We introduce the Minimum Entropy Method, a simple statistical technique for constraining the Milky Way gravitational potential and simultaneously testing different gravity theories directly from 6D phase-space surveys and without adopting dynamical models. We demonstrate that orbital energy distributions that are separable (i.e. independent of position) have an associated entropy that increases under wrong assumptions about the gravitational potential and/or gravity theory. Of known objects, `cold' tidal streams from low-mass progenitors follow orbital distributions that most nearly satisfy the condition of separability. Although the orbits of tidally stripped stars are perturbed by the progenitor's self-gravity, systematic variations of the energy distribution can be quantified in terms of the cross-entropy of individual tails, giving further sensitivity to theoretical biases in the host potential. The feasibility of using the Minimum Entropy Method to test a wide range of gravity theories is illustrated by evolving restricted N-body models in a Newtonian potential and examining the changes in entropy introduced by Dirac, MONDian and f(R) gravity modifications. ; Comment: Accepted for publication in ApJ. 11 pages 6 figures