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bkuri
by bkuri

optimization_walk_forward

Perform walk-forward analysis to detect overfitting in trading strategies by testing them on both in-sample and out-of-sample data periods.

Instructions

Perform walk-forward analysis to detect overfitting

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
strategyYes
symbolYes
timeframeYes
start_dateYes
end_dateYes
in_sample_periodNo
out_sample_periodNo
step_forwardNo
param_spaceNo
metricNototal_return

Output Schema

TableJSON Schema
NameRequiredDescriptionDefault

No arguments

Behavior2/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Mentions the analytical goal (detect overfitting) but lacks critical behavioral details: no explanation of the rolling window mechanism (in-sample/out-of-sample), computational intensity, or whether results are cached. No annotations exist to provide this context, so the description bears full responsibility.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

While brief (single sentence), it is underspecified rather than efficiently concise. With zero front-loading of critical constraints or parameter logic, the brevity represents a lack of information rather than disciplined editing.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness1/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Despite having an output schema, the description is inadequate for a complex 10-parameter analytical tool. The complete absence of input parameter documentation (0% schema coverage) and lack of behavioral context leave the agent without sufficient information to construct valid invocations.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters1/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 0% and the description fails to compensate, remaining silent on all 10 parameters. Critical parameters like 'in_sample_period', 'out_sample_period', 'step_forward', and 'param_space' receive no explanation despite being essential to the walk-forward methodology.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose3/5

Does the description clearly state what the tool does and how it differs from similar tools?

States the domain-specific technique (walk-forward analysis) and goal (detect overfitting), but uses weak verb 'Perform' and fails to distinguish from sibling tools like 'optimization_run' or 'optimization_analyze' that also handle strategy optimization.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines1/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Provides no guidance on when to select this tool over alternatives such as 'backtest_monte_carlo', 'optimization_run', or 'optimization_analyze'. No mention of prerequisites or specific use cases requiring walk-forward validation.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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