backtest-expert
Expert guidance for systematic backtesting of trading strategies on Indian markets (NSE/BSE). Use when developing strategies, testing robustness, avoiding overfitting, or validating trading ideas.
npx skills add majiayu000/claude-skill-registry --skill backtest-expert-ajeeshworkspace-indian-trading-skill --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# Backtest Expert — Indian Market Strategy Validation ## Core Philosophy > **"Find strategies that break the least, not profit the most."** A strategy that survives stress testing across multiple market regimes, transaction cost assumptions, and parameter perturbations is far more valuable than one that shows spectacular returns on a single optimized parameter set. Overfitting is the silent killer of trading accounts. --- ## 6-Step Backtesting Workflow ### Step 1: State the Hypothesis (1 Sentence Edge) Before writing a single line of code, articulate why the strategy should work in one clear sentence. **Good hypotheses:** - "Stocks that gap up >3% on above-average volume after consolidation tend to continue higher for 2-5 days on NSE." - "Nifty 50 stocks that revert to their 20-day mean after RSI drops below 30 produce positive expectancy within 5 trading sessions." - "Selling strangles on Bank Nifty on Wednesday expiry with delta <0.15 captures time decay faster than gamma risk materializes." **Bad hypotheses:** - "This indicator combination looks good on the chart." (no edge articulated) - "I saw someone on Twitter making money with this." (no reasoning) **Ask yourself:** - What
- Core Philosophy
- 6-Step Backtesting Workflow
- Step 1: State the Hypothesis (1 Sentence Edge)
- Step 2: Codify Rules (No Ambiguity)
- Step 3: Run Initial Backtest
- Step 4: Stress Test (Spend 80% of Your Time Here)
- Step 5: Out-of-Sample Validation (Walk-Forward Analysis)
- Step 6: Evaluate Results (Deploy / Refine / Abandon)
- Using Broker MCP Tools for Backtesting Support
- Groww MCP (if connected)
- Zerodha Kite MCP (if connected)
- Quick Reference: Red Flags
- Files in This Skill
python3 evaluate_backtest.py \
What does the backtest-expert skill do?
Expert guidance for systematic backtesting of trading strategies on Indian markets (NSE/BSE). Use when developing strategies, testing robustness, avoiding overfitting, or validating trading ideas.
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill backtest-expert-ajeeshworkspace-indian-trading-skill --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.