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Signal Performance Lab

Backtesting validation for Alpha, StackScore, and Alerts

Last Backtest
Never
Return Snapshots
0
Latest Return Date
Signal Reports (30d)
0

Signal Performance (30d)

Spread = top decile avg - bottom decile avg. IC = Spearman correlation (signal vs forward return).

No backtest data yet. Run /api/cron/backtest to generate.

Alert Performance (30d)

Hit Rate = fraction of alerts with positive forward return. Higher is better for bullish signals.

No alert backtest data yet.

Interpretation Guide

  • Green IC ≥0.1: Strong predictive signal
  • Yellow IC 0-0.1: Weak but positive signal
  • Red IC <0: Negative correlation (signal inversely predictive)
  • Green Spread ≥1%: Top decile outperforms bottom by 1%+
  • Hit Rate ≥60%: Majority of alerts followed by positive returns
  • WARN badge: 3+ consecutive days of negative IC/spread (potential drift)

Data refreshes on page load. Signal validation runs daily via /api/cron/backtest.