backtest

backtest is a skill for Claude Code from Vaibhavkkm/vkkm-aegis-plugin. It costs 16 tokens per session (1,265 once invoked), scanned A, original, no licence file.

A financial risk check called the Kupiec test, used to validate a Value at Risk model. Value at Risk is an estimate of how much an investment portfolio could lose under normal conditions.

In plain words
What is it for?
Use it to validate Value at Risk forecasts with the Kupiec statistical test.
Why use it?
It checks whether a risk model's predicted number of loss exceptions matches what actually happened. This helps identify a model that may be too optimistic or too conservative.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin.

Part of the VKKM Aegis plugin — 29 skills, 6 MCP servers shipped together

Good fit Use it to validate Value at Risk forecasts with the Kupiec statistical test.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/vaibhavkkm/vkkm-aegis-plugin/backtest
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 Vaibhavkkm/vkkm-aegis-plugin --skill backtest
Clone the repo
git clone --depth 1 https://github.com/Vaibhavkkm/vkkm-aegis-plugin

Made for: Claude Code.

Or install VKKM Aegis, the plugin that ships this one along with the rest of its 29 skills, 6 MCP servers.

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

README.md
[![agentmods](https://agentmods.dev/badge/skills/vaibhavkkm/vkkm-aegis-plugin/backtest/github.svg)](https://agentmods.dev/skills/vaibhavkkm/vkkm-aegis-plugin/backtest)
Your own site
<a href="https://agentmods.dev/skills/vaibhavkkm/vkkm-aegis-plugin/backtest"><img src="https://agentmods.dev/badge/skills/vaibhavkkm/vkkm-aegis-plugin/backtest/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 backtest

Your own site · 80×15
<a href="https://agentmods.dev/skills/vaibhavkkm/vkkm-aegis-plugin/backtest"><img src="https://agentmods.dev/badge/skills/vaibhavkkm/vkkm-aegis-plugin/backtest.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 16 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,265 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 unknown 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 $0.00016 $0.01265
Opus 5 $0.00008 $0.00633
Sonnet 5 $0.00003 $0.00253
Haiku 4.5 $0.00002 $0.00127

Measured 9d ago against content hash f85fd4ee6057, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-09, from the pricing page.

Security

Grade A, and why

backtest 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 9d 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/backtest/SKILL.md · 115 lines

The source is not reproduced here

A licence we could not identify

The repository carries a LICENSE file, but it is custom or dual enough that GitHub cannot name it and neither can this catalogue. Unknown terms are not permission, so the body is not copied here. Read the licence at the source and decide for yourself.

Read it on GitHub

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. 9d ago First seen · 115 lines · 16 tokens per session scan A f85fd4ee6057

Subscribe to this mod's changes

backtest is a skill published in the GitHub repository Vaibhavkkm/vkkm-aegis-plugin (2 stars, last pushed 6mo ago), with no licence file. It adds 16 tokens to every session and 1,265 once invoked, about $0.0001 per session on Opus 5. 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 2026-08-31.

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