Alpaca Trading API integration for Model Context Protocol (MCP)
Nothing to run from here
Backtest Overfitting Audit is installed from its publisher's own source and answers where it runs, so this marketplace is not in the path of a single call. There is no address here to send one to, and a panel that pretended otherwise would be showing you an answer we made up. Install it and call it from your own client — the Installation tab has the entry for each one.
4
tools declared
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trust score
remote
at its publisher
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calls last 7d
What it does
Probability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, and purged CV splits.
Quickstart
# 1 — add it to Claude Code
claude mcp add --scope user --transport http backtest-overfitting-audit-mcp https://overfitting-audit-mcp.mcpize.run/mcp
# 2 — ask your agent for something these tools do
# probability_of_backtest_overfitting, deflated_sharpe_ratio, minimum_backtest_length and 1 more
Backtest Overfitting Audit costs nothing on mcprush: there is no plan to choose here, no cap to set and nothing mcprush can bill you for.
Publishernot claimed
TLAll 27 servers
tylerscomic-lab27 servers
5 categories
Collected from a public index. Nobody has claimed this account, so nothing here was written by its author — claim it if it is yours.
Installation
Where are you running it?
Every route below installs the same thing and ends at the same approval screen. Nothing here runs on your machine and nothing runs on ours: this server answers at its publisher’s own address, and what you install is the connection straight to it.
Claude Codedeclared by this listing
This is a public server: it answers at its publisher’s own address and this marketplace is not in the path. Claude Code registers it in one command; --scope user makes it available in every project. The transport below is http, as the publisher's own manifest declares it. Its publisher asks you to sign in with OAuth: run /mcp in Claude Code and pick this server, and it opens a browser for that once.
claude mcp add --scope user --transport http backtest-overfitting-audit-mcp https://overfitting-audit-mcp.mcpize.run/mcpReconnect, or start a new session, and the tools appear in the model’s tool list.
Free on mcprush, and it answers at its publisher’s own address: this marketplace is not in the path, so there is no key of ours to hold and no card to add — the only sign-in is its publisher’s own, with OAuth.
What it writes
One config entry pointing straight at the publisher’s own address — this marketplace is not in the path, and nothing from this listing executes on your machine.
What you approve
4 tools, with what each one reads, writes and reaches shown before you agree — the same list on every route above. Read the tool surface.
Tool surface
What the model actually sees. Descriptions are diffed on every release — see version history.
Compute Probability of Backtest Overfitting (PBO) via Combinatorially Symmetric Cross-Validation (CSCV, Bailey/Borwein/Lopez de Prado/Zhu 2015). Give it the returns series of every strategy variant you tested (a parameter sweep, a GA population, etc.) over the SAME time periods — it tells you how of
No parameter schema on file.
Compute the Deflated Sharpe Ratio (Bailey & Lopez de Prado 2014) — the probability that a strategy's true Sharpe ratio exceeds zero AFTER accounting for the number of variants tried and the non-normality (skew/kurtosis) of its returns. A backtest with an impressive-looking Sharpe ratio can still hav
No parameter schema on file.
Compute the Minimum Backtest Length (MinBTL, Bailey/Borwein/Lopez de Prado/Zhu) — how many periods of track record are actually needed before a given Sharpe ratio can be trusted at a stated confidence level, accounting for the return series' own skew and kurtosis. Commonly used to show that a short,
No parameter schema on file.
Generate purged and embargoed cross-validation folds for a trade-based (not bar-based) backtest, per Lopez de Prado's "Advances in Financial Machine Learning." Naive time-series k-fold CV leaks information when a trade's holding period straddles a fold boundary — this drops (purges) any trade overla
No parameter schema on file.
Free
$0 forever
- Every tool — any call limit is its publisher’s, not ours
- No card, and mcprush charges nothing for it
- Runs at its publisher’s own address — this marketplace is not in the path
- Nothing to cap, because mcprush bills nothing
What counts against your monthly calls
| Tool | Unit | Calls used | Out of the allowance |
|---|
Nothing here is billable: mcprush charges nothing to install Backtest Overfitting Audit or to call it, at any volume.
Call allowance · this installenforced at the gateway
Monthly allowance, in calls
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Alert at 80% · then the tool returns a normal MCP error
Used this month: —
—Grade not published
No rule-by-rule report on file for this release
Two independent axes, because powerful and malicious are different questions. The grade is threat only. The capability level is blast radius, and it is never a penalty on the grade — it is priced as one subtract-only term in the score, where you can see it.
This listing is an address its publisher runs, and you connect to it directly — this marketplace is not in the path. The scanner reads packages and public source, and an address is neither: the repository linked on this page is where this record was collected from, not a copy of what the address serves, so it is not graded in its place. So there is no grade — not a withheld one, an unmeasured one.
Release history
This is an address its publisher runs: which release it serves is theirs to choose, so there is nothing here to pin. The history below is for reading; the current release on file is 1.0.0.
1.0.0
undated
latestNo release note was published with this version.
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no reviews yet
Who can review
One review per account, from a signed-in account that does not publish this listing. Nothing else is asked — you can say what you think before you install it. Publishers can reply once per review, and a review can be edited or deleted by whoever wrote it.
Sign in to write one
Any signed-in account that does not publish Backtest Overfitting Audit can review it, once — before installing it or after. A review from an account that has installed it is marked as one.
No reviews yet
Nobody has reviewed this listing. The rating on the card is the mean of the reviews written here and nothing else, so there is no rating until somebody writes the first — which takes a signed-in account that does not publish it, and nothing else.