Signal Decay Monitoring overview

Monitors live trading signal degradation and triggers re-research when performance deteriorates — tracking rolling information coefficient and information ratio against historical baselines, detecting structural breaks in signal-return relationships using CUSUM and regime-change models, monitoring factor crowding indicators and capacity erosion, alerting when drawdown or hit-rate metrics breach predefined thresholds, and maintaining signal health dashboards with traffic-light status. Produces decay alert notifications and re-research prioritization queues. Excludes signal construction and strategy modification.