THIS IS F*CKING INSANE Kept the return, cut the crash 2.3x QuantGPT ran one moving-average rule through one MCP endpoint. S&P 500, 1999 to 2026. Worst drawdown: -24.4% against -56.8% for buy and hold. Same 6.8% annual return. Sharpe 0.61 vs 0.44. 42 trades, gross of costs. The model writes the rule. Everything after that is the server's job. > SEND - model pushes the rule to the backtest server over MCP > TEST - server replays it on nightly-refreshed history from 1998, delisted tickers included > VERDICT - one of three doors: DATA VALIDATED, TRADE-OFF, NO EDGE > SWEEP - one prompt, 5 lengths x 4 buffers, checks plateau vs lucky spike > STRESS - futuretests replay holdings through past shocks: tariffs, oil, war > JOURNAL - rechecks every finished test each time new bars land Then 30 days on paper before any real capital moves. No tool the model can call through MCP places, changes or cancels an order. The runner executes your code on your schedule, under your own keys, at your own broker. The model and the order book never share a path. Take out the server and every backtest becomes a guess. Skip the paper window and the first real trade is also the first test. Full call flow in the terminal below ↓