Canli Backtest — Claude Code MCP server for strategy tests
This server builds SEC-based factors and tests signals against your price data, accounting for trade delays and costs. Use it to inspect a strategy or compare a set of variants.
claude mcp add canli-backtest-mcp -- npx -y canli-backtest-mcpWhat Canli Backtest does
Canli Backtest derives factors from company filings, using only information that had reached the SEC by each historical date. It then ranks a signal to form positions and tests those positions against prices you supply. The server also includes tools for market-breadth analysis, parallel parameter sweeps, and a trial ledger that records each run.
It runs locally over stdio, so prices, signals, and ledgers stay on your machine. You must bring the price CSV; errors in split or dividend adjustments carry through to the result. Trading costs use a flat rate per amount traded. Market impact, short-borrow charges, and financing are excluded unless included in cost_bps. A backtest describes a historical path, not proof that a signal will keep working.
What it helps with
- test a signal against historical prices with a trading delay
- include transaction costs when rebalancing positions
- compare strategy variants while accounting for the full search
- derive date-aware factors from SEC filings
Example prompts for the agent
- Build the
roafactor for my tickers and save the signal as a CSV. - Test my signal on
prices.csvwith monthly rebalancing and trading costs. - Compare these settings in the trial ledger and assess the best result against all runs.
How to install Canli Backtest
Platform CLI
claude mcp add canli-backtest-mcp -- npx -y canli-backtest-mcpPlatform CLI
codex mcp add mcp-backtest -- npx -y canli-backtest-mcpConfig file
{
"mcpServers": {
"mcp-backtest": {
"command": "npx",
"args": [
"-y",
"canli-backtest-mcp"
]
}
}
}Config file
{
"servers": {
"mcp-backtest": {
"type": "stdio",
"command": "npx",
"args": [
"-y",
"canli-backtest-mcp"
]
}
}
}Platform CLI
gemini mcp add mcp-backtest npx -y canli-backtest-mcpStep by step, with commands for each platform: How to add an MCP server to Claude Code, Codex, Cursor, VS Code, Gemini CLI and more
Questions about Canli Backtest
How do I install Canli Backtest in Claude Code?
Run claude mcp add canli-backtest-mcp -- npx -y canli-backtest-mcp, then run claude mcp add mcp-backtest -- npx -y canli-backtest-mcp.
What does Canli Backtest do?
It builds factors from SEC filings and tests signals using prices you provide. Its ledger records each trial so the best result can be judged in light of the search.
Do I need to provide price data?
Yes. The server uses your own CSV of closing prices by ticker and date; it does not supply market prices.
