ml4t-purging-embargo SKILL.md skillA
ml4t-purging-embargo from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add ml4t/skills/ml4t-purging-embargo@git:20260901.32123e7Pins git:20260901.32123e7 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
validation/purging-embargo/SKILL.md- Versions recorded
- 4
- Latest version
- git:20260901.32123e7, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,527 bytes
- Repository stars
- 41
- License
- Apache-2.0
Remove training samples whose labels overlap the test period and add an embargo buffer. Use when performing time-series CV to prevent leakage between folds.
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
# Purging and Embargo
Standard train/test splits on time series leak information when labels span multiple periods. Purging removes contaminated training samples; embargo adds an extra buffer for feature autocorrelation.
## The Problem
A 5-day forward return label at day 98 uses prices from days 98-103. If the test set starts at day 100, training sample 98 contains information about test-period prices. Without purging, the model sees future test data through overlapping labels. Without embargo, autocorrelated features near the boundary still carry test-period signal. Both inflate CV scores and produce unreliable strategy evaluation.
## The Pattern
### WRONG
```python
from sklearn.model_selection import TimeSeriesSplit
# No gap between train and test - labels leak across boundary
cv = TimeSeriesSplit(n_splits=5)
for train_idx, test_idx in cv.split(X):
model.fit(X[train_idx], y[train_idx]) # Train includes leaked samples
score = model.score(X[test_idx], y[test_idx])
```
### CORRECT
```python
import numpy as np
def purged_split(n_samples, train_end, test_start, test_end,
label_horizon=5, embargo_size=2):
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-purging-embargo@sha256:a6977a7ac0cbe50bThe line at the top of this page pins the label git:20260901.32123e7, 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_4hipjg6saaifphlz)
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Versions
The registry has recorded 4 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 32 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.32123e7 latest | 2026-09-01 | 32123e7 | 4,527 B | A | view · diff |
| git:20260901.14ceba9 | 2026-09-01 | 14ceba9 | 4,436 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,232 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,236 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 (4527 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
ml4t/skills · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_4hipjg6saaifphlz GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-purging-embargo GET https://markdownregistry.com/api/v1/blob/a6977a7ac0cbe50bf52b7bf60478a96b4b3a6561d0e2bc760bf6367d49b6a916
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.