Backtest Overfitting Audit

Name: Backtest Overfitting Audit
Author: tylerscomic-lab

tylerscomic-lab

Get started Repository

Probability of Backtest Overfitting (CSCV), Deflated Sharpe Ratio, and purged CV splits for quant strategies

Setup

Choose your client, copy the config, then fill in any required environment variables.

Add to Cursor Add to VS Code

claude mcp add --transport http backtest-overfitting-audit https://overfitting-audit-mcp.mcpize.run/mcp

~/.codex/config.toml

[mcp_servers.backtest-overfitting-audit]
url = "https://overfitting-audit-mcp.mcpize.run/mcp"

# codex mcp add backtest-overfitting-audit --url https://overfitting-audit-mcp.mcpize.run/mcp

~/.cursor/mcp.json

{
  "mcpServers": {
    "backtest-overfitting-audit": {
      "url": "https://overfitting-audit-mcp.mcpize.run/mcp"
    }
  }
}

.vscode/mcp.json

{
  "servers": {
    "backtest-overfitting-audit": {
      "type": "http",
      "url": "https://overfitting-audit-mcp.mcpize.run/mcp"
    }
  }
}

~/.gemini/settings.json

{
  "mcpServers": {
    "backtest-overfitting-audit": {
      "httpUrl": "https://overfitting-audit-mcp.mcpize.run/mcp"
    }
  }
}

claude_desktop_config.json · Customize › Connectors › Add custom connector

{
  "mcpServers": {
    "backtest-overfitting-audit": {
      "command": "npx",
      "args": [
        "-y",
        "mcp-remote",
        "https://overfitting-audit-mcp.mcpize.run/mcp"
      ]
    }
  }
}

.trae/mcp.json

{
  "mcpServers": {
    "backtest-overfitting-audit": {
      "url": "https://overfitting-audit-mcp.mcpize.run/mcp"
    }
  }
}

Setup

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