strategy-bakeoff

strategy-bakeoff is a skill for Claude Code, Codex from austin-starks/Public-Portfolio-Challenge. It costs 98 tokens per session (1,105 once invoked), scanned A, original, MIT.

A process for comparing several different trading strategy families and narrowing them to candidates that pass out-of-sample testing. The search stage ranks ideas, while a separate walk-forward certification stage decides whether any can be deployed.

In plain words
What is it for?
Use it to screen strategy ideas, run required parameter searches, promote candidates, and certify them with walk-forward tests.
Why use it?
It prevents quick backtests from being treated as proof and requires multiple genuinely different approaches to be tested before declaring failure.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Use it to screen strategy ideas, run required parameter searches, promote candidates, and certify them with walk-forward tests.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/austin-starks/public-portfolio-challenge/strategy-bakeoff
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add austin-starks/Public-Portfolio-Challenge --skill strategy-bakeoff
Clone the repo
git clone --depth 1 https://github.com/austin-starks/Public-Portfolio-Challenge

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for strategy-bakeoff

README.md
[![agentmods](https://agentmods.dev/badge/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff/github.svg)](https://agentmods.dev/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff)
Your own site
<a href="https://agentmods.dev/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff"><img src="https://agentmods.dev/badge/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for strategy-bakeoff

Your own site · 80×15
<a href="https://agentmods.dev/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff"><img src="https://agentmods.dev/badge/skills/austin-starks/public-portfolio-challenge/strategy-bakeoff.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 98 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,105 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00098 $0.01105
Opus 5 $0.00049 $0.00553
Sonnet 5 $0.00020 $0.00221
Haiku 4.5 $0.00010 $0.00111

Measured 11d ago against content hash 1dc332650c71, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-11, from the pricing page.

Security

Grade A, and why

strategy-bakeoff scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 11d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (install.sh), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

skills/strategy-bakeoff/SKILL.md · 80 lines

How it starts

The opening of the file, as written. The whole thing — 80 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Multi-Family Strategy Bakeoff

A two-layer SEARCH → CERTIFY funnel with a mandated minimum body of work. The central rule: a verdict is FORBIDDEN from the search layer. Only walk-forward certification (walk-forward-oos) can end the campaign.

Two tools, two jobs

  • SEARCH layer (cheap): backtest_portfolio, create_portfolio_variant, optimize_portfolio, systematic_sweep. It may only KILL or PROMOTE an idea into certification. It outputs "a ranked set of SEEDS" and may never issue a verdict.
  • CERTIFY layer (workhorse): walk-forward sweep certification on promoted seeds. Only this layer can conclude PASS / FAIL or "no deployable winner."

systematic_sweep over the deployment × structure × DTE × delta grid is mandatory in the search layer before any neighborhood is declared dead.

The mandated minimum body

  • ≥ 3 distinct mechanism families certified before any "no winner" verdict. Genuinely different mechanisms, not three tweaks of one family. Family menu (pick ≥3): (a) momentum long calls/verticals; (b) regime-switch long/flat; (c) defined-credit / short-premium (earns in flat/down tape); (d) calendar / diagonal time-spreads; (e) protective-collar or put-spread-financed longs.
  • Up to 3 certification attempts per family (re-sweep from a CLEAN seed with refined gene_intents, deeper grid, or wider validation) before a family is "exhausted."
  • Realistic total: ~3–9 sweep certifications, plus the incumbent certified as a seed.
  • Each sweep non-trivial: ≥3 gene_intents axes × ≥3 values each (see sweep-reoptimization for the exact field mappings). A 1-axis or 2-value sweep does NOT qualify.

Per-family certification ledger (required)

Log this table in the run log — a family with no ledger row was NOT explored:

| Family | Seed id | get_sweep_surface ✓ | gene_intents axes | Study id | crossFoldRobustSelection key | Assembled book id | Per-fold OOS gate result | PROMOTE / KILL (reason) |

Read the full file on GitHub · 80 lines

Files

What ships with it

3 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 11d ago First seen · 80 lines · 98 tokens per session scan A 1dc332650c71

Subscribe to this mod's changes

strategy-bakeoff is a skill published in the GitHub repository austin-starks/Public-Portfolio-Challenge (44 stars, last pushed 3d ago), licensed MIT. It adds 98 tokens to every session and 1,105 once invoked, about $0.0005 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-30.

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