backtest-cost-sensitivity-mcp

by Tyler FrancisUpdated Jul 25, 2026

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.

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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.