signal-decay

signal-decay is a skill for Claude Code, Codex from rgourley/quant-garage. It costs 0 tokens per session (1,111 once invoked), scanned A, original, no licence file.

A research workflow for estimating how long a candidate trading signal remains useful by comparing its rolling information coefficient with later returns over five years and fitting an exponential decay.

In plain words
What is it for?
Use it to study factor decay, measure a candidate signal’s changing relationship with forward returns, and report a fitted decay result.
Why use it?
It helps investigate whether a signal’s predictive value has weakened over time after publication or deployment.

Skill for Claude CodeCodex

Which agent this was written for is unclear — body not stored (licence); the path alone says nothing.

Good fit Use it to study factor decay, measure a candidate signal’s changing relationship with forward returns, and report a fitted decay result.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/rgourley/quant-garage/signal-decay
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 rgourley/quant-garage --skill signal-decay
Clone the repo
git clone --depth 1 https://github.com/rgourley/quant-garage

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 signal-decay

README.md
[![agentmods](https://agentmods.dev/badge/skills/rgourley/quant-garage/signal-decay/github.svg)](https://agentmods.dev/skills/rgourley/quant-garage/signal-decay)
Your own site
<a href="https://agentmods.dev/skills/rgourley/quant-garage/signal-decay"><img src="https://agentmods.dev/badge/skills/rgourley/quant-garage/signal-decay/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 signal-decay

Your own site · 80×15
<a href="https://agentmods.dev/skills/rgourley/quant-garage/signal-decay"><img src="https://agentmods.dev/badge/skills/rgourley/quant-garage/signal-decay.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,111 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 unknown 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 $0.00000 $0.01111
Opus 5 $0.00000 $0.00556
Sonnet 5 $0.00000 $0.00222
Haiku 4.5 $0.00000 $0.00111

Measured 10d ago against content hash 552491a1fe46, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-10, from the pricing page.

Security

Grade A, and why

signal-decay 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 10d 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.

skills/signal-decay/SKILL.md · 106 lines

The source is not reproduced here

A licence we could not identify

The repository carries a LICENSE file, but it is custom or dual enough that GitHub cannot name it and neither can this catalogue. Unknown terms are not permission, so the body is not copied here. Read the licence at the source and decide for yourself.

Read it on GitHub

Files

What ships with it

4 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. 10d ago First seen · 106 lines · 0 tokens per session scan A 552491a1fe46

Subscribe to this mod's changes

signal-decay is a skill published in the GitHub repository rgourley/quant-garage (7 stars, last pushed 1mo ago), with no licence file. It costs nothing until one of its globs matches a file; then it loads 1,111 tokens. 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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