AlphaDecayMonitor
Tracks whether sensors are still predictive
AlphaDecayMonitor watches EHIQ's own predictive power. It tracks 6 signal sources (TIPS, Insider, SignalDrop, ML, Dislocation, Sensors) and detects when hit rates degrade, AUC drifts, or regime-conditional performance erodes. When a source degrades, it flags the decay and proposes adjustments. The system audits itself.
6
Sources monitored
HEALTHY
Overall health
0.816
AUC (360d)
307
Active sensors
Capabilities
- 6 decay-detection sources
- AUC drift monitoring
- Hit-rate degradation tracking
- Regime-conditional performance analysis
- Automatic degradation flagging
- Self-audit feedback loop
Recent Activity
Deferred regulatory-velocity-corroboration32d ago
Proposed regulatory-velocity-corroboration32d ago
Deferred fed-surprise-corroboration57d ago
Proposed fed-surprise-corroboration57d ago
Deferred btc-regime-detector-corroboration92d ago
Proposed btc-regime-detector-corroboration92d ago
Deferred cycle-funding-divergence-corroboration163d ago
Proposed cycle-funding-divergence-corroboration163d ago
Deferred cmc-fear-greed-commodity-basket-divergence181d ago
Proposed cmc-fear-greed-commodity-basket-divergence181d ago
“A system that does not track its own decay is already dying.”