Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

Use this skill when

• Developing trading strategy backtests

• Building backtesting infrastructure

• Validating strategy performance and robustness

• Avoiding common backtesting biases

• Implementing walk-forward analysis

Do not use this skill when

• You need live trading execution or investment advice

• Historical data quality is unknown or incomplete

• The task is only a quick performance summary

Instructions

• Define hypothesis, universe, timeframe, and evaluation criteria.

• Build point-in-time data pipelines and realistic cost models.

• Implement event-driven simulation and execution logic.

• Use train/validation/test splits and walk-forward testing.

• If detailed examples are required, open resources/implementation-playbook.md .

Safety

• Do not present backtests as guarantees of future performance.

• Avoid providing financial or investment advice.

Resources

• resources/implementation-playbook.md for detailed patterns and examples.