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backtest-overfitting

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arhancanli / validate-backtest-action

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GitHub Action that checks a trading backtest in CI with the deflated Sharpe ratio, adjusted for how many strategies were tried, through canlicapital.com's free validation API, and writes the receipt to the job summary.

statistics validation trading continuous-integration ci quant sharpe-ratio quantitative-finance algorithmic-trading backtesting overfitting github-actions github-action deflated-sharpe-ratio backtest-overfitting
  • Updated Sep 20, 2026
  • JavaScript

arhancanli / canli-validation-mcp

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MCP server that catches fake backtests before you trust them: deflated Sharpe ratio, backtest overfitting (CSCV/PBO), data-snooping tests (White's Reality Check, Hansen's SPA), lookahead checks and pipeline placebos. 20 tools for Claude, Cursor and any MCP client; on npm, the MCP Registry and hosted at canlicapital.com/mcp.

finance statistics trading mcp quant sharpe-ratio cursor quantitative-finance multiple-testing algorithmic-trading backtesting ai-agents claude overfitting deflated-sharpe-ratio model-context-protocol mcp-server lookahead-bias backtest-overfitting data-snooping
  • Updated Oct 12, 2026
  • JavaScript

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