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Workflow: Interpret a Quant Signal

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

Open the Quant Signals terminal and confirm whether the asset appears in the covered Signals view or only in the broader Index view. No available signal is not the same as a neutral signal.

Read Model Pulse as a coverage and context summary. Bias distribution, anomaly counts, and sector tilt do not describe a trade recommendation.

Quality gating is upstream in Quant Signals and Market Desk; these surfaces do not display per-signal quality labels. Use the signal’s generation time and active or expired state, plus source time where shown. A promoted quantitative event in Event Explorer may expose quality status when available.

An available signal has passed the applicable upstream data-quality gate, but that does not make it correct or profitable.

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

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.

5. Separate strength from confidence and price action

Section titled “5. Separate strength from confidence and price action”

Forecast strength describes the model output. Confidence describes support for that output. The asset’s current price move is a separate observation and can disagree with the model bias. Read all three alongside the visible timing context.

Some signals are selectively promoted into published quantitative events that can appear in Live Pulse and Event Explorer. Promotion means the policy found sufficient strong or mutually supporting triggers. It does not mean the event is confirmed true or profitable, and the Quant Signals list itself is not a direct event link.

Open Market Desk to inspect the available price, volume, history, and related-event context. When a published quantitative event appears in Live Pulse, open it in Event Explorer and review the Quant Signal section, source-data references, disclaimer, and, if present, its related cluster.

Seek independent evidence from:

  • 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.

Add the asset to a watchlist when continued observation is useful. State what later observation would show that the signal was noise, expired, regime-dependent, or contradicted.