ml4t-regime-features skillA
ml4t-regime-features is agent-read markdown (skill) from ml4t/skills: Features capturing market regime - volatility state, trend strength, and liquidity conditions. Use when building regime-aware models or conditioning on changing market environments..
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
# Regime Features
Momentum works in trending markets, mean-reversion in range-bound ones. Instead of manually switching strategies, feed regime indicators as features and let the model learn when each signal works.
## The Problem
Models trained on pooled data learn average relationships. If momentum has IC of +0.08 in trends and -0.04 in mean-reverting regimes, the pooled IC is near zero. Regime features let the model condition on the current environment rather than averaging across all of them.
## The Pattern
### WRONG
```python
import polars as pl
# Raw VIX level - non-stationary, scale-dependent, model cannot generalize
features = df.with_columns(regime_vix=pl.col("vix"))
```
### CORRECT
```python
import polars as pl
# Rolling-ranked regime indicator - stationary, bounded [0, 1]
features = df.sort("timestamp").with_columns(
regime_vix_pctl=(
pl.col("vix") - pl.col("vix").rolling_min(window_size=1260).shift(1) # 1260 ≈ 5 trading years
) / (
pl.col("vix").rolling_max(window_size=1260).shift(1)
- pl.col("vix").rolling_min(window_size=1260).shift(1)
),
regime_vol_zscore=(
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-regime-features@git:20260901.c415df0mdr add ml4t/skills/ml4t-regime-features@sha256:894269ad617eb817Pin 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_xh57ecybyxj3z6tq)
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Versions
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 3,996 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,012 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 (3996 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_xh57ecybyxj3z6tq GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-regime-features GET https://markdownregistry.com/api/v1/blob/894269ad617eb817a7c2769d116b0bc1e9af024829806fc13d8d3c9a83327fbd
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