ml4t-sensitivity-analysis SKILL.md skillA
ml4t-sensitivity-analysis 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-sensitivity-analysis@git:20260901.85fc79bPins git:20260901.85fc79b in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
backtest/sensitivity-analysis/SKILL.md- Versions recorded
- 3
- Latest version
- git:20260901.85fc79b, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,987 bytes
- Repository stars
- 41
- License
- Apache-2.0
Test strategy robustness to parameter variation and detect overfitting cliffs. Use when validating that performance is stable across parameter perturbations.
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
# Parameter Sensitivity Analysis
A strategy optimized to Sharpe 2.0 at lookback=21 that drops to 0.3 at lookback=20 or lookback=22 is not a strategy - it is a curve fit. Sensitivity analysis sweeps parameters to verify that performance is stable across a neighborhood, not balanced on a knife edge.
## The Problem
Single-parameter backtests find the best setting. But the best setting may be a statistical fluke - one data point away from failure. If small perturbations in entry threshold, lookback period, or position sizing cause large performance swings, the parameters are overfit. You need to see the performance surface, not just its peak.
## The Pattern
### WRONG
```python
import numpy as np
# Optimize one parameter, report the best - classic overfitting
best_sharpe, best_lookback = -np.inf, None
for lookback in range(5, 60):
ret = run_strategy(prices, lookback=lookback)
sr = ret.mean() / ret.std() * np.sqrt(252)
if sr > best_sharpe:
best_sharpe, best_lookback = sr, lookback
print(f"Best: lookback={best_lookback}, Sharpe={best_sharpe:.2f}") # overstated
```
### CORRECT
```python
import itertools
import numpy as np
import polars as pl
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-sensitivity-analysis@sha256:a90f8df8edc8555aThe line at the top of this page pins the label git:20260901.85fc79b, 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_oamfhphhqxuw66ml)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 3 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 48 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.85fc79b latest | 2026-09-01 | 85fc79b | 4,987 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,920 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,932 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 (4987 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_oamfhphhqxuw66ml GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-sensitivity-analysis GET https://markdownregistry.com/api/v1/blob/a90f8df8edc8555a7643b9dfc5354f784322d18c77bce7b11626003f689e2fb7
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.