Calibrated Forecasts & Market Analytics Dashboard
| Metric | Target | Measurement Window |
|---|---|---|
| Brier Score | ≤ 0.20 | Rolling 30 days |
| Engagement Rate | ≥ 94 % | Rolling 7 days |
| Sharpe Improvement | +12 percentage pts over baseline | Monthly cohort |
| Cost per Signal | ≤ $0.45 | Weekly aggregate |
P(↑) = 63 % (actual observed: 61 %) — Brier: 0.048
Well-calibratedP(↑) = 58 % (actual observed: 60 %) — Brier: 0.042
Well-calibratedP(↑) = 71 % (actual observed: 68 %) — Brier: 0.072
Slight drift — retraining queued| Criterion | Threshold | Measurement Window |
|---|---|---|
| Brier score degrades beyond tolerance | > 0.40 for two consecutive rolling 30-day windows | Rolling 30 days, evaluated bi-weekly |
| Engagement drops below minimum viable | < 50 % over any rolling 14-day window | Rolling 14 days |
| Cost per signal exceeds budget ceiling | > $1.20 for any single day | Daily aggregate |
Kill trigger: If any kill criterion is hit on two consecutive checks, the experiment halts. All active forecasts are frozen and archived. The team is notified via Slack channel #signal-experiment-alerts. A post-mortem is scheduled within 48 hours.