wshobson-backtesting-frameworks

wshobson-backtesting-frameworks is a skill for Claude Code, Codex from ItamarZand88/awesome-agent-conventions. It costs 0 tokens per session (663 once invoked), scanned A, original, MIT.

A guide to testing trading strategies against historical market data, a process called backtesting. It explains common errors such as using future information, ignoring failed companies, fitting too closely to history, and leaving out trading costs.

In plain words
What is it for?
Use it when building trading-strategy tests, validating performance, comparing strategies, or adding walk-forward and out-of-sample checks.
Why use it?
It helps make historical test results less misleading and gives a clearer view of whether a strategy might hold up outside the data used to design it.

Skill for Claude CodeCodex

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

Good fit Use it when building trading-strategy tests, validating performance, comparing strategies, or adding walk-forward and out-of-sample checks.

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Install with agentmods
npx agentmods add skills/itamarzand88/awesome-agent-conventions/wshobson-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 ItamarZand88/awesome-agent-conventions --skill wshobson-backtesting-frameworks
Clone the repo
git clone --depth 1 https://github.com/ItamarZand88/awesome-agent-conventions

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 wshobson-backtesting-frameworks

README.md
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Your own site
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agentmods 80×15 button for wshobson-backtesting-frameworks

Your own site · 80×15
<a href="https://agentmods.dev/skills/itamarzand88/awesome-agent-conventions/wshobson-backtesting-frameworks"><img src="https://agentmods.dev/badge/skills/itamarzand88/awesome-agent-conventions/wshobson-backtesting-frameworks.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 663 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 $0.00000 $0.00663
Opus 5 $0.00000 $0.00331
Sonnet 5 $0.00000 $0.00133
Haiku 4.5 $0.00000 $0.00066

Measured 10d ago against content hash 6914842faafa, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

wshobson-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 10d 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

Copies of this mod

1 near-identical copy found in the catalogue:

conventions/skill-md/examples/data-analysis/wshobson-backtesting-frameworks/SKILL.md · 87 lines

How it starts

The opening of the file, as written. The whole thing — 87 lines — stays where its author put it; the contents beside it link to each section on GitHub.


name: backtesting-frameworks description: Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.

Backtesting Frameworks

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

When to Use This Skill

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

Core Concepts

1. Backtesting Biases

Bias Description Mitigation
Look-ahead Using future information Point-in-time data
Survivorship Only testing on survivors Use delisted securities
Overfitting Curve-fitting to history Out-of-sample testing
Selection Cherry-picking strategies Pre-registration
Transaction Ignoring trading costs Realistic cost models

2. Proper Backtest Structure

Historical Data
      │
      ▼
┌─────────────────────────────────────────┐
│              Training Set               │
│  (Strategy Development & Optimization)  │
└─────────────────────────────────────────┘
      │
      ▼
┌─────────────────────────────────────────┐
│             Validation Set              │
│  (Parameter Selection, No Peeking)      │
└─────────────────────────────────────────┘
      │
      ▼
┌─────────────────────────────────────────┐
│               Test Set                  │
│  (Final Performance Evaluation)         │
└─────────────────────────────────────────┘

Read the full file on GitHub · 87 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. 10d ago First seen · 87 lines · 0 tokens per session scan A 6914842faafa

Subscribe to this mod's changes

wshobson-backtesting-frameworks 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 663 tokens. 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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