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backtest-cost-sensitivity-mcp

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Commission/slippage sensitivity sweep + breakeven cost finder + lookahead-bias checklist for backtests

MCP ServersOfficial Registry0 stars0 forks● JavaScriptMITUpdated 2mo ago
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  • ✓Open-source license (MIT)
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Last scanned: 10/2/2026
Install in Claude Code / Claude Desktop
Method: Manual
Claude Code CLI
git clone https://github.com/tylerscomic-lab/backtest-cost-sensitivity-mcp
claude_desktop_config.json (Claude Desktop)
{
  "mcpServers": {
    "backtest-cost-sensitivity-mcp": {
      "command": "node",
      "args": ["/path/to/backtest-cost-sensitivity-mcp/dist/index.js"]
    }
  }
}
1. Run the command above in your terminal (Claude Code), or paste the JSON config into claude_desktop_config.json (Claude Desktop).
2. Replace any <placeholder> values with your API keys or paths.
3. Restart Claude. The MCP server and its tools appear automatically.
💡 Clone https://github.com/tylerscomic-lab/backtest-cost-sensitivity-mcp and follow its README for install instructions.
Use cases

MCP Servers overview

# backtest-cost-sensitivity-mcp

[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](LICENSE)
[![Live on MCPize](https://img.shields.io/badge/Live%20on-MCPize-6d28d9)](https://mcpize.com/mcp/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](https://mcpize.com/mcp/backtest-cost-sensitivity-mcp) — free tier, paid Pro tier for higher limits.

**Self-host:**
```bash
npm install
node server.js
```

## Part of the AlgoForge suite

Prop-firm and quant-validation tools for algo traders: [prop-rules-mcp](https://github.com/tylerscomic-lab/prop-rules-mcp), [trade-journal-mcp](https://github.com/tylerscomic-lab/trade-journal-mcp), [payout-calc-mcp](https://github.com/tylerscomic-lab/payout-calc-mcp), [econ-calendar-mcp](https://github.com/tylerscomic-lab/econ-calendar-mcp), [montecarlo-validator-mcp](https://github.com/tylerscomic-lab/montecarlo-validator-mcp), [overfitting-audit-mcp](https://github.com/tylerscomic-lab/overfitting-audit-mcp), [walkforward-validator-mcp](https://github.com/tylerscomic-lab/walkforward-validator-mcp), [pinescript-audit-mcp](https://github.com/tylerscomic-lab/pinescript-audit-mcp), [pinescript-mcp](https://github.com/tylerscomic-lab/pinescript-mcp).

## License

MIT
aialgo-tradingmcpmodel-context-protocolquanttrading

What people ask about backtest-cost-sensitivity-mcp

What is tylerscomic-lab/backtest-cost-sensitivity-mcp?

+

tylerscomic-lab/backtest-cost-sensitivity-mcp is mcp servers for the Claude AI ecosystem. Commission/slippage sensitivity sweep + breakeven cost finder + lookahead-bias checklist for backtests It has 0 GitHub stars and its last recorded update is dated 2026-07-27.

How do I install backtest-cost-sensitivity-mcp?

+

You can install backtest-cost-sensitivity-mcp by cloning the repository (https://github.com/tylerscomic-lab/backtest-cost-sensitivity-mcp) or following the README instructions on GitHub. ClaudeWave also provides quick install blocks on this page.

Is tylerscomic-lab/backtest-cost-sensitivity-mcp safe to use?

+

Our security agent has analyzed tylerscomic-lab/backtest-cost-sensitivity-mcp and assigned a Trust Score of 90/100 (tier: Verified). See the full breakdown of passed checks and flags on this page.

Who maintains tylerscomic-lab/backtest-cost-sensitivity-mcp?

+

tylerscomic-lab/backtest-cost-sensitivity-mcp is maintained by tylerscomic-lab. The last recorded GitHub activity is dated 2026-07-27, with 0 open issues.

Are there alternatives to backtest-cost-sensitivity-mcp?

+

Yes. On ClaudeWave you can browse similar mcp servers at /categories/mcp, sorted by popularity or recent activity.

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