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VARRD — Trading Edge Discovery

Community augiemazza
Updated

From idea to statistically validated trade setup. VARRD is more than a back tester you can query with natural language — it's your home for safely researching market edges without the invisible statistical mistakes that invalidate most backtests. Let your agent autonomously discover edges with peace of mind.

VARRD — Trading Edge Discovery

PyPIMCPTransportLicense

Institutional-grade quant research. Describe any trading idea in plain English, get statistically validated results with exact trade levels.

Any AI can backtest a strategy. VARRD guarantees it was done right — with K-tracking, Bonferroni correction, OOS lock, lookahead detection, and 4 other integrity guardrails enforced at infrastructure level.

MCP Server — 7 Tools, 4 Prompts

Endpoint: https://app.varrd.com/mcpTransport: Streamable HTTP (2025-03-26 spec)Auth: Anonymous access with auto-provisioned credits. No API key required.

{
  "mcpServers": {
    "varrd": {
      "transport": {
        "type": "streamable-http",
        "url": "https://app.varrd.com/mcp"
      }
    }
  }
}

Works with Claude Desktop, Claude Code, Cursor, and any MCP-compatible client.

MCP Tools

Tool Cost What It Does
research ~$0.25 Multi-turn quant research with VARRD AI. Orchestrates 15 internal tools (data loaders, charting, event studies, backtests, optimization). Follow context.next_actions each turn.
autonomous_research ~$0.25 AI discovers edges for you. Give it a topic, it generates hypotheses from its market knowledge base, runs the full pipeline, returns validated results.
scan Free Scan saved strategies against live market data. Returns exact dollar entry, stop-loss, and take-profit prices for every active signal.
search Free Find saved strategies by keyword or natural language. Returns matches ranked by relevance with win rate, Sharpe, edge status.
get_hypothesis Free Full details on any strategy: formula, entry/exit rules, win rate, Sharpe, profit factor, max drawdown, version history.
check_balance Free View credit balance and available credit packs.
reset_session Free Kill a broken research session and start fresh.

MCP Prompts

Prompt Description
test-trading-idea Test any trading idea with real market data and statistical validation
whats-firing-now Scan your validated strategies and show what's actively firing
discover-edges Let VARRD's autonomous AI discover trading edges on a topic
find-strategies Search your strategy library by keyword or concept

Quick Start — CLI

pip install varrd

# Research an idea (auto-follows the full workflow)
varrd research "When wheat drops 3 days in a row, is there a snap-back?"

# What's firing right now?
varrd scan --only-firing

# Search your saved strategies
varrd search "momentum on grains"

# Let VARRD discover edges autonomously
varrd discover "mean reversion on futures"

# Check credits
varrd balance

Quick Start — Python

from varrd import VARRD

v = VARRD()  # auto-creates free account

# What's firing right now?
signals = v.scan(only_firing=True)
for s in signals.results:
    print(f"{s.name}: {s.direction} {s.market} @ ${s.entry_price}")

# Research a trading idea
r = v.research("When RSI drops below 25 on ES, is there a bounce?")
r = v.research("test it", session_id=r.session_id)
print(r.context.has_edge)       # True / False
print(r.context.edge_verdict)   # "STRONG EDGE" / "NO EDGE" / etc.

# Get the trade setup
r = v.research("show me the trade setup", session_id=r.session_id)

Authentication & Passkey

First use auto-creates an account. You'll receive a passkey (VARRD-XXXXXXXXXXXXXXXX) saved to ~/.varrd/credentials.

  VARRD account created.
  Your passkey: VARRD-A3X9K2B7T4M8P1Q6
  Saved to: ~/.varrd/credentials

Link to browser: Go to app.varrd.com, click "Link your AI agent", enter your passkey with an email and password. Your agent's strategies and credits merge into your account.

v = VARRD(api_key="your-key")         # Python
varrd --key your-key scan              # CLI
export VARRD_API_KEY=your-key          # Environment variable

What You Get Back

Edge Found

STRONG EDGE: Statistically significant vs both zero and market baseline.
The pattern produces real returns that beat market drift.

  Direction: LONG
  Win Rate:  62%
  Sharpe:    1.45
  Trades:    247
  K:         3 (tests run on this hypothesis)

  Trade Setup:
    Entry:       $5,150.25
    Stop Loss:   $5,122.00
    Take Profit: $5,192.50
    Risk/Reward: 1.5:1

No Edge

NO EDGE: Neither test passed — no tradeable signal found.

This is a valid result. You found out for 25 cents
instead of $25,000 in live losses.

The Research Flow

Your idea (plain English)
    |
    v
  Chart pattern — see the actual signals on real price data
    |
    v
  You approve — sanity check before spending statistical power
    |
    v
  Statistical test — event study or backtest with proper controls
    |                 (K increments, fingerprints logged)
    v
  Edge verdict:  STRONG EDGE — beats zero AND beats market
                 MARGINAL    — beats zero, doesn't clearly beat market
                 NO EDGE     — no signal found
    |
    v
  Trade setup — exact dollar entry, stop-loss, take-profit

A typical session is 3-5 turns and costs ~$0.25.

8 Statistical Guardrails (Infrastructure-Enforced)

Guardrail What It Does
K-Tracking Counts every test. 50 variations = higher significance bar.
Bonferroni Correction Multiple comparison penalty, automatic.
OOS Lock Out-of-sample is sacred. One shot. Locked forever.
Lookahead Detection Catches formulas that accidentally use future data.
Tools Calculate, AI Interprets AI never fabricates a number. Every stat from real data.
Chart > Approve > Test Must see and approve pattern before testing.
Fingerprint Deduplication Can't retest same formula/market/horizon twice.
No Post-OOS Optimization Parameters locked after OOS validates.

Data Coverage

Asset Class Markets Timeframes
Futures (CME) ES, NQ, CL, GC, SI, ZW, ZC, ZS, ZB, TY, HG, NG + 20 more 1h and above
Stocks/ETFs Any US equity Daily
Crypto (Binance) BTC, ETH, SOL + more 10min and above

15,000+ instruments total.

Pricing

  • $2 free on signup — enough for 6-8 full research sessions
  • Research: ~$0.20-0.30 per complete workflow
  • ELROND council (8 expert investigators): ~$0.40-0.60
  • Multi-market (3+ markets): up to ~$1
  • Free tools: scan, search, get_hypothesis, check_balance, reset_session
  • Credit packs: $5 / $20 / $50 via Stripe
  • Credits never expire

Examples

See examples/:

  • quick_start.py — 5 lines to get started
  • scan_portfolio.py — Scan all strategies, show what's firing
  • research_idea.py — Full multi-turn research workflow
  • multi_idea_loop.py — Test many ideas in a loop
  • mcp_config.json — MCP config for Claude Desktop

For AI Agents

See AGENTS.md for a structured guide with complete tool reference, response formats, and integration patterns.

Links

MCP Server · Populars

MCP Server · New