Alpha Decay Monitor
Rolling edge decay: detect when a market regime stops rewarding your strategy.
Strategies do not fail suddenly — they decay as market volatility, liquidity, and participant behavior shift. ZenTrader tracks rolling performance metrics to surface alpha degradation early.
Rolling Alpha Decay Curve vs. Historical Baseline
Regime Shift Warning
30 Days Ago (High Edge)
15 Days Ago (Regime Shift)
Today (De-allocation Triggered)
01
Rolling win rate & R-multiple
Track rolling window metrics rather than lifetime averages that mask recent strategy deterioration.
02
Regime shift detection
Correlate strategy decay with volatility regimes, macro shifts, and market liquidity changes.
03
De-allocation signals
Receive automated diagnostic alerts when a champion strategy falls below its historical baseline.
Alpha monitoring that protects capital
Knowing when to scale down a decaying strategy is just as important as knowing when to deploy a new one.