Health Score
The Health Score (0–100) detects whether a strategy is degrading over time. Unlike the other scores which evaluate absolute performance, the Health Score compares recent performance against historical baselines. It's your early warning system.
Info
Independent of CSI — the Health Score stands on its own and does not feed into the CSI. A strategy can have an Excellent CSI and a failing Health Score simultaneously.
How It Works
The Health Score compares your historical baseline performance against recent performance to detect degradation. It looks at several performance characteristics to determine whether the strategy's behaviour has shifted.
It also checks whether your recent results hold up in absolute terms, not only relative to your own history. Both have to be sound for a strong score — so a strategy can score badly on weak current results even when nothing has diverged, and a strategy that was always mediocre does not earn a clean bill of health simply by staying mediocre.
Built-in circuit breakers pull the Health Score down when serious warning signs appear, however good everything else looks — such as recent losses that wipe out the edge, losing streaks well beyond the strategy's norm, a slow sustained drift in the edge, or a drawdown far deeper than anything in its history.
Info
The Health Score needs enough trade history to compare recent behaviour against the strategy's own baseline. With too few trades, it shows "Not enough data" rather than an unreliable score.
What Makes a Good Health Score
The Health Score uses a 5-tier system (vs. 4 for other scores):
| Tier | Score Range | What It Means |
|---|---|---|
| Excellent | 80–100 | Recent results at or above the strategy's own history, and healthy in absolute terms — continue trading normally |
| Good | 60–79 | Performing in line with its history — standard monitoring |
| Caution | 40–59 | Reduce exposure, investigate |
| Critical | 30–39 | Minimal exposure only |
| Failed | 1–29 | Stop trading this strategy |
A Health Score of 0 means it hasn't been calculated yet, not that the strategy failed.
Interpreting Health Changes
| Scenario | What It Means |
|---|---|
| Health rising | Strategy performing better recently than historically |
| Health steady in the Good band | Strategy performing as expected — no degradation |
| Health declining | Recent results worse than baseline — possible regime change |
| Health below 40 | Active degradation — consider stopping |
A declining Health Score is often the first sign of regime change. See Why Strategies Fail — Regime Dependency for more context.
Tip
The Health Monitor tracks your score over time — import fresh trades regularly to keep your Health Score current.
Tip
Ready to monitor your strategy's health? Start your 14-day free trial.