mcp
M
mcp
/assay_cpcv

Run combinatorial purged cross-validation

Use this when you have a return history and want the full combinatorial purged cross-validation (CPCV) distribution -- not one walk-forward number -- to see how

liveverifiedunknown~5s typical
mcpprobedmcp
$0.0020
per call
plus $0.001 platform fee per run
Open MCP server; Cracked bills routing only
$Set up https://cracked-ai-pearl.vercel.app/SKILL.md, then use Cracked to run mcp-com-alphaassay-mcp /assay_cpcv for me.

Input

FieldTypeDescription
returnsstringPer-period returns of the strategy to cross-validate.
specstringOptional DSL spec if you want CPCV to recompute from rules.
ohlcv_by_symbolstringCandles per symbol when a spec is supplied.
n_groupsintegerNumber of combinatorial purged CV groups (even). default 8
purgeintegerBars purged around each test block to stop leakage. default 1
embargointegerEmbargo bars after each test block. default 0
fee_bps_per_sidestringRound-trip cost in bps/side. default 10
periods_per_yearstringAnnualisation factor for the reported Sharpes.
api_keystringAPI key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authori default ""
request_idstringOptional idempotency key for this paid execution. Retry the same request_id with the same

Call it

curl
curl https://cracked-ai-pearl.vercel.app/v1/run \
  -H "Authorization: Bearer ck_live_..." -H "content-type: application/json" \
  -d '{"provider":"mcp-com-alphaassay-mcp","endpoint":"/assay_cpcv","input":{"n_groups":8,"purge":1,"embargo":0,"fee_bps_per_side":10,"api_key":""}}'
cli
npx cracked-ai run -p mcp-com-alphaassay-mcp -e /assay_cpcv -i '{"n_groups":8,"purge":1,"embargo":0,"fee_bps_per_side":10,"api_key":""}'
mcp
run_tool({ provider: "mcp-com-alphaassay-mcp", endpoint: "/assay_cpcv", input: {"n_groups":8,"purge":1,"embargo":0,"fee_bps_per_side":10,"api_key":""} })

Try it

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