Backtest Engine for AI Agents

Natural language in.
Quant-grade analytics out.

One API call. 23 signal types. Monte Carlo stress testing. Under 2 seconds.

Built at TUM & backed by institutional quant research

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Two ways to use Vynn
For Developers

REST API

One POST request. Pick your strategy, universe, and date range. Get structured JSON back with equity curve, trade log, and full analytics.

curl -X POST /v1/backtest -d '{"strategy": "RSI < 30"}'
For AI Agents

MCP Skill

Any agent framework — Claude, GPT, Codex — can call Vynn as a tool. Natural language in, quant analytics out. No human in the loop.

tools: - name: vynn_backtest url: https://the-vynn.com/v1
One API Call
terminal
curl -X POST https://the-vynn.com/v1/backtest   -H "Content-Type: application/json"   -d '{
  "strategy": "Buy when RSI(14) < 30, sell RSI > 70",
  "universe": ["AAPL", "MSFT", "GOOGL"],
  "period_start": "2023-01-01",
  "period_end": "2024-01-01"
}'

# sharpe_ratio  1.82
# total_return  24.7%
# max_drawdown  -8.3%
# 47 trades, full equity curve
Platform
23
Signal Types
6
Analytics Engines
<2s
Avg Backtest
500+
Monte Carlo Paths
Capabilities

Natural Language Strategies

RSI, MACD, SMA crossovers, Bollinger squeezes, Donchian breakouts, momentum scoring, composite factors. 23 signal types parsed from plain English.

Long, Short & Pairs

Bidirectional trading with inverted stops. Pairs trading with Engle-Granger cointegration, z-score signals, and Ornstein-Uhlenbeck half-life estimation.

Regime-Adaptive

Conditional strategies that switch between momentum and mean reversion based on SMA200 trend and volatility regime detection.

Intelligence

Monte Carlo Stress Testing

Bootstrap 500+ return paths. VaR, CVaR, probability of ruin. Pre-built scenarios for 2008 crisis, COVID crash, and AI flash crash.

Alpha Decay & Crowding

Track information coefficient decay as AI adoption grows. Detect factor crowding against Fama-French 5. Know when your edge is disappearing.

Quant-Grade Analytics

Factor attribution, walk-forward validation, statistical significance, transaction cost modeling, market impact analysis. All structured JSON.

Pricing
Free
$0/mo
Get started instantly
  • 10 backtests / month
  • 5 tickers per universe
  • Core analytics
Start free
Enterprise
Custom
Dedicated infrastructure
  • Unlimited backtests
  • Unlimited universe
  • SLA & priority support
Contact us

Get your API key

Free tier. No credit card. Start backtesting in 30 seconds.