Run backtests against the Udgaard API and save trade-by-trade results.
npx skills add https://github.com/skrymer/trading --skill backtest-skrymer
Please help me install this Agent Skill. Skill: backtest Source: https://github.com/skrymer/trading/tree/main/.claude/skills/backtest Command: npx skills add https://github.com/skrymer/trading --skill backtest-skrymer
Run backtests against the Udgaard API to evaluate strategy performance, capture trade-by-trade results, and delegate post-backtest analysis to the post-backtest-analyst for risk metrics and SPY correlation insights.
Post a JSON payload to the Udgaard /api/backtest endpoint to run a backtest and review the saved raw results.
High-intent search queries and answers about installing and using this skill.
The backtest process evaluates entry and exit strategies against historical stock data via the Udgaard API. It captures trade-by-trade results, saves raw responses to disk, and delegates deeper risk metric analysis to a dedicated post-backtest analyst agent.
Walk-forward and Monte Carlo analyses are supported scenarios within the backtest framework. You can configure these tests using custom DSL strategies, position sizing, and ranking options to evaluate strategy robustness across historical stock data.
Running a backtest requires posting a payload with assetTypes, entryStrategy, exitStrategy, dates, and sizing or ranking options to the API endpoint. Discovery endpoints are available to help find and configure available strategies, conditions, and rankers.
After a backtest run, raw responses are saved to disk and delegated to a post-backtest analyst agent. This agent provides deeper interpretation of the results, calculating risk metrics and SPY correlation insights for the tested strategies.
Custom DSL strategies are supported for defining entry and exit logic in the backtest framework. You can combine these custom strategies with position sizing, ranking options, and multiple scenarios to test specialized trading rules across historical data.
The backtest framework is limited to stock assets within configurable time ranges and requires valid API endpoint access. While it captures detailed trade-by-trade results, deeper risk metric and SPY correlation analysis is delegated to a separate post-backtest analyst agent.
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