Track signal accuracy and optimize weights
| Signal Strength | Count | Win Rate (1D) | Win Rate (5D) | Avg Return (5D) |
|---|---|---|---|---|
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How well each component predicts actual returns
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Based on historical correlation with returns
| Component | Current Weight | Suggested Weight | Change |
|---|---|---|---|
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| Symbol | Signals | Win Rate (5D) | Avg Return (5D) | Best Signal |
|---|---|---|---|---|
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Hit rate for alerts the news-monitor fired. Win = price moved in the alert's implied direction by ≥ 0.5× ATR_30d within the horizon. Use this to decide which (alert_type, severity) pairs deserve push notifications vs digest vs suppression.
| Alert Type | Severity | Channel | N | Wins | Losses | Neutral | Hit Rate |
|---|---|---|---|---|---|---|---|
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