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 composite. 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 evaluates multiple weighted divergence metrics to determine whether key performance characteristics have shifted.
Built-in circuit breakers automatically cap the Health Score when critical conditions are detected — such as extreme drawdowns or a collapse in key metrics — regardless of how the other components score.
Info
The Health Score requires enough total trades to create a meaningful split between historical and recent performance. With very few trades, it shows "Insufficient 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 | Action |
|---|---|
| Excellent | Continue trading normally |
| Good | Monitor, slight degradation |
| Caution | Reduce exposure, investigate |
| Critical | Minimal exposure only |
| Failed | Stop trading this strategy |
Interpreting Health Changes
| Scenario | What It Means |
|---|---|
| Health rising | Strategy performing better recently than historically |
| Health stable (70–80) | 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 free trial — no credit card required.