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0.0887, "ic_120d_mean": 0.0166, "ic_120d_std": 0.0739, "ic_120d_current": 0.0712, "ic_120d_ir": 0.2243, "ic_120d_recent30": 0.0404, "hit_rate_full": 0.5173, "hit_rate_60d": 0.5333, "activity_rate": 0.9966, "signal_mean": 0.1428, "signal_std": 0.8274, "signal_mean_60d": -0.1135, "weight": 0.11, "standalone_sharpe": 0.5, "sharpe_60d": 1.68, "ic_trend_slope": 0.0568 }, "DOW": { "ic_full": -0.0119, "ic_20d_mean": -0.0088, "ic_20d_std": 0.1958, "ic_20d_current": -0.111, "ic_20d_ir": -0.045, "ic_20d_recent30": 0.0159, "ic_40d_mean": -0.0096, "ic_40d_std": 0.134, "ic_40d_current": 0.004, "ic_40d_ir": -0.0718, "ic_40d_recent30": 0.0423, "ic_60d_mean": -0.01, "ic_60d_std": 0.1019, "ic_60d_current": 0.0041, "ic_60d_ir": -0.0983, "ic_60d_recent30": -0.011, "ic_120d_mean": -0.0084, "ic_120d_std": 0.063, "ic_120d_current": -0.0576, "ic_120d_ir": -0.1327, "ic_120d_recent30": -0.055, "hit_rate_full": 0.4848, "hit_rate_60d": 0.4167, "activity_rate": 0.3935, "signal_mean": 0.0265, "signal_std": 0.3774, "signal_mean_60d": 0.02, "weight": 0.02, "standalone_sharpe": -0.22, "sharpe_60d": 0.02, "ic_trend_slope": 0.0774 }, "GapFade": { "ic_full": -0.0706, "ic_20d_mean": 0.02, "ic_20d_std": 0.2745, "ic_20d_current": 0.4703, "ic_20d_ir": 0.0728, "ic_20d_recent30": 0.0725, "ic_40d_mean": -0.0016, "ic_40d_std": 0.1949, "ic_40d_current": 0.2753, "ic_40d_ir": -0.0083, "ic_40d_recent30": -0.1481, "ic_60d_mean": -0.0151, "ic_60d_std": 0.1519, "ic_60d_current": 0.0069, "ic_60d_ir": -0.0994, "ic_60d_recent30": -0.126, "ic_120d_mean": -0.0648, "ic_120d_std": 0.1011, "ic_120d_current": 0.0071, "ic_120d_ir": -0.6415, "ic_120d_recent30": -0.0191, "hit_rate_full": 0.5179, "hit_rate_60d": 0.5167, "activity_rate": 0.7943, "signal_mean": -0.0526, "signal_std": 0.6195, "signal_mean_60d": -0.0723, "weight": 0.09, "standalone_sharpe": -0.94, "sharpe_60d": -0.03, "ic_trend_slope": -0.2025 }, "VIX_TS": { "ic_full": 0.0702, "ic_20d_mean": 0.1598, "ic_20d_std": 0.2255, "ic_20d_current": 0.1657, "ic_20d_ir": 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"ic_120d_current": 0.1847, "ic_120d_ir": 2.0408, "ic_120d_recent30": 0.1332, "hit_rate_full": 0.5091, "hit_rate_60d": 0.4833, "activity_rate": 0.9752, "signal_mean": -0.0142, "signal_std": 0.3831, "signal_mean_60d": -0.0414, "weight": 0.25, "standalone_sharpe": 1.27, "sharpe_60d": 2.78, "ic_trend_slope": 0.1868 } }, "alerts": [ { "signal": "DeltaDiv", "severity": "CRITICAL", "type": "SHARPE_COLLAPSE", "message": "DeltaDiv Sharpe collapsed: full=1.72 \u2192 60d=-1.15", "weight": 0.3, "value": -1.15 }, { "signal": "GapFade", "severity": "CRITICAL", "type": "IC_DECAY", "message": "GapFade rolling 60d IC = -0.407 (below -0.1)", "weight": 0.0, "value": -0.4075 }, { "signal": "GapFade", "severity": "CRITICAL", "type": "LOW_HIT_RATE", "message": "GapFade 60d hit rate = 35.0% (below 45%)", "weight": 0.0, "value": 0.35 }, { "signal": "VIX_TS", "severity": "WARNING", "type": "IC_TREND_DOWN", "message": "VIX_TS IC trending down: -0.087 per 60d", "weight": 0.15, "value": -0.0871 }, { "signal": "RORO", "severity": "WARNING", "type": "IC_DECAY", "message": "RORO rolling 60d IC = -0.111 (below -0.1)", "weight": 0.0, "value": -0.1114 }, { "signal": "OVN", "severity": "WARNING", "type": "IC_TREND_DOWN", "message": "OVN IC trending down: -0.094 per 60d", "weight": 0.0, "value": -0.0943 } ], "n_alerts": 6, "n_critical": 3 } ]