Edge Decay

Rolling edge decay: see when a trading strategy stops behaving like its evidence.

A strategy can look healthy in all-time stats while recent performance is deteriorating. ZenTrader highlights 30/60/90 day changes in win rate, average R, expectancy, and regime context.

30 day signal

Fast evidence that the current environment or execution behavior has changed.

60 day confirmation

A wider view that helps separate temporary noise from meaningful deterioration.

90 day context

A stability window for comparing the live process with the strategy thesis.

The point is earlier intervention.

Edge decay is not a panic button. It is a review signal: check whether the rules changed, the regime changed, the broker fills changed, or the strategy itself no longer has the same edge.