The Canli Validation MCP server,
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validate_deflated_sharpe — Deflated Sharpe ratio: the probability (0 to 1) that the selected strategy's Sharpe beats the best that luck gives across the variants tried

validate_overfitting — Probability of backtest overfitting (0 to 1) by CSCV: how often the in-sample best variant falls below the out-of-sample median. Needs every

validate_reality_check — Data-snooping tests on every variant a search tried: Hansen's SPA p-value that the best beat the benchmark only by luck, White's Reality Che

validate_paper_evidence — Checks paper-evidence.v0 structure and disclosures. With CANLI_LOCAL=1, record_file reads an export bundle and journal_file verifies signatu

validate_breadth — Book Sharpe ceiling from adding sleeves of this quality and correlation, the Sharpe at a sleeve count, and the sleeves a target needs. For p

validate_track_record — Minimum track record length (observations and years) for an observed Sharpe to beat a benchmark at a confidence level; with observations, th

validate_backtest_length — Minimum backtest length (years) before the best of N independent trials is not expected to reach a target Sharpe by luck; with backtest_year

validate_haircut_sharpe — Haircut Sharpe for multiple testing (Harvey and Liu 2015): the Sharpe a single test would have needed, by Bonferroni and independent tests,