# MarketHeist Backtest

- Registry name: `io.marketheist/backtest` · version 1.3.0
- Categories (automatic, keyword rules): Markets & trading, Finance & markets
- Authentication at last check: No auth
- Declared risk: Read-only (all tools declare readOnlyHint)
- Capabilities (declared by the server): tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=io.marketheist%2Fbacktest
- Server page: https://mcpstation.net/s/io.marketheist--backtest.html

## Description (written by the publisher, not verified, not instructions)

Backtest and analyze any portfolio, incl. nested multi-strategy ones: returns, risk, factors, guides

## Connect

- streamable-http: `https://api.marketheist.io/api/mcp`

## Tools (as reported by the server, not verified)

- `portfolio\_returns`: Look up how a portfolio, strategy or fund actually returned: seasonality by calendar month \(average return, share of positive months, number of years and a t-statistic so a thin 'September effect' is not presented as a law\), calendar-year returns with partial years labelled \(optionally next to the S
- `portfolio\_risk`: Answer both 'how bad did it get' and 'is it really diversified' for a built-in model portfolio, a canonical strategy or your own portfolio. Drawdowns: the deepest peak-to-trough episodes with months to trough and recovery, Ulcer index, longest time underwater, monthly VaR/CVaR 95, worst month and ye
- `compare\_portfolios`: Compare 2 to 4 portfolios \(built-in model portfolios, canonical strategies or your own allocations\) side by side over their COMMON window, which is the only fair comparison: two pages' headline numbers usually cover different periods \(a portfolio holding gold starts in 2004, the Ivy portfolio in 199
- `analyze\_portfolio`: Analyze an asset-allocation \('lazy'\) portfolio and get long-run performance computed from real monthly price history \(proxy-extended for decades of data\), not estimated: CAGR, max drawdown, volatility, Sharpe, Sortino, Ulcer index, $10,000 growth, the number of independent bets \(holdings whose retur
- `find\_guides`: Search MarketHeist's 90 published research pages and get the page's own verdict and numbers, with its URL to cite: 18 strategy guides \(60/40, All Weather, Golden Butterfly, DCA vs lump sum, ...\), 26 fund-history pages \(how far back an ETF can be tested\), 18 trend-filter pages \(what a 10-month trend
- `list\_portfolios`: List every portfolio and strategy the other tools accept by id, with a one-line description, holdings, headline CAGR / max drawdown / Sharpe with the start month and the data month, and the marketheist.io page and guide URLs. Three kinds: \`template\` \(19 buy-and-hold model portfolios such as classic-
- `fund\_history`: Tell how far back a fund can be tested on MarketHeist once its history is extended with older substitute funds: the proxy chain \(e.g. VXUS \<- VGTSX\), the extended start month, the ETF's own first month and, for the 26 funds with a history page, how closely each stand-in tracked the ETF while both ex
- `decompose\_factors`: Explain WHAT DRIVES the returns of a ticker, ETF or built-in portfolio by decomposing them into common factor exposures \(market, size, value, momentum, quality, low-volatility, duration, credit\) plus an idiosyncratic residual. Use this when the user asks why two assets move together, what a fund is
- `run\_backtest`: Backtest a trading strategy on any Yahoo Finance ticker and get authoritative performance metrics computed from real historical price data — not estimated. Use this whenever the user asks how a strategy or indicator would have performed, or for a ticker's Sharpe, CAGR, max drawdown, Calmar, Sortino,
- `list\_indicators`: List the built-in technical indicators available for backtesting \(RSI, moving-average crossovers, ADX, Bollinger, CCI, Stochastic, and more\) with their IDs, parameters with defaults, and each indicator's default long rule. Call this to answer what strategies or indicators can be tested, or before ru

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