INDIVIDUAL MCP TOOL

validate_haircut_sharpe

Haircut 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.

canlicapital.comnone authenticationAvailability not checked

LIVE ENDPOINT

https://canlicapital.com/mcp

No auth detected

Connect to this endpoint to inspect the live schema for validate_haircut_sharpe and invoke it with your own arguments.

Indexed input schema

{}

Risk classification

Inferred read-only · medium confidence · heuristic, not a guarantee.

No write-capable action terms were found; this is not proof that invocation has no side effects.

Parent server

canlicapital.com

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-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.

Related tools

get_key — Issue a free validation key for this session.
validate_deflated_sharpe — Deflated 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.
validate_overfitting — Probability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median.
validate_reality_check — Data-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.
validate_paper_evidence — Whether a paper or simulated performance record meets canli.
validate_breadth — Book Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs.
validate_track_record — Minimum 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.
validate_backtest_length — Minimum 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.