backtest-vs-live-performance-divergence-tracking SKILL.md skillA
backtest-vs-live-performance-divergence-tracking 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-vs-live-performance-divergence-tracking@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-vs-live-performance-divergence-tracking/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 9,307 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use after promoting a strategy to live trading, to measure and decompose the gap between backtested and realised Sharpe, hit rate and slippage, and alert when the divergence exceeds what execution friction explains.
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 after promoting a strategy from backtesting to live trading. Every strategy experiences some divergence between its backtested equity curve and realized live performance. Small divergence ($<20\%$ Sharpe decay) is expected due to execution friction. Large unexplained divergence ($>30\%$ Sharpe decay, or max drawdown $2\times$ backtest worst case) signals model overfitting, regime shift, or execution infrastructure failure. This skill provides a structured framework for tracking, decomposing, and alerting on backtest-vs-live divergence. The decomposition is the point. A strategy whose Sharpe halved because fill rate collapsed and slippage tripled has an execution problem; one whose Sharpe halved with execution metrics intact has an alpha problem. Those need different responses, and the per-metric breakdown separates them. ## When NOT to Use …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtest-vs-live-performance-divergence-tracking@sha256:a3d2c2d52b0ce680The 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_6546kc5b76e6tqkp)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 9,307 B | A | view · diff |
| v2.0.0 | 2026-08-13 | 097e217 | 9,418 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,413 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 3,411 B | A | view · diff |
| v1.0 | 2026-07-25 | 9bc0fe8 | 3,420 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 (9307 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_6546kc5b76e6tqkp GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtest-vs-live-performance-divergence-tracking GET https://markdownregistry.com/api/v1/blob/a3d2c2d52b0ce6801aeee695326c0eb2b59eb6b26d4e6495365094c5efa6cb17
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.