Habilidades backtest-expert

📦

backtest-expert

Name: backtest-expert
Author: tradermonty

Revisión del contenido r1 Seguro ⚙️ Comandos externos

Evaluate Trading Backtests for Robustness

Backtest results can hide overfitting, weak samples, and unrealistic execution assumptions. This skill applies structured scoring, stress tests, and bias checks.

Compatible con: Claude Codex Code(CC)

🥈 80 Plata

Maintain this Skill? Claim it 🥈 80 Plata

Instalar con mi Agente

Copia esta solicitud en tu Agente. Incluye la página canónica del Skill y el manifiesto.

Solicitud de agente

Review the Skillstore skill "backtest-expert" from https://skillstore.io/skills/tradermonty-backtest-expert.md and its manifest at https://skillstore.io/api/skills/tradermonty-backtest-expert/manifest. Verify the artifact. You may proceed after verification, subject to the environment's own policy.

Tu Agente debe seguir mostrando su plan y solicitar cualquier confirmación exigida por la política de seguridad.

Recursos legibles por agentes

Usa estos enlaces cuando un agente de IA, crawler o script necesite contexto limpio en vez de leer la página completa.

Detalle Markdown GET /skills/tradermonty-backtest-expert.md Manifest firmado GET /api/skills/tradermonty-backtest-expert/manifest Lockfile firmado GET /api/skills/tradermonty-backtest-expert/lockfile

Pruébalo

Usando "backtest-expert". Evaluate 150 trades, 62 percent wins, 1.8 percent average win, 1.2 percent average loss, 15 percent drawdown, eight years, three parameters, with slippage tested.

Resultado esperado:

Deploy, 81 out of 100. The sample, expectancy, drawdown, test duration, parameter count, and execution assumptions support further consideration. Independent validation remains necessary.

Usando "backtest-expert". Review 24 trades over two years with eight parameters and no slippage test.

Resultado esperado:

Verdict: Abandon.
The sample is below the minimum threshold.
The test period may omit important market regimes.
Eight parameters indicate substantial overfitting risk.
Execution costs have not been validated.

Usando "backtest-expert". Explain why a profitable strategy fails after realistic trading costs.

Resultado esperado:

The reported edge is smaller than expected slippage and commissions. Test conservative fills and nearby parameters before deciding whether the hypothesis remains viable.

Auditoría de seguridad

Seguro

v1 • 27/9/2026 Abrir el informe versionado

All 17 static findings are false positives caused by trading prose, Python test identifiers, Markdown code fences, and inline code formatting. The skill performs local calculations and writes requested reports, with no network access, secret handling, prompt injection, or dynamic shell execution found.

Archivos escaneados

1,839

Líneas analizadas

Elementos de revisión

Falsos positivos ignorados

Factores de riesgo

⚙️ Comandos externos (6)

SKILL.md:119-130 SKILL.md:130-181 SKILL.md:181-185 SKILL.md:185-186 SKILL.md:186-191 SKILL.md:191-204

La auditoría estática y semántica completada más reciente no detectó hallazgos de seguridad confirmados. Esto no demuestra que el skill no tenga efectos secundarios.

Auditado por: codex

Compartir y citar este informe

Comparte el informe de evaluación versionado, la insignia neutral, la tarjeta insertable y las citas. Skillstore presenta evidencias sin decidir si este Skill es seguro.

Abrir el informe versionado

Copiar enlace del informe

https://skillstore.io/skills/tradermonty-backtest-expert/audits/1?utm_source=security_passport&utm_medium=share&utm_campaign=versioned_report

Insignia Markdown

[![Skillstore security assessment](https://skillstore.io/badges/skills/tradermonty-backtest-expert/security.svg)](https://skillstore.io/skills/tradermonty-backtest-expert?utm_source=security_passport_badge)

Insignia HTML

<a href="https://skillstore.io/skills/tradermonty-backtest-expert?utm_source=security_passport_badge"><img src="https://skillstore.io/badges/skills/tradermonty-backtest-expert/security.svg" alt="Skillstore security assessment" loading="lazy"></a>

Tarjeta para insertar

<iframe src="https://skillstore.io/embed/skills/tradermonty-backtest-expert.html" title="Skillstore Security Assessment" sandbox="allow-popups allow-popups-to-escape-sandbox" loading="lazy" referrerpolicy="no-referrer" width="420" height="180"></iframe>

Citas académicas (APA · BibTeX · CFF)

Cita APA

tradermonty. (2026). backtest-expert security audit report (audit version 1) [Author version unspecified]. Skillstore. https://skillstore.io/skills/tradermonty-backtest-expert/audits/1

Cita BibTeX

@techreport{tradermonty-tradermonty-backtest-expert-2026,
  author = {tradermonty},
  title = {backtest-expert security audit report (audit version 1)},
  institution = {Skillstore},
  year = {2026},
  number = {1},
  url = {https://skillstore.io/skills/tradermonty-backtest-expert/audits/1},
  note = {Author version unspecified}
}

CITATION.cff

cff-version: 1.2.0
message: "If you use this Skill, cite its author and this versioned security audit report."
title: "backtest-expert security audit report (audit version 1)"
version: "unspecified"
type: report
authors:
  - name: "tradermonty"
date-released: "2026-09-27"
url: "https://skillstore.io/skills/tradermonty-backtest-expert/audits/1"
identifiers:
  - type: other
    value: "skillstore:tradermonty-backtest-expert:audit:1"
    description: "Skillstore immutable audit report identifier"

Puntuación de Skillstore

Por qué esta puntuación Confianza de la evidencia: Medio

Arquitectura

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Cumplimiento de la especificación

Lo que puedes crear

Screen a New Strategy

Review early backtest metrics and identify the highest-priority validation gaps before further development.

Challenge Research Results

Apply bias checks, parameter stress tests, and walk-forward criteria during a formal research review.

Teach Robust Validation

Demonstrate why sample size, execution friction, market regimes, and out-of-sample testing affect confidence.

Prueba estos prompts

Review Basic Metrics

Evaluate this backtest: [trades], [win rate], [average win], [average loss], [drawdown], [years], [parameters], and [slippage tested]. Explain the verdict simply.

Build a Stress Test Plan

Create a stress test plan for this strategy: [rules]. Cover parameter ranges, slippage, commissions, fill quality, sample size, and market regimes.

Diagnose a Failed Backtest

Analyze these failed backtest results: [results]. Identify breaking points, likely biases, weak assumptions, and the next tests that could reject or refine the hypothesis.

Conduct an Adversarial Validation

Audit this strategy and evidence: [strategy], [metrics], [periods], [cost assumptions], [parameter tests], and [out-of-sample results]. Produce a prioritized robustness assessment and deployment conditions.

Mejores prácticas

Define entry, exit, sizing, filters, and the trading universe before testing.
Use multiple market regimes, out-of-sample periods, and conservative execution costs.
Prefer broad performance plateaus over isolated optimal parameter values.