Bootstrap Simulation Skill
SkillSkill
Test your strategy across hundreds of market scenarios — not just the one history that happened.
About
A production-tested AI agent skill for generating synthetic but statistically realistic market data using two complementary bootstrap methods. Backtesting on a single run of history tells you how your strategy did perform — not whether it would perform across plausible futures. This skill gives your agent the methodology, automatic method selection, and stress scenario toolkit to simulate diverse market conditions: from tight historical permutations to novel crisis scenarios your data has never seen. Used in a live research system across 300+ bootstrap iterations and 85+ ETFs.
Core Capabilities
- - Circular block bootstrap: preserves fat tails
- kurtosis
- and volatility clustering from your actual data
- - Trend-aware bootstrap via Directional Change methodology: generates genuinely novel market scenarios
- - Hybrid method: 50/50 per iteration for comprehensive robustness testing
- - Automatic method selection with structured clarifying questions
- - Stress scenario presets: bear_market
- high_vol
- crisis (configurable or preset)
- - Configurable stress parameters: volatility multiplier
- skew adjustment
- correlation shrinkage
- - 60% sample cropping rule enforced to prevent look-ahead bias
- - Post-simulation distribution report (mean
- std
- skew
- kurtosis vs historical baseline)
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One-time purchase
$39
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Details
- Type
- Skill
- Category
- Finance
- Price
- $39
- License
- One-time purchase
Compatible With
Any persona with CLI access
Required Tools
python, R, etc.
Works great with
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