Server data from the Official MCP Registry
Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.
About
Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.
Remote endpoints: streamable-http: https://backtest-cost-sensitivity-mcp.mcpize.run/mcp
Security Report
Valid MCP server (2 strong, 3 medium validity signals). No known CVEs in dependencies. Imported from the Official MCP Registry. Trust signals: trusted author (4/4 approved).
Endpoint verified · Requires authentication · 1 issue found
Security scores are indicators to help you make informed decisions, not guarantees. Always review permissions before connecting any MCP server.
Permissions Required
This plugin requests these system permissions. Most are normal for its category.
How to Connect
Remote Plugin
No local installation needed. Your AI client connects to the remote endpoint directly.
Add this to your MCP configuration to connect:
{
"mcpServers": {
"io-github-tylerscomic-lab-backtest-cost-sensitivity-mcp": {
"url": "https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"
}
}
}Documentation
View on GitHubFrom the project's GitHub README.
backtest-cost-sensitivity-mcp
An MCP server that sweeps commission and slippage assumptions across a backtest to find the real breakeven cost per trade, plus a structured look-ahead-bias audit.
The problem this solves
Most backtests run with one fixed commission/slippage assumption, which hides how fragile a strategy's edge actually is to real-world execution costs. A strategy that's profitable at 0.5 ticks of slippage and dead at 1.5 ticks needs to know that before going live, not after.
Tools
cost_sensitivity_sweep
Sweeps a range of commission and slippage assumptions against backtest results and reports how performance metrics degrade across the range.
breakeven_cost_finder
Finds the exact commission/slippage level at which a strategy's edge goes to zero — the real cost ceiling, not a guess.
lookahead_bias_checklist
A structured audit for the specific look-ahead-bias patterns that inflate backtest performance (data leakage across bar boundaries, repainting indicators, future-bar reads).
Use it
Hosted (recommended): MCPize — free tier, paid Pro tier for higher limits.
Self-host:
npm install
node server.js
Part of the AlgoForge suite
Prop-firm and quant-validation tools for algo traders: prop-rules-mcp, trade-journal-mcp, payout-calc-mcp, econ-calendar-mcp, montecarlo-validator-mcp, overfitting-audit-mcp, walkforward-validator-mcp, pinescript-audit-mcp, pinescript-mcp.
License
MIT
Reviews
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