sieve

sieve is a skill for Claude Code from MangroveTechnologies/mangrove-agent. It costs 194 tokens per session (2,476 once invoked), scanned A, original, MIT.

A screening tool for trading strategies that predicts which candidates are worth backtesting, using past strategy results.

In plain words
What is it for?
Use it to reject strategies predicted to produce no trades and rank the remaining candidates by their predicted outcome before running backtests.
Why use it?
A backtest runs a strategy against historical market data and can take time, so screening can remove candidates likely to produce no trades or poor results before testing.

Skill for Claude Code

Written for Claude Code: installed under .claude/.

Good fit Use it to reject strategies predicted to produce no trades and rank the remaining candidates by their predicted outcome before running backtests.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/mangrovetechnologies/mangrove-agent/sieve
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 MangroveTechnologies/mangrove-agent --skill sieve
Clone the repo
git clone --depth 1 https://github.com/MangroveTechnologies/mangrove-agent

Made for: Claude Code.

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 sieve

README.md
[![agentmods](https://agentmods.dev/badge/skills/mangrovetechnologies/mangrove-agent/sieve.svg)](https://agentmods.dev/skills/mangrovetechnologies/mangrove-agent/sieve)
Your own site
<a href="https://agentmods.dev/skills/mangrovetechnologies/mangrove-agent/sieve"><img src="https://agentmods.dev/badge/skills/mangrovetechnologies/mangrove-agent/sieve.svg" alt="Measured on agentmods" height="20"></a>
Per session 194 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 2,476 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.
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 $0.00194 $0.02476
Opus 5 $0.00097 $0.01238
Sonnet 5 $0.00039 $0.00495
Haiku 4.5 $0.00019 $0.00248

Measured 8d ago against content hash ab98ed989c65, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

sieve 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 8d ago.

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.

.claude/skills/sieve/SKILL.md · 210 lines

How it starts

The opening of the file, as written. The whole thing — 210 lines — stays where its author put it; the contents beside it link to each section on GitHub.

SIEVE Skill

This skill exists because a backtest is expensive and most strategies fail it. A single Oracle backtest takes 30–120s on a multi-month window, and roughly 5 of every 6 candidate strategies fail — they never fire a trade, or they wash, or they lose. Paying for 99 backtests to find the 1 good one is wasteful.

SIEVE ("Strategy Indicator Embeddings with Value Estimation") is a classifier trained on 1.24M historical Mangrove sweep runs. It scores a candidate in milliseconds and returns two things:

  • binary (2-class){p_no_trades, p_trades}. The go/no-go gate: if SIEVE thinks the strategy will never fire on real data, you skip the backtest entirely. (This is the same head the /sweep engine uses as its inline pre-filter — but that's a different mechanism; see below.)
  • four_class{losing, no_trades, wash, winning}. A softmax over outcomes. Rank survivors by P(winning) to order the shortlist.

Use both heads: binary to drop the dead, 4-class to rank what's left.

SIEVE is a SCREEN, not a verdict. Both heads are cheap predictions over an aggregate of millions of runs — they tell you what's worth paying to backtest, never whether a strategy is actually good. Only a real backtest decides. A 99-candidate screen compresses to ~5 backtests: same signal quality at ~10% of the cost (see Prohibited).

Two different SIEVE uses — don't confuse them:

  • This skill = offline screen of a fixed shortlist via the sieve_score endpoint (≤99 per call), then hand survivors to a backtest.
  • /sweep's pre-filter = the binary head running inside the engine during a parameter search, skipping dead configs as they're generated. That's part of /sweep, not this skill — and it never uses the 4-class head.

Trigger

Activate when the user:

  • Has many candidate strategies and asks which to test ("score these", "which of these is worth backtesting", "rank these")
  • Wants to explore parameter variations cheaply ("try 50 variations of my MACD strategy and tell me the good ones")
  • Just produced a candidate set via /create-strategy (autonomous mode emits N candidates) or /custom-signal and needs to prune before backtesting
  • Asks to "pre-filter", "screen", or "narrow down" strategies

Read the full file on GitHub · 210 lines

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. 8d ago First seen · 210 lines · 194 tokens per session scan A ab98ed989c65

Subscribe to this mod's changes

sieve is a skill published in the GitHub repository MangroveTechnologies/mangrove-agent (5 stars, last pushed 1mo ago), licensed MIT. It adds 194 tokens to every session and 2,476 once invoked, about $0.0010 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 2026-08-31.

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