Agent skill

Factor Backtest

by minihellboy in minihellboy/factorminer

Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets.

MITAuto-check passedBusiness, Finance & HR

Install Factor Backtest

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .claude/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .claude/skills/factor-backtest && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Paste into Claude Code

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .claude/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

Claude Code copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

$skill-installer

$skill-installer install https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest

Type this inside Codex. $skill-installer <name> installs a curated skill from openai/skills. The installer writes to $CODEX_HOME/skills (default ~/.codex/skills). Restart Codex if the skill does not show up.

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a codex

Project install goes to .agents/skills/; add -g for ~/.codex/skills/.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest --agent codex

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .agents/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .agents/skills/factor-backtest && rm -rf skills-src

Use ~/.agents/skills/ instead of .agents/skills for a personal install.

Codex skills documentation · loads skills from .agents/skills/

Paste into Codex

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .agents/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

Codex copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a cursor

Project install goes to .agents/skills/; add -g for ~/.cursor/skills/.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest --agent cursor

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .cursor/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .cursor/skills/factor-backtest && rm -rf skills-src

Use ~/.cursor/skills/ instead of .cursor/skills for a personal install.

Cursor skills documentation · loads skills from .cursor/skills/, .agents/skills/, .claude/skills/, .codex/skills/

Paste into Cursor

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .cursor/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

Cursor copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

gemini skills install

$ gemini skills install https://github.com/minihellboy/factorminer.git --path integrations/factor-researcher/plugin/skills/factor-backtest

--scope user (default) or --scope workspace; --path is the subfolder of the repo that holds the skill; --consent skips the security confirmation prompt.

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a gemini-cli

Project install goes to .agents/skills/; add -g for ~/.gemini/skills/.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest --agent gemini-cli

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .gemini/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .gemini/skills/factor-backtest && rm -rf skills-src

Use ~/.gemini/skills/ instead of .gemini/skills for a personal install, then run /skills reload.

Gemini CLI skills documentation · loads skills from .gemini/skills/, .agents/skills/

Paste into Gemini CLI

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .gemini/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

Gemini CLI copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest

Installs for Copilot at project scope by default; add --scope user for a personal install. Preview a skill first with gh skill preview. Needs GitHub CLI 2.90.0 or later (public preview).

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a github-copilot

Project install goes to .agents/skills/; add -g for ~/.copilot/skills/.

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .github/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .github/skills/factor-backtest && rm -rf skills-src

Use ~/.copilot/skills/ instead of .github/skills for a personal install. Commit .github/skills so cloud agent and code review can use it.

GitHub Copilot skills documentation · loads skills from .github/skills/, .claude/skills/, .agents/skills/

Paste into GitHub Copilot

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .github/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

GitHub Copilot copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

skills CLI

$ npx skills add minihellboy/factorminer --skill factor-backtest -a opencode

OpenCode documents no install command of its own. Project install goes to .agents/skills/; add -g for ~/.config/opencode/skills/.

GitHub CLI

$ gh skill install minihellboy/factorminer factor-backtest --agent opencode

Project scope by default (.agents/skills/); add --scope user for a personal install.

Manual copy

$ git clone --depth 1 https://github.com/minihellboy/factorminer.git skills-src && mkdir -p .opencode/skills && cp -r skills-src/integrations/factor-researcher/plugin/skills/factor-backtest .opencode/skills/factor-backtest && rm -rf skills-src

Use ~/.config/opencode/skills/ instead of .opencode/skills for a personal install.

OpenCode skills documentation · loads skills from .opencode/skills/, .claude/skills/, .agents/skills/

Paste into OpenCode

Install the "factor-backtest" agent skill from https://github.com/minihellboy/factorminer/tree/main/integrations/factor-researcher/plugin/skills/factor-backtest into .opencode/skills/factor-backtest/ in this project. Copy the whole folder (SKILL.md and every file beside it), keep the folder name "factor-backtest", then confirm the skill loads.

