How it works: The tool takes the natural log of each IC observation and fits a line — ln(IC) = ln(IC₀) − λh — using ordinary least squares. From the slope λ it derives the half-life t½ = ln(2)/λ and a rebalancing guideline based on the point where IC falls below 75% of its peak. Only positive IC rows are used in the regression.
Signal IC at Multiple Horizons
Enter the Information Coefficient (IC) of your signal at each forward-return horizon. Only positive IC values are used in the fit.
| Horizon | IC value |
|---|---|
| 1d | |
| 5d | |
| 21d | |
| 63d |