backtest-expert

Validates trading strategies on Indian markets with JSON/Markdown reports and red-flag detection.

Updated Mar 19, 2026
One-click install
npx skills add https://github.com/sujaynsv/Agentic-Skills --skill backtest-expert-sujaynsv
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: backtest-expert
Source: https://github.com/sujaynsv/Agentic-Skills/tree/main/skills/trading/indian-trading-skills/skills/backtest-expert
Command: npx skills add https://github.com/sujaynsv/Agentic-Skills --skill backtest-expert-sujaynsv

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

Backtesting guidance to validate and stress-test trading strategies on Indian markets (NSE/BSE), incorporating realistic costs and scenario analysis to prevent overfitting.

Core Features & Use Cases

  • Stepwise framework: 6-step backtesting process covering hypothesis, rules, data, and evaluation
  • Indian market cost modeling: includes brokerage, STT, exchange charges, GST, stamp duty, SEBI charges, and slippage
  • Walk-forward and out-of-sample validation: ensures generalization across regime changes
  • Red-flag detection and deployment criteria: objective scoring and decision framework
  • Reference methodologies and failed-tests: access to methodology and failure pattern resources

Quick Start

Follow the six-step backtesting workflow to evaluate your trading idea on NSE/BSE and generate an objective report.

Frequently Asked Questions about backtest-expert

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I backtest trading strategies for NSE and BSE with realistic Indian market costs?

Backtesting NSE and BSE strategies requires modeling brokerage, STT, exchange charges, GST, stamp duty, SEBI charges, and slippage to generate cost-aware performance assessments and prevent overfitting.

What is walk-forward validation and why is it needed for Indian market backtesting?

Walk-forward validation ensures trading strategies generalize across regime changes by testing out-of-sample data, preventing overfitting and confirming robustness for deployment in dynamic Indian market conditions.

How do I run parameter sensitivity analysis and detect red flags in a trading strategy?

Parameter sensitivity analysis evaluates strategy robustness while red-flag detection applies objective scoring across sample size, expectancy, risk management, robustness, and execution realism to output deployment criteria.

What is the best way to stress-test an NSE edge analysis hypothesis before deployment?

Stress-test NSE edge analysis by applying a six-step framework covering hypothesis, rules, data, and evaluation, concluding with an objective JSON or Markdown report containing deployment decisions.

Does this backtesting framework generate reports in JSON or Markdown format?

The framework outputs both JSON and Markdown reports containing cost-aware performance metrics, five-dimension evaluation scores, and red-flag detection for objective strategy deployment decisions.