backtest-expert

What problem does it solve?

This skill provides a disciplined framework for evaluating trading ideas through rigorous, reproducible backtests, reducing the risk of overfitting and overly optimistic results.

Core Features & Use Cases

• Structured workflow: Define a clear hypothesis, codify rules with zero discretion, run multi-year backtests, and compare performance across regimes.
• Robustness & diagnostics: Integrates parameter sensitivity, stress testing, walk-forward validation, and out-of-sample checks to assess edge durability.
• Use Case: A quantitative analyst tests a new strategy across bull and bear markets, documents findings, and decides whether to deploy or refine.

Quick Start

Use the backtest-expert skill to structure a full backtest: state hypothesis, codify entry/exit rules, run a 5-year backtest with realistic costs, then perform stress tests and walk-forward validation.