ml4t-stress-test skillA
ml4t-stress-test is agent-read markdown (skill) from ml4t/skills: Test portfolios against historical crises and hypothetical shocks. Use when quantifying tail risk before deployment or during risk reviews..
Indexed from public GitHub and served as immutable, content-addressed versions. Install it pinned to an exact SHA-256 with the mdr CLI, and every file is verified against the hash recorded here before it reaches your agent. The deterministic audit below grades the latest version, and the same file always earns the same grade.
What the file says
# Stress Testing
A strategy backtested on 2015-2023 has never seen a regime where equities and bonds fall simultaneously. Without stress testing against 2008, 2020, and 2022, you are implicitly betting that those regimes will not recur.
## The Problem
Backtests cover only the historical sample, which may exclude the scenarios most relevant to survival. A momentum strategy backtested from 2010 onward has never experienced the 2009 momentum crash (-46% in one month). Stress testing applies known crisis scenarios and hypothetical shocks to the current portfolio, revealing exposures that summary statistics hide. This is not optional - it is how you discover that your "diversified" portfolio has a hidden correlation spike that produces a -30% month.
## The Pattern
### WRONG
```python
import numpy as np
# Only looks at backtest period (2016-2023) - misses major crises
returns = backtest_returns # 2016-2023 daily
max_loss = returns.min()
print(f"Worst day: {max_loss:.1%}") # -3.2%, looks safe
# But GFC 2008 would have been -15% in a single week for this portfolio
```
### CORRECT
```python
import numpy as np
# Define crisis scenarios as asset-class shocks
SCENARIOS = {
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-stress-test@git:20260901.c415df0mdr add ml4t/skills/ml4t-stress-test@sha256:0968b4f57c208a55Pin to a label to follow the author's releases, or to a sha256 to freeze the exact bytes forever. Either way the resolved hash is written to mdr.lock, and mdr install reproduces it on any machine.
[](https://markdownregistry.com/a/art_wddattzdwlmsojok)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,254 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,262 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 (4254 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 · 19 stars · license Apache-2.0 · pushed 2026-09-24 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_wddattzdwlmsojok GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-stress-test GET https://markdownregistry.com/api/v1/blob/0968b4f57c208a554f964e423e163f74c716624ec6c9d7c28d1ca45a31eb1b0e
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