Canli Validation

Name: Canli Validation
Author: arhancanli

MCP serverMCP

Deflated Sharpe and PBO checks. A verdict is not admission to anything and is not a forecast.

by arhancanlirepository ↗homepage ↗v0.10.1MIT

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Evidence

Everything here was measured by our prober or read from a registry. Nothing is self-reported.

30-day availability4/4 checks ok

30 days ago

Tools observed via MCP handshake

get_key — Issue a free validation key for this session. Rarely needed: the first validation issues one itself unless CANLI_KEY or local mode is set, and the read tools ne
validate_deflated_sharpe — Deflated 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 probabili
validate_overfitting — Probability 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 (
validate_reality_check — Data-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
validate_paper_evidence — Whether a paper or simulated performance record meets canli.paper-evidence.v0, with a JSON pointer per failure. Checks structure and required disclosures, not w
validate_breadth — Book Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. For portfolio constructio
validate_track_record — Minimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabili
validate_backtest_length — Minimum 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 t
validate_haircut_sharpe — Haircut 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 t
validate_luck_trials — How many skill-less strategies a search would need for its best to reach this Sharpe by luck (Monte Carlo), and with a trial count, the chance it did. States lu
audit_backtest — One-call audit of a strategy's returns: deflated Sharpe, minimum track record and, with every variant's returns, the probability of backtest overfitting, each t
get_receipt — Fetch a stored verdict by receipt id to re-read it. No key; verify_receipt checks it is genuine. The receipt is content-hashed, reproducible from the open-sourc
verify_receipt — Verify a receipt offline: its Ed25519 signature against the bundled canlicapital.com key, its output hash and its id. Send an id to fetch it first, or the recei
service_status — Whether the validation API is up, with its quotas; check after a timeout before resubmitting. No key. This verdict is about the series exactly as submitted. The
company_financial_history — SEC-reported financial history for one company in the canlicapital.com reference, by cik or ticker: without a concept, the histories available; with one, observ

Declared by sources

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No long description beyond the summary.

mcpmcp-servermodel-context-protocolbacktestingbacktestdeflated-sharpe-ratioprobability-of-backtest-overfittingcscvsharpe-ratiooverfittingquantitative-financequanttrading

kind Official MCP Registry

name Official MCP Registry

license npm registry

repoUrl Official MCP Registry

summary Official MCP Registry

version Official MCP Registry

description Official MCP Registry

homepageUrl Official MCP Registry

publisherName Official MCP Registry

Provenance

Where this record came from

Every source is kept verbatim. Field changes are logged as events.

npm registrycanli-validation-mcp

first seen 2 d ago · fetched 7 h agoopen ↗

Official MCP Registryio.github.arhancanli/canli-validation-mcp

first seen 22 d ago · fetched 25 h agoopen ↗

Field history (12 recent events)

25 h ago · declared · description → "Deflated Sharpe and PBO checks. A verdict is not admission to anything and is not a forecast."
25 h ago · declared · version → "0.10.1"
25 h ago · declared · homepageUrl → "https://canlicapital.com/developers#ai-assistant"
25 h ago · declared · name → "Canli Validation"
25 h ago · declared · summary → "Deflated Sharpe and PBO checks. A verdict is not admission to anything and is not a forecast."
25 h ago · observed · packageFacts → {"name":"canli-validation-mcp","registry":"npm","publishedAt":"2026-09-28T12:51:12.370Z","latestVersion":"0.10.1","weekl
32 h ago · observed · packageFacts → {"name":"canli-validation-mcp","registry":"npm","publishedAt":"2026-09-28T09:34:29.635Z","latestVersion":"0.10.0","weekl
2 d ago · declared · homepageUrl → "https://canlicapital.com/developers"
2 d ago · declared · license → "MIT"
2 d ago · observed · packageFacts → {"name":"canli-validation-mcp","registry":"npm","publishedAt":"2026-09-27T18:45:36.881Z","latestVersion":"0.9.0","weekly
4 d ago · declared · version → "0.5.0"
6 d ago · declared · version → "0.2.0"

when	check	result	http	latency	detail
5 h ago	mcp initialize	ok	200	91 ms	server canlicapital-validation-mcp 0.10.1 · protocol 2025-06-18 · 15 tools
12 h ago	mcp initialize	ok	200	91 ms	server canlicapital-validation-mcp 0.10.1 · protocol 2025-06-18 · 15 tools
19 h ago	mcp initialize	ok	200	62 ms	server canlicapital-validation-mcp 0.10.1 · protocol 2025-06-18 · 15 tools
25 h ago	mcp initialize	ok	200	70 ms	server canlicapital-validation-mcp 0.10.1 · protocol 2025-06-18 · 15 tools

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