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historical-backtest

Run historical portfolio backtests with custom weightings and benchmarks.

12|13|Updated Dec 4, 2025
Search Tags:#investment#simulation#finance#portfolio#risk#backtest
One-click install
npx skills add https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management --skill historical-backtest
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: historical-backtest
Source: https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management/tree/main/data/skills/historical-backtest
Command: npx skills add https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management --skill historical-backtest

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill eliminates the manual effort required to calculate historical portfolio performance, allowing users to instantly validate investment strategies against real market data.

Core Features & Use Cases

  • Historical Simulation: Run backtests on custom portfolio weightings over specific time horizons.
  • Performance Analytics: Generate comprehensive metrics including Sharpe Ratio, Max Drawdown, and Volatility.
  • Comparative Analysis: Evaluate multiple portfolio candidates side-by-side to ensure IPS compliance and strategic alignment.

Quick Start

Ask the agent to backtest a portfolio with 60 percent AAPL and 40 percent MSFT over the last 3 years.

Frequently Asked Questions about historical-backtest

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

FAQPage Schema
How do I backtest a portfolio with custom stock weights?▼

To backtest a portfolio, you define custom asset weightings and specify a time horizon. The skill processes these inputs against historical market data to calculate performance metrics and validate investment strategies.

What performance metrics are generated during a historical portfolio simulation?▼

A historical portfolio simulation generates comprehensive risk and performance metrics including Sharpe Ratio, Max Drawdown, and Volatility. These statistical summaries help evaluate strategy effectiveness against user-defined benchmarks.

Can I run a comparative analysis of multiple portfolio candidates side-by-side?▼

Yes, you can evaluate multiple portfolio candidates side-by-side. This comparative analysis checks investment policy statement compliance and strategic alignment by contrasting performance metrics across different weightings.

Does the tool support rebalancing frequency adjustments for backtesting?▼

Yes, the backtesting tool supports rebalancing frequency adjustments. You can modify rebalancing schedules alongside complex weight parsing to accurately reflect specific portfolio management rules over time.

Do I need a specific market data tool to run historical backtests?▼

Yes, running historical backtests requires integration with the run_backtest tool. This tool processes the underlying market data and generates the statistical summaries needed for your portfolio performance analytics.

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