backtest-expert: Design & UI for AI Agents | OpenAgentSkill

Overview

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.

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Backtest Expert

Systematic approach to backtesting trading strategies based on professional methodology that prioritizes robustness over optimistic results.

Core Philosophy

Goal: Find strategies that "break the least", not strategies that "profit the most" on paper.

Principle: Add friction, stress test assumptions, and see what survives. If a strategy holds up under pessimistic conditions, it's more likely to work in live trading.

When to Use This Skill

Use this skill when:

Developing or validating systematic trading strategies
Evaluating whether a trading idea is robust enough for live implementation
Troubleshooting why a backtest might be misleading
Learning proper backtesting methodology
Avoiding common pitfalls (curve-fitting, look-ahead bias, survivorship bias)
Assessing parameter sensitivity and regime dependence
Setting realistic expectations for slippage and execution costs

Prerequisites

Python 3.9+ (for evaluation script)
No API keys required
No external data dependencies — metrics are user-provided

Workflow

1. State the Hypothesis

Define the edge in one sentence.

Example: "Stocks that gap up >3% on earnings and pull back to previous day's close within first hour provide mean-reversion opportunity."

If you can't articulate the edge clearly, don't proceed to testing.

2. Codify Rules with Zero Discretion

Define with complete specificity:

Entry: Exact conditions, timing, price type
Exit: Stop loss, profit target, time-based exit
Position sizing: Fixed $$, % of portfolio, volatility-adjusted
Filters: Market cap, volume, sector, volatility conditions
Universe: What instruments are eligible

Critical: No subjective judgment allowed. Every decision must be rule-based and unambiguous.

3. Run Initial Backtest

Test over:

Minimum 5 years (preferably 10+)
Multiple market regimes (bull, bear, high/low volatility)
Realistic costs: Commissions + conservative slippage

Examine initial results for basic viability. If fundamentally broken, iterate on hypothesis.

4. Stress Test the Strategy

This is where 80% of testing time should be spent.

Parameter sensitivity:

Test stop loss at 50%, 75%, 100%, 125%, 150% of baseline
Test profit target at 80%, 90%, 100%, 110%, 120% of baseline
Vary entry/exit timing by ±15-30 minutes
Look for "plateaus" of stable performance, not narrow spikes

Execution friction:

Increase slippage to 1.5-2x typical estimates
Model worst-case fills (buy at ask+1 tick, sell at bid-1 tick)
Add realistic order rejection scenarios
Test with pessimistic commission structures

Time robustness:

Analyze year-by-year performance
Require positive expectancy in majority of years
Ensure strategy doesn't rely on 1-2 exceptional periods
Test in different market regimes separately

Sample size:

Absolute minimum: 30 trades
Preferred: 100+ trades
High confidence: 200+ trades

5. Out-of-Sample Validation

Walk-forward analysis:

Optimize on training period (e.g., Year 1-3)
Test on validation period (Year 4)
Roll forward and repeat
Compare in-sample vs out-of-sample performance

Warning signs:

Out-of-sample <50% of in-sample performance
Need frequent parameter re-optimization
Parameters change dramatically between periods

6. Evaluate Results

Questions to answer:

Does edge survive pessimistic assumptions?
Is performance stable across parameter variations?
Does strategy work in multiple market regimes?
Is sample size sufficient for statistical confidence?
Are results realistic, not "too good to be true"?

Decision criteria:

✅ Deploy: Survives all stress tests with acceptable performance
🔄 Refine: Core logic sound but needs parameter adjustment
❌ Abandon: Fails stress tests or relies on fragile assumptions

Use the evaluation script for a structured, quantitative assessment:

python3 skills/backtest-expert/scripts/evaluate_backtest.py \
  --total-trades 150 \
  --win-rate 62 \
  --avg-win-pct 1.8 \
  --avg-loss-pct 1.2 \
  --max-drawdown-pct 15 \
  --years-tested 8 \
  --num-parameters 3 \
  --slippage-tested \
  --output-dir reports/

The script scores across 5 dimensions (Sample Size, Expectancy, Risk Management, Robustness, Execution Realism), detects red flags, and outputs a Deploy/Refine/Abandon verdict.

