backtest-parameter-sensitivity-analysis SKILL.md skillA
backtest-parameter-sensitivity-analysis 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-parameter-sensitivity-analysis@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-parameter-sensitivity-analysis/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 7,174 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use after optimising strategy parameters, to perturb them across a grid and measure how fast Sharpe decays; separates a fragile overfit peak from a genuine plateau. It does not deflate the selected Sharpe for trial count.
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 optimizing strategy parameters. A strategy whose Sharpe jumps from 0.5 to 3.0 with a $\pm 1\%$ parameter tweak is overfit. This skill systematically perturbs parameters across a grid and measures the gradient of Sharpe ratio to distinguish fragile peaks from robust plateaus. It is a **screen, not a certificate**. A plateau verdict says the optimum survives a one-step parameter perturbation. It says nothing about out-of-sample performance, regime stability, or whether the Sharpe is real. ## When NOT to Use - **Not a Sharpe deflation.** `best_sharpe` is the maximum over N grid points and is upward-biased by selection even when true skill is zero — it is a maximum of N noisy estimates. Correcting it needs the trial count and the return distribution's higher moments. `total_grid_points` is reported so you can do that downstream; see `factor-research-multiple-testing-correction` and the Deflated Sharpe Ratio reference in `references/standards.md`. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtest-parameter-sensitivity-analysis@sha256:ceb583845fd579e2The 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_lfwx3liaqklv6ftc)
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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 | 7,174 B | A | view · diff |
| v2.0.0 | 2026-08-13 | 097e217 | 7,234 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 1,853 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 1,851 B | A | view · diff |
| v1.0 | 2026-07-25 | 9b0aad9 | 1,862 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 (7174 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_lfwx3liaqklv6ftc GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtest-parameter-sensitivity-analysis GET https://markdownregistry.com/api/v1/blob/ceb583845fd579e28d70891265c9b264fc54871369368662a614d3ceb96045c9
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.