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Canli Backtest

by arhancanliversion 0.6.0i★ –iRuns on your computer
Registry nameio.github.arhancanli/canli-backtest-mcp

Install

Overview

Description from the maker (original English)

Lookahead-free backtests: point-in-time SEC factors, your prices, real costs, every variant counted.

PopNx MCP’s three pillars

These three are never merged into one score: opinions, measurements and popularity are different things.

What you can do with it

We have not written a plain-language summary for this one yet. Below are the facts we read from the registry.

  • Connection: Runs on your computer
  • Transport: stdio
  • Category: Other

Install

Pick the AI app you use, then copy the settings.

Before you install

  • Basic checks: 1 of 1 passed
  • Runs on your computer with your user’s permissions (files, network, apps).
  • The registry lists no key to fill in.

You need

  • npmNode.js installed (for the npx command)

Which app do you use?

Pick your app above. We remember it, so next time the button says “Install in …”.

Open Claude Desktop → Settings → Developer → Edit Config, and paste this into claude_desktop_config.json

{
  "mcpServers": {
    "canli-backtest": {
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}

Run this in your terminal

claude mcp add canli-backtest -- npx -y canli-backtest-mcp

Open in Cursor

Or copy the settings yourself

Paste into .cursor/mcp.json in your project, or ~/.cursor/mcp.json

{
  "mcpServers": {
    "canli-backtest": {
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}

Your browser asks to open the app, then the app shows the settings and asks you to confirm. Key values are left empty for you to fill in.

Open in VS Code

Or copy the settings yourself

Paste into .vscode/mcp.json in your project

{
  "servers": {
    "canli-backtest": {
      "type": "stdio",
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}

Your browser asks to open the app, then the app shows the settings and asks you to confirm. Key values are left empty for you to fill in.

This one runs on your computer, and ChatGPT can only connect to servers on the internet. Pick another app.

Your choice stays on this device in a cookie; no account needed.

These settings are generated from the maker’s registry entry. If the README says otherwise, follow the README.

What it can do

Runs on your computer; the tool list appears in your AI app after you install it.

Basic checksi

We check information anyone can see; we have not read the code. Checks that do not apply are left out of the count. · Checked Nov 9, 2026

  • ✓ Pass

    Maker matches the repo

    The registry name was verified with the GitHub account arhancanli, which owns the repo

  • … Not checked yet

    Still maintained

    We have not read this repo from GitHub yet

  • … Not checked yet

    Has a licence

    We have not read this repo from GitHub yet

  • – Not applicable

    Endpoint responds

    This one runs on your computer; there is no internet endpoint

  • – Not applicable

    Sign-in with OAuth

    Runs on your computer and uses local settings instead

  • … Not checked yet

    No hidden instructions in tool descriptions

    Runs on your computer; we can only read tool lists from internet endpoints

Compared with others in Otheri

  • More stars than 0% of the other 18648 servers in this category
  • Published to the registry more recently than 100% of the other 18648 servers in this category
  • Basic checks equal to or better than 100% of the other 18648 servers in this category

Compared with every active server in this category in the registry. Stars count only when the publisher owns the repo.

Common questions

Is Canli Backtest safe?

It passed 1 of 1 applicable basic checks. We have not read the code. Before adding a key or token, see what access the server asks for and use a key with only the permissions you need.

What keys or codes does it need?

The registry does not list a required key, though some servers ask you to sign in on first use.

Does it run on my computer or in the cloud?

It runs on your computer. Your AI app starts it when needed, and data does not pass through the maker’s servers (unless it calls an online service itself).

Is it still maintained?

The GitHub repo last changed –, and the latest version (0.6.0) reached the registry today.

Which apps can use it?

Apps that support MCP, such as Claude Desktop, Claude Code, Cursor and VS Code. You also need Node.js on your computer.

What can I use instead?

In the same category: Spec Driven Development, Remote Desktop Commander, arr-mcp

Alternatives

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Remote Desktop Commander: use files, terminal and processes on your own computers from any AI app.

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arr-mcp

One server, 40 tools, the whole media stack: *arrs, Jellyfin, Plex, Seerr, Cleanuparr, downloaders

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Runs on your computer

README from the maker

Open the README

Copied from the maker’s repo as written. PopNx MCP has not reviewed or endorsed it. HTML, images and scripts are removed. Links lead off this site.

canli-backtest-mcp

Backtests an AI agent can trust. An MCP server that builds point-in-time factors from SEC filings, runs cross-sectional backtests of any signal on your own prices with no lookahead (enforced in code), charges costs on the actual trades, and records every variant in a trial ledger, so the best of a search is judged against the whole search instead of alone.

Local stdio only: your prices, signals and ledgers never leave your machine.

[canli-backtest-mcp on canlicapital.com](https://canlicapital.com/mcp-servers/backtest) · All Canli Capital MCP servers. Free, MIT-licensed. For every server behind one install, use canli-mcp.

Why

Three mistakes make most agent-run backtests look better than they are:

  1. Lookahead. Using a number before it was public: an annual figure in January that was filed in February, or a value that was later restated. pit_factor only uses what had been filed with the SEC by each date, as it stood then; backtest_signal only trades on signal rows dated at least lag_days trading days earlier, and stops if anything reaches past that.
  2. Free trading. Ignoring turnover. Positions drift with prices between rebalances, and costs are charged on the trades from those drifted positions to the new targets.
  3. Counting only the winner. An agent tries 200 variants and reports the best. With ledger, every run is recorded (in canli-validation-mcp's hash-chained ledger), and each reply gives the best run's deflated Sharpe after counting all of them, and the Sharpe that luck alone reaches.

