0db870eb11
Add a maintainers script to safely promote high-confidence legacy risk labels from unknown to concrete values, cover it with tests, and regenerate the canonical skill artifacts and plugin copies. This reduces the legacy unknown backlog without forcing noisy classifications that still need manual review.
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: safe
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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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