quantumquirkxyz Contract
- Input: problem description and inputs defined by the skill body.
- Output: Markdown artifact with completed process steps.
- Side effects: none.
- Dependencies: none.
- Stop condition: all process steps executed; artifact saved with required sections.
- Risk: low.
- Boundary: produces reasoning artifact only; no system changes.
Quant Backtest Audit
Take a strategy and produce a backtest result you can defend. A backtest that can't survive audit is decoration.
When to use
- The user has a strategy (rules, model, signal) and wants its historical performance.
- A claimed alpha or Sharpe needs independent verification.
- A live-trading decision will be made from the result.
Process
1. Spec the strategy
Capture in writing:
- Signal(s) — input → score → decision.
- Universe — assets and any filtering rules.
- Schedule — rebalance dates, holding period.
- Sizing — equal weight, vol-targeted, Kelly-fraction.
- Costs — commissions, spread, borrow, impact.
No ambiguity. If a parameter is unspecified, ask.
Completion criterion: the strategy could be re-implemented from the spec alone.
2. Audit the data
- Point-in-time dataset, not a survivor-only snapshot.
- Adjustments for splits, dividends, mergers consistent with provider.
- Look-ahead traps: features only use data available at the decision timestamp.
- Corporate actions and delistings reflected in returns (delisting return ≠ 0).
Completion criterion: each bias named and the dataset policy is documented in code.