⚠ Not Financial Advice. All signals and ratings are generated by automated algorithms for informational and educational purposes only. They do not constitute investment advice, a recommendation, or an offer to buy or sell any security. Past performance does not guarantee future results. Trading involves significant risk of loss. Always do your own research and consult a qualified financial advisor before making any investment decision.

Signal IC Report

Information Coefficient analysis — how well signals predict returns

Week of:
Best Signal
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IC IR (12-wk) ? Information Ratio: IC / σ(IC). Measures consistency.
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Consistency measure
Avg Turnover ? Frequency of signal changes / week
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/week
Data Points
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Signals analyzed

IC by Signal Type ? Information Coefficient: correlation between signal rank and realized returns

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IC by Return Horizon ? How IC varies across different prediction timeframes

Signal Type IC 1-day IC 5-day IC 20-day IC IR 12-wk
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12-Week Rolling IC Trend

Mean Returns by Quantile (Heatmap)

Q1 = top signals, Q5 = weakest signals. Green = positive returns, red = negative.

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Interpretation Guide

IC in equities: expected range 0.01 – 0.06

IC > 0.05 Strong signal — Rare in equities. Exceptional predictive power. Treat as a bonus.
IC 0.02–0.05 Usable signal — Meaningful predictive power. Good for portfolio ranking.
IC < 0.02 Weak signal — Consider removing or retuning parameters.

IC IR > 0.5 = Consistent over time. Stable signal quality.

Turnover = How often the signal changes. Higher = more active trading.