backtest-cost-sensitivity-mcp
Transaction-cost sensitivity analysis for backtested trading strategies — sweep commission/slippage assumptions to see exactly how fast an edge degrades, find the precise breakeven cost per trade, and run a structured look-ahead-bias audit. Answers the question a raw backtest report never shows on its own — how much of this edge is real friction-adjusted profit vs. an artifact of unrealistically cheap fills.
How to pay
Subscribe
$15/month
Predictable monthly cost with included usage. Best for steady, high-volume traffic.
- Unlimited tools within plan limits
- One API key, billed once a month
- Cancel any time
How much of your edge is real after costs?
Sweeps commission and slippage assumptions to show how fast a backtested edge degrades, and finds the exact breakeven cost per trade.
Tools
- cost_sensitivity_sweep: net result across a grid of cost assumptions.
- breakeven_cost_finder: the per-trade cost at which the strategy stops making money.
- lookahead_bias_checklist: a structured audit for the bias that makes backtests look better than live.
Part of the Strategy Validation set with overfitting-audit, walkforward-validator and montecarlo-validator.
Pricing
Free: 10 calls a day. Pro: unlimited. Static, deterministic checks, no LLM calls, no data stored. Your input is analysed in memory and discarded.