backtesting-frameworks

backtesting-frameworks is a skill for Claude Code, Codex from agent-skills-hub/agent-skills-hub. It costs 45 tokens per session (260 once invoked), scanned A, a copy of backtesting-frameworks, MIT.

A guide to testing trading strategies against historical market data. Backtesting means simulating how a strategy would have behaved in the past while accounting for biases and trading costs.

In plain words
What is it for?
Use it to build backtesting systems, validate trading strategies, run walk-forward analysis, and model transaction costs.
Why use it?
It helps produce more realistic performance estimates and avoid mistakes that can make a strategy look better than it would have been.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to build backtesting systems, validate trading strategies, run walk-forward analysis, and model transaction costs.

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Install with agentmods
npx agentmods add skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add agent-skills-hub/agent-skills-hub --skill backtesting-frameworks
Clone the repo
git clone --depth 1 https://github.com/agent-skills-hub/agent-skills-hub

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for backtesting-frameworks

README.md
[![agentmods](https://agentmods.dev/badge/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks/github.svg)](https://agentmods.dev/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks)
Your own site
<a href="https://agentmods.dev/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks"><img src="https://agentmods.dev/badge/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for backtesting-frameworks

Your own site · 80×15
<a href="https://agentmods.dev/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks"><img src="https://agentmods.dev/badge/skills/agent-skills-hub/agent-skills-hub/backtesting-frameworks.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 45 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 260 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00045 $0.00260
Opus 5 $0.00023 $0.00130
Sonnet 5 $0.00009 $0.00052
Haiku 4.5 $0.00005 $0.00026

Measured 6d ago against content hash 5d800b5f722d, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

backtesting-frameworks scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 6d ago.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

100% identical to backtesting-frameworks — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/backtesting-frameworks/SKILL.md · 40 lines

What it actually says

Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

Use this skill when

  • Developing trading strategy backtests
  • Building backtesting infrastructure
  • Validating strategy performance and robustness
  • Avoiding common backtesting biases
  • Implementing walk-forward analysis

Do not use this skill when

  • You need live trading execution or investment advice
  • Historical data quality is unknown or incomplete
  • The task is only a quick performance summary

Instructions

  • Define hypothesis, universe, timeframe, and evaluation criteria.
  • Build point-in-time data pipelines and realistic cost models.
  • Implement event-driven simulation and execution logic.
  • Use train/validation/test splits and walk-forward testing.
  • If detailed examples are required, open resources/implementation-playbook.md.

Safety

  • Do not present backtests as guarantees of future performance.
  • Avoid providing financial or investment advice.

Resources

  • resources/implementation-playbook.md for detailed patterns and examples.
Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 6d ago First seen · 40 lines · 45 tokens per session scan A 5d800b5f722d

Subscribe to this mod's changes

backtesting-frameworks is a skill published in the GitHub repository agent-skills-hub/agent-skills-hub (95 stars, last pushed 15d ago), licensed MIT. It adds 45 tokens to every session and 260 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to backtesting-frameworks, differing in 0 lines, and is treated as a copy.

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