OpenCode copies the folder itself, the same result as the manual copy. Check what it changed before you commit it.

Facts

Skill name: factor-backtest
GitHub stars: 123
Token cost: ~599 tokens
SKILL.md length: 222 words
Files: 1
Skills in repo: 7
Repo updated: Sep 28, 2026
First seen: Oct 7, 2026
Licence: MIT

At a glance

Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets.

Works in 2 steps: Combine and backtest → Generate tearsheets
The portfolio-level view that single-factor IC does not give
SKILL.md covers Workflow, What to look for and Guardrails
Instructions only: no scripts, shell commands, URLs or credentials in SKILL.md

What it does

Factor Backtest is an agent skill from minihellboy/factorminer. Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Use for the portfolio-level view that single-factor IC does not give. Triggers on "backtest", "composite signal", "combine factors", "long-short return", "portfolio", "quintile", "tearsheet", "transaction costs".

Its SKILL.md is about 600 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

It sits in Business, Finance & HR, covering Trading and backtesting. The repository describes itself as: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery. The licence is MIT.

When your agent uses it

The portfolio-level view that single-factor IC does not give
Composite signal
Combine factors
Long-short return

Example prompts

“backtest”
“composite signal”
“combine factors”
“/factor-backtest”

Workflow steps

2 steps, taken from the step headings in SKILL.md.

Combine and backtest
Generate tearsheets

What it can do on your machine

Read from SKILL.md and the folder at commit 75e0560. It shows what the files ask for, not the result of running them.

Tool permissions
Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.
From allowed-tools in the SKILL.md frontmatter.
Runs code
No scripts in the folder and no shell commands in SKILL.md (its code samples are bash).
From the folder's file list and the shell code blocks in SKILL.md.
Network
No URLs in SKILL.md.
From URLs in SKILL.md, links to its own repository left out.
Credentials
Names no API keys, tokens, secrets or passwords.
From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Factor Backtest loads about 599 tokens when it runs. Until then it costs about 97 tokens; SKILL.md has 222 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it: ~97
When it runs · the whole SKILL.md, loaded when a task matches: ~599

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from minihellboy/factorminer at commit 75e0560, republished under its MIT licence (© minihellboy). 222 words, ~599 tokens.

Download SKILL.mdSave it as .claude/skills/factor-backtest/SKILL.md (or your agent's skills folder).

name: factor-backtest
description: Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Use for the portfolio-level view that single-factor IC does not give. Triggers on "backtest", "composite signal", "combine factors", "long-short return", "portfolio", "quintile", "tearsheet", "transaction costs".

Factor Backtest

A library of individually-decent factors is not a strategy. This skill combines them into one composite signal and backtests the portfolio that signal implies — the level at which transaction costs and capacity actually bite.

Workflow

1. Combine and backtest

bash

factorminer combine output/run1/factor_library.json \
  --data path/to/market_data.csv \
  --method all --fit-period train --eval-period test

--method — equal-weight, ic-weighted, orthogonal, or all to compare every method.
--fit-period — split used to fit weights / run selection (use train).
--eval-period — split used to score the composite (use test).
--selection — optional pre-filter: lasso, stepwise, xgboost, or none.
--top-k — keep only the top-K factors before combining.

The report gives composite IC Mean, ICIR, Long-Short return, Monotonicity, and Avg Turnover.

2. Generate tearsheets

For the visual portfolio view — quintile returns, IC time series, correlation heatmap:

bash

factorminer -o output/run1 visualize output/run1/factor_library.json \
  --data market_data.csv --period test --tearsheet --quintile --correlation

What to look for

Monotonicity — quintile returns should step up Q1→Q5. A non-monotone composite is fragile regardless of headline IC.
Long-short return net of turnover — high Avg Turnover means the gross return is optimistic; FactorMiner's transaction-cost model is what makes the net number honest.
Method spread — if orthogonal and equal-weight disagree sharply, the library has redundant or unstable factors; revisit factor-evaluation.

