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Expert guidance for systematic backtesting of trading strategies.
Passed 19 of 23 test cases with the skill, and 13 of 23 without it.
and 4 more in the full report
6 fixed13 passed either way4 still failing0 broke
Tokens, turns and time describe resource use, not a dollar price.
One of 6 test cases the skill fixed. Same model, same prompt, with and without the skill.
A quant vendor is proposing a strategy backed by 18 months of historical tick data showing a 3.0 Sharpe ratio. Is an 18-month test horizon sufficient to validate systematic strategy viability?
| Checked | Without skill | With skill |
|---|---|---|
| Requires a minimum historical backtesting window of 5 years. | Missed | Passed |
The instructions your model reads when the skill loads.
Systematic approach to backtesting trading strategies based on professional methodology that prioritizes robustness over optimistic results.
Goal: Find strategies that "break the least", not strategies that "profit the most" on paper.
Principle: Add friction, stress test assumptions, and see what survives. If a strategy holds up under pessimistic conditions, it's more likely to work in live trading.
Use this skill when:
Define the edge in one sentence.
Example: "Stocks that gap up >3% on earnings and pull back to previous day's close within first hour provide mean-reversion opportunity."
If you can't articulate the edge clearly, don't proceed to testing.
Define with complete specificity:
test cases passed, vs 13 / 23 without
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