Public-Portfolio-Challenge / walk-forward-oos
AGENTS.md82 starsChanged 3 months agoMITView on GitHub
Run and read a NexusTrade walk-forward out-of-sample study — the certification engine behind the Public Portfolio Challenge. Use when certifying a fixed portfolio (backtest_only) or re-optimizing one (sweep), when setting fold_count / anchored / validation / embargo params, when monitoring a run_walk_forward_study to completion, when reading per-fold OOS returns/Sortino/drawdown, or when a variant's fold calendar needs calendar-alignment against a base control. Invoke with the NexusTrade MCP connected. Invoke with /walk-forward-oos, or let it auto-activate when a task matches the description…
In this repository23 other files it gives its agents.
- skills/alt-data-indicators/AGENTS.mdAGENTS.md
- skills/breadth-audit/AGENTS.mdAGENTS.md
- skills/bug-protocol/AGENTS.mdAGENTS.md
- skills/deploy-gate/AGENTS.mdAGENTS.md
- skills/engine-sanity/AGENTS.mdAGENTS.md
- skills/lockbox-holdout/AGENTS.mdAGENTS.md
- skills/options-structure-rules/AGENTS.mdAGENTS.md
- skills/portfolio-certification/AGENTS.mdAGENTS.md
- skills/run-episode/AGENTS.mdAGENTS.md
- skills/strategy-bakeoff/AGENTS.mdAGENTS.md
- skills/sweep-reoptimization/AGENTS.mdAGENTS.md
- alt-data-indicatorsSkill
- breadth-auditSkill
- bug-protocolSkill
- deploy-gateSkill
- engine-sanitySkill
- lockbox-holdoutSkill
- options-structure-rulesSkill
- portfolio-certificationSkill
- run-episodeSkill
- strategy-bakeoffSkill
- sweep-reoptimizationSkill
- walk-forward-oosSkill
The file
Files
walk-forward-oos
Run and read a NexusTrade walk-forward out-of-sample study — the certification engine behind the Public Portfolio Challenge. Use when certifying a fixed portfolio (backtest_only) or re-optimizing one (sweep), when setting fold_count / anchored / validation / embargo params, when monitoring a run_walk_forward_study to completion, when reading per-fold OOS returns/Sortino/drawdown, or when a variant's fold calendar needs calendar-alignment against a base control. Invoke with the NexusTrade MCP connected.
Activation
Invoke with /walk-forward-oos, or let it auto-activate when a task matches the description above.
This is a SKILL.md skill on the open Agent Skills standard — Claude Code, Codex CLI,
Cursor, Gemini CLI, GitHub Copilot and ~15 other tools read it (natively or via the
install.sh adapter).
Usage
See SKILL.md for the full workflow, triggers, hard constraints, and detail. Reference material (if any) lives in references/.
Requirements
The NexusTrade MCP server must be connected — this skill drives NexusTrade's deterministic backtest/certification/compute tools (deferred; load schemas via ToolSearch).
Part of
The Public Portfolio Challenge skills library — a functional decomposition of the Episode 10 certification runbooks. See the library index at ../README.md.
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