Quality Assurance & Testing
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.
- Publisher / source
- tradermonty/claude-trading-skills (found on skills.sh)
- Upstream record
- tradermonty/claude-trading-skills
- Version
- Version 3
- Published
- Publication review
- Approved for publication
- Content fingerprint
13fd8e02dfc7359a1703ec0935567ae485dedf7cba3b3203942dd826689371c0