Home / ml4t / skills · concepts/data-leakage/SKILL.md · GitHub

ml4t-data-leakage skillA

ml4t-data-leakage is agent-read markdown (skill) from ml4t/skills: Prevent train-test contamination, target leakage, and temporal leakage. Use when splitting data, fitting preprocessors, or engineering features for time-series ML..

Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.

What the file says

# Data Leakage

Leakage lets test-set information influence training, producing models that look good in development but fail in production.

## The Problem

Three distinct failure modes inflate backtest performance:

1. **Target leakage** - features computed from the target variable (e.g., future returns embedded in a "sentiment score" that was derived from price changes).
2. **Train-test contamination** - fitting a scaler, encoder, or selector on the full dataset before splitting, so test statistics leak into training transforms.
3. **Temporal leakage** - using future data in features (overlaps with lookahead bias, but here the mechanism is the train/test split itself, not the feature formula).

A pipeline that fits a `StandardScaler` on the full matrix before splitting commonly inflates Sharpe by 0.2-0.5 on daily data. The model learns the test set's distribution.

## The Pattern

### WRONG

```python
from sklearn.preprocessing import StandardScaler
from sklearn.linear_model import Ridge

scaler = StandardScaler()
X_scaled = scaler.fit_transform(X)          # fit on ALL data (leaks test stats)

X_train, X_test = X_scaled[:split], X_scaled[split:]
…

Read the whole file at its exact version.

How to install

Latest version
mdr add ml4t/skills/ml4t-data-leakage@git:20260901.c415df0
Exact content
mdr add ml4t/skills/ml4t-data-leakage@sha256:391956cb6f95a9ea

Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_m2ftq7spsgyrdwkz.svg)](https://markdownregistry.com/a/art_m2ftq7spsgyrdwkz)

1 badge views in 30 days

Versions

versioncommittedcommitsizeaudit
git:20260901.c415df0 latest2026-09-01 c415df0 4,036 BA view · diff
git:20260528.303089e2026-05-28 303089e 4,046 BA view

Audit of the latest version

A  17 of 17 checks passed. Deterministic, no model, same answer every run.
  • pass: Frontmatter block present
  • pass: Frontmatter declares a name
  • pass: Frontmatter declares a description
  • pass: Size between 200 bytes and 200 KB (4036 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

GitHub

ml4t/skills · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_m2ftq7spsgyrdwkz
GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-data-leakage
GET https://markdownregistry.com/api/v1/blob/391956cb6f95a9eaf3d72ea4289290e118500ce2b17878f68dcee7ba01e087ca

Your agent 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.

More from ml4t/skills

AGENTS.md agents
ml4t/skills · AGENTS.md
git:20260901.e8c1b9a · audit A · 19 stars
CLAUDE.md claude
ml4t/skills · CLAUDE.md
git:20260901.c415df0 · audit A · 19 stars
ml4t-agent-governance skill
ml4t/skills · advanced-ai/agent-governance/SKILL.md · Security and governance controls for autonomous financial agents. Use when agents can call tools, read untrusted…
git:20260901.3c85a54 · audit A · 19 stars
ml4t-agent-state-memory skill
ml4t/skills · advanced-ai/agent-state-memory/SKILL.md · Durable agent state, memory, and replay for autonomous research workflows. Use when an agent must resume, audit, or…
git:20260901.c415df0 · audit A · 19 stars
ml4t-agent-tool-contracts skill
ml4t/skills · advanced-ai/agent-tool-contracts/SKILL.md · Typed tool contracts for autonomous research agents. Use when exposing files, search, databases, or execution tools to…
git:20260901.c415df0 · audit A · 19 stars
ml4t-multi-agent-forecasting skill
ml4t/skills · advanced-ai/multi-agent-forecasting/SKILL.md · Multi-agent probability forecasting with diversity, aggregation, and debate controls. Use when combining several agent…
git:20260901.c415df0 · audit A · 19 stars
ml4t-research-operator skill
ml4t/skills · advanced-ai/research-operator/SKILL.md · Thin autonomous research operator pattern for ML4T experiments. Use when an agent should inspect artifacts, read…
git:20260901.c415df0 · audit A · 19 stars
ml4t-cost-model skill
ml4t/skills · backtest/cost-model/SKILL.md · Commission, slippage, and market-impact cost models for realistic strategy simulation. Use when backtesting to ensure…
git:20260901.297789f · audit A · 19 stars
ml4t-rl-execution skill
ml4t/skills · backtest/rl-execution/SKILL.md · Reinforcement learning for trade execution and hedging. Use when optimizing execution algorithms or dynamic hedging…
git:20260901.c415df0 · audit A · 19 stars
ml4t-run-backtest skill
ml4t/skills · backtest/run-backtest/SKILL.md · Event-driven backtesting with realistic order execution, position tracking, and performance measurement. Use when…
git:20260901.c415df0 · audit A · 19 stars
ml4t-sensitivity-analysis skill
ml4t/skills · backtest/sensitivity-analysis/SKILL.md · Test strategy robustness to parameter variation and detect overfitting cliffs. Use when validating that performance is…
git:20260901.85fc79b · audit A · 19 stars
ml4t-tearsheet skill
ml4t/skills · backtest/tearsheet/SKILL.md · Generate comprehensive performance reports from backtest returns. Use when summarizing backtest results for review or…
git:20260901.32123e7 · audit A · 19 stars

Every file in ml4t/skills

Browse by kind, by grade A, or by owner.