ml4t-continuous-futures SKILL.md skillA
ml4t-continuous-futures 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-continuous-futures@git:20260901.11976fePins git:20260901.11976fe in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
data/continuous-futures/SKILL.md- Versions recorded
- 5
- Latest version
- git:20260901.11976fe, committed Sep 1, 2026
- First version recorded
- Sep 1, 2026
- Size
- 5,194 bytes
- Repository stars
- 41
- License
- Apache-2.0
Build roll-adjusted continuous futures series without artificial price jumps. Use when backtesting futures strategies that span contract rollovers.
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
# Continuous Futures
Naively concatenating front-month futures contracts creates artificial price jumps at each roll, corrupting returns and every feature derived from price levels.
## The Problem
Futures contracts expire. When you roll from the March contract to the June contract, the price can jump $5 overnight - not because the market moved, but because the new contract trades at a different level (contango or backwardation). Concatenating contracts without adjustment produces fake returns of 2-5% at every roll date. A momentum signal built on this series will fire on roll artifacts, not real trends. Over a year with 4-12 rolls, this distortion compounds.
## The Pattern
### WRONG
```python
import polars as pl
# Naive concatenation - price jumps at every roll
contracts = pl.read_parquet("futures_contracts.parquet")
continuous = (
contracts.sort("timestamp")
.group_by("timestamp")
.agg(pl.col("close").first()) # Just take front month
)
# 3-5% fake returns at each quarterly roll
```
### CORRECT
```python
import polars as pl
import numpy as np
def panama_canal_adjust(
front: pl.DataFrame, # timestamp, close: stitched front month
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-continuous-futures@sha256:36d29e98da813ed6The line at the top of this page pins the label git:20260901.11976fe, 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_xw5qgrhezyxdlyn2)
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Versions
The registry has recorded 5 versions of this file, all committed on Sep 1, 2026.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.11976fe latest | 2026-09-01 | 11976fe | 5,194 B | A | view · diff |
| git:20260901.7d7c020 | 2026-09-01 | 7d7c020 | 5,144 B | A | view · diff |
| git:20260901.297789f | 2026-09-01 | 297789f | 5,102 B | A | view · diff |
| git:20260901.cf90cdd | 2026-09-01 | cf90cdd | 4,856 B | A | view · diff |
| git:20260901.c415df0 | 2026-09-01 | c415df0 | 4,783 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 (5194 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_xw5qgrhezyxdlyn2 GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-continuous-futures GET https://markdownregistry.com/api/v1/blob/36d29e98da813ed648b9510eb0775cb929513e2f7feb07c9736066808abdf653
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.