residual-edge-analyzer

residual-edge-analyzer is a skill for Codex from tradermonty/claude-trading-skills. It costs 133 tokens per session (1,235 once invoked), scanned A, original, MIT.

A statistical analysis tool that tests whether a strategy's returns contain value beyond selected baseline investments. It uses actual period-by-period returns to compare performance, examine stability over time, test alternative baselines, and review different market periods.

In plain words
What is it for?
Use it after backtesting or during live-performance review with a CSV of strategy and baseline returns. It produces an auditable data file and a short report, without changing trades.
Why use it?
A backtest can look good simply because it follows broad market exposure. This tool helps check whether the strategy appears to add independent value rather than just repeat a benchmark's movements.

Skill for Codex

Written for Codex: agents/openai.yaml present.

Good fit Use it after backtesting or during live-performance review with a CSV of strategy and baseline returns. It produces an auditable data file and a short report, without changing trades.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/tradermonty/claude-trading-skills/residual-edge-analyzer
About the project

Claude Trading Skills is a collection of Claude Code workflows for individual investors who want structured market analysis, charting, economic-calendar review, screening, trade planning, journaling, and risk management. It is designed for people using long-term investing, ETFs, dividend stocks, and disciplined swing trading, and the catalogue entries package these workflows as skills, agents, commands, settings, and instructions.

tradermonty/claude-trading-skills · 3,403 stars · on GitHub · tradermonty.github.io

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 tradermonty/claude-trading-skills --skill residual-edge-analyzer
Clone the repo
git clone --depth 1 https://github.com/tradermonty/claude-trading-skills

Made for: 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 residual-edge-analyzer

README.md
[![agentmods](https://agentmods.dev/badge/skills/tradermonty/claude-trading-skills/residual-edge-analyzer/github.svg)](https://agentmods.dev/skills/tradermonty/claude-trading-skills/residual-edge-analyzer)
Your own site
<a href="https://agentmods.dev/skills/tradermonty/claude-trading-skills/residual-edge-analyzer"><img src="https://agentmods.dev/badge/skills/tradermonty/claude-trading-skills/residual-edge-analyzer/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 residual-edge-analyzer

Your own site · 80×15
<a href="https://agentmods.dev/skills/tradermonty/claude-trading-skills/residual-edge-analyzer"><img src="https://agentmods.dev/badge/skills/tradermonty/claude-trading-skills/residual-edge-analyzer.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 133 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,235 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
  • Socket pass 26 Sept 2026
  • Snyk pass 26 Sept 2026
  • 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 $0.00133 $0.01235
Opus 5.5 $0.00053 $0.00494
Sonnet 5.5 $0.00027 $0.00247
Haiku 4.5 $0.00013 $0.00123

Measured 1mo ago against content hash 13fd8e02dfc7, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

residual-edge-analyzer 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 1mo ago.

The scan reads SKILL.md. This mod also ships 3 executable files (scripts/analyze_residual_edge.py, scripts/tests/conftest.py, scripts/tests/test_analyze_residual_edge.py), 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/residual-edge-analyzer/SKILL.md · 127 lines

How it starts

The opening of the file, as written. The whole thing — 127 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Residual Edge Analyzer

Overview

Test whether a strategy's apparent performance survives explicit comparison with predeclared baseline return series. Produce an auditable JSON artifact and a concise Markdown report without fetching data or changing trading exposure.

Treat this as a falsification gate after backtest-expert, not as trade authorization.

Prerequisites

  • Use Python 3.9+.
  • Prepare one CSV containing an ISO date, strategy return, and every baseline return on the same row.
  • Prepare a JSON specification following the input contract.
  • Supply actual period returns. Do not substitute CAGR, Sharpe, cumulative P&L, or other summary metrics.

Workflow

1. Define the question before inspecting results

State the claimed independent edge in one sentence. Select a primary baseline that is a plausible simple copy of the strategy, then select at least one alternate baseline model.

Record these declarations in the config:

  • baseline_selection: predeclared
  • strategy_return_basis and baseline_return_basis: both gross or both net
  • analysis_scope: out_of_sample, live, or in_sample
  • universe_data: point_in_time, current_constituents, or not_applicable

Every declaration is mandatory for a decision-grade verdict. Omitting one is treated as undeclared, not as benign, and drops the report to REVIEW_REQUIRED. not_applicable exists so that a baseline with no universe membership can be declared explicitly rather than left blank.

Do not choose a baseline because it gives the preferred residual result.

2. Validate the return-series contract

Require:

  • unique ISO dates;
  • finite numeric returns greater than -100%;
  • identical frequency and cost basis across strategy and baselines;
  • point-in-time membership for same-universe equal-weight or momentum baselines;
  • regime labels defined independently of the loss periods being explained.

Read the full file on GitHub · 127 lines

Files

What ships with it

7 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. 1mo ago Changed 13fd8e02dfc7
  2. 1mo ago First seen · 127 lines · 133 tokens per session scan A fc5a10133672

Subscribe to this mod's changes

residual-edge-analyzer is a skill published in the GitHub repository tradermonty/claude-trading-skills (3,403 stars, last pushed 2d ago), licensed MIT. It adds 133 tokens to every session and 1,235 once invoked, about $0.0005 per session on Opus 5.5. 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 2026-09-03.

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