open, high, low, close. signals_path: Positions per bar file (or use strategy_path). strategy_path: Python file 'path.py[:func]' defining func(df) -> positions. commission_bps: Commission per side in basis points. slippage_bps: Slippage per side in basis points. side_mode: 'long_flat' or 'long_short' (default inferred). positions: 'sign', 'weight' or 'auto' (see verify_strategy). timeout: Seconds allowed for the signal() call; the strategy runs in …

  • diagnose_data

    Known problems of a data provider's export (Binance, Yahoo, Polygon, Databento, TradingView, MT5): bar labels, time zones, units, adjustments.

  • discover_indicator

    Search causal indicator formulas on a price table and verify the winner. The search is counted (effective trials after clustering), tested against the same search on shuffled markets, Reality Check / SPA, and a lockbox opened once. Returns found, reasons, the source of the winner, the certificate and the search statistics (the per-candidate journal is left out). Nothing is written.

  • holdout_query

    Ask the hold-out oracle (Thresholdout) whether a strategy's hold-out result agrees with its training result. Answers 'consistent' with the training Sharpe, or 'not consistent' with a noisy hold-out Sharpe that spends budget. The hold-out is never shown. Initialise once with `monte-neo oracle init`.

  • monitor_live

    After launch: does the live (or paper) strategy behave like its backtest, and is the alpha dead? (live-monitor/1) Live against backtest on the same dates (correlation, tracking error), realised slippage from fills against the modelled one (with a recommended value), sequential alarms (CUSUM, SPRT) against the backtest edge shrunk by ``haircut``, and the live history still needed to confirm the edge. Args: certificate_or_backtest_path: The strategy's certificate (.json) or a backtest returns file (date, return). live_path: Live or paper returns (date, return) or fills (timestamp, symb…

  • probe_lookahead

    Look-ahead probes only: static lint, outside data, determinism, truncation, future perturbation. Args: ohlcv_path: CSV/Parquet with open, high, low, close. strategy_path: Python file 'path.py[:func]' defining func(df) -> positions. timeout: Seconds allowed per signal() call; the strategy runs in a worker process. jobs: Worker processes for the probe calls. isolate: Block network, subprocesses and file writes for the strategy.

  • recheck_certificate

    Reproduce a strategy-verdict/1 certificate from its original inputs. Args: certificate_path: JSON certificate written by verify (--out) or returned by a tool. ohlcv_path: The same OHLCV file that was verified (not for a quote certificate). signals_path: The same positions file (or use strategy_path). strategy_path: The same strategy file that was verified. timeout: Seconds allowed per signal() call; the strategy runs in a worker process. isolate: Block network, subprocesses and file writes for the strategy. quotes_path: The same quotes file, for a certificate issue…

  • register_hypothesis

    Write a hypothesis down before testing it (pre-registration, hash-chained in .monte-neo/registrations.jsonl). Pass the returned id as ``registration`` to verify_strategy: the certificate then says whether the verified code is the registered one. Register before the first run; a later registration does not protect against HARKing.

  • render_report

    Write a certificate as a self-contained HTML report for people (equity chart, checks, periods). Args: certificate_path: JSON certificate written by verify (--out) or saved from verify_strategy. html_path: Where to write the .html file.

  • repair_strategy

    Repair a strategy's defects without overfitting it, or say why it cannot be repaired (repair-report/1). Look-ahead and repainting are corrected first (causal rewrites, one-bar delay). Then a few declared repairs (smoothing, holding period, no-trade band, volatility targeting, neutralisation, caps, liquidity filter) are chosen on the first 70 % of the history by the number of defects, never by return, each counted as a trial. The rest of the history is a lockbox opened once. Outcomes: REPAIRED (the lockbox still earns after costs and is not rejected; read its failed checks), REPAIRED_NO_EDGE (…

  • suggest_fix

    Suggest a causal rewrite of a strategy file that reads the future (negative shifts, centred windows, whole-table statistics...). Returns the rewrites (rule, line, before, after), the patched source, a unified diff and the lint findings that remain. The patch keeps the shape of the strategy, not its meaning: verify it with verify_strategy before using it, and write the patched source to a new file yourself (nothing is written here). Comments are not kept.

