AC residual-edge-analyzer
Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime breakdowns. Use when evaluating whether backtest, out-of-sample, or live returns contain independent alpha beyond market, equal-weight, momentum, sector, or user-supplied factor returns; when explaining whether a drawdown came from baseline exposure or strategy-specific behavior; or when a strategy needs an attribution quality gate after backtesting. Do not use for holdings-based Brinson attribution, feature-level Shapley explanations, or analysis from summary metrics without a dated return series.
Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability…
As a process C 55/100 · Has gaps — weak spots: result and completion, failures and branches, running it twice
How to improve
- Your own cases (evals/evals.json, 4–6 real requests with expected answers): the full check would then run those instead of a model-drafted suite.
- A spec.yaml with trigger phrases and assertions — a behaviour contract for CI; `skilltest init` writes a template.
Guard findings · 0
✓ No critical or high findings
Files scanned: 8. Evidence is masked. Grey chips explain why severity was lowered.
Against the Agent Skills spec
✓ No remarks against the Agent Skills spec
Process rating: all ten parameters 55/100
- 0Result and completion. Does not say what the result is
- 0Failures and branches. Linear process with no failure handling
- 0Progress reporting. Says nothing while it works
- 30Running it twice. 3 mutating operations with no state check
- 50When it triggers. No condition that starts the skill
- 60Tools and files. Uses tools (web, python) that frontmatter does not declare
- 70Inputs and preconditions. Inputs and preconditions are listed
- 100Steps. 36 steps
- 100Consistency. Name and required fields are in place
- 100Execution cost. Instruction body is 1302 tokens
Everything here is measured from the skill text rather than judged by a model, so the numbers are checkable. A parameter weighs more when it is a more common reason for the process to stall.
Quality signals
- +5Description has no quoted example phrases that should trigger the skill
- +3Output format is not stated: the model decides each time
- +1No license
- +2Single-language instructions
- +4Description says when NOT to use the skill
- +3Description length 700: enough signal without eating the budget
- +4Structure: 11 headings
- +3Step-by-step instructions: 36 items
- +4Has examples (1 code blocks)
- +4Reference files are cited in the instructions (2 of 2)
- +3All 1 scripts are documented
Quality base 70; lint remarks subtract, signals add up to 100. Result: 95.