Tools

toolwhat it does
list_factorsThe factors pit_factor builds and what each measures.
pit_factorA factor (roa, gross_margin, operating_margin, revenue_growth, asset_growth, accruals, or level: ) for your tickers, monthly, as known on each date. Writes a signal CSV.
backtest_signalRank on the signal, long the top quantile (and short the bottom), rebalance weekly, monthly, quarterly or every N days, with lag_days, cost_bps and an optional ledger.

Breadth lab, sweeps and labelled data

toolwhat it does
price_panelA price, dollar-volume and industry-group panel built from a fund's holdings (IVV for the S&P 500), ready for the tools below
breadth_signalsThe 24 cross-sectional signals the lab builds sleeves from, each with its reference
breadth_bookEvery signal inside every group of names as a sleeve, traded as one netted account: the book's Sharpe after costs, the netting saved, and its effective independent bets; writes the sleeves as a CSV with their specs
breadth_sweepA grid of book settings run in parallel on every core, or as shards other machines run and merge back (inputs, grid, gaps and duplicates checked); the best Sharpe is set against what the best of that many trials reaches by luck, and with split_date the chosen settings are scored after it
effective_betsHow many independent bets a set of return series holds (the participation ratio of their correlations), by series and by family
annotation_packet, annotation_agreement, annotation_goldBlind labelling packets of figures (or of a draft's figures) with guidelines and an answer key; agreement between labellers (Cohen's kappa); and a gold set with its datasheet

Size, crises and cross-validation

A backtest that assumes any size fills at the close flatters itself, so:

  • Size. Give backtest_signal a capital_usd and a dollar_volume_file. An order fills only up to max_participation of recent daily volume (10% unless you say otherwise) and pays square-root impact, with volume and volatility read from the days before each trade. The reply shows the Sharpe at $100k to $1B, and no Sharpe for a size the market could not take. Order-book depth is not modelled: it needs paid data.
  • Crises. Every reply holds the result against named crises, from the dot-com bust to the 2023 bank run. A crisis its dates do not fully cover is listed as untested, never as passed. crisis_replay does this for any returns file.
  • Cross-validation. cpcv takes every variant's returns and, for each choice of held-out blocks, chooses the best on the rest, with purge and embargo at the edges, then scores it on what was held out. You get a spread of out-of-sample results, not one path. Splits can run as shards on other machines and merge back.

A record, a league and a paper market

  • Proof ledger. proof_filings writes what companies filed into an append-only file, each line chained to the last and each batch signed, with a line for every figure a later filing changed. proof_file adds any file's hash, proof_verify checks the whole file and says which line first fails. It shows lines were not altered, not that a figure is right, and no record means only no record. Publish the head somewhere else, or the key holder could rewrite it all. The published ledger does that with a public attestation each month.
  • League. league_new, league_commit and league_score run a tournament scored after the fact: an entrant signs and commits a hash before a round closes and shows the file afterwards, and anyone with the files can rerun the table. Each record is set against the best luck gives across that many entrants. The top entrants, chosen on earlier rounds only, form a paper book. No prizes, no stakes, nobody's money.
  • Arena. arena_new, arena_orders and arena_step are a paper market for agents to trade in, cleared in a call auction, reproducible from a seed. Made-up assets and made-up money: it cannot reach anything real.
  • Agent exchange. exchange_new, exchange_join, exchange_view, exchange_orders, exchange_step and exchange_report are a closed paper market where different AI agents and scripted traders meet in limit order books, with margin rules and forced selling, so a shock can become a cascade. exchange_run runs a whole market of scripted traders in one call. Time moves in steps, each agent sees only its own account, and a hash of the tape lets anyone check a run. Made-up assets and money. The rules are in docs/AGENT_EXCHANGE.md.
  • Consensus. agent_consensus combines agents' probabilities and counts how many independent views they really hold, from how their errors move together: five models that share their mistakes are not five votes.
  • Diversifiers. find_diversifiers ranks candidates by the independent bets they add and how they behave on the book's worst days. Return is shown last and never used to rank.

Quick start

npx -y canli-backtest-mcp

Claude Code:

claude mcp add canli-backtest -- npx -y canli-backtest-mcp

Then ask: *"Build roa for these 200 tickers from 2015 to 2024, backtest it monthly on prices.csv with 10 bps costs, try quantiles 0.1, 0.2 and 0.3 in the ledger 'roa-search', and tell me whether the best one survives the search."*

Files

Both files are CSV with a date column (YYYY-MM-DD) and one column per ticker:

  • prices: closing prices, one row per trading day. Bring your own; adjust for splits and dividends if you want total returns. The server does not supply prices (vendor licences forbid passing them on).
  • signal: one row per date the values became known. pit_factor writes this; your own signal works too, as long as each row is dated by when it was available.

Empty cells are missing values, never zero.

What a result does not establish

  • Prices are yours: survivorship, splits, dividends and data errors in them pass straight into the result.
  • A backtest measures one path of history under these costs; it does not establish that the signal keeps working.
  • Costs are a flat rate per unit traded; market impact, short-borrow fees and financing are not charged unless included in cost_bps.
  • SEC values are what companies reported in XBRL, as filed; late filers, non-XBRL filers and tag changes can be missing.

Configuration

variabledefaultmeaning
CANLI_LEDGER_DIR~/.canli/ledgerswhere ledgers are kept (shared with canli-validation-mcp)
CANLI_CACHE_DIR~/.cache/canli-fundamentalsSEC data cache

Part of the Canli Capital MCP family

canli-validation-mcp (validators and the trial ledger), canli-fundamentals-mcp (SEC fundamentals point in time), canli-research-mcp (the open research record). Source: github.com/arhancanli/canlicapital. MIT licensed. Built by Arhan Canli.

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