Check trading gains against simple alternatives.
Tests trading-strategy returns against declared baselines and produces JSON and Markdown reports assessing evidence of independent performance.
When to use it
Use to evaluate whether backtest, out-of-sample, or live strategy returns contain independent alpha beyond baseline returns.
Give it an aligned return-series CSV and a JSON analysis specification; it produces JSON and Markdown reports comparing strategy performance with declared baselines.
What you provide
Requires Python 3.9 or later.
Sends baseline-choice, out-of-sample, and stability findings back to backtest-expert; whether that skill must be installed to complete the analysis is unstated.
Sends recurring residual failure regimes to signal-postmortem; whether that skill is required to complete the workflow is unstated.
Passes only evidence and operating constraints to trade-performance-coach; whether that skill is required to complete the workflow is unstated.
No additional actions listed.