backtest-expert

backtest-expert is a skill for Claude Code, Codex from ajeeshworkspace/indian-trading-skills. It costs 41 tokens per session (3,031 once invoked), scanned A, original, MIT.

Guidance for testing trading strategies on Indian stock exchanges, mainly NSE and BSE. It focuses on checking whether results hold across market conditions and different assumptions.

In plain words
What is it for?
Use it to state a trading hypothesis, test historical performance, examine transaction costs and market regimes, and check sensitivity to parameter changes.
Why use it?
It helps separate a strategy that may genuinely work from one that only looks good because it was tuned too closely to past data.

Skill for Claude CodeCodex

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

Good fit Use it to state a trading hypothesis, test historical performance, examine transaction costs and market regimes, and check sensitivity to parameter changes.

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Install with agentmods
npx agentmods add skills/ajeeshworkspace/indian-trading-skills/backtest-expert
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 ajeeshworkspace/indian-trading-skills --skill backtest-expert
Clone the repo
git clone --depth 1 https://github.com/ajeeshworkspace/indian-trading-skills

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 backtest-expert

README.md
[![agentmods](https://agentmods.dev/badge/skills/ajeeshworkspace/indian-trading-skills/backtest-expert/github.svg)](https://agentmods.dev/skills/ajeeshworkspace/indian-trading-skills/backtest-expert)
Your own site
<a href="https://agentmods.dev/skills/ajeeshworkspace/indian-trading-skills/backtest-expert"><img src="https://agentmods.dev/badge/skills/ajeeshworkspace/indian-trading-skills/backtest-expert/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 backtest-expert

Your own site · 80×15
<a href="https://agentmods.dev/skills/ajeeshworkspace/indian-trading-skills/backtest-expert"><img src="https://agentmods.dev/badge/skills/ajeeshworkspace/indian-trading-skills/backtest-expert.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 41 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 3,031 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found 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 $0.00041 $0.03031
Opus 5 $0.00020 $0.01515
Sonnet 5 $0.00008 $0.00606
Haiku 4.5 $0.00004 $0.00303

Measured 12d ago against content hash 4127b525d0e6, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

backtest-expert 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 12d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (scripts/evaluate_backtest.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

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.

skills/backtest-expert/SKILL.md · 266 lines

How it starts

The opening of the file, as written. The whole thing — 266 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Backtest Expert — Indian Market Strategy Validation

Core Philosophy

"Find strategies that break the least, not profit the most."

A strategy that survives stress testing across multiple market regimes, transaction cost assumptions, and parameter perturbations is far more valuable than one that shows spectacular returns on a single optimized parameter set. Overfitting is the silent killer of trading accounts.


6-Step Backtesting Workflow

Step 1: State the Hypothesis (1 Sentence Edge)

Before writing a single line of code, articulate why the strategy should work in one clear sentence.

Good hypotheses:

  • "Stocks that gap up >3% on above-average volume after consolidation tend to continue higher for 2-5 days on NSE."
  • "Nifty 50 stocks that revert to their 20-day mean after RSI drops below 30 produce positive expectancy within 5 trading sessions."
  • "Selling strangles on Bank Nifty on Wednesday expiry with delta <0.15 captures time decay faster than gamma risk materializes."

Bad hypotheses:

  • "This indicator combination looks good on the chart." (no edge articulated)
  • "I saw someone on Twitter making money with this." (no reasoning)

Ask yourself:

  • What behavioral or structural edge am I exploiting?
  • Why would this edge persist? (Structural > Behavioral > Statistical)
  • Who is on the other side of this trade, and why are they losing?

Step 2: Codify Rules (No Ambiguity)

Every rule must be binary — a computer must be able to execute it without interpretation.

Rule Categories
Category What to Define Example
Universe Which stocks/instruments Nifty 200 constituents, F&O stocks only, market cap >5000 Cr
Entry Exact trigger conditions Close > 20 EMA AND RSI(14) crosses above 40 AND volume > 1.5x 20-day avg
Exit — Target Profit-taking rule Close 3% above entry OR trailing stop of 1.5 ATR
Exit — Stop Loss-cutting rule Close below entry-day low OR 2% fixed stop
Exit — Time Maximum holding period Exit after 10 trading sessions if neither target nor stop hit
Position Sizing How much capital per trade 5% of equity per position, max 10 concurrent positions
Filters When NOT to trade Skip if stock is in F&O ban period, skip 2 days around results

Read the full file on GitHub · 266 lines

Files

What ships with it

3 files 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. 12d ago First seen · 266 lines · 41 tokens per session scan A 4127b525d0e6

Subscribe to this mod's changes

backtest-expert is a skill published in the GitHub repository ajeeshworkspace/indian-trading-skills (72 stars, last pushed 19d ago), licensed MIT. It adds 41 tokens to every session and 3,031 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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