feature-importance-drift-monitoring SKILL.md skillA

feature-importance-drift-monitoring from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned
mdr add himanshuj16/algo-trading-skills/feature-importance-drift-monitoring@v2.0.0

Pins 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/feature-importance-drift-monitoring/SKILL.md
Versions recorded
5
Latest version
v2.0.0, committed Sep 3, 2026
First version recorded
Jul 30, 2026
Size
12,564 bytes
Repository stars
50
License
Apache-2.0

Use when a live model has a recorded training-time importance profile and you want early warning that regimes have reordered its drivers; measures what the model leans on, not whether it still makes money.

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 whenever a live ML trading model has a recorded training-time feature-importance profile and a way to recompute that profile on production data. Feature importance reorders as market regimes turn — macro rate sentiment displacing micro price momentum, realized-vol features displacing trend features across a volatility shock. That reordering is visible in the importance ranking *before* it is visible in a Sharpe ratio computed over a window long enough to be statistically meaningful, which is what makes it a useful leading indicator for scheduling revalidation.

Two detectors run per audit: rank agreement across the whole common feature set (tie-corrected Spearman $\rho_{\text{rank}}$), and a share-loss check on the top-N baseline features. The second exists because a model can lose its single most predictive feature while the other 200 features keep their relative order and $\rho$ stays near 1.0.

## When NOT to Use
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add himanshuj16/algo-trading-skills/feature-importance-drift-monitoring@sha256:f4c21daa6dd60587

The 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.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_75gx7ich7k54seuf.svg)](https://markdownregistry.com/a/art_75gx7ich7k54seuf)

2 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.

versioncommittedcommitsizeaudit
v2.0.0 latest2026-09-03 8527a51 12,564 BA view · diff
v2.0.02026-09-03 64e8b01 12,596 BA view · diff
v2.0.02026-08-25 7e72405 12,559 BA view · diff
v1.0.02026-07-30 92ed2bc 3,533 BA view · diff
v1.0.02026-07-30 dfc60c7 503 BA view

Audit of the latest version

A  17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (12564 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

GitHub

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_75gx7ich7k54seuf
GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/feature-importance-drift-monitoring
GET https://markdownregistry.com/api/v1/blob/f4c21daa6dd60587338b8d51c199f01d73fb4235ece4d311736414f4d9924671

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.

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