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backtest-expert

Name: backtest-expert
Author: tradermonty

Révision du contenu r1 Sûr ⚙️ Commandes externes

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.

Prend en charge: Claude Codex Code(CC)

🥈 80 Argent

Maintain this Skill? Claim it 🥈 80 Argent

Installer avec mon Agent

Copiez cette demande dans votre Agent. Elle contient la page Skill de référence et le manifeste.

Demande d’agent

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.

Votre Agent doit toujours présenter son plan et demander toute confirmation exigée par la politique de sécurité.

Ressources lisibles par les agents

Utilisez ces liens lorsqu’un Agent IA, un crawler ou un script a besoin d’un contexte propre au lieu de lire toute la page.

Détail Markdown GET /skills/tradermonty-backtest-expert.md manifest signé GET /api/skills/tradermonty-backtest-expert/manifest lockfile signé GET /api/skills/tradermonty-backtest-expert/lockfile

Tester

Utilisation de « 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.

Résultat attendu:

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

Utilisation de « backtest-expert ». Review 24 trades over two years with eight parameters and no slippage test.

Résultat attendu:

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.

Utilisation de « backtest-expert ». Explain why a profitable strategy fails after realistic trading costs.

Résultat attendu:

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

Audit de sécurité

Sûr

v1 • 27/09/2026 Ouvrir le rapport versionné

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.

Fichiers analysés

1,839

Lignes analysées

Éléments à examiner

Faux positifs ignorés

Facteurs de risque

⚙️ Commandes externes (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

Le dernier audit statique et sémantique terminé n’a détecté aucun constat de sécurité confirmé. Cela ne prouve pas que le skill est sans effets secondaires.

Audité par: codex

Partager et citer ce rapport

Partagez le rapport d’évaluation versionné, le badge neutre, la carte intégrable et les citations. Skillstore présente les preuves sans décider si ce Skill est sûr.

Ouvrir le rapport versionné

Copier le lien du rapport

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

Badge 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)

Badge 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>

Carte intégrable

<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>

Citations académiques (APA · BibTeX · CFF)

Citation APA

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

Citation 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"

Score Skillstore

Pourquoi ce score Niveau de confiance des preuves: Moyen

Architecture

Maintenabilité

Contenu

Communauté

Conformité aux spécifications

Ce que vous pouvez créer

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.

Essayez ces 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.

Bonnes pratiques

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.