ml4t-run-backtest SKILL.md skillA
ml4t-run-backtest 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-run-backtest@git:20260901.c415df0Pins 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
backtest/run-backtest/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.c415df0, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,094 bytes
- Repository stars
- 41
- License
- Apache-2.0
Event-driven backtesting with realistic order execution, position tracking, and performance measurement. Use when simulating a trading strategy on historical data.
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
# Event-Driven Backtesting
Vectorized backtests hide execution reality. Event-driven simulation processes each bar sequentially, submitting orders that fill at future prices - the only way to model what actually happens when you trade.
## The Problem
Vectorized `positions * returns` backtests assume instant fills at known prices. In reality, you decide to trade on bar _t_ but fill at bar _t+1_. Ignoring this inflates Sharpe by 0.3-0.5 or more for daily strategies. The faster the signal, the larger the gap.
## The Pattern
### WRONG
```python
# Vectorized: signal and fill use the SAME bar's price
signals = compute_signal(prices) # uses close[t]
positions = np.where(signals > 0, 1, 0) # no shift!
returns = prices.pct_change()
strategy_returns = positions * returns # lookahead: traded at price used to decide
sharpe = strategy_returns.mean() / strategy_returns.std() * np.sqrt(252)
```
### CORRECT
```python
import numpy as np
def event_backtest(prices: np.ndarray, signal_fn, cost_bps: float = 10):
"""Minimal event-driven backtest: decide on bar t, fill on bar t+1."""
n = len(prices)
cash, shares = 100_000.0, 0
equity = np.zeros(n)
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-run-backtest@sha256:6c319d68bd8a933aThe 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.
[](https://markdownregistry.com/a/art_wmk2tcncxlkeniuj)
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.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,094 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,110 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 (4094 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_wmk2tcncxlkeniuj GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-run-backtest GET https://markdownregistry.com/api/v1/blob/6c319d68bd8a933a36ba4266f679fc11b08ab0e666d29c41d1e3cfb41af53d91
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.