Signal Health Monitor

⚠️ Alerts

CRITICAL GapFade rolling 60d IC = -0.261 (below -0.1)

CRITICAL GapFade 60d hit rate = 35.0% (below 45%)

CRITICAL GapFade Sharpe collapsed: full=0.09 → 60d=-2.89

WARNING VIX_TS IC trending down: -0.076 per 60d

WARNING DOW 60d hit rate = 41.7% (below 45%)

RORO 🟡 WEAK

Weight20%

IC (60d current)-0.070

IC (60d mean)+0.055

Hit Rate (60d)50.0%

Sharpe (60d)1.36

Sharpe (full)0.90

Trend↑ improving

VPOC 🟡 WEAK

Weight20%

IC (60d current)-0.018

IC (60d mean)+0.088

Hit Rate (60d)50.0%

Sharpe (60d)1.25

Sharpe (full)1.23

Trend↓ declining

VIX_TS 🔵 NORMAL

Weight15%

IC (60d current)+0.078

IC (60d mean)+0.114

Hit Rate (60d)53.3%

Sharpe (60d)1.26

Sharpe (full)0.25

Trend↓ declining

CorrDiv 🟢 STRONG

Weight12%

IC (60d current)+0.198

IC (60d mean)+0.009

Hit Rate (60d)53.3%

Sharpe (60d)1.68

Sharpe (full)0.50

Trend↑ improving

PC_OI 🟡 WEAK

Weight10%

IC (60d current)-0.014

IC (60d mean)+0.107

Hit Rate (60d)51.7%

Sharpe (60d)-0.29

Sharpe (full)0.83

Trend↑ improving

GapFade 🔴 DEGRADED

Weight10%

IC (60d current)-0.261

IC (60d mean)-0.025

Hit Rate (60d)35.0%

Sharpe (60d)-2.89

Sharpe (full)0.09

Trend↓ declining

FOMC 🟡 WEAK

Weight5%

IC (60d current)-0.013

IC (60d mean)+0.012

Hit Rate (60d)48.3%

Sharpe (60d)-0.01

Sharpe (full)0.55

Trend↑ improving

DOW 🟡 WEAK

Weight5%

IC (60d current)+0.004

IC (60d mean)-0.010

Hit Rate (60d)41.7%

Sharpe (60d)0.02

Sharpe (full)-0.22

Trend↑ improving

📡 Signal Health Monitor

⚠️ Alerts

Rolling 60-Day IC (Information Coefficient)