Key Testing Principles

Punish the Strategy

Add friction everywhere:

Commissions higher than reality
Slippage 1.5-2x typical
Worst-case fills
Order rejections
Partial fills

Rationale: Strategies that survive pessimistic assumptions often outperform in live trading.

Seek Plateaus, Not Peaks

Look for parameter ranges where performance is stable, not optimal values that create performance spikes.

Good: Strategy profitable with stop loss anywhere from 1.5% to 3.0% Bad: Strategy only works with stop loss at exactly 2.13%

Stable performance indicates genuine edge; narrow optima suggest curve-fitting.

Test All Cases, Not Cherry-Picked Examples

Wrong approach: Study hand-picked "market leaders" that worked Right approach: Test every stock that met criteria, including those that failed

Selective examples create survivorship bias and overestimate strategy quality.

Separate Idea Generation from Validation

Intuition: Useful for generating hypotheses Validation: Must be purely data-driven

Never let attachment to an idea influence interpretation of test results.

Common Failure Patterns

Recognize these patterns early to save time:

Parameter sensitivity: Only works with exact parameter values
Regime-specific: Great in some years, terrible in others
Slippage sensitivity: Unprofitable when realistic costs added
Small sample: Too few trades for statistical confidence
Look-ahead bias: "Too good to be true" results
Over-optimization: Many parameters, poor out-of-sample results

See references/failed_tests.md for detailed examples and diagnostic framework.

Output

reports/backtest_eval_<timestamp>.json — structured evaluation with per-dimension scores, red flags, and verdict
reports/backtest_eval_<timestamp>.md — human-readable report with dimension table, key metrics, and red flag details

Resources

Methodology Reference

File: references/methodology.md

When to read: For detailed guidance on specific testing techniques.

Contents:

Stress testing methods
Parameter sensitivity analysis
Slippage and friction modeling
Sample size requirements
Market regime classification
Common biases and pitfalls (survivorship, look-ahead, curve-fitting, etc.)

Failed Tests Reference

File: references/failed_tests.md

When to read: When strategy fails tests, or learning from past mistakes.

Contents:

Why failures are valuable
Common failure patterns with examples
Case study documentation framework
Red flags checklist for evaluating backtests

Critical Reminders

Time allocation: Spend 20% generating ideas, 80% trying to break them.

Context-free requirement: If strategy requires "perfect context" to work, it's not robust enough for systematic trading.

Red flag: If backtest results look too good (>90% win rate, minimal drawdowns, perfect timing), audit carefully for look-ahead bias or data issues.

Tool limitations: Understand your backtesting platform's quirks (interpolation methods, handling of low liquidity, data alignment issues).

Statistical significance: Small edges require large sample sizes to prove. 5% edge per trade needs 100+ trades to distinguish from luck.

Discretionary vs Systematic Differences

This skill focuses on systematic/quantitative backtesting where:

All rules are codified in advance
No discretion or "feel" in execution
Testing happens on all historical examples, not cherry-picked cases
Context (news, macro) is deliberately stripped out

Discretionary traders study differently—this skill may not apply to setups requiring subjective judgment.

View source ↗

File metadata

name: backtest-expert
description: 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.

View original text

---
name: backtest-expert
description: 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.
---

# Backtest Expert

Systematic approach to backtesting trading strategies based on professional methodology that prioritizes robustness over optimistic results.

## Core Philosophy

**Goal**: Find strategies that "break the least", not strategies that "profit the most" on paper.

**Principle**: Add friction, stress test assumptions, and see what survives. If a strategy holds up under pessimistic conditions, it's more likely to work in live trading.

