Description
Research price pullbacks with explicit rules
Original Lingmirage skill: AI instructions and a standalone Python backtester. Enter long when the 20-session price z-score falls below -2; exit when it reaches zero. Execute at the following close. One ETF, no shorting or leverage; no stop loss is built in.
What is included
SKILL.md and scripts/quant_backtest.py. Supply your licensed Date,AdjustedClose CSV with at least 300 rows and run Python 3.9+. JSON output includes total return, CAGR, drawdown, zero-risk-free Sharpe, entries, equity curve and data hash. 10 bps one-way costs including final liquidation, with a 20 bps stress-test option. Market data and AI subscriptions not included.
Evidence and limitations
Mechanics tested on synthetic data. Historical market return NOT VERIFIED. Downtrends can cause large drawdowns; this is a research template, not a validated profitable system, investment recommendation or live signal service. Unranked until comparable evidence exists.
Historical backtest — not live performance
SPY adjusted daily close, Yahoo Finance; 2017-06-21 to 2026-09-04 after a 200-session warm-up. Long/cash, no leverage, next-close execution, cash yield 0%, 10 bps each way including final liquidation. Total return +53.17%; CAGR 4.74%; maximum drawdown -28.32%. Same-period gross SPY buy-and-hold: approximately +264.75%, higher than this strategy.
Retrospective single-market sample, not independent out-of-sample validation. Historical results do not predict future returns. Market data and AI subscriptions are not included.
After purchase
Once payment is confirmed, open My Account → Downloads and download the ZIP. Unzip it, read SKILL.md, and use scripts/quant_backtest.py with Python 3.9+ and your licensed price CSV. This is a research skill, not automated trading or investment advice.
What is inside your ZIP?
- SKILL.md: readable strategy rules and the research workflow for you or an AI coding assistant.
- scripts/quant_backtest.py: standalone Python backtester. No extra Python packages or broker API keys required.
Is this right for you?
For self-directed learners who want to inspect rules and test their own data. You should be comfortable extracting a ZIP, preparing a CSV and running a Python command. An AI coding assistant is optional. This is not a hosted app, live signal feed or automatic trading bot.
Before you buy
Requires Python 3.9+ and at least 300 rows of licensed, split/dividend-adjusted daily prices. Data and AI subscriptions are not included. You can read the skill on mobile or tablet; running the backtest needs a suitable Python environment.
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