ml4t-backtest-overfitting SKILL.md skillA
ml4t-backtest-overfitting 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-backtest-overfitting@git:20260901.1323bf4Pins git:20260901.1323bf4 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
concepts/backtest-overfitting/SKILL.md- Versions recorded
- 5
- Latest version
- git:20260901.1323bf4, committed Sep 1, 2026
- First version recorded
- Sep 1, 2026
- Size
- 5,054 bytes
- Repository stars
- 41
- License
- Apache-2.0
Detect and prevent overfitting to historical data via multiple testing corrections and pre-registration. Use when evaluating strategy variants to ensure performance is not a data-mining artifact.
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
# Backtest Overfitting
Testing many strategies on the same data guarantees finding one that looks profitable by chance. With 100 independent trials at p < 0.05, you expect five false positives.
## The Problem
Every parameter you tune, every feature you try, and every universe filter you adjust is an implicit trial. A researcher who reports a Sharpe ratio of 2.0 after exploring 200 configurations has not found alpha - they have found the luckiest draw from a noise distribution. Correcting for the number of trials, by haircut here and by Deflated Sharpe Ratio in `ml4t-deflated-sharpe`, is what separates the two. Without it, most published backtests are statistically meaningless.
## The Pattern
### WRONG
```python
# Tune until something looks good
best_sharpe = 0
for lookback in [5, 10, 21, 63, 126, 252]:
for top_k in [5, 10, 20, 50]:
result = backtest(lookback=lookback, top_k=top_k)
sharpe = result["sharpe"]
if sharpe > best_sharpe:
best_sharpe = sharpe
best_params = (lookback, top_k)
print(f"Best Sharpe: {best_sharpe:.2f}") # meaningless without correction
```
### CORRECT
```python
import numpy as np
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-backtest-overfitting@sha256:be65e56bddcbd414The line at the top of this page pins the label git:20260901.1323bf4, 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_ejvcx4toailuvhde)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, all committed on Sep 1, 2026.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.1323bf4 latest | 2026-09-01 | 1323bf4 | 5,054 B | A | view · diff |
| git:20260901.f84f825 | 2026-09-01 | f84f825 | 5,015 B | A | view · diff |
| git:20260901.32123e7 | 2026-09-01 | 32123e7 | 4,995 B | A | view · diff |
| git:20260901.2c5ab85 | 2026-09-01 | 2c5ab85 | 4,942 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,773 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 (5054 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_ejvcx4toailuvhde GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-backtest-overfitting GET https://markdownregistry.com/api/v1/blob/be65e56bddcbd414ae8b9049a0ad5bf7eda87fdab9118fdc637ff8ba01d4372a
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.