backtesting-arena
info-6d0w/backtesting-arenaQuantitative crypto backtesting & Bitcoin market-regime analytics. 68 MCP tools: honest look-ahead-aware backtest validation with Deflated-Sharpe-Ratio correction, point-in-time 10-indicator Bitcoin cycle scoring, macro-regime composites, Edge-Library filter effects, 22 on-chain BRK series (since 2009), altcoin screener, sentiment, "buy now or wait?" decision-math, conditional historical-analog base rates & live subscriptions. Core outputs are not reproducible from public OHLCV/market-data APIs. Covers crypto plus stocks/ETFs/commodities/forex. Free tier, no credit card.
Tools · 73
Daily 0-100 heat score for the Bitcoin market, aggregated from 8 components (BTC-Cycle, F&G, Altcoin-Season, Bullmarket-Ampel, Funding-Rate, Hash-Ribbons, Mayer-Multiple, MVRV-Z). Returns score, band …
Crypto cycle position — where are we in the cycle? Default BTC: point-in-time 10-indicator aggregation (MVRV-Z, NUPL, Puell, Pi-Cycle, Funding, Hash-Ribbons, Power-Law, Rainbow, F&G, Mayer). Pass asse…
Current BTC, ETH and SOL spot price — what is Bitcoin (or ETH/SOL) worth right now? Live USDT-quoted last price plus 24h change %, high and low from Binance. Use this to anchor the connector’s own ana…
Aggregate stablecoin supply (crypto-liquidity proxy) — is the liquidity impulse turning or accelerating? macro_regime only gives the 30d delta; this exposes the trend: current supply, 30d/90d change (…
Spot-ETF net flows (USD millions) — is the flow impulse turning or accelerating? The summary only gives point-in-time deltas; this exposes the trend: 30d/90d net flow, acceleration (last-30d vs prior-…
Daily Altcoin-Season indicator (v7 Native-Filter methodology). Returns BTC-Dominance, Alt-Dominance, 4 Layer-1 signals (USDT.D, USDC.D, BTC-DOM, ETH-DOM), overall color (red/amber/green) + Top-50 Coin…
Crypto Fear & Greed Index from alternative.me with historical context. Returns current value 0-100, classification (extreme fear/fear/neutral/greed/extreme greed), recent history, plus arena-specific …
Bitcoin Bullmarket-Ampel current state (0-5 active stages). Returns active_count, stage_history, stage breakdown. Higher count = more bull-market signals firing. [Free tier]
Latest aggregate Binance Perpetual Funding Rate (8h cadence). Returns value, 30d moving average and Z-Score. Positive = longs pay shorts (bullish bias), negative = shorts pay longs (bearish bias). [Fr…
Latest Hash Ribbons indicator (Charles Edwards). Returns 30d and 60d hashrate moving averages — when 30d > 60d after a capitulation, signals miner recovery (bullish). [Free tier]
Latest Mayer Multiple (BTC-Price ÷ 200-day SMA). Trace Mayer (2014): <0.7 = capitulation, 0.7-1.5 = neutral, 1.5-2.4 = bullish, >2.4 = euphoria. [Free tier]
Daily Macro Regime snapshot from 18 components in 6 tiers (Liquidity 30%, Financial Conditions 20%, Risk Appetite 15%, Crypto Liquidity 10%, Business Cycle 15%, Inflation/Real Rates 10%). FRED-sourced…
Pre-aggregated weekly correlations between Bitcoin and 13 macro components (Fed Net Liquidity, VIX, DXY, Real Yield 10Y, NFCI, HY Credit Spread, Yield Curve, etc.) + 4 asset classes (Gold, SPX, Nasdaq…
Daily Bitcoin market structure from 1000-bar Phantomflow adaptation (BTCUSDT 1d). Returns current_trend (up/down/sideways), last trend change timestamp, counts of waves + fractals, and last-5 fractals…
Reproducible Bitcoin support/resistance zones — where do past swing pivots cluster? Aggregates the market-structure swing fractals (pivot highs + lows) into price zones within a tolerance band, each w…
Latest Deribit volatility snapshot for BTC or ETH. Returns DVOL (30d vol index), constant-maturity ATM implied vol (30/60/90/180d via options chain), 30d realized vol, and vol risk premium (IV - RV). …
Historical daily Arena-Pulse scores (date + score + band). Returned in ascending date order. Range capped by tier. [Free 30d / Pro 365d / Power unlimited]
Historical daily BTC-Cycle adj_score + z_adj_score series. Tier-capped range. [Free 30d / Pro 365d / Power unlimited]
Historical daily Altcoin-Season snapshots (overall_color, BTC/Alt/Stable dominance, BTC price). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Historical Binance Perpetual aggregated funding rates (8h cadence). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Historical Mayer-Multiple values (BTC-Price ÷ 200d SMA). Tier-capped. [Free 30d / Pro 365d / Power unlimited]
Lists all available Bitcoin Research Kit (BRK) on-chain series (21 metrics like MVRV, NUPL, SOPR, Realized-Price, Mayer, Puell, STH/LTH SOPR, Hash-Ribbons). Returns id + label + group. Use the id with…
