Backtest Expert — Strategy Stress Tester

Most backtested strategies fail in live trading because they were never properly stress-tested. This skill teaches your agent the professional "beat ideas to death" methodology used by quantitative traders.

What it does: • Systematic 6-step backtesting workflow from hypothesis to deploy/abandon decision • Parameter sensitivity analysis — find robust plateaus, not fragile peaks • Slippage modeling by market cap tier (mega-cap through micro-cap) • Walk-forward validation to detect curve-fitting before it costs you money • Market regime classification (volatility + trend) with per-regime performance requirements • Red flags checklist covering 20+ common bias patterns • Failed test case study framework — learn from what breaks

Includes 3 files: • SKILL.md — Complete backtesting methodology and decision framework • references/methodology.md — Deep-dive on stress testing, parameter analysis, slippage modeling, sample size requirements, and 7 common biases (survivorship, look-ahead, curve-fitting, etc.) • references/failed_tests.md — Failure pattern library with 6 documented anti-patterns, case study template, and comprehensive red flags checklist

Pairs perfectly with the Autonomous Trading Algorithm skill — use that to generate strategies, use this to validate them before risking real capital.

Designed for agents building systematic/quantitative trading systems. If your strategy can not survive pessimistic slippage, parameter variation, and regime changes, this skill will tell you before the market does.