Monte-Neo strategy verifier — Claude Code MCP server
Monte-Neo audits trading-strategy backtests for future-data leaks, costs, and overfitting. Use it before trusting a backtest result.
claude mcp add monte-neo -- uvx monte-neoWhat Monte-Neo strategy verifier does
Monte-Neo checks the backtest itself rather than judging the trading idea. The server takes price data plus strategy code or positions, then tests for look-ahead bias, hidden fees, slippage, and selection from many variants. It returns a verdict, the checks that led to it, and concrete follow-up actions.
Its verification set includes future-data probes, Deflated Sharpe analysis, and walk-forward checks. A run can produce a reproducible certificate, with optional signing. People can also read the result as a single-file HTML report using --html report.html.
The verifier needs price data and either the strategy code or its positions; without those inputs, there is no backtest to inspect. Claude Code connects to it by starting monte-neo through uvx.
What it helps with
- detect future-bar leakage in a strategy
- include fees and slippage in a backtest
- test Sharpe after trying many variants
- run a walk-forward check on results
- produce a verdict and report for a strategy
Example prompts for the agent
- Check the backtest in
prices.csvtogether withagent_strategy.py. - Inspect this strategy for look-ahead bias and point to the affected lines.
- Run the verification and create an HTML report with
--html report.html.
How to install Monte-Neo strategy verifier
Platform CLI
claude mcp add monte-neo -- uvx monte-neouvx runs the command named after the package; if the README names another one, use uvx --from monte-neo <command>
Platform CLI
codex mcp add monte-neo-strategy-verifier -- uvx monte-neouvx runs the command named after the package; if the README names another one, use uvx --from monte-neo <command>
Config file
{
"mcpServers": {
"monte-neo-strategy-verifier": {
"command": "uvx",
"args": [
"monte-neo"
]
}
}
}uvx runs the command named after the package; if the README names another one, use uvx --from monte-neo <command>
Config file
{
"servers": {
"monte-neo-strategy-verifier": {
"type": "stdio",
"command": "uvx",
"args": [
"monte-neo"
]
}
}
}uvx runs the command named after the package; if the README names another one, use uvx --from monte-neo <command>
Platform CLI
gemini mcp add monte-neo-strategy-verifier uvx monte-neouvx runs the command named after the package; if the README names another one, use uvx --from monte-neo <command>
Step 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 Monte-Neo strategy verifier
How do I install Monte-Neo strategy verifier in Claude Code?
Run claude mcp add monte-neo-strategy-verifier -- uvx monte-neo.
What does Monte-Neo strategy verifier do?
It audits trading backtests for future-data leaks, trading costs, overfitting, and the durability of Sharpe after variant selection. The server returns a verdict, supporting checks, and follow-up actions.
What inputs does the verifier require?
Provide price data and either the strategy source code or its positions. The run can also produce a reproducible certificate and a single-file HTML report.
