canli-validation-mcp

Checks whether a backtest result is real or just the luckiest of the variants tried: deflated Sharpe ratio, CSCV probability of backtest overfitting, data-snooping tests (Hansen's SPA, White's Reality Check, Romano-Wolf StepM), minimum track record and backtest length, haircut Sharpe ratio, a lookahead check for signals and a placebo test for a whole research pipeline. Every result states what it does not establish. 20 tools. Install: `npx -y canli-validation-mcp`; stdio; `CANLI_LOCAL=1` runs the validators on the machine without sending the series. Hosted Streamable HTTP endpoint: `https://canlicapital.com/mcp` (no key needed). Official MCP Registry id `io.github.arhancanli/canli-validation-mcp`. MIT.

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