canli-validation-mcp

Validiere einen Backtest, bevor du ihm vertraust: deflated Sharpe Ratio, Backtest-Overfitting (CSCV), Paper-Evidence- und Breadth-Checks über eine kostenlose API, die jeweils einen neu berechenbaren Beleg zurückgeben. Liest außerdem die gemeldete Finanzhistorie von Unternehmen aus SEC-Einreichungen. Ausführen mit npx -y canli-validation-mcp.

Dokumentation

canli-validation-mcp

An MCP (Model Context Protocol) server over canlicapital.com's free, keyed validation API. It gives a coding agent nine tools: issue a free key, run the five validators (deflated Sharpe, CSCV overfitting, paper-evidence conformance, breadth ceiling, minimum track record length), fetch a stored receipt, read service status, and read a company's reported financial history from SEC filings. Every tool returns the full API envelope as its result text, success or error, so the agent cannot see a number without the sentences beside it that say what the number does not establish.

This package is published to npm as canli-validation-mcp. Also listed on the official MCP Registry (io.github.arhancanli/canli-validation-mcp) and cursor.directory. Run it with npx, no install step, as shown below. A local checkout is only needed to develop or test this package itself; see "Local checkout" near the bottom.

This README describes the version in package.json. Unversioned npx runs npm's latest release; npx -y canli-validation-mcp@<version> pins one.

What the API is (and is not)

The engine is the product. The service runs your submitted numbers through the same honesty arithmetic canlicapital.com's own paper record runs on itself and hands back a verdict anyone can recompute from the receipt. It does not accept market data, does not sign receipts, does not grade a strategy, and never saw your data source, its costs, or any lookahead in how a series was built. See docs/superpowers/specs/2026-09-05-developer-key-validation-api-design.md in the main repository for the full design.

Tools

ToolCallsKey required
get_keyPOST /api/v1/keysno
validate_deflated_sharpePOST /api/v1/validate/deflated-sharpeyes
validate_overfittingPOST /api/v1/validate/overfittingyes
validate_paper_evidencePOST /api/v1/validate/paper-evidenceyes
validate_breadthPOST /api/v1/validate/breadthyes
validate_track_recordPOST /api/v1/validate/track-recordyes
get_receiptGET /api/v1/receipts/{id}no
service_statusGET /api/v1/validate/statusno
company_financial_historyGET /company-data/{cik}.json (a ticker resolves through GET /api/v1/company-tickers.json)no

validate_deflated_sharpe accepts exactly one of two input shapes, never a mix of both:

  • the seven contract fields: observed_sharpe_annualized, observations, periods_per_year, skew, non_excess_kurtosis, effective_independent_trials, cross_trial_sharpe_sd_annualized;
  • or a return series plus the trials behind it: returns, periods_per_year, effective_independent_trials, cross_trial_sharpe_sd_annualized.

Sending fields from both shapes, or from neither, is rejected before any request leaves the process; see src/schemas.mjs.

company_financial_history is different from the other tools: it reads the public company reference at canlicapital.com, not the validation API. Give it a CIK (1 to 10 digits) to list a company's available financial histories, or a CIK and a us-gaap concept such as Revenues to get the observations, newest first (limit defaults to 40, maximum 200). Every observation keeps its filing accession, form, filed date and unit, and the result carries the SHA-256 of the original SEC response and the record's own boundary sentence: these are accounting values as reported to the SEC, not market prices, returns or a recommendation. Companies and concepts outside the current release return an error with the available concepts listed.

Prompts, resources and structured results

Clients that show MCP prompts offer two guided workflows: validate_backtest (deflated Sharpe, then overfitting, then the track record needed, reported with what each number does not establish) and track_record_needed. Two resources can be read: canli://limits, the boundary sentences every result carries, and canli://sources, the papers behind each validator and how each is checked against them. Every tool result carries its envelope both as text and as structuredContent.

Compact context (0.3.0)

An agent pays for every token a tool returns, including whitespace it never reads. Since 0.3.0 every result is minified JSON, and a company history returns its observations as one columns header and one row per observation, with a unit shared by every row stated once. No field is dropped: every boundary sentence, accession number, form, filed date and source hash is still in the result, and columns + rows rebuild each observation exactly.

Measured with bench/token_cost.py on live records (tokenizer: tiktoken o200k_base; other tokenizers give different absolute counts), 20 observations each:

Record0.2.0 (indented)minified0.3.0 (minified, columnar)
Apple, StockholdersEquity2,2141,560 (−29.5%)1,060 (−52.1%)
Microsoft, CashAndCashEquivalentsAtCarryingValue2,2311,574 (−29.4%)1,065 (−52.3%)

The validation tools gain the minification only: the live service_status envelope measured 593 tokens indented and 475 minified (−19.9%); their boundary sentences are kept word for word. These are measurements of these results, not a claim about any other server.

Breaking change from 0.2.0: history.observations is now {unit?, columns, rows} instead of an array of objects.

Configuration

VariableDefaultMeaning
CANLI_API_BASEhttps://canlicapital.comWhere the API lives. Point it at a preview deployment for testing.
CANLI_KEYunsetA key already issued from POST /api/v1/keys. When set, get_key sends no request and reports the key is already configured; every other tool sends it as Authorization: Bearer <key>.
CANLI_LOCALunset1 or true runs the five validators on this machine (private local mode, below): no key, no network, no receipt.

If CANLI_KEY is not set and local mode is off, call get_key once per session before the validators. The key it returns lives only in this process's memory for the life of the session; it is not written to disk.