Latest value of a BRK on-chain series. series_id comes from arena_list_onchain_series. Returns { series_id, metric_name, date, value }. [Free tier]
Latest BTC short-term-holder cost basis (realized price of coins younger than ~155 days, BRK brk_sth_realized_price) plus derived STH-MVRV (spot ÷ STH cost basis) and an in_loss flag (spot below cost …
Historical time series for a BRK on-chain metric. Date range auto-capped by tier. [Free 30d / Pro 365d / Power unlimited]
Last finalized Deribit BTC options expiry: max_pain_strike, spot_at_expiry, %-diff, put_call_ratio, notional. Plus up to 10 upcoming expiries with current live max-pain levels and days_to_expiry. Cron…
Historical finalized Deribit BTC options expiries. Each row: expiry_date, max_pain_strike, spot_at_expiry, %-diff, P/C ratio, notional, quarterly/monthly flag. Useful for backtesting Max Pain theory. …
Daily drift log comparing bgeometrics (legacy) vs BRK (canonical-soon) pilot metric pairs. Returns mean / max / outlier counts per pair for the requested window. Used by BRK-migration review (every 4 …
Lists all backtest strategies (key, label, plan, supported asset classes, primary indicators). Filterable by asset class and plan. Use this before calling arena_run_backtest to discover valid strategy…
Lists all crypto asset universes (BTC, top-10 crypto, top-50 crypto, etc.) — the underlying pair-sets used by custom-report and universe-backtest endpoints. [Free tier]
Detail view of one universe, including pair list. [Free tier]
Aggregated backtest performance per (strategy × interval) cell. If `strategy` AND `interval` provided, returns detail with per-asset breakdown + param variants. Otherwise returns the full matrix (Top-…
Lift analysis of entry filters (200WMA, Altcoin-Season, ATR-Volatility, Bullmarket-Stage) per strategy combo — baseline vs filtered CAGR/win-rate/drawdown. [API Pro tier]
CAGR breakdown by volatility phase (Low / Normal / High) per asset & timeframe. Used to find regime-fit for strategies. [API Pro tier]
Crypto sentiment — Fear & Greed, funding-rate, Altcoin-Season and Arena-Pulse aggregated into one multi-source view, plus optional ticker-level sentiment. Configurable period. [Free tier]
Aggregated backtest performance for ONE specific (strategy, asset, interval) combination. Returns run_count, avg_cagr, avg_win_rate, avg_drawdown, effective_years, and vs_buy_hold comparison (beats_bu…
Per-(strategy, asset, interval) filter-effect analysis. Returns baseline-stats (no filters) + each observed filter-variant's stats with cagr_delta / drawdown_delta / win_rate_delta vs the time-overlap…
Historical backtest performance for ONE (strategy, asset, interval) combination SPLIT BY macro market regime (sweet_spot / late_cycle_warning / crisis / recovery — classified at each trade's entry dat…
Platform-wide aggregated analysis: how each Pro+ entry filter (200 WMA, ATR low/high/expansion, Altcoin Season, Bullmarket confirm/strict) affects strategy CAGR — baseline vs. filtered, median across …
Public Top-100 list of highest-CAGR backtest results across all users (with anonymized usernames). Filterable by asset_class and strategy. [Free tier]
Lists your own backtest runs, filterable by asset_type / strategy / pair / interval. Paginated with limit + offset. [API Pro tier]
Detail for one of YOUR backtest runs (or admin-readable). Returns metrics, asset, interval, date range, CAGR/winRate/drawdown, params. [API Pro tier]
Trades list and per-trade equity progression for one of your backtests. [API Pro tier]
Read-only access to a publicly shared backtest by its share-id. Anyone can fetch — used for sharing strategy results with non-users. [Free tier]
Current signal-status (green/yellow/red) for a strategy on a pair+interval. Backed by the daily check-signals cron — needs at least one user with an active Ampel on this combination. [Free tier]
Backtest a trading strategy honestly — look-ahead-aware validation with Deflated-Sharpe-Ratio / multiple-testing correction (Bailey & López de Prado). Returns an EVIDENCE verdict (insufficient_evidenc…
Triggers a single-asset backtest with full strategy / filter / params control. Returns aggregate metrics + run-id. Sync (3-10s typical). Per-day quota: Pro=50, Power=500. [API Pro tier]
Run 2-5 strategies on the same pair / interval / date range and return per-strategy metrics plus comparison summary (best by CAGR, best by win-rate, worst by drawdown). Sequential — expect 10-50s. Per…
Backtests one strategy on up to 50 pairs at once. Returns immediately with a job_id; poll arena_get_job_status to check progress. Provide either universe_id (e.g. 'crypto-top-10') OR explicit pairs[].…
