alpharank_validation

A dashboard for checking and comparing AlphaRank investment-model results. It includes model metrics, feature-importance reviews, overfitting checks, and a validation checklist.

In plain words
What is it for?
Use it to view validation scorecards, inspect which inputs matter most, diagnose overfitting, track checks, and compare models.
Why use it?
It puts model quality checks in one place so weak results or signs of overfitting are easier to spot.

Skill for Claude CodeCodex

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.

agentmods
npx agentmods add skills/proxy2021/enso/alpharank_validation
Any agent
npx skills add Proxy2021/Enso --skill alpharank_validation
Clone the repo
git clone --depth 1 https://github.com/Proxy2021/Enso

Made for: Claude Code, Codex.

Per session 41 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 859 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. Scan, not verified.
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 $0.00041 $0.00859
Opus 5 $0.00020 $0.00430
Sonnet 5 $0.00008 $0.00172
Haiku 4.5 $0.00004 $0.00086

Measured 2d ago against content hash 882c913069b9, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

alpharank_validation 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 2d ago.

The scan reads SKILL.md. This mod also ships 6 executable files (executors/checklist.js, executors/compare.js, executors/diagnose.js, …), 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.

server/apps/alpharank_validation/SKILL.md · 51 lines

How it starts

The opening of the file, as written. The whole thing — 51 lines — stays where its author put it; the contents beside it link to each section on GitHub.

AlphaRank validation dashboard: model scorecard with IC/ICIR/PBO/DSR gates, feature importance analysis, overfitting diagnostics, validation checklist tracker, and model comparison

Tool Reference

enso_alpharank_validation_scorecard (primary)

Display AlphaRank model validation scorecard with key metrics (IC, ICIR, PBO, DSR, Sharpe, drawdown) and pass/fail gates for each model horizon M1-M12. Accepts metrics as JSON input or reads from a results file. Use when the user says: 'show validation scorecard', 'model metrics', 'how are my models doing', 'validation dashboard', 'AlphaRank scorecard'.

Parameters:

  • metrics (string): JSON string of model metrics. Each model should have: name, trainIC, testIC, icir, pbo, dsr, sharpe, annualReturn, maxDrawdown. If omitted, reads from state or uses sample data.
  • filePath (string): Path to a JSON results file containing model metrics. Optional.

enso_alpharank_validation_features

View feature importance analysis for AlphaRank models: top features by SHAP/MDI importance, category breakdown, stability scores, and keep/cut recommendations. Accept feature data as JSON input. Use when the user says: 'show feature importance', 'which features matter', 'feature analysis', 'SHAP values'.

Parameters:

  • features (string): JSON string of feature importance data. Each feature should have: name, importance, category, stability, recommendation. If omitted, uses sample data.
  • model (string): Model name to show features for (e.g. 'M1', 'M6'). Defaults to best model.
  • topN (number): Number of top features to display (default: 20)

enso_alpharank_validation_diagnose

Run overfitting diagnostic analysis: train vs test comparison, IC decay curve, rolling IC, degrees of freedom, and LLM-powered recommendation engine. Use when the user says: 'diagnose overfitting', 'why is my model overfitting', 'overfitting analysis', 'train vs test gap'.

Parameters:

  • diagnostics (string): JSON string of diagnostic data including train/test metrics over time. If omitted, uses sample data.
  • model (string): Model name to diagnose (e.g. 'M1', 'M6'). Defaults to worst performing model.

Read the full file on GitHub · 51 lines

Files

What ships with it

8 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. 2d ago First seen · 51 lines · 41 tokens per session scan A 882c913069b9

Subscribe to this mod's changes

alpharank_validation is a skill published in the GitHub repository Proxy2021/Enso (5 stars, last pushed 3mo ago), licensed MIT. It adds 41 tokens to every session and 859 once invoked, about $0.0002 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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