io.github.fnobbe/crashtestyourstrategy
io.github.fnobbe/crashtestyourstrategyPortfolio and strategy stress diagnostics with hedge-break detection and regime outlook. Free tier.
Tools · 16
Run a buy-and-hold backtest against the synthetic stress regime identified by profile_hint. Returns a structured diagnostic: robustness score (0-100), per-FM-bucket failure-behavior classification wit…
Stress a multi-asset portfolio across cross-asset regimes (baseline / risk_off_crisis / rate_shock). Provide `holdings` as a list of {asset, weight}; weights are normalised. Returns, per regime: portf…
Nearest-neighbour retrieval over the cached regime catalogue. Provide EITHER a reference_profile_hint (use that bundle's median descriptors as target) OR a descriptor_target dict (partial spec, missin…
Single-regime introspection: returns the median behavioural descriptors of a known regime, the z-scores vs the catalogue population (so you can see what makes THIS regime distinct from the average), a…
Compare two portfolios (A = reference, B = candidate revision) on IDENTICAL simulated substrate paths — a paired design, so every delta is attributable to the weights, not seed noise. Returns drawdown…
Compile recorded diagnostic responses into ONE citable record — a proper process documents itself. Every envelope response (MCP and REST) is recorded automatically, keyed by its request_id. Provide ex…
Distribution of multi-year wealth paths for a savings plan (monthly_contribution) or a withdrawal plan (monthly_withdrawal, inflation-indexed by default) on a portfolio from the substrate universe. Mu…
Model-conditional probabilities that an asset is in each market regime (BULL / SIDEWAYS / BEAR / CRISIS, operational trailing-vol/drift labels) after a 5- or 21-trading-day horizon — the probability c…
Compressed cross-category map of the current market state in ONE call: for 18 category proxies (US large-cap + tech, the 9 SPDR sectors, developed ex-US, emerging markets, long Treasuries, high-yield …
Adversarial-evaluation primitive — the semantic integration layer of the platform. Given a strategy identifier, returns a 3-layer analysis: (1) outcome metrics in the worst regimes the strategy was ev…
Reveal HIDDEN risk concentration: a portfolio can be capital-diversified while its RISK is dominated by one factor. Returns the Euler risk-contribution decomposition (RC_i = w_i*(Sigma*w)_i / w'Sigma*…
Check a portfolio against an Investment Policy Statement BEFORE accepting it — the planning step a proper process does FIRST (CFA). Provide holdings + IPS constraints (max_drawdown_tolerance as a frac…
Confront a backtest claim with its over-optimism failure modes before trusting it. Given an annualized Sharpe + the number of configurations tried + the backtest window (YYYY-MM-DD), returns: the DEFL…
Persist structured improvement feedback about a previous tool response. Provide your agent identity, the request_id you are commenting on, and one or more feedback items each carrying category (from t…
Discover the investment-thesis catalog. Each entry is a descriptive case study that pairs an economic framework with a rule-based portfolio and the synthetic + historical stress evidence for that allo…
Return the complete thesis for `slug`: the economic framework (pillars with [E]/[M]/[K] evidence grades, falsifiers and a deep-dive), the rule-based portfolio (asset blocks × conservative/balanced/off…
Resources · 14
Brief description of the diagnostic methodology + canonical-source URL on .com.
methodology://overview
The canonical 10-axis failure-mode taxonomy. Same set as .com's /ontology pages.
ontology://failure-modes
The canonical 8-behavior taxonomy describing HOW a strategy degrades (vs the failure-mode axis which describes WHERE). Includes operational pattern signatures.
ontology://failure-behaviors
Canonical definitions of the behavioural descriptors used to characterise synthetic stress regimes. Used by find_similar_regime as the embedding axes. These are computed from daily OHLC; cross-timesca…
ontology://regime-descriptors
Behavioural-descriptor fingerprint for every cached regime bundle. Each entry carries median + IQR + p05 + p95 across the bundle's replicas. This is the embedding source for find_similar_regime.
regimes://descriptors
The 31 empirical anchor regimes used as the real-market reference frame for resembles_historical_episodes (linking synthetic regimes to historical analogues) and stylized_facts_audit (failure disclosu…
regimes://historical-anchors
profile_hints currently servable by run_stress_test. Each maps to a cached SME bundle.
regimes://available
Read-only aggregated view of submitted agent feedback, weighted by agent_confidence. Used for platform iteration prioritisation. Updated on every read.
feedback://insights
Assets a Tier-1 portfolio_stress_test request can be composed from.
portfolio://universe
Trust-layer: the NUMERIC model-vs-real-vs-Gauss-copula comparison (regime-conditional correlation strengthening + lower-tail dependence) showing where the synthetic stress paths beat a cheap baseline …
validation://value
High-level summary across all strategies for which the validation study has been run. Includes per-strategy verdict, cohort-split signal, and an interpretation of the cross-strategy pattern (e.g. whet…
validation://summary
The platform's empirical self-validation study. Tests whether strategy outcomes in synthetic regimes correspond to outcomes in their nearest historical anchors. If yes: descriptor similarity is decisi…
validation://synthetic-vs-historical
Canonical 8-vulnerability taxonomy describing HOW a strategy degrades under varying market structure. Counterpart to regime descriptors: regimes describe what the market IS, vulnerabilities describe h…
ontology://strategy-vulnerabilities
Compact summary of every investment thesis — the read-only mirror of list_investment_theses().
theses://catalog
Similar MCP servers embedding-nearest
How to use
Add to your Claude Desktop / Cursor / Cline MCP config:
{
"mcpServers": {
"io.github.fnobbe/crashtestyourstrategy": {
"url": "https://mcp.crashtestyourstrategy.ai/mcp",
"transport": "streamable-http"
}
}
}