A股盘面回测 · A-Share Backtester
把盘面信号整理成可回测的策略假设,输出回测口径、样本与风险提示。 Turn market signals into backtestable strategy hypotheses with backtesting scope, samples, and risk warnings.
$7
Works with the AI tools you already use
A股盘面回测 · A-Share Backtester
Example session with this skill installed
请把「放量突破 20 日高点后买入」这个想法整理成可回测的策略假设。
- Read your context and instructions
- Compiled the a a-share backtester
A股盘面回测方案已生成。
假设
沪深 300 成分股中,放量突破 20 日高点后买入,未来 20 日超额收益 > 2%。
规则
- 买入:收盘价突破 20 日高点且成交量 > 1.5 倍均量
- 卖出:跌破 10 日均线或持有 20 日
- 仓位:单票 5%,最多 10 只
- 止损:-8%
回测口径
- 样本:2019-2024 沪深 300 成分股
- 基准:沪深 300 指数
- 指标:年化超额、最大回撤、胜率
风险提示
- 剔除 ST 与停牌股
- 注意前视偏差(信号用当日收盘价确认)
- 覆盖牛熊两段行情
Next steps
- 先跑 2019-2021 单段验证。
- 与纯 20 日动量规则对比。
- 参数做敏感性测试(1.2x/1.8x 量能)。
Connects securely to your tools. The creator never sees your data.
What you get
About this skill
它解决什么问题
观察A股市场的想法从未得到检验:没有假设,没有入场规则,也无法区分信号和运气。
这个技能做什么
- 将市场观察转化为可证伪的策略假设。
- 定义进入、退出、持仓和停止规则。
- 设置回测窗口、基准测试和评估指标。
- 列出需要控制的生存风险和前瞻性风险。
为什么比裸提示词强
它强制执行一个测试框架:假设、规则、样本、基准和风险控制,因此结果是可检查的而不是轶事。
典型用例
- 在模拟交易前验证突破信号。
- 沪深300股票两种动量规则的比较。
- 记录团队审查的策略。
局限
它设计测试,而不是执行引擎;实际的回测还是需要数据和代码。
English · 英文介绍
The problem
Ideas from watching the A-share market never get tested: no hypothesis, no entry rules, and no way to tell signal from luck.
What it does
- Turns a market observation into a falsifiable strategy hypothesis.
- Defines entry, exit, position, and stop rules.
- Sets backtest windows, benchmarks, and evaluation metrics.
- Lists survivorship and look-ahead risks to control.
Why this beats prompting it yourself
It enforces a test frame: hypothesis, rules, sample, benchmark, and risk controls, so results are checkable instead of anecdotal.
Use cases
- Validating a breakout signal before paper trading.
- Comparing two momentum rules on CSI 300 stocks.
- Documenting a strategy for team review.
Known limitations
It designs the test, not the execution engine; actual backtesting still needs data and code.
How to install
Works the same in every agent - Claude, Cursor, Codex, Copilot and 20+ more.
- 1
Download the ZIP
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- 2
Unzip into your skills folder
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- 3
Ask your agent to use it
Restart the agent if it was already running. It picks the skill up automatically - no config needed.
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