Quanta starSignal Algorithm Metrics

Metrics are starSignal’s verification layer. They indicate whether the strategy is delivering intended operating behaviour under live conditions.

Outcome Verification Framework

Use metrics to answer four practical questions:

1. Is signal quality translating into disciplined execution?
2. Is risk and exposure staying within policy?
3. Is turnover and PnL quality acceptable after costs?
4. Is runtime behaviour stable and observable?

1) Signal and Decision Metrics

Key views include:

• confluence score and directional state,
• trend/regime context,
• trade-style-aligned cycle behaviour.

These indicate whether the signal layer is producing coherent decisions.

2) Position Economics Metrics

Key views include:

• break-even distance,
• profitable-unit availability,
• partial-sell eligibility and execution behaviour.

These confirm whether inventory and exit logic are functioning as intended.

3) Capital and Performance Metrics

Key views include:

• realised/unrealised PnL context,
• volume and turnover behaviour,
• compounding effects where enabled,
• drawdown and exposure quality context.

Interpret these with fee and regime conditions in mind.

4) Operational Metrics

Key views include:

• refresh speed,
• processing time,
• last API call,
• state persistence continuity.

Operational degradation should be treated as a control issue, not only a performance issue.

Practical Review Order

1. Check operational health first.
2. Check signal/regime coherence second.
3. Check position economics third.
4. Check performance and capital quality fourth.

Metrics support decisions; they do not guarantee outcomes.