backtest-strategy

name	backtest-strategy
description	Guide agents through backtesting strategy ideas with automatic data fetching and performance analysis
metadata	{"tags":"backtesting, strategy, performance, sharpe, drawdown, funding, simulation, yield, lending, carry, delta-neutral"}

When to use

Use this skill when you are:

• Backtesting an existing strategy from wayfinder_paths/strategies/
• Validating a new trading strategy idea before production deployment
• Analyzing historical performance (Sharpe, drawdown, CAGR, funding PnL)
• Testing any strategy type: momentum, delta-neutral, yield rotation, carry trade
• Testing different leverage levels or parameter combinations

How to use

First, determine if you're backtesting an existing strategy or a new idea:

Backtesting an existing strategy (from wayfinder_paths/strategies/)

Load these rules:

1. rules/backtesting.md — Always load first. Config reference, stats format, gotchas.
2. rules/existing-strategies.md — REQUIRED for existing strategies. Workflow for reading strategy source code, extracting parameters, fetching real Delta Lab data, and faithfully reproducing signal logic. Never use generic helpers with default parameters for existing strategies.
3. Load the strategy-type-specific rule if applicable (yield-strategies.md).

Backtesting a new strategy idea

Load these rules in order (most to least specific for your strategy type):