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
| Field | Type | Description |
|---|---|---|
| returns | string | Per-period returns of the strategy to cross-validate. |
| spec | string | Optional DSL spec if you want CPCV to recompute from rules. |
| ohlcv_by_symbol | string | Candles per symbol when a spec is supplied. |
| n_groups | integer | Number of combinatorial purged CV groups (even). default 8 |
| purge | integer | Bars purged around each test block to stop leakage. default 1 |
| embargo | integer | Embargo bars after each test block. default 0 |
| fee_bps_per_side | string | Round-trip cost in bps/side. default 10 |
| periods_per_year | string | Annualisation factor for the reported Sharpes. |
| api_key | string | API key for a paid MCP check. Hosted Streamable HTTP clients should send it in the Authori default "" |
| request_id | string | Optional 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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