A natural language quantitative backtesting engine for trading strategy validation and financial analysis.
Install & Download
1. ClawHub CLI
The fastest way to install a skill directly from the registry.
npx clawhub@latest install vynn-backtester
2. Manual Installation
Copy the skill folder to one of these locations
~/.openclaw/skills/ <project>/skills/ Priority: Workspace > Local > Bundled
3. Prompt Installation
Copy this prompt to OpenClaw to install it automatically.
Help me install vynn-backtester using Clawhub. If Clawhub is not installed, install it first (npm i -g clawhub).
Prefer to download?
Get the raw skill files in a ZIP archive.
What is Vynn Backtester?
The Vynn Backtester is a specialized tool within the Openclaw Skills ecosystem designed to bridge the gap between complex quantitative analysis and natural language. It allows users to describe trading strategies in plain English or structured JSON and receive instant, professional-grade performance metrics. By leveraging a high-performance quantitative engine, this skill removes the friction of managing local data feeds or writing complex backtesting boilerplate.
As part of the broader suite of Openclaw Skills, Vynn Backtester provides a streamlined interface for testing alpha across stocks, ETFs, and indices. Whether you are validating a simple RSI mean reversion or a complex momentum-based portfolio, this skill delivers actionable insights such as Sharpe ratios, max drawdowns, and full equity curves without requiring any local infrastructure.
Vynn Backtester Use Cases
- Backtesting mean reversion strategies like RSI or Bollinger Bands using natural language.
- Validating momentum-based strategies across multiple stock tickers simultaneously.
- Comparing the performance of different technical indicators head-to-head to find the best Sharpe ratio.
- Developing and testing structured trading logic using JSON for precise entry and exit execution.
How Vynn Backtester Works
- The user provides a strategy description or JSON rule to the Openclaw Skills agent.
- The skill packages the strategy, ticker list, and lookback period for the Vynn API.
- The Vynn quantitative engine processes the backtest against historical market data on the server side.
- Core financial metrics, including Sharpe ratio, total return, and max drawdown, are computed.
- The finalized results are returned and formatted for the user within the Openclaw Skills interface.
Vynn Backtester Setup
To begin using this capability within your Openclaw Skills environment, follow these steps:
- Obtain an API key from the-vynn.com.
- Set the
VYNN_API_KEYenvironment variable.
# Sign up via CLI to get your API key
curl -X POST https://the-vynn.com/v1/signup -H "Content-Type: application/json" -d '{"email": "[email protected]"}'
# Configure your environment
export VYNN_API_KEY="your_vynn_key_here"
Vynn Backtester Data Schema & Taxonomy
The skill returns structured financial data organized as follows:
| Metric | Type | Description |
|---|---|---|
sharpe_ratio |
Float | Risk-adjusted return metric |
total_return_pct |
Float | Cumulative percentage gain or loss |
max_drawdown |
Float | Largest peak-to-trough decline percentage |
win_rate |
Float | Percentage of profitable trades |
trade_count |
Integer | Total number of executed trades |
equity_curve |
List | Time-series data representing portfolio value over time |
Vynn Backtester Advanced Features
- Multi-ticker portfolio support for testing strategies across diversified assets.
- Strategy comparison mode to rank multiple hypotheses by performance metrics within a single session.
- Structured entry/exit rules support for power users needing precise indicator operations (e.g., RSI < 30).
- Seamless integration with other Openclaw Skills for automated financial research and portfolio reporting.
- No local data requirements, as all historical pricing is managed by the Vynn cloud engine.
SKILL.md
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