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backtest-expert

Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development.

Quality

89%

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SKILL.md
Quality
Evals
Security

Quality

Content

78%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A well-structured, highly actionable skill body with an excellent progressive-disclosure design and a clear six-step workflow. The main cost is redundancy — friction, plateau, and sample-size guidance each appear multiple times, and the script's gate-precedence rules are stated twice in different forms.

Suggestions

Consolidate the friction/slippage guidance that currently appears in both Workflow step 4 ("Execution friction") and "Punish the Strategy" into a single section, keeping the concrete multipliers in one place.

Merge the sample-size thresholds scattered across step 4 ("Sample size"), "Common Failure Patterns" (#4), and "Critical Reminders" ("Statistical significance") into one canonical statement.

Replace the dense prose paragraph describing the script's gate precedence and `too_good` logic with a short pointer to the "Output" JSON-fields section, which already documents `decision`, `blocking_reasons`, and gate order.

DimensionReasoningScore

Conciseness

Mostly efficient and domain-dense, but visibly redundant: execution friction appears in Workflow step 4 and again under "Punish the Strategy", plateau-seeking is stated twice, sample-size thresholds repeat across step 4, "Common Failure Patterns", and "Critical Reminders", and the dense paragraph on script gate precedence duplicates the "Output" section's JSON field list. Could be tightened without losing guidance value.

3 / 5

Actionability

Fully executable: a copy-paste-ready CLI invocation with complete arguments, exact parameter-sweep multipliers ("stop loss at 50%, 75%, 100%, 125%, 150% of baseline"), and concrete thresholds throughout (30/100/200 trades, 1.5-2x slippage, 5-year minimum test period).

5 / 5

Workflow Clarity

A clear six-step sequence with an explicit early gate ("If you can't articulate the edge clearly, don't proceed to testing"), an iterate-on-failure loop ("If fundamentally broken, iterate on hypothesis"), warning signs, and a three-outcome decision checklist. Falls short of 5 because mid-workflow validation is implicit — no explicit validate-then-proceed checkpoint between stress testing and out-of-sample evaluation.

4 / 5

Progressive Disclosure

Clear overview body with well-signaled, one-level-deep references: both `references/methodology.md` and `references/failed_tests.md` exist as real files and are introduced with "When to read" and "Contents" bullets; bulk detail is correctly deferred to them and the evaluation script usage is inline.

5 / 5

Total

17

/

20

Passed

Description

95%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A strong description: it clearly states what the skill covers and gives two explicit, natural trigger clauses with good synonym coverage. The only weakness is a slightly soft "Expert guidance" framing and minor capability-coverage gaps.

DimensionReasoningScore

Specificity

Lists several concrete capability areas — "parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results" — but the "Expert guidance for" lead is soft and coverage has minor gaps (no mention of out-of-sample/walk-forward validation). Fits the several-specific-actions-with-minor-gaps anchor, not the comprehensive 5.

4 / 5

Completeness

Explicitly answers both "what" ("Covers... methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results") and "when" via two concrete trigger clauses ("Use when developing..." and "Applicable when user asks about...").

5 / 5

Trigger Term Quality

Comprehensive natural trigger terms with synonyms: "backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development", plus "developing, testing, stress-testing, or validating" — exactly the phrasing a user needing this skill would say.

5 / 5

Distinctiveness Conflict Risk

Clear niche — systematic/quantitative backtesting — with distinct, domain-qualified triggers unlikely to fire for unrelated skills; "testing" and "validation" are always qualified by trading-strategy context.

5 / 5

Total

19

/

20

Passed

Validation

100%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository

tradermonty/claude-trading-skills

Path

skills/backtest-expert/SKILL.md

Reviewed

Table of Contents

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