Workflow: Interpret a Quant Signal

A quantitative signal should begin an investigation, not end it.

1. Check data quality

Read the quality status before the signal direction or strength.

Ready: suitable for the intended calculation.
Degraded: usable with a known issue.
Stale: input is too old for the intended window.
Incomplete: observations are missing.
Invalid: do not rely on the output.

2. Identify the signal type

Anomaly: unusual behavior, not necessarily directional.
Volatility: expected or observed volatility change.
Forecast: a hedged directional model bias.

3. Check timeframe and generation time

A 1-hour signal should not be used as a multi-month thesis. Confirm when it was generated and whether it remains active or expired.

4. Separate strength from confidence

Forecast strength describes the model output. Confidence describes support for that output. Data quality describes the input. All three matter.

5. Determine whether it was promoted

A promoted row links to a public market_quant event. Promotion means the policy found sufficient strong or mutually supporting triggers. It does not mean the event is confirmed true or profitable.

6. Open Event Explorer

Review the Quant Signal section, source-data references, disclaimer, and related cluster.

7. Seek independent context

Check:

current market behavior;
volume;
news or filings;
social catalyst;
on-chain evidence for crypto;
agreement across timeframes.

When no other source confirms the signal, reports should mark it unconfirmed and avoid a directional conclusion based only on the model.

8. Define invalidation

State what later observation would show that the signal was noise, expired, regime-dependent, or contradicted.