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Backtest Expert

backtest-expert

Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.

Install

Research and analysis tools, not financial advice. Some workflows use optional FMP, FINVIZ Elite or Alpaca accounts; the repo's five-skill starter path needs no API key. Open the repository

Run this in your project folder. It works with Claude Code, Cursor, Codex and dozens of other agents.

$ npx skills add tradermonty/claude-trading-skills --skill backtest-expert

Needs Node.js. Add -g to install for every project, or -a claude-code to skip the agent picker.

How to use Backtest Expert

Once it's installed, Claude reads this skill on its own whenever a request matches what it's for, so you don't have to mention it by name. In Claude Code you can also run it directly by typing /backtest-expert.

It includes scripts that Claude may run on your computer, so skim them on GitHub before you install.

What the instructions cover

  1. 1Core Philosophy
  2. 2When to Use This Skill
  3. 3Prerequisites
  4. 4Workflow
  5. 5Key Testing Principles
  6. 6Common Failure Patterns
  7. 7Output
  8. 8Resources
  9. 9Critical Reminders
  10. 10Discretionary vs Systematic Differences

Section headings from the skill's SKILL.md file.

What's inside · 7 files

  • SKILL.md
  • references/failed_tests.md
  • references/methodology.md
  • requirements.txt
  • scripts/evaluate_backtest.py
  • scripts/tests/conftest.py
  • scripts/tests/test_evaluate_backtest.py

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