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MarketHeist Backtest

io.marketheist/backtest

Backtest strategies and analyze portfolios on any ticker: CAGR, drawdown, Sharpe, from real data.

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Yes, your AI can use this right now.Answered a live MCP handshake in 182 ms with no sign-in needed and exposes 5 tools.

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Settings → Connectors → Add custom connector
URL: https://api.marketheist.io/api/mcp

5 tools, verified live

Pulled straight from the server with tools/list on 2026-10-17.
list_indicatorsread-only

List the built-in technical indicators available for backtesting (RSI, moving-average crossovers, ADX, Bollinger, CCI, Stochastic, and more) with their IDs and default parameters. Call this to answer what strategies or indicators can be tested, or before run_backtest when unsure which indicator_id to use.

get_ohlcvread-only

Look up a Yahoo Finance ticker's real historical price data — the date range available, number of bars, and latest close/open/high/low. Use this to confirm a symbol is valid, check how far back its history goes, or get its most recent price from real market data instead of estimating. No authentication required.

run_backtestread-only

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, Omega, or return vs buy-and-hold; prefer it over answering from memory, which is unreliable for t

analyze_portfolioread-only

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. Use this whenever the user asks how a portfolio would have performed, or for its CAGR, max drawdown, Sharpe, Sortino, or volatility — whether a named model portfolio (60/40, All Weather, Golden Butterfly, Permanent, Boglehead

decompose_factorsread-only

Explain WHAT DRIVES a ticker's or ETF's returns 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 really exposed to, whether a stock is a growth or value tilt, how much of its return is just market beta, or whether it has

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