backtest-audit

backtest-audit is a skill for Codex from dandacompany/vibe-finance-kit. It costs 50 tokens per session (499 once invoked), scanned A, original, MIT.

A checklist for checking whether a financial backtest—a test of an investment strategy using past market data—is trustworthy enough to inform an investment discussion. It checks timing, data, costs, benchmarks, training and evaluation periods, and reported risks.

In plain words
What is it for?
Reviewing backtest reports, checking assumptions and calculations, comparing strategies with fair benchmarks, and deciding whether results are ready to use.
Why use it?
A backtest can show attractive returns while containing hidden errors, such as using future prices or omitting trading costs. This audit makes those failures visible and blocks unsupported conclusions.

Skill for Codex

Written for Codex: agents/openai.yaml present.

Good fit Reviewing backtest reports, checking assumptions and calculations, comparing strategies with fair benchmarks, and deciding whether results are ready to use.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/dandacompany/vibe-finance-kit/backtest-audit
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 dandacompany/vibe-finance-kit --skill backtest-audit
Clone the repo
git clone --depth 1 https://github.com/dandacompany/vibe-finance-kit

Made for: 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-audit

README.md
[![agentmods](https://agentmods.dev/badge/skills/dandacompany/vibe-finance-kit/backtest-audit/github.svg)](https://agentmods.dev/skills/dandacompany/vibe-finance-kit/backtest-audit)
Your own site
<a href="https://agentmods.dev/skills/dandacompany/vibe-finance-kit/backtest-audit"><img src="https://agentmods.dev/badge/skills/dandacompany/vibe-finance-kit/backtest-audit/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-audit

Your own site · 80×15
<a href="https://agentmods.dev/skills/dandacompany/vibe-finance-kit/backtest-audit"><img src="https://agentmods.dev/badge/skills/dandacompany/vibe-finance-kit/backtest-audit.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 50 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 499 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 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 $0.00050 $0.00499
Opus 5 $0.00025 $0.00249
Sonnet 5 $0.00010 $0.00100
Haiku 4.5 $0.00005 $0.00050

Measured 9d ago against content hash fa9203322881, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

backtest-audit 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 9d 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.

skills/backtest-audit/SKILL.md · 43 lines

What it actually says

Backtest Audit

백테스트가 실행됐다는 사실과 의사결정 근거로 쓸 수 있다는 판단을 분리한다. 먼저 산출물을 읽고, 코드 수정은 사용자가 요청한 경우에만 한다.

Audit order

  1. StrategySpec, 데이터 스냅샷, BacktestReport의 ID와 해시 연결을 확인한다.
  2. t일 종가 판단이 t+1일 시가 또는 명시된 다음 봉에서 체결됐는지 확인한다.
  3. 전략과 벤치마크의 초기자금, 기간, 비용, 단위를 맞춘다.
  4. 파라미터 선택 구간과 최종 평가 구간이 시간순으로 분리됐는지 확인한다.
  5. 거래비용·슬리피지·미체결 가정을 확인한다.
  6. 한 사이클을 손으로 검산하고 코드 결과와 맞춘다.
  7. 수익률뿐 아니라 MDD, 회전율, 자금 묶임, 거래 수, 미해결 포지션, 경고를 보고한다.
  8. MCP audit_backtest_report로 필수 계약을 검사한다.

Fail-closed conditions

  • 평가 구간으로 파라미터를 선택했다.
  • 미래 가격을 신호 시점에 참조했다.
  • 정정주가와 원시주가를 설명 없이 섞었다.
  • 거래비용이 빠졌거나 벤치마크 조건이 다르다.
  • 데이터 기준일·가용 시점을 재현할 수 없다.

하나라도 해당하면 결과를 “실패” 또는 “검증 대기”로 표시한다. 좋은 수익률이 이 게이트를 무효화하지 않는다.

Output

verdict: pass|revise|fail
errors: string[]
warnings: string[]
verified_assumptions: string[]
unresolved_questions: string[]
decision_eligible: boolean

체크리스트 전문은 audit-checklist.md를 읽는다.

Files

What ships with it

2 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. 9d ago First seen · 43 lines · 50 tokens per session scan A fa9203322881

Subscribe to this mod's changes

backtest-audit is a skill published in the GitHub repository dandacompany/vibe-finance-kit (1 stars, last pushed 1mo ago), licensed MIT. It adds 50 tokens to every session and 499 once invoked, about $0.0003 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 2026-08-31.

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