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Backtest Cost Sensitivity

Official registry Other

Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.

Source code Documentation

Install

Add this to your client's MCP configuration (Claude Desktop: claude_desktop_config.json; Cursor: .cursor/mcp.json; VS Code and others use the same "mcpServers" shape).

Remote (streamable-http)
Claude Code 
claude mcp add --transport http backtest-cost-sensitivity 'https://backtest-cost-sensitivity-mcp.mcpize.run/mcp'
JSON configuration (Claude Desktop, Cursor, VS Code) 
{
    "mcpServers": {
        "backtest-cost-sensitivity": {
            "type": "http",
            "url": "https://backtest-cost-sensitivity-mcp.mcpize.run/mcp"
        }
    }
}

Documentation

From the project's README on GitHub, refreshed weekly. Links open on GitHub.

Contents
  1. backtest-cost-sensitivity-mcp
  2. The problem this solves
  3. Tools
  4. Use it
  5. Part of the AlgoForge suite
  6. License

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

Frequently asked questions

What is Backtest Cost Sensitivity?

Commission/slippage sensitivity sweep, breakeven cost finder, and lookahead-bias checklist.

How do I install Backtest Cost Sensitivity?

It runs as a remote server. In Claude Code: claude mcp add --transport http backtest-cost-sensitivity 'https://backtest-cost-sensitivity-mcp.mcpize.run/mcp'. For other clients, paste the JSON configuration from this page into their MCP settings.

Does Backtest Cost Sensitivity need an API key?

Its registry entry lists no required key or secret. Some features may still need an account with the service it connects to.

Is Backtest Cost Sensitivity open source?

Yes. Its code is on GitHub under the MIT license.

Who maintains Backtest Cost Sensitivity?

It is published by tylerscomic-lab. AI.tn lists it but does not maintain or endorse it.

From the official MCP Registry. Listing is not an endorsement: review a server's code and permissions before giving it access to your data.