Stock Strategy Backtester Clean

Version Notice

• - Use this clean slug if your environment pins to stock-strategy-backtester-clean.

Overview

Run repeatable, long-only stock strategy backtests from daily OHLCV CSV files.
Use bundled scripts to generate consistent metrics and trade-level output, then summarize with investor-friendly conclusions.

Quick Start

1. 1. Prepare a CSV with at least Date and Close columns.
2. Run a baseline backtest:

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1. 3. Export artifacts for review:

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Workflow

1. 1. Validate data

• - Ensure Date is parseable and sorted ascending.
• Ensure Open/High/Low/Close are numeric; missing Open/High/Low falls back to Close.

1. 2. Pick strategy logic

• - sma-crossover: trend-following with fast/slow moving averages.
• INLINECODE8: buy oversold and exit on momentum recovery.
• INLINECODE9: enter on highs breakout and exit on lows breakdown.

1. 3. Set realistic assumptions

• - Always set --commission-bps and --slippage-bps.
• Avoid reporting cost-free backtests as production-ready.

1. 4. Compare variants

• - Change one parameter block at a time.
• Compare on the same date range and same cost model.

1. 5. Produce final summary

• - Report: total_return_pct, cagr_pct, win_rate_pct, max_drawdown_pct, sharpe_ratio, profit_factor, and trade count.
• Use trade CSV to explain where alpha is coming from.

Supported Commands

• - Baseline SMA strategy:

CODEBLOCK2

• - Breakout strategy:

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• - JSON-only output (for automation pipelines):

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Output Contract

• - Script prints a JSON object to stdout with:
• INLINECODE18
• INLINECODE19
• INLINECODE20
• INLINECODE21
• INLINECODE22

Analysis Guardrails

1. 1. Use out-of-sample logic

• - Prefer walk-forward validation over one-shot tuning.

1. 2. Avoid leakage

• - Compute signals from bar t, execute at bar t+1 open.

1. 3. Report downside with upside

• - Never present return without drawdown and trade count.

1. 4. Treat results as research

• - Backtests are not guarantees and should not be framed as financial advice.

References

• - Metrics details: INLINECODE25