corporate-action-adjusted-backtesting SKILL.md skillA
corporate-action-adjusted-backtesting 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/corporate-action-adjusted-backtesting@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/corporate-action-adjusted-backtesting/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 4, 2026
- First version recorded
- Jul 30, 2026
- Size
- 8,970 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a stock split, reverse split or cash dividend puts artificial gaps in a backtest's price history and fabricates signals; builds a CRSP-convention backward-adjusted series for signals while keeping dividend cash accounted separately.
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 Use this skill when a backtest reads historical equity or ETF prices over a window that contains a stock split, reverse split, or cash dividend. Raw venue prices contain artificial gaps at every such event — a 4-for-1 split prints as a 75% overnight crash — so technical indicators computed on them (SMA crossovers, RSI, Bollinger bands, any return series) fire false signals. Adjusted prices fix the signal side and break the execution side: they are not the prices anyone traded at, so sizing orders or debiting cash from them corrupts the portfolio's share count and cash balance. `CorporateActionAdjuster` resolves that by carrying **both** series on every bar. Each `AdjustedBarData` exposes the raw OHLCV as printed by the venue, plus an adjusted OHLCV and the two factors that produced it: - **`caf`** — the price factor. `CAF_t = prod(alpha_E)` over every event with ex-date `E > t`, anchored so the most recent bar has `caf == 1.0`. - **`volume_caf`** — the share-count factor, built from split events only. ## When NOT to Use - **You need a total-return series.** Multiplying prices by `1 - D/P` removes the …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/corporate-action-adjusted-backtesting@sha256:fcd7df80652d6d2fThe 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_nj6uotobjys4edim)
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Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 4, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-04 | d466d60 | 8,970 B | A | view · diff |
| v2.0.0 | 2026-09-03 | 8527a51 | 8,959 B | A | view · diff |
| v2.0.0 | 2026-08-22 | 3ed130d | 9,164 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,423 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,421 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 (8970 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_nj6uotobjys4edim GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/corporate-action-adjusted-backtesting GET https://markdownregistry.com/api/v1/blob/fcd7df80652d6d2fc430ff59b3b70eb01bf9a23fc37ade81b1a58ace4faa53bd
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.