← All skills

risk-backtest

95 / 100 · Low risk

Fine to try. Some of what it can do is expected: a coding skill usually runs build and test commands.

By hashgraph-online/awesome-codex-plugins (GitHub) · coding · 1,568 stars · scanned at commit 3e1e6b2

Backtest a supplied VaR forecast series, and optionally an Expected Shortfall series, against realised P&L. Reports exceptions, the Kupiec proportion-of-failures test, the Christoffersen independence and conditional coverage tests, the Basel MAR99 traffic-light zone for one-day 99% VaR, and the Acerbi-Szekely Z2 ES test with a seeded simulated p-value. Use to judge a forecast record, not to compute VaR (use risk-tail).

Works with any agent that supports SKILL.md skills.

What this skill can do

Install

Paste this into your terminal. It downloads exactly the version we scanned, not whatever is newest.

if [ -e ~/.agents/skills/'risk-backtest' ] || [ -L ~/.agents/skills/'risk-backtest' ]; then echo 'A skill folder named risk-backtest already exists — not replacing it' >&2; false; else d=$(mktemp -d) && git clone --quiet --filter=blob:none --no-checkout 'https://github.com/hashgraph-online/awesome-codex-plugins' "$d" && git -C "$d" checkout --quiet '3e1e6b20ffc28f42923e391f29f075c424e19e64' -- 'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-backtest' && mkdir -p ~/.agents/skills && cp -R "$d"/'plugins/Iman/agent-driven-risk-desk-and-skills/skills/risk-backtest' ~/.agents/skills/'risk-backtest' && rm -rf "$d"; fi

Codex reads ~/.agents/skills directly. For Claude Code, Cursor, Copilot, Gemini CLI, Antigravity or OpenCode, also link it. For Claude Code: ln -s ~/.agents/skills/'risk-backtest' ~/.claude/skills/'risk-backtest' (other agents: ~/.cursor/skills, ~/.copilot/skills, ~/.gemini/skills, ~/.gemini/config/skills, ~/.config/opencode/skills). Or install through the finder skill, which does both.

Badge for your README

The badge for hashgraph-online/awesome-codex-plugins shows the score of its lowest-scoring skill.

[![SkillTrust](https://zalavijaysinh.github.io/skilltrust/badges/hashgraph-online/awesome-codex-plugins.svg)](https://zalavijaysinh.github.io/skilltrust/repos/hashgraph-online/awesome-codex-plugins/)

Score history