canli-validation-mcp
by FastDrop
canlicapital.com backtest validation. A verdict is not admission to anything and is not a forecast.
canlicapital.com backtest validation. A verdict is not admission to anything and is not a forecast. Official MCP Registry: io.github.arhancanli/canli-validation-mcp@0.1.1. Package/stdio server - no remote endpoint to probe.
Problem it solves
Discoverable MCP server listed in the official MCP Registry.
How it's different
Package server from the official registry (no remote probe).
Ingested from the official MCP Registry
FastDrop pulled this entry from the official MCP Registry as io.github.arhancanli/canli-validation-mcp and probed the endpoint. The maker did not submit it, so the outbound link is not endorsed
and the description is not theirs.
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Read directly from the endpoint on 3 Nov 2026. Not supplied by the maker.
validate_deflated_sharpeDeflated Sharpe ratio: the probability (0 to 1) that the selected strategy's Sharpe beats the best that luck gives across the variants tried, with the probabilistic Sharpe and that luck benchmark. Sen
validate_overfittingProbability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median. Needs every variant's returns (periods by variants); with summary stati
validate_reality_checkData-snooping tests on every variant a search tried: Hansen's SPA p-value that the best beat the benchmark only by luck, White's Reality Check, and the variants Romano-Wolf StepM finds better. Send al
validate_paper_evidenceChecks paper-evidence.v0 structure and disclosures. With CANLI_LOCAL=1, record_file reads an export bundle and journal_file verifies signatures, source hashes and recomputed claims. Without a journal,
validate_breadthBook Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. For portfolio construction; it validates no single strategy. This
validate_track_recordMinimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabilistic Sharpe so far. For live or paper re
validate_backtest_lengthMinimum backtest length (years) before the best of N independent trials is not expected to reach a target Sharpe by luck; with backtest_years, the most trials those years allow. For planning a search;
validate_haircut_sharpeHaircut Sharpe for multiple testing (Harvey and Liu 2015): the Sharpe a single test would have needed, by Bonferroni and independent tests, and with the other tests' Sharpes, Holm and BHY. For the pro
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