ml4t-point-in-time SKILL.md skillA

ml4t-point-in-time from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.

Install it, pinned
mdr add ml4t/skills/ml4t-point-in-time@git:20260901.c415df0

Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.

Audit grade
A, 17 of 17 checks passed
Kind
SKILL.md skill
Repository
ml4t/skills
Path
concepts/point-in-time/SKILL.md
Versions recorded
2
Latest version
git:20260901.c415df0, committed Sep 1, 2026
First version recorded
May 28, 2026
Size
4,174 bytes
Repository stars
41
License
Apache-2.0

Ensure data reflects what was known at each decision point, not revised or restated values. Use when joining fundamental, macro, or alternative data to price series.

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

# Point-in-Time Correctness

Joining data by event date instead of availability date uses information that did not exist yet, inflating backtest returns by 1-3% annually on fundamental strategies.

## The Problem

Fundamental data has two timestamps: when the economic event occurred (quarter-end) and when the data became publicly available (SEC filing date, press release, data vendor publication). Using the event date treats revised, delayed, or embargoed data as if it were available in real time.

Example: Apple's Q4 2024 revenue (period ending Dec 31) is filed with the SEC on Jan 31, 2025. A model that joins revenue on Dec 31 uses data 31 days before it existed.

Macro data has the same problem: GDP is released ~30 days after quarter-end and revised two to three times over the following months.

## The Pattern

### WRONG

```python
import polars as pl

# Join fundamentals on the quarter they describe
prices = pl.read_parquet("prices.parquet")
fundamentals = pl.read_parquet("fundamentals.parquet")

df = prices.join(
    fundamentals,
    left_on=["symbol", "timestamp"],
    right_on=["symbol", "quarter_end"],    # uses event date
    how="left",
)
```

### CORRECT

```python
…

Read the whole file at its exact version.

How to install

The exact contents, by fingerprint
mdr add ml4t/skills/ml4t-point-in-time@sha256:cff8e72b709d54be

The line at the top of this page pins the label git:20260901.c415df0, 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.

Badge

mdr badge

[![mdr](https://markdownregistry.com/badge/art_uvuoqpf3besgpi7w.svg)](https://markdownregistry.com/a/art_uvuoqpf3besgpi7w)

2 badge image fetches in 30 days. What the badge shows.

Versions

The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.

versioncommittedcommitsizeaudit
git:20260901.c415df0 latest2026-09-01 c415df0 4,174 BA view · diff
git:20260528.303089e2026-05-28 303089e 4,175 BA view

Audit of the latest version

A  17 of 17 checks passed. Fixed automatic checks with no AI involved, so the same checks give the 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 (4174 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 · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main

API

GET https://markdownregistry.com/api/v1/artifacts/art_uvuoqpf3besgpi7w
GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-point-in-time
GET https://markdownregistry.com/api/v1/blob/cff8e72b709d54bed7bbc1edc3387fafa6a8a4191326cd1844ff6dd65c9be697

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.

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