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backtest-expert

Name: backtest-expert
Author: tradermonty

Ревизия содержимого r1 Безопасно ⚙️ Внешние команды

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.

Поддерживает: Claude Codex Code(CC)

🥈 80 Серебро

Maintain this Skill? Claim it 🥈 80 Серебро

Установить с помощью моего Агента

Скопируйте этот запрос в своего Агента. Он содержит каноническую страницу Skill и манифест.

Запрос агента

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.

Ваш Агент по-прежнему должен показать план и запросить все подтверждения, требуемые политикой безопасности.

Ресурсы для AI-агентов

Используйте эти ссылки, когда AI-агенту, crawler или script нужен чистый контекст вместо полной страницы.

Markdown-детали GET /skills/tradermonty-backtest-expert.md Подписанный manifest GET /api/skills/tradermonty-backtest-expert/manifest Подписанный lockfile GET /api/skills/tradermonty-backtest-expert/lockfile

Протестировать

Использование «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.

Ожидаемый результат:

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

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

Ожидаемый результат:

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.

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

Ожидаемый результат:

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

Аудит безопасности

Безопасно

v1 • 27.09.2026 Открыть версионный отчет

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.

Просканировано файлов

1,839

Проанализировано строк

Пункты проверки

Ложные срабатывания проигнорированы

Факторы риска

⚙️ Внешние команды (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

Последний завершенный статический и семантический аудит не обнаружил подтвержденных проблем безопасности. Это не доказывает отсутствие побочных эффектов у навыка.

Аудитор:: codex

Поделиться и цитировать этот отчет

Делитесь версионным отчетом об оценке, нейтральным значком, встраиваемой карточкой и цитатами. Skillstore публикует доказательства, не решая, безопасен ли этот Skill.

Открыть версионный отчет

Копировать ссылку на отчёт

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

Значок 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)

Значок 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>

Встраиваемая карточка

<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>

Академические ссылки (APA · BibTeX · CFF)

Цитата APA

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

Цитата 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"

Оценка Skillstore

Почему такая оценка Достоверность доказательств: Средний

Архитектура

Сопровождаемость

Контент

Сообщество

Соответствие спецификации

Что вы можете построить

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.

Попробуйте эти промпты

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.

Лучшие практики

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.