Backtest-Validator

    by Ifásola

    1

    Stop trusting overfit backtests. One honest verdict: PASS / FAIL / INCONCLUSIVE.

    $5

    30-day refund guarantee

    Secure checkout via Stripe

    0 installsSecurity scanned

    Works with the AI tools you already use

    CClaude CodeCCursorCCodex CLIGGitHub CopilotGGemini CLI+17 more

    See it in action

    You say

    Analyze the trade logs in strategy_v4_backtest.csv. I tested about 12 different parameter sets before picking this one, and my broker charges 1.5 bps per round-trip.

    Your agent does

    Backtest Verdict: FAIL

    • Reason: Failed Multiple-Testing Correction (Sidak).
    • Edge Probability: 62% (below 95% threshold).
    • Break-even Cost: 0.8 bps.
    • Analysis: Your real cost (1.5 bps) exceeds the break-even. The 'best' variant you found is likely a result of luck among 12 trials.

    What you get

    Identify if a strategy's performance is statistically indistinguishable from luck.Calculate the maximum trade cost a strategy can handle before becoming unprofitable.Correct for cherry-picking bias when multiple strategy variants were tested.Determine if a trade log has a sufficient sample size for reliable deployment.

    About this skill

    Validates whether a trading strategy has a real, tradeable edge by running the four checks most backtests skip: sample-size/power, realistic costs with break-even, luck (10k bootstrap), and multiple-testing (Sidak + PSR). Feed it a trades CSV; get a verdict plus the break-even cost, the level where the edge dies. For traders tired of strategies that look great and lose live.

    quantitative-finance
    trading
    backtesting
    data-science
    statistics

    How to install

    Drop the file into your AI Agent. Works with Claude, Cursor, ChatGPT, and 20+ more.

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    Security scanned

    Passed our 8-point scan before listing

    Fresh listing

    Recently published to Agensi

    30-day refund

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    Trust & safety

    Security scanned

    Verified clean 1 month ago

    Listed1 month ago

    Creator

    Ifásola

    Ifásola

    4 skills on Agensi

    Frequently Asked Questions

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