  • validate_alpha

    Does a cross-sectional score predict returns, and can its top-minus-bottom portfolio be traded? (alpha-report/1) Call it before you call a ranking signal "alpha". Family A: rank IC with Newey-West t, IC decay, quantile monotonicity, long and short legs, breadth, permuted-score placebos, selection against timing. Family D: market impact and participation at ``aum``, capacity curve, short feasibility, holding period against signal decay, dependence on the rebalance day. Args: prices_path: Universe prices (.csv / .parquet): timestamp, symbol, close[, volume]. scores_path: Scores (.csv /…

Show 8 more tools
  • verdict_schema

    JSON schema of the strategy-verdict/1 certificate.

  • verifier_manifest

    Execution semantics and check catalogue — read before building a backtest.

  • verify_grid

    Run the parameter search inside the verifier and verify the best combo. Prefer this over verify_strategy when you tuned parameters: n_trials and the spread of trial Sharpes are measured instead of declared, and an anchored walk-forward scores re-selected parameters out of sample. Args: ohlcv_path: CSV/Parquet with open, high, low, close. strategy_path: Python file 'path.py[:func]' defining func(df, **params) -> positions. grid: Parameter grid, e.g. {"fast": [10, 20], "slow": [50, 100]} (max 512 combos). commission_bps: Commission per side in basis points. slippage_bps: Sl…

  • verify_legs

    Re-derive a spread / pairs / stat-arb strategy's P&L from its leg positions and compare it with the reported return. Catches "phantom mean reversion": a rolling hedge ratio booked as position * change of the spread earns a profit that no trader could (it even earns on independent random walks). The check fails (verdict REJECT, check ``accounting_mismatch``) when more than ``tolerance`` of the reported P&L is not what the legs earned. The fix is in ``next_actions``: book position.shift(1) * (d_y - beta.shift(1) * d_x). Args: legs_path: CSV/Parquet with date, px_<leg> and qty_<leg> for eve…

  • verify_portfolio

    Verify several strategies together: effective number of independent strategies, SPA over the list, the best one deflated, the ensemble.

  • verify_quotes

    Verify a strategy against the time its quotes really arrived; returns a strategy-verdict/1 certificate. Use this for intraday strategies built on bid/ask quotes. A backtest that bins quotes by the exchange stamp lets the strategy act on prices that had not reached you yet; this tool also bins them by stamp + latency and compares. Args: quotes_path: CSV/Parquet of one instrument with timestamp, bid, ask and latency_ms (or an arrival timestamp). strategy_path: Python file 'path.py[:func]' defining func(df) -> positions on bars of open, high, low, close, volume. Runs with your p…

  • verify_returns

    Due diligence on a track record given only as returns (no code, no positions): strategy-verdict/1. Smoothed returns (Getmansky-Lo-Makarov), missing small losses (a kink at zero), implausibly consistent gains, round numbers, significance with the manager's number of strategies (Deflated Sharpe), a drawdown too shallow for the volatility, the relation to a benchmark and a claim check. Look-ahead and costs cannot be checked from returns alone; the report says so. Args: returns_path: CSV/Parquet with a date column and a return column (decimals or percent). benchmark_path: Optional benchm…

  • verify_strategy

    Verify a strategy backtest and return a strategy-verdict/1 certificate. Args: ohlcv_path: CSV/Parquet with open, high, low, close (optional timestamp). signals_path: Positions per bar (+1 long, 0 flat, -1 short, or weights in [-1, 1]) as CSV/Parquet/NPY. strategy_path: Python file 'path.py[:func]' defining func(df) -> positions. Enables look-ahead probes and static lint. Runs with your permissions. n_trials: Number of variants tried before choosing this one (selection bias). ledger: Count the variants tried on this data in .monte-neo/ledger.jsonl (hash-chained); th…

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    Stars
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    Forks
    0
    Open issues
    10
    Weekly downloads
    385
    Last commit
    Oct 24, 2026 (4 days ago)
    Last release
    Oct 20, 2026 (8 days ago)
    Last package publish
    Oct 20, 2026 (8 days ago)

    From GitHub (fetched Oct 24, 2026) and the package registry.

    Details

    Registry name
    io.github.NeoZorK/monte-neo
    Version
    0.54.0
    Auth
    No auth
    Packages
    pypi monte-neo
    License
    MIT
    Repository
    github.com/NeoZorK/Monte-Neo
    Website
    neozork.github.io/Monte-Neo/
    First seen
    Oct 24, 2026
    Last checked
    Oct 24, 2026
    Source
    Official MCP Registrygithub-graphql
    Cite this page

    Monte-Neo strategy verifier MCP server. Agent Mart. https://agentmart.dev/connectors/neozork-monte-neo (last updated 2026-10-24)