eval-model

What problem does it solve?

This Skill automates the process of evaluating machine learning model performance, providing detailed metrics and comparisons to ensure model quality and identify optimal models.

Core Features & Use Cases

• Model Evaluation: Assess a specific model's performance on test data using a comprehensive set of metrics.
• Model Comparison: Directly compare the performance of two or more models side-by-side.
• Backtesting & Walk-Forward Validation: Perform rigorous historical simulations to understand model behavior under different market conditions.
• Use Case: After training multiple trading strategy models, use this Skill to evaluate their historical performance, compare their risk-adjusted returns, and select the best-performing model for deployment.

Quick Start

Use the eval-model skill to evaluate the model located at models/tsmom_latest.pt.