Polls an async job by job_id (created via arena_run_universe_backtest). Returns status (pending/running/completed/failed), progress_pct, pairs_completed, and once completed: the full result (summary +…
Grid-bot simulation on historical candles. Returns final value, return%, CAGR, trades, fees, buy-hold comparison. Free tier limited to BTCUSDT/ETHUSDT. Per-day quota: Free=5, Pro=50, Power=500. [Free …
Get a pricing quote for a custom report (universe-backtest PDF + Excel) without committing to a purchase. Returns price, universe size + preview, excluded pairs, and filter config. Crypto universes us…
Poll the status of a Custom-Report job. Lifecycle: pending_payment → queued → running → generating → success/failed. Returns progress_pct, succeeded/failed counts, plus pdf_url / xlsx_url when done. […
Creates a subscription that fires when an existing Ampel-Config's signal changes (BUY ↔ SELL). User must first create an ampel-config via the Web UI (`/dashboard/ampel`) and pass its UUID here. Option…
Creates a subscription that fires when the BTC-Cycle band changes (e.g. capitulation → risk-off → neutral → constructive → euphoric). Optional bands filter restricts to specific targets. [API Pro tier…
Creates a subscription that fires when the daily 0-100 Arena-Pulse score crosses threshold_above (up) or threshold_below (down). At least one threshold required. [API Pro tier and up — 3 active subscr…
Creates a subscription that fires when the Bullmarket-Ampel active stage count (0-5) changes. Optional direction filter (up/down/any) + specific stages of interest. [API Pro tier and up — 3 active sub…
Returns all active subscriptions for the current API key. [API Pro tier]
Returns all undelivered updates for the API key, then marks them as delivered. Call regularly to consume the polling queue. Updates contain payload with subscription_type, current value, previous valu…
Deactivates a subscription. Idempotent — re-cancellation is a no-op. [API Pro tier]
Altcoin screener ranking — which altcoins look strong right now? Today's CoinGecko Top-200 scored by a composite of 3 factor groups: Mean-Reversion (A), Tokenomics (B), Market-Structure (C). Backtest-…
Detailed Altcoin Screener score for a specific coin by CoinGecko ID. Pro+ gets raw factor values (9 factors across groups A/B/C). [Free tier]
Bi-weekly equal-weight basket backtest for Top-N screener picks vs BTC and market average. Shows CAGR, max drawdown, win-rate. Free: top-10 default. Pro+: custom N. [Free tier]
Returns the current ATR-based volatility phase (low/normal/high/expansion) for all tracked assets: Top-10 Crypto pairs, Top-10 Stocks, Top-10 ETFs. Updated daily at 08:00 UTC. Useful for regime-aware …
Returns top-3 strategies ranked by historical win-rate for the current volatility phase of a given asset pair. Phase is detected from the latest snapshot. Minimum 20 trades per phase required for incl…
Discover what Knowledge Objects exist: lists all published types + their subjects (with min_tier, api_path, seo_slug, latest as_of). Use this BEFORE arena_get_knowledge to learn valid type/subject pai…
Fetch a versioned, explainable Knowledge Object by type + subject (e.g. type='market_regime', subject='GLOBAL'). Returns the current published envelope: payload, explanation (factors + weights + confi…
Resolve a knowledge-platform term to its canonical definition (e.g. term='regime'). Returns label, definition (EN/DE), calculation, unit, source + source_ref, version, related terms. Use this to resol…
Buy now or wait for the dip? Decision-math over the user's OWN assumptions (target/dip prices, probabilities, capital). Two modes: "compare" = expected value of Buy-Now vs Wait vs Split + the breakeve…
What happened historically after the Bitcoin cycle looked like this? Conditional forward-return distribution for a named preset cycle state — over N DISTINCT historical episodes matching that state, r…
Frame a dip/accumulation thesis WITHOUT a recommendation. Given an asset (BTC/ETH/SOL), a named cycle-state preset and a thesis horizon, returns: (1) a tranche LADDER anchored to STRUCTURAL marks (200…
Assess one backtest result against its neighborhood instead of trusting a single "+X% CAGR" cell. Given a (strategy, interval, pair) and YOUR result (user_cagr, optional user_sharpe), returns: the cro…
Check for additional tools whenever your task might benefit from specialized capabilities - even if existing tools could work as a fallback.
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How to use
Add to your Claude Desktop / Cursor / Cline MCP config:
{
"mcpServers": {
"backtesting-arena": {
"url": "https://tradingstrategies.work/api/mcp",
"transport": "http"
}
}
}