## When to Use This Skill

Use this skill when:
- Developing or validating systematic trading strategies
- Evaluating whether a trading idea is robust enough for live implementation
- Troubleshooting why a backtest might be misleading
- Learning proper backtesting methodology
- Avoiding common pitfalls (curve-fitting, look-ahead bias, survivorship bias)
- Assessing parameter sensitivity and regime dependence
- Setting realistic expectations for slippage and execution costs

## Prerequisites

- Python 3.9+ (for evaluation script)
- No API keys required
- No external data dependencies — metrics are user-provided

## Workflow

### 1. State the Hypothesis

Define the edge in one sentence.

**Example**: "Stocks that gap up >3% on earnings and pull back to previous day's close within first hour provide mean-reversion opportunity."

If you can't articulate the edge clearly, don't proceed to testing.

### 2. Codify Rules with Zero Discretion

Define with complete specificity:
- **Entry**: Exact conditions, timing, price type
- **Exit**: Stop loss, profit target, time-based exit
- **Position sizing**: Fixed $$, % of portfolio, volatility-adjusted
- **Filters**: Market cap, volume, sector, volatility conditions
- **Universe**: What instruments are eligible

**Critical**: No subjective judgment allowed. Every decision must be rule-based and unambiguous.

### 3. Run Initial Backtest

Test over:
- **Minimum 5 years** (preferably 10+)
- **Multiple market regimes** (bull, bear, high/low volatility)
- **Realistic costs**: Commissions + conservative slippage

Examine initial results for basic viability. If fundamentally broken, iterate on hypothesis.

### 4. Stress Test the Strategy

This is where 80% of testing time should be spent.

**Parameter sensitivity**:
- Test stop loss at 50%, 75%, 100%, 125%, 150% of baseline
- Test profit target at 80%, 90%, 100%, 110%, 120% of baseline
- Vary entry/exit timing by ±15-30 minutes
- Look for "plateaus" of stable performance, not narrow spikes

**Execution friction**:
- Increase slippage to 1.5-2x typical estimates
- Model worst-case fills (buy at ask+1 tick, sell at bid-1 tick)
- Add realistic order rejection scenarios
- Test with pessimistic commission structures

**Time robustness**:
- Analyze year-by-year performance
- Require positive expectancy in majority of years
- Ensure strategy doesn't rely on 1-2 exceptional periods
- Test in different market regimes separately

**Sample size**:
- Absolute minimum: 30 trades
- Preferred: 100+ trades
- High confidence: 200+ trades

### 5. Out-of-Sample Validation

**Walk-forward analysis**:
1. Optimize on training period (e.g., Year 1-3)
2. Test on validation period (Year 4)
3. Roll forward and repeat
4. Compare in-sample vs out-of-sample performance

**Warning signs**:
- Out-of-sample <50% of in-sample performance
- Need frequent parameter re-optimization
- Parameters change dramatically between periods

### 6. Evaluate Results

**Questions to answer**:
- Does edge survive pessimistic assumptions?
- Is performance stable across parameter variations?
- Does strategy work in multiple market regimes?
- Is sample size sufficient for statistical confidence?
- Are results realistic, not "too good to be true"?

**Decision criteria**:
- ✅ **Deploy**: Survives all stress tests with acceptable performance
- 🔄 **Refine**: Core logic sound but needs parameter adjustment
- ❌ **Abandon**: Fails stress tests or relies on fragile assumptions

Use the evaluation script for a structured, quantitative assessment:

```bash
python3 skills/backtest-expert/scripts/evaluate_backtest.py \
--total-trades 150 \
--win-rate 62 \
--avg-win-pct 1.8 \
--avg-loss-pct 1.2 \
--max-drawdown-pct 15 \
--years-tested 8 \
--num-parameters 3 \
--slippage-tested \
--output-dir reports/
```

The script scores across 5 dimensions (Sample Size, Expectancy, Risk Management, Robustness, Execution Realism), detects red flags, and outputs a Deploy/Refine/Abandon verdict.

## Key Testing Principles

### Punish the Strategy

Add friction everywhere:
- Commissions higher than reality
- Slippage 1.5-2x typical
- Worst-case fills
- Order rejections
- Partial fills

**Rationale**: Strategies that survive pessimistic assumptions often outperform in live trading.

### Seek Plateaus, Not Peaks

Look for parameter ranges where performance is stable, not optimal values that create performance spikes.

