MCP App Store
by KeenEthics

Overview

Stratify backtests Indian index option strategies on a year of real 1-minute NIFTY options data. Describe the trade in plain words — the legs, when to enter, how to manage it while it is open — and the server runs it against every trading day in the window and returns what actually happened. Every result carries P&L after real charges (brokerage, STT, exchange and SEBI fees, GST, stamp duty) and modelled slippage, return on margin from a SPAN calibration, and an honesty panel: an out-of-sample split, walk-forward folds, a bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. No ratio is reported below 30 trades. Every backtest gets a shareable report page with the equity curve, the rules card and every trade. The open strategy protocol covers any number of legs on any expiry; strikes by delta, premium, points or percent; per-leg stops and targets; rolling a tested side; entry gates on VIX, index RSI/EMA/SMA and combined premium; clock-time entries and exits; and portfolio rules such as pausing after consecutive losses. Data never leaves the server — a backtest returns results, not rows. No trades are executed and no financial advice is given: the service never calls a strategy good. Free tier: NIFTY, one year, 100 backtests an hour. Requires a free Stratify account (sign in via OAuth).

Tools

build_report

ChatGPT
Creates a shareable report page for a backtest the user owns and returns its URL. The page carries the honesty panel, equity and drawdown curves, walk-forward folds, the gross-to-net breakdown, a month grid and the trade table, computed from the stored backtest. Use when the user asks for a report or something to share.

describe_coverage

ChatGPT
What data is available: symbols, date range, resolution, structures, gates, biases, the cost model, and every known gap.

explain_methodology

ChatGPT
How a result is produced: entry pricing, settlement, margin, slippage, the honesty rubric, and what each check can and cannot establish.

fetch

ChatGPT
Fetch a document or backtest result by id, as returned by search.

get_backtest

ChatGPT
Retrieve a previous backtest result by its id — honesty panel, equity curve and per-trade detail, exactly as first computed.

list_backtests

ChatGPT
The account's backtests, newest first, with id, date, trade count, net P&L and report URL. Answers a request for the most recent run, which list_strategies does not: that one returns only results that passed the evidence checks, ranked by consistency rather than by date.

list_strategies

ChatGPT
Strategies from THIS account's history that held up under out-of-sample and walk-forward checks, not merely ones that made money. Ranked by worst walk-forward fold — consistency, not size. Answers what has worked on this account so far without re-running anything.

my_feedback

ChatGPT
Reports this account has filed, and where each one stands. Use it to answer 'did that bug I reported ever get fixed?'.

run_backtest

ChatGPT
Backtest an Indian index option strategy on real 1-minute NIFTY options data. Returns P&L after real charges and slippage, return-on-margin, and an honesty panel: out-of-sample split, walk-forward folds, bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. Refuses windows too narrow to be meaningful, and reports no ratios below 30 trades. Two spec forms: a PRESET (structure + params) for the common shapes, or an OPEN STRATEGY (legs + rules) for anything else — any number of legs at any strikes on any expiry, strikes chosen by percent, points, premium or delta, entry at any minute, and rules that CHANGE the position while it is live (roll a tested leg, close one side, add a hedge, trail a stop) plus book-level rules like standing down after three losers. Nothing here is restricted by tier; a paid tier only widens the date window.

submit_feedback

ChatGPT
Files a bug report or feature request when the user asks to report something. Confirm the title and body with the user before filing. Passing backtest_id attaches that backtest's spec so the issue can be reproduced.

Capabilities

WritesInteractive

Example Prompts

Click any prompt to copy it.

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