HTTP failures and API error envelopes are marked as MCP tool errors while preserving the complete JSON envelope. A successful validation with a negative verdict remains a normal result. Requests have a 30-second deadline covering headers and body, reject redirects, and are never retried automatically. A timeout may occur after the service has processed a request; check service status before deciding to submit again. Non-JSON response bodies and raw network errors are omitted from tool errors.

Install

No install step. npx fetches the published package on first run, so every client config below just spawns npx -y canli-validation-mcp. See "Local checkout" near the bottom to develop or test this package itself instead of running the published one.

Hosted endpoint (no install)

The same tools are served at https://canlicapital.com/mcp over MCP Streamable HTTP, for clients that connect to a URL instead of spawning a process (Claude.ai connectors, ChatGPT, Cursor's remote servers). Nothing to install, and no Node.js on your machine.

claude mcp add --transport http canli https://canlicapital.com/mcp

Without a key, requests run under a shared anonymous key, so the daily validation quota is shared by every hosted caller. For your own quota, issue a free key (see /developers) and send it as a header:

claude mcp add --transport http canli https://canlicapital.com/mcp --header "Authorization: Bearer $CANLI_KEY"

The endpoint is stateless. On it, get_key issues nothing and says which key is in use, because a key issued there would not reach the next request. A malformed Authorization header is refused rather than replaced with the shared key.

Claude Desktop

Add to claude_desktop_config.json (Settings, Developer, Edit Config):

{
  "mcpServers": {
    "canli": {
      "command": "npx",
      "args": ["-y", "canli-validation-mcp"]
    }
  }
}

Restart Claude Desktop afterward. Add an "env" object with CANLI_API_BASE to point this at a preview deployment instead of the default.

Claude Code

claude mcp add canli -- npx -y canli-validation-mcp

Run claude mcp list to confirm it is registered, and claude mcp remove canli to remove it.

Private local mode

Set CANLI_LOCAL=1 and the five validators run on your machine: nothing about the series you submit is sent to canlicapital.com, no key is needed, and no receipt is stored. The computation is the API's own, shipped byte for byte in src/local (a test fails if it drifts), so a local result equals the hosted one; it names no receipt id because none was made.

claude mcp add canli-local --env CANLI_LOCAL=1 -- npx -y canli-validation-mcp

get_receipt, service_status and company_financial_history still read from canlicapital.com; they send no series. In the Claude Desktop extension this is the "Private local mode" setting.

Generic stdio client

Any MCP client that can spawn a process and speak stdio will work. Using the official SDK directly, from Node:

import { Client } from "@modelcontextprotocol/sdk/client/index.js";
import { StdioClientTransport } from "@modelcontextprotocol/sdk/client/stdio.js";

const transport = new StdioClientTransport({
  command: "npx",
  args: ["-y", "canli-validation-mcp"],
  env: { ...process.env, CANLI_API_BASE: "https://canlicapital.com" },
});

const client = new Client({ name: "my-agent", version: "0.1.0" });
await client.connect(transport);

const { tools } = await client.listTools();
console.log(tools.map((t) => t.name));

const keyResult = await client.callTool({ name: "get_key", arguments: { label: "my-agent" } });
if (keyResult.isError) throw new Error("Key setup failed; inspect the error privately.");
// The session retains the issued key. Avoid printing its envelope into logs.

const result = await client.callTool({
  name: "validate_deflated_sharpe",
  arguments: {
    returns: [0.004, -0.002, 0.007, 0.001, -0.003, 0.005, 0.002, -0.001],
    periods_per_year: 252,
    effective_independent_trials: 30,
    cross_trial_sharpe_sd_annualized: 0.5,
  },
});
console.log(result.content[0].text); // the full envelope, including limits and receipt.url

await client.close();

What a result does not establish (boundary language)

Every envelope this server returns carries these sentences, verbatim, from the API itself (api/_lib/limits.js):

  • This verdict is about the series exactly as submitted. The service never saw the data source, its costs, survivorship, or any lookahead in how the series was built.
  • A deflated Sharpe or overfitting probability above or below any threshold is not admission to anything and is not a forecast.
  • The receipt is content-hashed and reproducible from the open-source core it names. It is not signed.
  • Quotas: 1000 validations per key per UTC day, 5 keys per client per UTC day, 1048576 bytes per request, 20000 observations per series, 200 variants per matrix.

Each tool's description also states one of these sentences, so an agent sees the boundary before it calls the tool, not only after. No tool in this server strips limits or receipt.url from a response; the full envelope is always the result text.

Local checkout

Only needed to develop or test this package itself, not to run the published one.

cd mcp
npm ci
node src/server.mjs

Point a client at the checkout instead of npm by spawning node /absolute/path/to/meridian/mcp/src/server.mjs in place of npx -y canli-validation-mcp in any config above.

Testing

npm test
npm run test:package

Runs node --test over test/*.test.mjs: schema round-trips against the API's own OpenAPI and manifest examples, one success, error-envelope and quota-429 case per keyed tool (a fake fetch stands in for the network), a check that every tool description carries a limits sentence, a check that those sentences have not drifted from api/_lib/limits.js, a check that no shipped file contains an em dash, and one test that spawns the actual server binary and performs a real MCP tools/list and callTool handshake over stdio against a local HTTP stub, so the wiring is proven rather than assumed.

test:package creates the actual npm tarball, checks its exact file list and license, installs it in a temporary consumer directory, and runs the stdio test against that installed entry. Dependency installation contacts npm; tool calls use only the local HTTP stub. It neither publishes a package nor issues a production API key.

Dependencies

Only @modelcontextprotocol/sdk (pinned exact) and zod (pinned exact). No other runtime dependency is added, and nothing in this package touches the site's root package.json, .vercelignore, api/, scripts/, js/, or public/.