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