qj-strategy-ideas

qj-strategy-ideas is a skill for Claude Code, Codex from QuantJourneyOrg/quantjourney-bt. It costs 0 tokens per session (653 once invoked), scanned A, original, Apache-2.0.

A guide for turning a trading strategy idea into a runnable QuantJourney backtest, which tests how a strategy would have performed on historical market data.

In plain words
What is it for?
Use it to prototype trend, mean-reversion, momentum, factor, pairs, risk-scaled, stop-loss, bracket, or intraday strategies and validate or tune them with walk-forward tests.
Why use it?
It helps you choose between portfolio allocations and individual trade orders, then adapt a nearby example instead of designing the backtest structure from scratch.

Skill for Claude CodeCodex

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

Good fit Use it to prototype trend, mean-reversion, momentum, factor, pairs, risk-scaled, stop-loss, bracket, or intraday strategies and validate or tune them with walk-forward tests.

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Install with agentmods
npx agentmods add skills/quantjourneyorg/quantjourney-bt/qj-strategy-ideas
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 QuantJourneyOrg/quantjourney-bt --skill qj-strategy-ideas
Clone the repo
git clone --depth 1 https://github.com/QuantJourneyOrg/quantjourney-bt

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 qj-strategy-ideas

README.md
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Your own site · 80×15
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Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 653 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 $0.00000 $0.00653
Opus 5 $0.00000 $0.00327
Sonnet 5 $0.00000 $0.00131
Haiku 4.5 $0.00000 $0.00065

Measured 12d ago against content hash 043a042fb489, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-12, from the pricing page.

Security

Grade A, and why

qj-strategy-ideas 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.

skills/qj-strategy-ideas/SKILL.md · 58 lines

How it starts

The opening of the file, as written. The whole thing — 58 lines — stays where its author put it; the contents beside it link to each section on GitHub.

QuantJourney Strategy Ideas

Use this skill to turn a strategy idea into a runnable QuantJourney backtest.

First decision: weights or orders

  • Weights (execution_mode="weights") — portfolio thinking: factor portfolios, rotation, long/cash, long/short, risk overlays, scheduled rebalancing. Implement _compute_signals and _compute_weights.
  • Orders (execution_mode="orders") — execution thinking: stop-losses, limits, brackets, trailing stops, gaps. Implement _compute_orders.

Prototype in weight mode; switch to orders only when the fill is the point.

Map the idea to the nearest example

Idea shape Start from
Trend on a basket W01 (SMA), W22 (MACD)
Mean reversion W03 / W21 (Bollinger), O02
Momentum rotation W04, W18
Long/short factor W15 (momentum), W16 (reversal)
Pairs / market-neutral W13 (ratio), W14 (hedge ratio)
Risk-scaled exposure W17/W18 (vol target), W19/W20 (risk parity)
Realistic stops/brackets O06, O09, O12, O14
Intraday W07–W09, O15–O16
Validate / tune WF01–WF05

Copy the closest file in strategies/, change the rule, keep the structure.

The weight-mode pattern

class MyStrategy(Backtester):
    def _compute_signals(self) -> pd.DataFrame:      # dates x instruments panel
        feat = self.instruments_data.get_feature("SMA_50_close")
        return (feat > self.instruments_data.get_feature("SMA_200_close")).astype(float)

    def _compute_weights(self) -> pd.DataFrame:
        active = self.signals == 1.0
        return active.div(active.sum(axis=1), axis=0).fillna(0.0).clip(upper=0.25)

Rules

  • Data arrives as a panel (dates × instruments) — ranking across the universe on each date is one line of pandas (.nlargest, .rank(axis=1)).
  • Signal on day t trades on day t+1 — the engine applies shift(1); never hand-build look-ahead.
  • Features come from get_feature(...): prices (adj_close, high), computed metrics (returns), or indicators_config names (SMA_50_close, RSI_14_close). Multi-output indicators (MACD, Bollinger) are computed inline from adj_close.
  • Long/short weights are allowed (sum ≈ 0 for market-neutral); short borrow/financing is not modeled — say so in the docstring.
  • Keep the universe small enough to read the report; use widely available symbols.

Read the full file on GitHub · 58 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 · 58 lines · 0 tokens per session scan A 043a042fb489

Subscribe to this mod's changes

qj-strategy-ideas is a skill published in the GitHub repository QuantJourneyOrg/quantjourney-bt (53 stars, last pushed 1mo ago), licensed Apache-2.0. It costs nothing until one of its globs matches a file; then it loads 653 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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