Nephyr Backtest
Backtest prediction-market strategies on real Polymarket on-chain data before you ship trading logic or dashboards.
Overview
io.github.clm-studios/nephyr-backtest is a MCP server for the Validate phase that backtests prediction-market strategies on real on-chain Polymarket data.
What is this MCP server?
- Backtests prediction market strategies using real on-chain Polymarket data
- Nephyr Backtest MCP server (PyPI nephyr-backtest, uvx runtime hint)
- stdio transport for local agent-driven experiment loops
- Version 0.1.1 from clm-studios/nephyr-backtest repository
- Separates research simulation from live wallet execution
- Server version 0.1.1
- PyPI identifier nephyr-backtest with uvx runtime hint
- Uses real on-chain Polymarket data per server description
What problem does it solve?
Guessing Polymarket strategy edge without historical replay leads indie builders to ship bots that never survived real market paths.
Who is it for?
Developers validating Polymarket or prediction-market automation ideas who want MCP-driven experiment loops.
Skip if: Builders with no crypto or prediction-market interest, or teams needing live order execution rather than simulation.
What do I get? / Deliverables
After you wire the stdio server, your agent can run backtests on chain-backed data so you keep or kill strategies before production code.
- Historical strategy performance runs on Polymarket data
- Agent-assistable experiment iterations for go/no-go decisions
- Evidence pack before implementing live trading services
Recommended MCP Servers
Journey fit
Strategy proof belongs in Validate so you fail cheap on historical Polymarket behavior before committing full Build resources. Prototype subphase covers simulation and backtests that de-risk a product concept without production execution.
How it compares
Polymarket backtest MCP, not China A-share quant data or federal grants research.
Common Questions / FAQ
Who is io.github.clm-studios/nephyr-backtest for?
Solo builders and quant hobbyists testing event-market strategies who use MCP agents and want Polymarket history without building an indexer first.
When should I use io.github.clm-studios/nephyr-backtest?
Use it in validate and prototype when you need evidence that a strategy behaved sensibly on real on-chain Polymarket data before you implement trading infra.
How do I add io.github.clm-studios/nephyr-backtest to my agent?
Install nephyr-backtest from PyPI (uvx runtime hint), register the stdio MCP server in your host, and invoke backtest tools from your agent per the repository README.