CrashTestYourStrategy

Chẩn đoán ứng suất danh mục đầu tư và chiến lược giao dịch cho tác nhân AI: ứng suất đa tài sản với phát hiện phá vỡ phòng hộ, triển vọng chế độ đã đăng ký trước hàng ngày và kiểm tra tính toàn vẹn backtest với Sharpe đã giảm phát. HTTP có thể truyền phát từ xa, gói miễn phí, không cần xác thực.

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Tài liệu

CrashTestYourStrategy — MCP Server

Remote MCP server for portfolio & trading-strategy stress diagnostics. Free tier — no key, no signup. Descriptive, never advisory.

https://mcp.crashtestyourstrategy.ai/mcp

Listed in the official MCP registry as io.github.fnobbe/crashtestyourstrategy. This repository is the public server card — the service itself is closed-source; everything an agent (or a reviewer) needs to verify behaviour is linked below.

Quick start

Claude Code:

claude mcp add --transport http ctys https://mcp.crashtestyourstrategy.ai/mcp

Generic MCP client config (streamable HTTP):

{
  "mcpServers": {
    "ctys": {
      "type": "streamable-http",
      "url": "https://mcp.crashtestyourstrategy.ai/mcp"
    }
  }
}

claude.ai: Settings → Connectors → Add custom connector with the URL above.

The free tier is rate-limited per IP (30 req/min). No account, no key.

What it does

An open diagnostics layer that confronts a proposed portfolio or trading strategy with the failure modes an optimistic backtest ignores — hedge breaks (the 2022 stock-bond case), sequence-of-returns risk, regime blind spots, deflated Sharpe.

Free tier (16 tools)

Group	Tools
Portfolio	`portfolio_stress_test` (multi-asset stress across baseline / risk-off / rate-shock regimes, hedge-break detection, full drawdown distribution) · `portfolio_compare` · `factor_decomposition` · `ips_gate` (hard gate vs an Investment Policy Statement, breach probability not median path) · `long_horizon_stress` (multi-year savings/withdrawal plans, ruin probabilities)
Strategy	`run_stress_test` · `challenge_strategy` · `backtest_integrity` (deflated Sharpe + which crisis regimes the backtest window missed)
Regimes	`regime_outlook` (model-conditional BULL/SIDEWAYS/BEAR/CRISIS probabilities at 5/21 trading days — preregistered, out-of-sample validated, refreshed daily) · `market_regime_map` (18-category cross-asset map) · `describe_regime` · `find_similar_regime`
Record & catalog	`list_investment_theses` · `get_investment_thesis` · `get_dossier` (citable audit trail of prior calls) · `submit_feedback`

Full tier (token via contact): tier2_stress_test (stress any ticker with auto-calibration + realism gate), build_portfolio, portfolio_frontier.

Response contract

Every response is a versioned envelope (ctys-agent-v1 family) carrying:

grounding_summary — a risk-focused factual statement of the omitted tail
revision_required — a gate-capable signal (never a directive)
methodological_limitations — required disclosure of what the diagnostic does NOT establish
data_through / data_staleness_days — self-reported data freshness (EOD, refreshed daily)

validation:// resources expose the realism trust layer: 18 measured stylized facts per asset vs historical reference bands — the falsifiability surface. Recompute locally; trust by independent reproduction.

Scope & compliance

Model-based scenario simulation. Descriptive, never advisory: no suitability, timing, or ranking claim is made or implied — the agent decides what "suitable" means. Out-of-sample limits are disclosed, not hidden (e.g. the GFC hedge-behaviour test failed and ships as a documented limitation).