Trading and investing

Backtest Expert

Expert guidance for systematic backtesting of trading strategies. Use when developing, testing, stress-testing, or validating quantitative trading strategies. Covers "beating ideas to death" methodology, parameter robustness testing, slippage modeling, bias prevention, and interpreting backtest results. Applicable when user asks about backtesting, strategy validation, robustness testing, avoiding overfitting, or systematic trading development. Trading analysis or dry-run only; live data and broker access require separately available host tools.

Works with the context you provideVersion 1.0.0

Backtest Expert

First read and apply `references/chiefos-runtime.md`. Choose the source method below that matches the requested outcome and available evidence; do not execute every alternate provider path.

tradermonty: backtest-expert

Load `references/tradermonty/backtest-expert/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

agiprolabs: walk-forward-validation

Load `references/agiprolabs/walk-forward-validation/SKILL.md` for the complete method, required inputs, ordered decisions, and output contract. Resolve its local resources beneath the same directory.

Alternate source routing

Additional methods: walk-forward-validation. Use the applicable source for its provider and output, retaining the same canonical ChiefOS identity. For a source-specific request, load that source method before answering.

For upstream sibling names, resolve the canonical skill and source entrypoint with `references/source-routing.json`. Load sibling resources from that canonical skill; do not assume the original directory name is independently installed.