backtesting-frameworks

backtesting-frameworks is a skill for Claude Code, Codex from RudyCity/superagent. It costs 45 tokens per session (622 once invoked), scanned A, a copy of wshobson-backtesting-frameworks, MIT.

A guide to building and checking backtests, which replay a trading strategy against historical market data.

In plain words
What is it for?
Use it when developing trading algorithms, comparing strategies, validating performance, or building backtesting systems with training and validation data, walk-forward analysis, realistic costs, and bias checks.
Why use it?
It helps prevent misleading results caused by using future information, ignoring companies that disappeared, fitting too closely to past data, or leaving out trading costs.

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/rudycity/superagent/backtesting-frameworks
Any agent
npx skills add RudyCity/superagent --skill backtesting-frameworks
Clone the repo
git clone --depth 1 https://github.com/RudyCity/superagent

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 backtesting-frameworks

README.md
[![agentmods](https://agentmods.dev/badge/skills/rudycity/superagent/backtesting-frameworks.svg)](https://agentmods.dev/skills/rudycity/superagent/backtesting-frameworks)
Your own site
<a href="https://agentmods.dev/skills/rudycity/superagent/backtesting-frameworks"><img src="https://agentmods.dev/badge/skills/rudycity/superagent/backtesting-frameworks.svg" alt="Measured on agentmods" height="20"></a>
Per session 45 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 622 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
Origin 91% 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 $0.00045 $0.00622
Opus 5 $0.00023 $0.00311
Sonnet 5 $0.00009 $0.00124
Haiku 4.5 $0.00005 $0.00062

Measured 4d ago against content hash 42342d1dc305, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

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 4d 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

91% identical to wshobson-backtesting-frameworks — 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.

.agents/skills/backtesting-frameworks/SKILL.md · 86 lines

How it starts

The opening of the file, as written. The whole thing — 86 lines — stays where its author put it; the contents beside it link to each section on GitHub.

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)         │
└─────────────────────────────────────────┘

3. Walk-Forward Analysis

Window 1: [Train──────][Test]
Window 2:     [Train──────][Test]
Window 3:         [Train──────][Test]
Window 4:             [Train──────][Test]
                                     ─────▶ Time

Detailed worked examples and patterns

Detailed sections (starting with ## Implementation Patterns) live in references/details.md. Read that file when the navigation summary above is insufficient.

Read the full file on GitHub · 86 lines

Files

What ships with it

1 file 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. 4d ago First seen · 86 lines · 45 tokens per session scan A 42342d1dc305

Subscribe to this mod's changes

backtesting-frameworks is a skill published in the GitHub repository RudyCity/superagent (20 stars, last pushed today), licensed MIT. It adds 45 tokens to every session and 622 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 91% identical to wshobson-backtesting-frameworks, differing in 1 line, and is treated as a copy.

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