tradermonty-backtest-expert

tradermonty-backtest-expert is a skill for Claude Code, Codex from ItamarZand88/awesome-agent-conventions. It costs 0 tokens per session (1,961 once invoked), scanned A, a copy of backtest-expert, MIT.

A systematic guide to testing trading strategies against past market data. It focuses on stress-testing assumptions, modelling costs such as slippage, preventing bias, and checking whether results remain stable.

In plain words
What is it for?
Use it to develop, troubleshoot, stress-test, and validate quantitative trading strategies before considering live use.
Why use it?
It helps distinguish strategies that are genuinely robust from ones that look good only because they were overfitted to historical data.

Skill for Claude CodeCodex

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

Needs its repository: it runs a file that does not travel with it, so clone the repository first. The line is python3 skills/backtest-expert/scripts/evaluate_backtest.py \.

Good fit Use it to develop, troubleshoot, stress-test, and validate quantitative trading strategies before considering live use.

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Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/ItamarZand88/awesome-agent-conventions
agentmods
npx agentmods add skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert

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 tradermonty-backtest-expert

README.md
[![agentmods](https://agentmods.dev/badge/skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert/github.svg)](https://agentmods.dev/skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert)
Your own site
<a href="https://agentmods.dev/skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert"><img src="https://agentmods.dev/badge/skills/itamarzand88/awesome-agent-conventions/tradermonty-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 tradermonty-backtest-expert

Your own site · 80×15
<a href="https://agentmods.dev/skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert"><img src="https://agentmods.dev/badge/skills/itamarzand88/awesome-agent-conventions/tradermonty-backtest-expert.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,961 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 $0.00000 $0.01961
Opus 5 $0.00000 $0.00981
Sonnet 5 $0.00000 $0.00392
Haiku 4.5 $0.00000 $0.00196

Measured 12d ago against content hash c356f892b489, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

tradermonty-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.

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 backtest-expert — 1 line 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.

conventions/skill-md/examples/data-analysis/tradermonty-backtest-expert/SKILL.md · 236 lines

How it starts

The opening of the file, as written. The whole thing — 236 lines — stays where its author put it; the contents beside it link to each section on GitHub.


name: backtest-expert description: 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.

Backtest Expert

Systematic approach to backtesting trading strategies based on professional methodology that prioritizes robustness over optimistic results.

Core Philosophy

Goal: Find strategies that "break the least", not strategies that "profit the most" on paper.

Principle: Add friction, stress test assumptions, and see what survives. If a strategy holds up under pessimistic conditions, it's more likely to work in live trading.

When to Use This Skill

Use this skill when:

  • Developing or validating systematic trading strategies
  • Evaluating whether a trading idea is robust enough for live implementation
  • Troubleshooting why a backtest might be misleading
  • Learning proper backtesting methodology
  • Avoiding common pitfalls (curve-fitting, look-ahead bias, survivorship bias)
  • Assessing parameter sensitivity and regime dependence
  • Setting realistic expectations for slippage and execution costs

Prerequisites

  • Python 3.9+ (for evaluation script)
  • No API keys required
  • No external data dependencies — metrics are user-provided

Workflow

1. State the Hypothesis

Define the edge in one sentence.

Example: "Stocks that gap up >3% on earnings and pull back to previous day's close within first hour provide mean-reversion opportunity."

If you can't articulate the edge clearly, don't proceed to testing.

Read the full file on GitHub · 236 lines

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 · 236 lines · 0 tokens per session scan A c356f892b489

Subscribe to this mod's changes

tradermonty-backtest-expert is a skill published in the GitHub repository ItamarZand88/awesome-agent-conventions (31 stars, last pushed 1mo ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 1,961 tokens. A static security scan graded it A with 0 findings. It is 100% identical to backtest-expert, differing in 1 line, and is treated as a copy.

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