BD Einstein Research — Backtest Engine
Programmatic backtesting framework for trading strategies. Runs backtests with historical price data (yfinance or CSV), supports momentum/mean-reversion/factor/signal-based strategies, walk-forward optimization, out-of-sample testing, transaction cost modeling, regime-aware splits, and full performance metrics (Sharpe, Sortino, Calmar, max drawdown, CAGR, win rate, profit factor). Distinct from einstein-research-backtest (which provides methodology guidance). Use when a user wants to actually run a backtest, test a specific strategy on historical data, or generate performance metrics.
As a process D 48/100 · Unfinished process — weak spots: result and completion, when it triggers, inputs and preconditions
How to improve
- Your own cases (evals/evals.json, 4–6 real requests with expected answers): the full check would then run those instead of a model-drafted suite.
- A spec.yaml with trigger phrases and assertions — a behaviour contract for CI; `skilltest init` writes a template.
Guard findings · 0
✓ No critical or high findings
Files scanned: 6. Evidence is masked. Grey chips explain why severity was lowered.
Against the Agent Skills spec
- warning
name-formatname should be kebab-case (lowercase letters, digits, hyphens) - note
frontmatter-keyunknown frontmatter key "id" - note
frontmatter-keyunknown frontmatter key "last_amended_at" - note
frontmatter-keyunknown frontmatter key "trigger_patterns" - note
frontmatter-keyunknown frontmatter key "pre_conditions" - note
frontmatter-keyunknown frontmatter key "expected_output_format"
Process rating: all ten parameters 48/100
- 0Result and completion. Does not say what the result is
- 0Inputs and preconditions. Does not say what the process needs to start
- 0Failures and branches. Linear process with no failure handling
- 20When it triggers. No condition that starts the skill
- 30Running it twice. 2 mutating operations with no state check
- 40Consistency. Frontmatter name (Einstein Research — Backtest Engine) differs from the folder (einstein-research-backtest-engine-dv)
- 100Tools and files. No external tools needed
- 100Steps. 26 steps
- 100Execution cost. Instruction body is 889 tokens
- 100Progress reporting. Reports progress
Everything here is measured from the skill text rather than judged by a model, so the numbers are checkable. A parameter weighs more when it is a more common reason for the process to stall.
Quality signals
- +5Description has no quoted example phrases that should trigger the skill
- +4Description does not say when NOT to use the skill (false activations)
- +3Output format is not stated: the model decides each time
- -41 reference files, but SKILL.md never points to them: the model will not open them
- -32 of 2 scripts are never mentioned in SKILL.md
- +1No license
- +2Single-language instructions
- +3Description length 591: enough signal without eating the budget
- +4Structure: 7 headings
- +3Step-by-step instructions: 26 items
- +4Has examples (2 code blocks)
Quality base 70; lint remarks subtract, signals add up to 100. Result: 69.