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backtesting-frameworks

Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.

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name:backtesting-frameworksdescription:Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.

Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

Use this skill when

  • Developing trading strategy backtests

  • Building backtesting infrastructure

  • Validating strategy performance and robustness

  • Avoiding common backtesting biases

  • Implementing walk-forward analysis

    • Do not use this skill when

  • You need live trading execution or investment advice

  • Historical data quality is unknown or incomplete

  • The task is only a quick performance summary

    • Instructions

  • Define hypothesis, universe, timeframe, and evaluation criteria.

  • Build point-in-time data pipelines and realistic cost models.

  • Implement event-driven simulation and execution logic.

  • Use train/validation/test splits and walk-forward testing.

  • If detailed examples are required, open resources/implementation-playbook.md.

    • Safety

  • Do not present backtests as guarantees of future performance.

  • Avoid providing financial or investment advice.

    • Resources

  • resources/implementation-playbook.md for detailed patterns and examples.

      • backtesting-frameworks - Agent Skills