Monte-Neo strategy verifier MCP server

Monte-Neo

<!-- mcp-name: io.github.NeoZorK/monte-neo -->

Verify a trading strategy before you trust it. Look-ahead probes · fee-aware next-bar economics · Deflated Sharpe · MCP server for coding agents MIT · Python 3.11+ · Numba (Metal / MLX optional)

Current: v0.22.0 · Docs site · Verifier API · Agents · Changelog

What this is

Coding agents can now turn a trading idea into a backtest in minutes. Those backtests often fail in the same ways:

• they read future bars (look-ahead);
• they ignore fees and slippage;
• they report the best of hundreds of tried variants.

Monte-Neo is an independent verifier. An agent, a CI job or a human calls it before claiming that a strategy works. It returns a verdict (PASS, PASSWITHWARNINGS, NEEDSMOREEVIDENCE or REJECT), the checks behind it, concrete next_actions and a reproducible strategy-verdict/1 certificate.

$ uv run python examples/verify_quickstart.py
leaky: REJECT  certificate b4dfa9beee5515d2
  lookahead_truncation     lookahead   fail  truncation probe: LEAK DETECTED
  lookahead_perturbation   lookahead   fail  future-perturbation probe: LEAK DETECTED
  lookahead_static_lint    lookahead   fail  static lint: negative_shift
  implausible_accuracy     lookahead   fail  next-bar hit rate 1.000
  net_profitability        economics   fail  net total return -41.26% after costs
  deflated_sharpe          statistics  fail  deflated Sharpe 0.000 over 10 trial(s)
  -> The signal at bar t changes when later bars are removed: compute features only from rows <= t ...
causal: REJECT  certificate cc4c852ef6c99626
  net_profitability        economics   fail  net total return -3.88% after costs
  ...

Both strategies run on a synthetic random walk, so neither has a real edge. The leaky one is caught by all four look-ahead checks. The causal one is never accused of look-ahead: it is rejected only because it loses money after costs.

Works where agents work:

• MCP server monte-neo-mcp, for Claude Code (plugin), Codex, Gemini CLI, Cursor or any MCP client;
• CLI with CI exit codes;
• GitHub Action;
• Python API.

See Use from agents.

Not a goal: replace live-trading platforms. The verifier checks backtest methodology, not future profit. It is not investment advice.

Why Monte-Neo

Shortened. The full README is on GitHub.