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backtest-integrity

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Ensure backtest reliability.

Finance & Accounting#validation#risk management#performance metrics#backtesting#trading strategy#overfitting
Authorlgbarn
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the critical issue of backtest unreliability by automatically flagging potential overfitting, insufficient data, and missing validation, thereby preventing the deployment of flawed trading strategies.

Core Features & Use Cases

  • Metric Red Flagging: Identifies unrealistic Sharpe Ratios, Win Rates, and Profit Factors.
  • Sample Size Validation: Warns if trade counts are too low for statistical significance.
  • Out-of-Sample & Walk-Forward Checks: Enforces rigorous validation protocols.
  • Use Case: When reviewing a backtest with a Sharpe Ratio of 4.0, this Skill will immediately flag it as "CRITICAL" and require out-of-sample validation before it can be considered reliable.

Quick Start

Analyze the provided backtest results for potential integrity issues.

Dependency Matrix

Required Modules

None required

Components

references

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: backtest-integrity
Download link: https://github.com/lgbarn/quantdev/archive/main.zip#backtest-integrity

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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