backtesting-ml-models-against-transaction-costs SKILL.md skillA
backtesting-ml-models-against-transaction-costs 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/backtesting-ml-models-against-transaction-costs@v1.1.0Pins v1.1.0 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/backtesting-ml-models-against-transaction-costs/SKILL.md- Versions recorded
- 5
- Latest version
- v1.1.0, committed Sep 3, 2026
- First version recorded
- Jul 25, 2026
- Size
- 7,102 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when an ML model flips its prediction on nearly every bar and its Sharpe depends on that turnover; applies per-turnover cost charges and confidence thresholding before the strategy is judged. Order-level cost attribution is transaction-cost-analysis-tca-integration.
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 Machine learning models inherently generate highly active signals (e.g., changing predictions from slightly positive to slightly negative on every bar). Without strict Transaction Cost Analysis (TCA) and confidence thresholding, these models achieve massive theoretical Sharpe ratios that instantly collapse in live trading due to **Turnover Drag**. Invoke this skill to evaluate ML model predictions against realistic slippage and commission models, filtering out low-confidence trades that do not cover their own execution costs. ## When NOT to Use - **Order-level cost attribution.** This skill models cost as a flat bps charge per unit of turnover. To decompose realised shortfall into delay, spread, and market impact, use `transaction-cost-analysis-tca-integration`. - **Size-dependent impact.** The flat-rate model has no ADV or participation term, so it will understate cost for orders that are large relative to available liquidity. Pair it with `liquidity-adjusted-position-sizing` and `strategy-capacity-estimation-before-scaling-capital` before scaling capital. …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/backtesting-ml-models-against-transaction-costs@sha256:ff73dd70968989a4The line at the top of this page pins the label v1.1.0, 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_wcdxwbkhrocvmn2u)
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Versions
The registry has recorded 5 versions of this file, between Jul 25, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.1.0 latest | 2026-09-03 | 8527a51 | 7,102 B | A | view · diff |
| v1.1.0 | 2026-08-13 | 097e217 | 7,056 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 2,967 B | A | view · diff |
| v1.0 | 2026-07-30 | dfc60c7 | 2,965 B | A | view · diff |
| v1.0 | 2026-07-25 | 777afdb | 2,975 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 (7102 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_wcdxwbkhrocvmn2u GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/backtesting-ml-models-against-transaction-costs GET https://markdownregistry.com/api/v1/blob/ff73dd70968989a438513525e2875e55a91cd248ed16e663dedb4e1b0d0edad7
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.