48 lines
1.7 KiB
Markdown
48 lines
1.7 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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## Limitations
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- Use this skill only when the task clearly matches the scope described above.
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- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
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- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.
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