Backtest Overfitting Audit MCP server
not respondingProbability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, and purged CV splits.
0 stars
Reviews
Write oneNobody has reviewed Backtest Overfitting Audit yet.
If you have run it, two minutes of your experience saves the next person an afternoon.
Backtest Overfitting Audit tools
Tool list not cached yet. `describe` through the gateway fetches it live.
Public scan report
scanner v0.1.10 · 2026-10-28 · same rubric, same numbers if you re-run it
- –Code scanremote-only server, no package to scann/a
- Live reliabilityremote unreachable: HTTP 5000/20
- –Tool poisoningtools not inspected (endpoint requires auth); not countedn/a
- Auth qualityno auth information5/15
- Maintenancelast push 93 days ago8/15
- Maintainer identityregistry namespace matches repository owner6/10
Findings (1)
- highRemote endpoint did not respond
reliability.unreachableHTTP 500
How Backtest Overfitting Audit compares
Against every graded MCP server, from our own scans and uptime checks. Updated after each scan run.
- Safety score
- 32/100
- higher than 6% of 48,255 servers
- Uptime
- 18%
- of our recent checks; the typical remote server answers 100%
- Response time
- 455 ms
- faster than 32% of 30,031 servers
Install Backtest Overfitting Audit in Claude Code, Cursor or VS Code
claude mcp add --transport http overfitting-audit-mcp https://overfitting-audit-mcp.mcpize.run/mcp
What the publisher says
From the Backtest Overfitting Audit repository's README, as published. We do not edit it. Read it on GitHub
overfitting-audit-mcp
An MCP server that answers "is this edge real, or a testing-hundreds-of-variants artifact?" — implementing the Probability of Backtest Overfitting (CSCV method), Deflated Sharpe Ratio, Minimum Backtest Length, and purged/embargoed cross-validation splits.
The problem this solves
Testing enough parameter combinations against the same historical data will eventually produce a great-looking backtest by chance alone. Standard backtest metrics (Sharpe, win rate, profit factor) don't distinguish a genuine edge from the best-looking result out of hundreds of near-identical variants. This audits for that specific failure mode directly, rather than trusting a single strong-looking curve.
Tools
probabilityofbacktest_overfitting
Combinatorially Symmetric Cross-Validation (CSCV) method — estimates the probability that a strategy's in-sample performance rank won't hold out-of-sample.
deflatedsharperatio
Adjusts a Sharpe ratio for the number of trials run and the non-normality of returns, so it can't be inflated just by testing more variants.
minimumbacktestlength
The minimum number of independent trials/observations needed before a given Sharpe ratio is statistically meaningful at all.
purgedcvsplit
Generates purged and embargoed cross-validation splits for time-series backtests, preventing the lookahead leakage that ordinary k-fold CV introduces on financial data.
Use it
Hosted (recommended): MCPize — free tier, paid Pro tier for higher limits.
Self-host:
npm install
node server.jsPart of the AlgoForge suite
Prop-firm and quant-validation tools for algo traders: prop-rules-mcp, trade-journal-mcp, payout-calc-mcp, econ-calendar-mcp, montecarlo-validator-mcp, walkforward-validator-mcp, pinescript-audit-mcp, backtest-cost-sensitivity-mcp, pinescript-mcp.
License
MIT
Nothing above is checked by us. What we check is on the safety report.
Grade history
- 2026-10-28revokeA → Fscore 32: Remote endpoint did not respond
Backtest Overfitting Audit: common questions
- Is Backtest Overfitting Audit MCP server safe?
- No: it is graded F and blocked at the gateway (32/100). Read the Backtest Overfitting Audit safety report
- How do I install Backtest Overfitting Audit?
- It runs remotely at overfitting-audit-mcp.mcpize.run. Add it to Claude Code, Cursor, VS Code or Claude Desktop with the snippets above, or call it through the mcp.market gateway without installing anything.
- Does Backtest Overfitting Audit need an API key?
- Not as far as the registry entry and our scan can tell: no credentials are declared or required.
- Is Backtest Overfitting Audit maintained?
- The last commit was 100 days ago (2026-07-27). The latest release is v1.0.0.
- Is Backtest Overfitting Audit up?
- 18% of our last 28 checks got an answer. We check remote servers about four times a day.
- How does Backtest Overfitting Audit compare with other MCP servers?
- safety score 32/100 (higher than 6% of 48,255 servers); uptime 18% (of our recent checks; the typical remote server answers 100%); response time 455 ms (faster than 32% of 30,031 servers). Full comparison.