slippage reality stress test

    1

    Stress-test trading strategies against slippage, latency, and partial fills to find execution breaking points.

    $5

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    Works with the AI tools you already use

    Claude CodeClaude CodeCursorCursorCodex CLICodex CLIGitHub CopilotGitHub CopilotGemini CLIGemini CLI+20 more

    slippage reality stress test

    Example session with this skill installed

    Analyze this CSV of 500 trades. Apply 10bps slippage, a 2x spread multiplier, and 200ms latency. Compare the resulting Sharpe ratio and Max Drawdown against the baseline backtest.

    • Read your context and instructions
    • Compiled the slippage reality stress
    ScenarioNet ReturnMax DDSharpe
    Baseline18.2%-5.4%2.10
    Stressed11.4%-9.8%1.35

    Analysis: The strategy remains viable but Sharpe drops by 35%. Sensitivity is highest for latency during the NY open.

    Connects securely to your tools. The creator never sees your data.

    What you get

    Quantify the impact of execution delays on strategy profitability.Determine the breaking point where slippage turns a winning strategy negative.Model the cost of crossing the spread during high volatility regimes.Evaluate strategy sensitivity to partial fills and missed liquidity.

    About this skill

    The problem

    Backtests often assume perfect liquidity and instant fills, leading to inflated performance metrics that vanish in live markets. Developers need to know if a strategy is actually profitable or just an artifact of unrealistic execution assumptions.

    What it does

    • Recalculates PnL and Sharpe ratios across multiple slippage tiers from 5bps to 150bps.
    • Simulates the impact of wider bid-ask spreads and stale prices caused by execution latency.
    • Models partial fills and opportunity costs for unfilled order portions.
    • Applies volatility overlays to test strategy fragility during news events and market openings.

    Why this beats prompting it yourself

    This skill provides a structured framework for execution impairment that covers non-obvious risks like asymmetric slippage and order queue delays. It replaces manual spreadsheet modeling with a standardized stress-testing suite designed specifically for algorithmic trading.

    Use cases

    • Validating a new alpha before deploying capital to a live brokerage.
    • Determining the maximum allowable latency for a HFT or scalping strategy.
    • Setting hard limits on acceptable spreads for automated execution engines.
    • Comparing the robustness of two different strategies under tail-risk conditions.

    How to install

    Works the same in every agent - Claude, Cursor, Codex, Copilot and 20+ more.

    ~30 seconds
    1. 1

      Download the ZIP

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    2. 2

      Unzip into your skills folder

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    3. 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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    Fresh listing

    Recently published to Agensi

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    Trust & safety

    Security scanned

    Verified clean 28 days ago

    • Passed all security checks, Safe to install

    Listed28 days ago

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