# Canli Backtest (npm · canli-backtest-mcp)

Lookahead-free backtests: point-in-time SEC factors, your prices, real costs, every variant counted.

- Trust score: 77/100 (medium)
- Registry status: active
- Liveness: live
- Owner verified: no
- Last scored: 2026-10-18

## Components

- npm · `canli-backtest-mcp`: 77/100 (this document), [markdown](https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp.md), [page](https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp)

## Channel facts

- Registry: `npm`
- Package: `canli-backtest-mcp`
- Version: `0.1.2`
- Transport: `stdio`

## Trust breakdown

How this component scores in each security and reliability category. Every signal is checked automatically from public evidence about the published package, including repeated runs of it in an isolated sandbox, and we only credit what we can confirm. Scores are 0–100 per category. Scoring method: https://verifymcp.io/docs/scoring (what has changed: https://verifymcp.io/docs/scoring/changelog)

Scored 2026-10-18.

- **Supply Chain Security**: 99/100
  - No malware found by supply-chain analysis.
  - No known CVEs affecting this package version or its production dependencies.
  - No install/post-install scripts declared.
  - 3 of 17 dependencies flagged as unhealthy.
- **Provenance & Transparency**: 100/100
  - Source repository is publicly reachable at the declared URL.
  - Cryptographically verified build provenance (signed, bound to arhancanli/canlicapital).
  - Clear OSI-approved license (MIT).
  - Actively maintained (last published 4 days ago).
  - Publishes a security disclosure policy (SECURITY.md).
- **Schema Quality & AI Usability**: 54/100
  - AI-judged instruction clarity (good).
  - Context-footprint check failed: tool/resource definitions use about 604 tokens (~201/item across 3 items; 3 tools + 0 resources), over budget; trim descriptions and params.
  - Usage-examples check failed: none of the tools include examples.
- **Stability & Change Management**: 0/100
  - Stability not yet verified: not enough scan history yet (needs a 30-day window).
- **Tool Coverage**: 96/100
  - 100% of tools have a non-trivial description (not blank, and not just the tool's name).
  - 88% of tool parameters carry a description.
- **Tool Safety**: 100/100
  - No prompt-injection markers were found in the server instructions, tool names or descriptions we captured.
  - We read all 3 captured tool definition(s), and no name or description among them implies an irreversible operation.
  - An AI judge read all 4 captured unit(s) of tool text and found none that tries to manipulate the model reading it.
- **Capabilities**: 100/100
  - Implements a supported MCP spec version (2025-11-25); the latest is 2026-07-28.

**Unverified: 1 category.** A category scored 0 because we could not verify it: a data source with nothing on this package, evidence we could not reach, or a check we could not run. We only credit what we can confirm.

## Install

### How do I install the Canli Backtest MCP server?

Canli Backtest runs locally as an npm package, launched with npx -y canli-backtest-mcp. Ready-made configuration for Claude, Cursor, VS Code, Codex and 5 more is on this page, copied from each client's own documentation.

### Claude

```bash
claude mcp add arhancanli-canli-backtest-mcp -- npx -y canli-backtest-mcp
```

### Cursor

```json
{
  "mcpServers": {
    "arhancanli-canli-backtest-mcp": {
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}
```

### VS Code

```json
{
  "servers": {
    "arhancanli-canli-backtest-mcp": {
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}
```

### Codex

```bash
codex mcp add arhancanli-canli-backtest-mcp -- npx -y canli-backtest-mcp
```

### opencode

```json
{
  "$schema": "https://opencode.ai/config.json",
  "mcp": {
    "arhancanli-canli-backtest-mcp": {
      "type": "local",
      "command": [
        "npx",
        "-y",
        "canli-backtest-mcp"
      ],
      "enabled": true
    }
  }
}
```

### OpenClaw

```bash
openclaw mcp add arhancanli-canli-backtest-mcp --command npx --arg -y --arg canli-backtest-mcp
```

### Hermes

```yaml
mcp_servers:
  arhancanli-canli-backtest-mcp:
    command: "npx"
    args: ["-y", "canli-backtest-mcp"]
```

### Netclaw

```json
{
  "McpServers": {
    "arhancanli-canli-backtest-mcp": {
      "Transport": "stdio",
      "Command": "npx",
      "Arguments": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}
```

### Vellum

```bash
assistant mcp add arhancanli-canli-backtest-mcp -t stdio -c npx -a -y canli-backtest-mcp
```

### Other

```json
{
  "mcpServers": {
    "arhancanli-canli-backtest-mcp": {
      "command": "npx",
      "args": [
        "-y",
        "canli-backtest-mcp"
      ]
    }
  }
}
```

## Changelog

Every change recorded for this component, newest first. Days that predate change tracking, or that we cannot explain, say so: "we were watching and nothing happened" and "we were not watching" are different claims.