**Good**: Strategy profitable with stop loss anywhere from 1.5% to 3.0%
**Bad**: Strategy only works with stop loss at exactly 2.13%

Stable performance indicates genuine edge; narrow optima suggest curve-fitting.

### Test All Cases, Not Cherry-Picked Examples

**Wrong approach**: Study hand-picked "market leaders" that worked
**Right approach**: Test every stock that met criteria, including those that failed

Selective examples create survivorship bias and overestimate strategy quality.

### Separate Idea Generation from Validation

**Intuition**: Useful for generating hypotheses
**Validation**: Must be purely data-driven

Never let attachment to an idea influence interpretation of test results.

## Common Failure Patterns

Recognize these patterns early to save time:

1. **Parameter sensitivity**: Only works with exact parameter values
2. **Regime-specific**: Great in some years, terrible in others
3. **Slippage sensitivity**: Unprofitable when realistic costs added
4. **Small sample**: Too few trades for statistical confidence
5. **Look-ahead bias**: "Too good to be true" results
6. **Over-optimization**: Many parameters, poor out-of-sample results

See `references/failed_tests.md` for detailed examples and diagnostic framework.

## Output

- `reports/backtest_eval_<timestamp>.json` — structured evaluation with per-dimension scores, red flags, and verdict
- `reports/backtest_eval_<timestamp>.md` — human-readable report with dimension table, key metrics, and red flag details

## Resources

### Methodology Reference
**File**: `references/methodology.md`

**When to read**: For detailed guidance on specific testing techniques.

**Contents**:
- Stress testing methods
- Parameter sensitivity analysis
- Slippage and friction modeling
- Sample size requirements
- Market regime classification
- Common biases and pitfalls (survivorship, look-ahead, curve-fitting, etc.)

### Failed Tests Reference
**File**: `references/failed_tests.md`

**When to read**: When strategy fails tests, or learning from past mistakes.

**Contents**:
- Why failures are valuable
- Common failure patterns with examples
- Case study documentation framework
- Red flags checklist for evaluating backtests

## Critical Reminders

**Time allocation**: Spend 20% generating ideas, 80% trying to break them.

**Context-free requirement**: If strategy requires "perfect context" to work, it's not robust enough for systematic trading.

**Red flag**: If backtest results look too good (>90% win rate, minimal drawdowns, perfect timing), audit carefully for look-ahead bias or data issues.

**Tool limitations**: Understand your backtesting platform's quirks (interpolation methods, handling of low liquidity, data alignment issues).

**Statistical significance**: Small edges require large sample sizes to prove. 5% edge per trade needs 100+ trades to distinguish from luck.

## Discretionary vs Systematic Differences

This skill focuses on **systematic/quantitative** backtesting where:
- All rules are codified in advance
- No discretion or "feel" in execution
- Testing happens on all historical examples, not cherry-picked cases
- Context (news, macro) is deliberately stripped out

Discretionary traders study differently—this skill may not apply to setups requiring subjective judgment.

Review the source

Skill source recorded

Skill instructions are recorded. This is not a runtime test, safety guarantee or compatibility certification.

Review before install: Avoid automatic install

Permission surface may require sandboxing
Financial research output is not financial advice; require human review before any live investment decision
Potential broker, wallet, exchange, or real-money execution surface; sandbox and explicit approval are required
Financial research output is not financial advice; require human review before any live investment decision.

Open full audit

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Check the source for dependencies, API keys and third-party costs. A public repository does not mean every service is free.

Source & trust

Indexed

Repository metadata and review signals are advisory. Popularity, source discovery and successful execution are different facts.

License: MIT
Version: 1.0.0
Last GitHub push: Sep 3, 2026
Registry updated: Sep 6, 2026
Instruction path: skills/backtest-expert/SKILL.md @ 8d77f8949c76

Version reported in registry metadata; check source releases before relying on it.

