ensemble-signal-combination-without-overfitting SKILL.md skillA
ensemble-signal-combination-without-overfitting 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/ensemble-signal-combination-without-overfitting@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/ensemble-signal-combination-without-overfitting/SKILL.md- Versions recorded
- 5
- Latest version
- v2.0.0, committed Sep 3, 2026
- First version recorded
- Jul 24, 2026
- Size
- 8,314 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when combining several alpha signals or sub-models into one score and unconstrained regression would produce extreme offsetting weights; causal normalisation, non-negative weights, 1/N shrinkage and inverse forecast-error-variance weighting.
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 Invoke this whenever combining alpha signals from multiple sub-models (such as momentum, mean-reversion, order-flow imbalance, and sentiment indicators). Unconstrained optimization (such as standard OLS regression) creates extreme positive and negative weights that overfit to historical noise and produce catastrophic out-of-sample losses. Signal $Z$-score normalization, Non-Negative Least Squares (NNLS) weight constraints ($w_i \ge 0$), and shrinkage toward equal weighting ($1/N$) are what keep the combined signal stable out of sample. ## When NOT to Use - **Fewer than three sub-models.** With $N \le 2$ a $0.40$ weight cap is infeasible (no vector summing to $1$ can keep every weight below $1/N$), so the cap collapses the result to equal weighting. Use `EQUAL_WEIGHT` explicitly instead of pretending to optimize. - **Short history.** Fitting $N$ weights needs more than $N$ observations, and in practice far more. Run `EQUAL_WEIGHT` until enough history accumulates rather than fitting on a handful of bars. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/ensemble-signal-combination-without-overfitting@sha256:8b2396c6451eee90The 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_v7ogzif2yi64ylvb)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 24, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v2.0.0 latest | 2026-09-03 | 8527a51 | 8,314 B | A | view · diff |
| v2.0.0 | 2026-08-25 | 7e72405 | 8,303 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,666 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 3,664 B | A | view · diff |
| v1.0 | 2026-07-24 | 4c03631 | 3,676 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 (8314 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_v7ogzif2yi64ylvb GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/ensemble-signal-combination-without-overfitting GET https://markdownregistry.com/api/v1/blob/8b2396c6451eee90477e6396b9f8af00711a0f3e0c6f8b3b1f3deb24396de6e1
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.