benchmark-selection-for-strategy-evaluation SKILL.md skillA
benchmark-selection-for-strategy-evaluation 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/benchmark-selection-for-strategy-evaluation@v1.1.0Pins v1.1.0 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/benchmark-selection-for-strategy-evaluation/SKILL.md- Versions recorded
- 5
- Latest version
- v1.1.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 6,840 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when choosing which index to evaluate a strategy against, before any attribution runs; screens candidate benchmarks by tracking error, beta and R-squared so a tech-heavy book is not flattered by a broad index or a cash rate.
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
# Benchmark Selection for Strategy Evaluation ## When to Use Use this skill when evaluating a new strategy. Selecting the right benchmark is crucial; if you run a tech-heavy long-only strategy, benchmarking it against a risk-free rate or a generic broad index will make it look artificially good during tech bull markets. `BenchmarkSelector` screens candidate benchmarks by how closely each one replicates the strategy's return stream, reporting tracking error, information ratio, beta, and R². ## When NOT to Use - **To compute alpha.** This screen measures *active return* (`strategy − benchmark`) with no beta adjustment. A strategy with beta 1.5 to its benchmark will show active return that is mostly leveraged beta, not skill. For a beta-adjusted attribution use `strategy-performance-attribution-vs-market-beta`. - **To pick a benchmark after seeing results.** Ranking candidates post hoc and keeping the flattering one is benchmark selection bias. The screen is for confirming a pre-specified shortlist. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/benchmark-selection-for-strategy-evaluation@sha256:1d1b38b4927be93aThe line at the top of this page pins the label v1.1.0, 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_lrtbxv5v24wviia4)
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 | |
|---|---|---|---|---|---|
| v1.1.0 latest | 2026-09-03 | 8527a51 | 6,840 B | A | view · diff |
| v1.1.0 | 2026-08-13 | 097e217 | 6,698 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 1,725 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 1,723 B | A | view · diff |
| v1.0.0 | 2026-07-25 | 06ea8ca | 1,733 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 (6840 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_lrtbxv5v24wviia4 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/benchmark-selection-for-strategy-evaluation GET https://markdownregistry.com/api/v1/blob/1d1b38b4927be93a13e1604b9a92204607d75098dc956faaf033870eb4ada70f
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.