Quality

68/100

Promising

Trust

69/100

Sandbox only

Audit

80/100

Risky

Agent access

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More details

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  "supply": {
    "track": "Research and knowledge work",
    "scenario": "Research agents",
    "maintenance": "5d since push",
    "risk": "Risky"
  },
  "alternative_skills": [],
  "do_not_use_when": [
    "teams that need a vendor-supported SLA",
    "high-compliance environments without internal security review",
    "No OpenAgentSkill engagement data yet",
    "Audit risk risky exceeds max_risk=medium",
    "High-risk permission hints: Shell or command execution",
    "Permission surface may require sandboxing",
    "Financial research output is not financial advice; require human review before any live investment decision",
    "Potential broker, wallet, exchange, or real-money execution surface; sandbox and explicit approval are required"
  ],
  "agent_contract": {
    "task_input": "Use backtest-expert in an agent workflow",
    "recommended_action": "Do not auto-install. Inspect the source, dependencies, and permission surface first.",
    "install_policy": "block",
    "minimum_review_before_use": [
      "Trust: 77/100 Strong shortlist",
      "Audit: 80/100 Risky",
      "Safety: 52/100 Avoid automatic install",
      "Review repository, license, install command, and permission surface before production use."
    ],
    "expected_agent_output": {
      "selected_skill": "baggat236-backtest-expert (backtest-expert)",
      "install_command": "npx skills add BaggaT236/AI-Trading-Skills --skill backtest-expert",
      "risk_summary": "Risky; Blocked for auto-install; Review before production",
      "verification_result": "Report the smallest successful task, files touched, warnings, and any missing setup."
    }
  },
  "outcome_feedback": {
    "endpoint": "https://www.openagentskill.com/api/agent/outcome",
    "method": "POST",
    "requires_resolve_event_id": true,
    "event_id_source": "Use install_receipt.outcome_feedback.event_id or feedback.event_id returned by /api/agent/resolve for the current task.",
    "expected_outcomes": [
      "success",
      "failed",
      "not_relevant",
      "blocked_by_risk",
      "setup_required"
    ],
    "payload_template": {
      "event_id": "<install_receipt.outcome_feedback.event_id or feedback.event_id from /api/agent/resolve>",
      "skill_slug": "baggat236-backtest-expert",
      "task": "Use backtest-expert in an agent workflow",
      "agent": "codex",
      "outcome": "success",
      "install_used": true,
      "risk_blocked": false,
      "setup_required": false,
      "task_success": true,
      "output_quality": 4,
      "error_type": null,
      "human_review_required": false,
      "workspace": "sandbox",
      "time_to_useful_ms": 120000,
      "notes": "Report the smallest successful task, setup friction, files touched, and risk notes."
    }
  },
  "endpoints": {
    "web": "https://www.openagentskill.com/skills/baggat236-backtest-expert",
    "api": "https://www.openagentskill.com/api/agent/skills/baggat236-backtest-expert",
    "audit": "https://www.openagentskill.com/skills/baggat236-backtest-expert/audit",
    "eval": "https://www.openagentskill.com/api/agent/evals?slug=baggat236-backtest-expert&task=Use%20backtest-expert%20in%20an%20agent%20workflow&max_risk=medium",
    "resolve": "https://www.openagentskill.com/api/agent/resolve?task=Use%20backtest-expert%20in%20an%20agent%20workflow&agent=codex&max_risk=medium",
    "receipt": "https://www.openagentskill.com/api/agent/receipt?task=Use%20backtest-expert%20in%20an%20agent%20workflow&agent=codex&max_risk=medium&format=text",
    "install": "https://www.openagentskill.com/api/skills/baggat236-backtest-expert/install",
    "manifest": "https://www.openagentskill.com/api/registry/manifest/baggat236-backtest-expert"
  }
}

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Creator: BaggaT236
Source: BaggaT236/AI-Trading-Skills
Indexed by: OpenAgentSkill community index

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