backtest-look-ahead-in-universe-selection SKILL.md skillA
backtest-look-ahead-in-universe-selection from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/backtest-look-ahead-in-universe-selection@v2.0.0Pins v2.0.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/backtest-look-ahead-in-universe-selection/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 7,212 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when the backtest picks its universe by a rule such as top 50 by market cap or current index membership; audits membership timestamps so 2015 is not traded with 2026 constituents. Feature-level leakage belongs to lookahead-bias-elimination.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Invoke this skill when building or validating strategy universe selection rules. Selecting assets for a historical backtest using present-day attributes (e.g., "top 50 stocks by market cap today" or "current S&P 500 constituents" applied to 2015) introduces severe lookahead and survivorship bias. This skill audits universe membership point-in-time timestamps to guarantee zero future data leakage. Universe membership moves on **two independent time axes**, and confusing them is the dominant failure mode: | Axis | Field | Meaning | |---|---|---| | Knowledge | `data_publication_date` | When the membership decision **and** its ranking inputs became public. Read at *end of day* when date-granular. | | Effective | `added_date`, `removed_date` | When membership actually started and ended. Read at *start of day*. | The two are days to weeks apart. S&P DJI announced Tesla's S&P 500 addition on 2020-11-16, effective prior to the open on 2020-12-21. A backtest rebalancing on 2020-12-01 *knew* about the addition but must not yet *hold* it. ## When NOT to Use …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtest-look-ahead-in-universe-selection@sha256:11666070d2591750The line at the top of this page pins the label v2.0.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_3ra6c2mprd7c7ysx)
1 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 7,212 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 64e8b01 | 7,244 B | A | view · diff |
| v2.0.0 | 2026-08-13 | 097e217 | 7,206 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,230 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 2,219 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (7212 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_3ra6c2mprd7c7ysx GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtest-look-ahead-in-universe-selection GET https://markdownregistry.com/api/v1/blob/11666070d2591750ecc16a97263f309707625bd613e03cc88497a2b574ce00e2
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.