AlphaAssay — MCP server

Signal validation & overfitting forensics for AI agents. Most trading signals are noise. AlphaAssay puts them on trial — deflated Sharpe, out-of-sample, leakage forensics — and returns signed pass/fail verdicts anyone can verify. Methodology audits, not investment advice.

What this repo is. The public documentation and the registry manifest (server.json) for the AlphaAssay MCP server. The validation engine is a hosted, remote MCP — this repo is docs and metadata, not the engine source. The endpoint is live at https://mcp.alphaassay.com/mcp — the calls below are runnable.

What it does

Use this when you need to validate a trading signal, strategy or backtest before capital touches it: statistical signal validation, overfitting detection, deflated Sharpe ratio (multiple-testing aware), walk-forward and out-of-sample testing, look-ahead and data-leakage forensics, placebo tests. It returns a deterministic verdict — pass, conditional, fail or insufficient_evidence — with machine-readable failure gradients and an Ed25519-signed, replayable audit record anyone can verify.

It does not generate strategies and does not give buy/sell advice. It is a methodology audit. Verdicts are demote-only: evidence can lower a grade, never inflate one. Asset-agnostic — crypto, stocks, futures, FX.

Connect (MCP)

The server is a remote, streamable-HTTP MCP endpoint:

https://mcp.alphaassay.com/mcp

Point any MCP-capable client at it. Example client config:

{
  "mcpServers": {
    "alphaassay": {
      "type": "streamable-http",
      "url": "https://mcp.alphaassay.com/mcp"
    }
  }
}

No account is needed for the free tools (assay_demo, assay_graveyard, assay_calibration, assay_certificate_verify). Paid tools are billed per call via x402 or credits.

Try it over plain HTTP

Every capability is also a plain HTTPS API — the same request/response shape the MCP wraps. Send a golden specimen (a test signal whose correct verdict is known in advance):

curl -s https://api.alphaassay.com/v1/assay/demo \
  -H "Content-Type: application/json" \
  -d @golden_lookahead.json

Expected response (this specimen is a whipsaw with no net-of-cost edge, so it dies at the first gate — abridged; the verbatim body is in examples/golden_lookahead.expected.json):

{
  "schema": "gauntlet.v1",
  "verdict": "fail",
  "died_at": "net_edge",
  "failure_codes": ["no_net_edge"],
  "family_id": "fam_004b8867ffc7a556",
  "stages": [
    {
      "stage": "net_edge",
      "verdict": "fail",
      "evidence": { "net_sharpe_annualized": null, "net_return_total_pct": 0.0, "trades": 0, "bars": 199 },
      "detail": "No positive net-of-cost edge -- dies before any deeper test."
    }
  ],
  "budget": { "cumulative_n": null, "n_trials_effective": null, "note": "..." },
  "_meta": { "engine_version": "024739a", "api_version": "v1", "as_of": "<varies per call>" },
  "disclaimer": "Consolidated research reality-check. NOT financial advice, no order path. Demote-only."
}

stages also carries family_deflation, placebo, capacity and graveyard_prior. Field-by-field explanation: https://alphaassay.com/docs/verdicts. Runnable scripts for all four specimens: examples/.

Golden specimens (free known-answer tests)

Four prepared signals with a planted property and a known correct verdict — the standing offer to catch AlphaAssay being wrong before you pay it.

specimen	planted property	expected verdict
golden_clean	a genuine, persistent edge	pass · died_at: null
golden_lookahead	a whipsaw with no net-of-cost edge	fail · net_edge · no_net_edge
golden_cherry	best-of-many parameter cherry-pick	fail · family_deflation · deflated_out_at_n=600
golden_thin	too little data to judge	insufficient_evidence

The verdict is bit-identical on every run — assert on verdict, died_at and failure_codes in CI; only _meta.as_of (a wall-clock timestamp) varies. Catalog: https://alphaassay.com/docs/specimens.

Tools

tool	what it does	price
assay_demo	free demo assay + the four golden specimens with known verdicts	free
assay_signal	full statistical battery on a signal → verdict + failure gradients + signed record	$0.05
assay_backtest	overfitting forensics on backtest results (deflated Sharpe, PBO/CPCV)	$0.05
assay_register	pre-register a hypothesis with a tamper-proof timestamp, then forward-evaluate on post-cutoff data	$0.05
assay_verdict	fetch / replay / export an existing verdict; offline Ed25519 signature check	replay free · certificate $9.90
assay_calibration	the public signed calibration ledger — is AlphaAssay itself trustworthy?	free

Full tool set (13 assay_* tools) and reference: https://alphaassay.com/docs.

Pricing

A flat $0.05 per completed call; certificate export is $9.90 and verification is free for everyone, forever. The free tier (demo, graveyard, calibration, verification) never costs anything. Prepaid credit packs run $10–$200; from $100 up we add 5% credit (load $100, spend $105). Live truth: alphaassay.com/pricing or GET https://api.alphaassay.com/v1/meta/pricing.

Verify a verdict yourself

Every verdict is Ed25519-signed and bit-identically replayable. Check one in three seconds at https://alphaassay.com/verify, or fully offline with the published public key — https://alphaassay.com/docs/verify-offline.

Docs

• Quickstart — https://alphaassay.com/docs/quickstart
• Rules for your trading agent (copy-paste) — https://alphaassay.com/docs/ai-rules
• Golden specimens — https://alphaassay.com/docs/specimens
• Verdicts & the gradient — https://alphaassay.com/docs/verdicts
• llms.txt — https://alphaassay.com/llms.txt

Publishing

Licence

Apache-2.0.

---

Disclaimer. AlphaAssay is a methodology audit, not investment advice. No order path, no custody, no buy/sell signals. A pass means a signal survived a statistical trial most signals fail — never a promise of any outcome. Verdicts are demote-only.