### 2026-10-14 (score 77, +27)

- [security improvement] Injection markers: unverified → pass
- [security] First check of Judged manipulation: pass
- [security] Stability: Stability not yet verified: not enough scan history yet (needs a 30-day window).
- [functional improvement] Tool coverage: unverified → 100
- [functional improvement] MCP protocol: unverified → pass
- [functional] First check of Schema quality: fail
- [functional] First check of Tool coverage: 88
- [functional] First check of Destructive annotations: pass
- [functional] First check of Schema quality: fail
- [functional] First check of Schema quality: good

### 2026-10-13 (score 50)

First indexed and scored.

## MCP tools (3)

### `list_factors` (~26 tokens)

Point-in-time factors

The point-in-time factors pit_factor builds from SEC filings, and what each measures.

### `pit_factor` (~187 tokens)

Build a point-in-time factor

Build a factor from SEC filings for a list of tickers, monthly from start to end, using only what had been filed by each date (restatements invisible until filed). Writes a signal CSV for backtest_signal. Values are what companies reported to the SEC in XBRL, as filed by each date; a company that files late, files outside XBRL or changes its tags can be missing.

Input parameters:

- `end` (string, required)
- `factor` (string, required): One of roa, gross_margin, operating_margin, revenue_growth, asset_growth, accruals, or level:<measure> (revenue, net_income, assets, ...).
- `out_file` (string): Where to write the signal CSV; default a new temporary file.
- `start` (string, required)
- `tickers` (array, required): Tickers (or CIKs) to compute it for.

### `backtest_signal` (~316 tokens)

Backtest a signal without lookahead

Backtest a signal against your prices: rank, long and short quantiles, rebalance, trading only on what was known lag_days earlier, costs on actual trades. Pass ledger to judge the best of a search against all of it. A backtest measures one path of history under these costs; it does not establish that the signal will keep working.

Input parameters:

- `cost_bps` (number): Cost per unit traded, in basis points. Default 10.
- `label` (string): The variant's name in the ledger. Default: the settings.
- `lag_days` (integer): Trading days between a signal becoming known and trading on it. Default 1, the minimum.
- `ledger` (string): Record this run in a search ledger (created if new) and judge it against every run recorded there.
- `min_names` (integer): Skip a rebalance with fewer ranked names. Default 5.
- `periods_per_year` (number): Default 252 (daily prices).
- `prices_file` (string, required): CSV: a date column (YYYY-MM-DD) and one column of closing prices per ticker.
- `quantile` (number): Fraction of ranked names in each leg. Default 0.2.
- `rebalance`: Default monthly; or every N trading days.
- `side` (string): Default long_short: long the top quantile, short the bottom.
- `signal_file` (string, required): CSV in the same shape; each row dated when its values became known (pit_factor writes this).

## Diagnostics

Captured diagnostic sections: Provenance, Dependencies. The full working is on the page: https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp#diagnostics

## Score history

- 2026-10-18: 77
- 2026-10-17: 77
- 2026-10-16: 77
- 2026-10-15: 77
- 2026-10-14: 77
- 2026-10-13: 50

## Common questions

### What is the Canli Backtest MCP server?

Canli Backtest is an MCP server listed in the public MCP registry as io.github.arhancanli/canli-backtest-mcp. Lookahead-free backtests: point-in-time SEC factors, your prices, real costs, every variant counted. This page covers its npm package (canli-backtest-mcp).

### Is the Canli Backtest MCP server safe to use?

Canli Backtest scores 77 out of 100 on VerifyMCP. We found no known CVEs affecting it as of 18 October 2026. It declares no install or post-install scripts. Its build provenance is signed and verified. That is a record of what we were able to check automatically, not an endorsement. The category breakdown on this page shows every signal behind the number, including the ones we could not confirm.

### What tools does the Canli Backtest MCP server expose?

Canli Backtest exposes 3 tools: list_factors, pit_factor, backtest_signal. Their descriptions and schemas cost roughly 529 tokens of context every time the server is loaded.

### Is the Canli Backtest MCP server still maintained?

Canli Backtest is still listed as active in the MCP registry. We last reached this channel on 18 October 2026. Those dates come from our own scans of the registry and the channel itself, not from anything the publisher announced.

### What licence is the Canli Backtest MCP server under?

Canli Backtest declares the MIT licence, which is OSI-approved. That covers the source only, and says nothing about the cost of any service it calls.

## Links

- npm package: https://www.npmjs.com/package/canli-backtest-mcp
- Socket report: https://socket.dev/npm/package/canli-backtest-mcp
- Repository: https://github.com/arhancanli/canlicapital
- Website: https://canlicapital.com/mcp-servers
- Changelog RSS feed: https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp.xml
- Changelog JSON feed: https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp.json
- HTML version of this page: https://verifymcp.io/servers/arhancanli-canli-backtest-mcp/canli-backtest-mcp