Backtest Expert

This walks you through systematic backtesting with a "beat your strategy to death" approach borrowed from professional quant shops. You'll spend most of your time stress testing parameters, adding pessimistic slippage, and checking if your edge survives across different market regimes rather than chasing impressive looking returns. Includes a Python evaluation script that scores your backtest across five dimensions and flags common failure patterns like curve fitting or sample size issues. Best when you need structure to avoid fooling yourself with optimistic assumptions, or when you're not sure if that promising backtest will actually survive real trading conditions. The philosophy is simple: find what breaks the least, not what profits the most on paper.

Install to Claude Code

npx -y skills add tradermonty/claude-trading-skills --skill backtest-expert --agent claude-code