Menu

Individual skill

strategy-evaluation

Not available

skills/backtesting/strategy-evaluation/SKILL.md

Read pinned source

Source commit 9a8fcfcaacd7620afc24dc8c5e79d922135f3e11

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
Yes
Repository scan complete
No
Skill scan complete
No
Observed behavior
Local scripts
Last checked
Nov 5, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

Standard SKILL.md format has not been attested at this commit. No installation command is available; inspect the source.

Repository context

Repository stars (not skill ratings)
134
Repository last updated
Mar 14, 2026
License
MIT

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

    Declared tags are partial or unavailable.

    Files and excerpt

    File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

    Browse files
    Read excerpt
    # Strategy Evaluation Framework

## When to Activate
- Conducting comprehensive evaluation of a trading strategy before deployment
- Adjusting Sharpe ratios for autocorrelation, non-normality, and multiple testing
- Assessing parameter stability and regime robustness
- Estimating strategy capacity and transaction cost sensitivity
- Making go/no-go decisions on strategy deployment

## Core Concepts

### Strategy Evaluation Checklist

**Five Pillars of Strategy Evaluation:**
```