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.
Initial release of backtest-expert skill, providing robust methodology for systematic trading strategy development and validation. - Guides users through hypothesis articulation, rule codification, comprehensive backtesting, and stress-testing (including slippage and robustness to parameters and regimes). - Emphasizes a pessimistic, "break the least" approach with practical workflows for avoiding bias, overfitting, and unrealistic expectations. - Includes references for methodology details and common failure patterns. - Suitable for anyone developing or validating systematic, rules-based trading strategies.