# Backtesting Frameworks

> Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure. Use when this capability is needed.

- Skill: `tomevault-io/backtesting-frameworks-4` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds@latest add tomevault-io/backtesting-frameworks-4`
- Raw SKILL.md: https://api.skillmd.com/api/skills/tomevault-io/backtesting-frameworks-4/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: tomevault-io (https://skillmd.com/u/tomevault-io)
- Updated: 2026-09-17
- Page: https://skillmd.com/skills/tomevault-io/backtesting-frameworks-4

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# Backtesting Frameworks

Build robust, production-grade backtesting systems that avoid common pitfalls and produce reliable strategy performance estimates.

## Use this skill when

- Developing trading strategy backtests
- Building backtesting infrastructure
- Validating strategy performance and robustness
- Avoiding common backtesting biases
- Implementing walk-forward analysis

## Do not use this skill when

- You need live trading execution or investment advice
- Historical data quality is unknown or incomplete
- The task is only a quick performance summary

## Instructions

- Define hypothesis, universe, timeframe, and evaluation criteria.
- Build point-in-time data pipelines and realistic cost models.
- Implement event-driven simulation and execution logic.
- Use train/validation/test splits and walk-forward testing.
- If detailed examples are required, open `resources/implementation-playbook.md`.

## Safety

- Do not present backtests as guarantees of future performance.
- Avoid providing financial or investment advice.

## Resources

- `resources/implementation-playbook.md` for detailed patterns and examples.

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<!-- tomevault:4.0:skill_md:2026-04-13 -->

