ml4t-horizon-design SKILL.md skillA
ml4t-horizon-design 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-horizon-design@git:20260901.c415df0Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
features/horizon-design/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.c415df0, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,150 bytes
- Repository stars
- 41
- License
- Apache-2.0
Choose prediction horizon by analyzing IC decay, turnover cost, and feature-horizon alignment. Use when determining the optimal lookahead window for labels.
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
# Horizon Design
An arbitrary 1-day horizon forces daily rebalancing, which costs 2-5% annually in transaction costs. If the signal's IC peaks at 20 days, you are paying for turnover that destroys the edge.
## The Problem
The prediction horizon determines everything downstream: label construction, feature relevance, turnover, and whether transaction costs leave any alpha. Choosing it arbitrarily - or defaulting to "1 day because that is what everyone uses" - misaligns the model with the actual signal dynamics.
## The Pattern
### WRONG
```python
import numpy as np
# Arbitrary 1-day horizon - no evidence this matches the signal
labels = np.roll(returns, -1) # forward 1-day return as label
# Result: high turnover, transaction costs eat the edge
```
### CORRECT
```python
from scipy.stats import spearmanr
import numpy as np
def find_optimal_horizon(
signal: np.ndarray, returns: np.ndarray, horizons: list[int] = None,
) -> dict:
"""Analyze IC decay to find the horizon where the signal is strongest."""
if horizons is None:
horizons = [1, 2, 5, 10, 20, 40, 60]
results = {}
for h in horizons:
fwd_ret = np.full_like(returns, np.nan)
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-horizon-design@sha256:5e08a141f8d5c06cThe line at the top of this page pins the label git:20260901.c415df0, 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_a5kwu2tlieu7euz2)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,150 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,164 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 (4150 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_a5kwu2tlieu7euz2 GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-horizon-design GET https://markdownregistry.com/api/v1/blob/5e08a141f8d5c06cdff79cca286315fe1c36eaa9070deb43c14bad21c85371b5
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.