fc3c7ae8a2
Add repo-wide auditing and targeted repair scripts for skill metadata. Fix truncated descriptions automatically, keep heading normalization conservative, and remove synthetic boilerplate sections that degrade editorial quality while regenerating repo indexes and catalogs. Fixes #365
43 lines
1.3 KiB
Markdown
43 lines
1.3 KiB
Markdown
---
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name: backtesting-frameworks
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description: "Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates."
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risk: unknown
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source: community
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date_added: "2026-02-27"
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---
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# Backtesting Frameworks
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Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.
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## Use this skill when
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- Developing trading strategy backtests
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- Building backtesting infrastructure
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- Validating strategy performance and robustness
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- Avoiding common backtesting biases
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- Implementing walk-forward analysis
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## Do not use this skill when
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- You need live trading execution or investment advice
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- Historical data quality is unknown or incomplete
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- The task is only a quick performance summary
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## Instructions
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- Define hypothesis, universe, timeframe, and evaluation criteria.
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- Build point-in-time data pipelines and realistic cost models.
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- Implement event-driven simulation and execution logic.
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- Use train/validation/test splits and walk-forward testing.
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- If detailed examples are required, open `resources/implementation-playbook.md`.
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## Safety
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- Do not present backtests as guarantees of future performance.
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- Avoid providing financial or investment advice.
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## Resources
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- `resources/implementation-playbook.md` for detailed patterns and examples.
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