backtest-engine

backtest-engine is a skill for Claude Code, Codex from kayzaa/k.i.t.-bot. It costs 0 tokens per session (56 once invoked), scanned A, a copy of backtest-engine, MIT.

A tool for testing an investment strategy against historical market data before using it. Monte Carlo testing tries many possible variations, while walk-forward optimization tests settings across successive time periods.

In plain words
What is it for?
Use it to run backtests, monitor execution, and compare strategy results while changing its parameters.
Why use it?
It helps reveal how a strategy might have behaved in different conditions and reduces reliance on a single historical test.

Skill for Claude CodeCodex

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.

agentmods
npx agentmods add skills/kayzaa/k.i.t.-bot/backtest-engine
Any agent
npx skills add kayzaa/k.i.t.-bot --skill backtest-engine
Clone the repo
git clone --depth 1 https://github.com/kayzaa/k.i.t.-bot

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-engine

README.md
[![agentmods](https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/backtest-engine.svg)](https://agentmods.dev/skills/kayzaa/k.i.t.-bot/backtest-engine)
Your own site
<a href="https://agentmods.dev/skills/kayzaa/k.i.t.-bot/backtest-engine"><img src="https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/backtest-engine.svg" alt="Measured on agentmods" 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 56 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
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 $0.00000 $0.00056
Opus 5 $0.00000 $0.00028
Sonnet 5 $0.00000 $0.00011
Haiku 4.5 $0.00000 $0.00006

Measured 5d ago against content hash ca992026c665, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

backtest-engine 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 5d 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-engine — 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/backtest-engine/SKILL.md · 17 lines

What it actually says

backtest-engine

Strategy backtesting with Monte Carlo, walk-forward optimization.

Usage

kit skill backtest-engine --help

Features

  • Automated execution
  • Real-time monitoring
  • Configurable parameters
  • K.I.T. integrated
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. 5d ago First seen · 17 lines · 0 tokens per session scan A ca992026c665

Subscribe to this mod's changes

backtest-engine is a skill published in the GitHub repository kayzaa/k.i.t.-bot (5 stars, last pushed 6mo ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 56 tokens. A static security scan graded it A with 0 findings. It is 100% identical to backtest-engine, differing in 0 lines, and is treated as a copy.