quant-backtest
Installation
SKILL.md
Contract
- Input: trading strategy definition (signal, universe, sizing, costs).
- Output: backtest audit report with strategy spec, data audit, statistics, stress tests, and verdict.
- Side effects: none.
- Dependencies: data source access.
- Stop condition: audit report complete with verdict.
- Risk: low.
- Boundary: produces audit report; does not execute live trading.
Quant Backtest Audit
Take a strategy and produce a backtest result you can defend. A backtest that can't survive audit is decoration.
When to use
- The user has a strategy and wants its historical performance.
- A claimed alpha or Sharpe needs independent verification.
- A live-trading decision will be made from the result.