Analytics
canlicapital.com
Validates quantitative trading strategies with statistical tests for deflated Sharpe ratio, backtest overfitting, data-snooping reality checks, and paper evidence.
ENDPOINT 1
https://canlicapital.com/mcp
MCP server metadata
- Name
- canlicapital-validation-mcp
- Version
- 0.10.0
Checks whether a backtest's result is real. For one strategy's returns, call audit_backtest, pointing returns_file at the backtest's CSV instead of pasting long series. For a Sharpe found by a search, validate_deflated_sharpe needs how many independent variants were tried and how their Sharpes spread; with every variant's returns, validate_overfitting gives the probability of backtest overfitting. Set CANLI_LOCAL=1 to compute on this machine with no network. Every result says what it does not establish; quote those limits with the number.
Known tools 15
validate_deflated_sharpeDeflated Sharpe ratio: the probability (0 to 1) that the selected strategy's Sharpe beats the best that luck gives across the variants tried, with the probabilistic Sharpe and that luck benchmark.
Inferred read-onlyvalidate_overfittingProbability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median.
Inferred read-onlyvalidate_reality_checkData-snooping tests on every variant a search tried: Hansen's SPA p-value that the best beat the benchmark only by luck, White's Reality Check, and the variants Romano-Wolf StepM finds better.
Inferred read-onlyvalidate_paper_evidenceWhether a paper or simulated performance record meets canli.
Inferred read-onlyvalidate_breadthBook Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs.
Inferred read-onlyvalidate_track_recordMinimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, the record's probabilistic Sharpe so far.
Inferred read-onlyvalidate_backtest_lengthMinimum backtest length (years) before the best of N independent trials is not expected to reach a target Sharpe by luck; with backtest_years, the most trials those years allow.
Inferred read-onlyvalidate_haircut_sharpeHaircut Sharpe for multiple testing (Harvey and Liu 2015): the Sharpe a single test would have needed, by Bonferroni and independent tests, and with the other tests' Sharpes, Holm and BHY.
Inferred read-onlyvalidate_luck_trialsHow many skill-less strategies a search would need for its best to reach this Sharpe by luck (Monte Carlo), and with a trial count, the chance it did.
Inferred read-onlyaudit_backtestOne-call audit of a strategy's returns: deflated Sharpe, minimum track record and, with every variant's returns, the probability of backtest overfitting, each the matching validator's result with its own receipt.
Inferred read-onlyverify_receiptVerify a receipt offline: its Ed25519 signature against the bundled canlicapital.
Inferred read-onlyservice_statusWhether the validation API is up, with its quotas; check after a timeout before resubmitting.
Inferred read-onlycompany_financial_historySEC-reported financial history for one company in the canlicapital.
Inferred read-onlyCONNECT WITH APPROVAL
Client installation
Review this server and its permissions before adding it. Secret placeholders must be set locally.
Codex
~/.codex/config.toml
[mcp_servers.canlicapital-validation-mcp]
url = "https://canlicapital.com/mcp"
enabled = true
Claude Code
.mcp.json
{
"mcpServers": {
"canlicapital-validation-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp"
}
}
}
Claude Desktop
Settings → Connectors → Add custom connector
Name: canlicapital-validation-mcp
Remote MCP URL: https://canlicapital.com/mcp
Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.
Cursor
.cursor/mcp.json
{
"mcpServers": {
"canlicapital-validation-mcp": {
"url": "https://canlicapital.com/mcp"
}
}
}
Visual Studio Code
.vscode/mcp.json
Add to Visual Studio Code{
"servers": {
"canlicapital-validation-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp"
}
}
}
Generic MCP
Client-specific MCP configuration
{
"name": "canlicapital-validation-mcp",
"transport": "streamable-http",
"url": "https://canlicapital.com/mcp"
}
MCP Inspector
Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.
ENDPOINT 2
https://canlicapital.com/mcp/fundamentals
MCP server metadata
- Name
- canli-fundamentals-mcp
- Version
- 0.5.0
SEC company fundamentals point in time. company takes a ticker, CIK or name; find_company searches names. For a decision on a date, call known_as_of with the company and as_of: it returns only what had been filed by then, and flags values later restated. Use plain names (revenue, net_income, eps_diluted, assets, cash); they follow a company across tag changes. restatements lists numbers that changed after their first report, and vintages shows every filing behind one number. Treat a value as known from the next trading day after its filed date.
Known tools 7
known_as_ofWhat a company had reported as of a date: per measure, the latest period filed by then, its value, and whether it was later restated; optionally ratios from those filings.
Inferred read-onlyhistoryOne measure over time, newest first: as first reported (default), as latest filed, or as known on as_of, each with its filing and whether it later changed.
Inferred read-onlyrestatementsPeriods whose value changed in a later filing, with first and latest values, % change and cause (stock splits left out by default).
Inferred read-onlyvintagesEvery filing that reported one period of one measure, oldest first: the revision history behind a number.
Inferred read-onlylist_conceptsThe XBRL concepts a company reports and the plain names it supports, with units, periods, date range and restated-period counts.
Inferred read-onlycross_sectionOne measure for up to 50 companies as filed by a date: each one's latest period, its value then, and whether it was later restated.
Inferred read-onlyCONNECT WITH APPROVAL
Client installation
Review this server and its permissions before adding it. Secret placeholders must be set locally.