Guardrails

Fit weights on train, score on test — never fit and score on the same split.
The backtest estimates historical behavior; it is not a forward return promise. Present it as a research artifact for review.
Report net-of-cost numbers as the headline; gross numbers only as context.

Files

Just SKILL.md in integrations/factor-researcher/plugin/skills/factor-backtest of minihellboy/factorminer.

Open the folder on GitHubat commit 75e0560

Compare with similar skills

Factor Backtest next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Factor Backtest compared with similar skills
Skill	Stars	Used in	Tokens	Auto-check	Licence	Repo updated
Factor Backtest this skillminihellboy/factorminer	123	—	~599	Automated safety check: Pass	MIT	10 days ago
Tushare Datazillionare/zillionare	319	2 repos	~2.3k	Automated safety check: Pass	None	today
Tradingview MCPatilaahmettaner/tradingview-mcp	5k	—	~1.3k	Automated safety check: Pass	MIT	today
Digital Oraclekomako-workshop/digital-oracle	870	—	~5.9k	Automated safety check: Pass	MIT	2 mo ago
Fintoolsecond-state/fintool	316	1 repos	~5.9k	Automated safety check: Pass	None	4 mo ago
Polyclawchainstacklabs/polyclaw	360	1 repos	~2k	Automated safety check: Pass	Apache-2.0	5 mo ago

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Factor Report
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Questions about Factor Backtest

What does Factor Backtest do?

Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets. Factor Backtest is an agent skill from minihellboy/factorminer. Combine a factor library into a composite signal and quintile-backtest it under transaction costs — long-short return, monotonicity, turnover, and tearsheets.

When should I use Factor Backtest?

Factor Backtest fits situations like: the portfolio-level view that single-factor IC does not give; composite signal; combine factors; long-short return.

How do I install Factor Backtest in Claude Code?

Run `npx skills add minihellboy/factorminer --skill factor-backtest -a claude-code`. Or copy the skill folder (integrations/factor-researcher/plugin/skills/factor-backtest in minihellboy/factorminer) into .claude/skills/factor-backtest in your project. Claude Code loads it when a task matches its description.

How do I install Factor Backtest in Codex?

Run `npx skills add minihellboy/factorminer --skill factor-backtest -a codex`. Or copy the skill folder (integrations/factor-researcher/plugin/skills/factor-backtest in minihellboy/factorminer) into .agents/skills/factor-backtest in your project. Codex loads it when a task matches its description.

Can I use Factor Backtest in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add minihellboy/factorminer --skill factor-backtest -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/factor-backtest, .gemini/skills/factor-backtest, .github/skills/factor-backtest and .opencode/skills/factor-backtest in your project.

What does Factor Backtest need to run?

SKILL.md names no scripts, command-line tools or credentials: Factor Backtest is instructions for the agent only.

Does Factor Backtest access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Factor Backtest safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Factor Backtest use?

Factor Backtest is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Factor Backtest use?

About 599 tokens (SKILL.md is roughly 2.4k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Factor Backtest?

Skills that share tags, products or a category with Factor Backtest: Tushare Data (zillionare/zillionare, 319 stars), Tradingview MCP (atilaahmettaner/tradingview-mcp, 5k stars), Digital Oracle (komako-workshop/digital-oracle, 870 stars) and Fintool (second-state/fintool, 316 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Factor Backtest?

minihellboy (a GitHub user) maintains it in minihellboy/factorminer, which has 123 GitHub stars. The repository holds 7 skills in this directory. The repository was last updated on September 28, 2026.

Source: minihellboy/factorminer on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.

Install Factor Backtest

Facts

At a glance

What it does

When your agent uses it

Example prompts

Workflow steps

What it can do on your machine

Tool permissions

Runs code

Network

Credentials

Context cost

Safety

SKILL.md

Factor Backtest

Workflow

1. Combine and backtest

2. Generate tearsheets

What to look for

Guardrails

Files

Compare with similar skills

Similar skills

More from minihellboy/factorminer

Related

Questions about Factor Backtest