cross-validation-of-commission-schedules-over-time SKILL.md skillA
cross-validation-of-commission-schedules-over-time 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/cross-validation-of-commission-schedules-over-time@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/cross-validation-of-commission-schedules-over-time/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 6,459 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a multi-year US equity backtest applies today's zero commissions to trades from 2016; models the schedule that actually applied on each date. Volume-tiered rates belong to exchange-fee-tier-and-rebate-structure-analysis.
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 running historical backtests spanning multiple years (e.g. 2016–2024) on US cash equities. Retail commission rates moved repeatedly over short windows — one major US broker's standard online equity rate went $8.95 → $6.95 → $4.95 → $0.00 between February 2017 and October 2019 — so a single flat commission figure is wrong for most of a multi-year sample. Applying today's zero-commission structure retroactively inflates backtested P&L for any strategy that trades frequently. This skill models date-effective fee schedules, adds the US regulatory pass-through fees that survived the move to zero commission, and quantifies the P&L difference against the naive assumption. ## When NOT to Use - **Non-US venues.** Stamp duty, STT, and exchange transaction levies are not modelled. - **Volume-tiered schedules** where the rate depends on trailing volume — use `exchange-fee-tier-and-rebate-structure-analysis`. - **Maker/taker rebate economics** — use `post-only-and-maker-taker-fee-optimization`. - **Slippage, spread, and market impact.** This skill models explicit fees only; implicit costs belong to `transaction-cost-analysis-tca-integration`. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/cross-validation-of-commission-schedules-over-time@sha256:36ff48ed1e09c5c3The 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_7svdge3wagyxk5tr)
2 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 | 6,459 B | A | view · diff |
| v2.0.0 | 2026-08-23 | b680e6a | 6,417 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,602 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 2,600 B | A | view · diff |
| v1.0 | 2026-07-25 | 7f38988 | 2,610 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 (6459 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_7svdge3wagyxk5tr GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cross-validation-of-commission-schedules-over-time GET https://markdownregistry.com/api/v1/blob/36ff48ed1e09c5c3877c424f661ffd5f5f420e07d6b4255e8dda72d2773f47ca
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.