Codex
~/.codex/config.toml
[mcp_servers.canli-fundamentals-mcp]
url = "https://canlicapital.com/mcp/fundamentals"
enabled = true
Claude Code
.mcp.json
{
"mcpServers": {
"canli-fundamentals-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp/fundamentals"
}
}
}
Claude Desktop
Settings → Connectors → Add custom connector
Name: canli-fundamentals-mcp
Remote MCP URL: https://canlicapital.com/mcp/fundamentals
Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.
Cursor
.cursor/mcp.json
{
"mcpServers": {
"canli-fundamentals-mcp": {
"url": "https://canlicapital.com/mcp/fundamentals"
}
}
}
Visual Studio Code
.vscode/mcp.json
Add to Visual Studio Code{
"servers": {
"canli-fundamentals-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp/fundamentals"
}
}
}
Generic MCP
Client-specific MCP configuration
{
"name": "canli-fundamentals-mcp",
"transport": "streamable-http",
"url": "https://canlicapital.com/mcp/fundamentals"
}
MCP Inspector
Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.
ENDPOINT 3
https://canlicapital.com/mcp/research
MCP server metadata
- Name
- canli-research-mcp
- Version
- 0.2.0
Canli Capital's open research record. Find papers with search_research or list_topics, then read one with get_paper, using section for one part. trial_ledger says how many hypotheses were tried, which any published result should be judged against, and live_record is the paper-trading record. Each result carries its source's own limits; quote them with any finding.
Known tools 6
search_researchFind Canli Capital research papers (strategy tests, killed candidates, literature reviews, feasibility protocols) by words in their titles and summaries.
Inferred read-onlylist_topicsThe research topics, with how many papers each holds and what it covers.
Inferred read-onlyget_paperA research paper's text as published, by slug, with its headings; send section for one part, and max_chars to cap the length.
Potential side effectstrial_ledgerHow many distinct hypotheses Canli Capital has tried against its declared budget, and how many were killed or survived.
Inferred read-onlylive_recordThe live paper-trading record (returns, costs, risk, corrections, provenance) and each sleeve's paper equity, with their limits.
Inferred read-onlychain_headThe head of the tamper-evident chain that shows the published record was not rewritten after publication, with where to verify it.
Inferred read-onlyCONNECT WITH APPROVAL
Client installation
Review this server and its permissions before adding it. Secret placeholders must be set locally.
Codex
~/.codex/config.toml
[mcp_servers.canli-research-mcp]
url = "https://canlicapital.com/mcp/research"
enabled = true
Claude Code
.mcp.json
{
"mcpServers": {
"canli-research-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp/research"
}
}
}
Claude Desktop
Settings → Connectors → Add custom connector
Name: canli-research-mcp
Remote MCP URL: https://canlicapital.com/mcp/research
Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.
Cursor
.cursor/mcp.json
{
"mcpServers": {
"canli-research-mcp": {
"url": "https://canlicapital.com/mcp/research"
}
}
}
Visual Studio Code
.vscode/mcp.json
Add to Visual Studio Code{
"servers": {
"canli-research-mcp": {
"type": "http",
"url": "https://canlicapital.com/mcp/research"
}
}
}
Generic MCP
Client-specific MCP configuration
{
"name": "canli-research-mcp",
"transport": "streamable-http",
"url": "https://canlicapital.com/mcp/research"
}
MCP Inspector
Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.
ENDPOINT 4
https://canlicapital.com/mcp/canli
Known tools 0
No tool metadata was available in the registry cache.
CONNECT WITH APPROVAL
Client installation
Review this server and its permissions before adding it. Secret placeholders must be set locally.
Codex
~/.codex/config.toml
[mcp_servers.canlicapital-com]
url = "https://canlicapital.com/mcp/canli"
enabled = true
Claude Code
.mcp.json
{
"mcpServers": {
"canlicapital-com": {
"type": "http",
"url": "https://canlicapital.com/mcp/canli"
}
}
}
Claude Desktop
Settings → Connectors → Add custom connector
Name: canlicapital-com
Remote MCP URL: https://canlicapital.com/mcp/canli
Add this remote URL as a custom connector in Claude Desktop. Availability depends on the user plan and workspace policy.
Cursor
.cursor/mcp.json
{
"mcpServers": {
"canlicapital-com": {
"url": "https://canlicapital.com/mcp/canli"
}
}
}
Visual Studio Code
.vscode/mcp.json
Add to Visual Studio Code{
"servers": {
"canlicapital-com": {
"type": "http",
"url": "https://canlicapital.com/mcp/canli"
}
}
}
Generic MCP
Client-specific MCP configuration
{
"name": "canlicapital-com",
"transport": "streamable-http",
"url": "https://canlicapital.com/mcp/canli"
}
MCP Inspector
Run the official MCP Inspector locally and enter the indexed Streamable HTTP endpoint.
TRUST AND VERIFICATION EVIDENCE
Trust Data Available
BuiltWith Trust API v2 evidence for canlicapital.com was fetched 2026-10-01T04:44:47.456Z.
canlicapital.com is assessed as Neutral: No suspicious signals found, but no strong positive signal either
Evidence is source-attributed and does not guarantee that a third-party server is safe. Risk labels are conservative metadata heuristics.