Calibrate First

Overview

A backtest result is only as good as the instrument that produced it. This skill makes Claude measure the instrument before it measures the signal. It drives assay-lite, a single-file, offline Python tool. floor injects synthetic signals of known strength into the user's own returns to find the smallest effect the data can detect. test charges every run to an append-only registry before computing, and a result below the floor is reported as UNDECIDABLE rather than "the signal doesn't work".

When to Use

• The user asks whether a trading signal, factor or ranking "works", is "significant", or has an "edge".
• The user wants to read an information coefficient (IC) or a cross-sectional backtest result, especially a null one.
• The user is about to try several variants of an idea and pick the best one.