Signal decay curve

How long after a signal is detected does its value decline?

Quant strategies and backtests QNT-027 Line Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

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0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Latest value
-2.52 %
Period average
3.94 %
Period high
33.8 %
Period low
-13.7 %

Signal decay curve

Average holding-window return (%) (Line)

Benchmark / after-cost return (%)

Benchmark / after-cost return (%) (Bar)

Event detail and data date

Average holding-window return (%) and Benchmark / after-cost return (%) (Table)

Sample data rows

Trading day/observation periodAverage holding-window return (%)Benchmark / after-cost return (%)Data date (sample)
2025-10-16 0 19.15 2025-10-16
2025-11-03 11.26 14.77 2025-11-03
2025-11-17 12.07 3.05 2025-11-17
2025-12-03 9.07 3.19 2025-12-03
2025-12-19 -10.88 7.76 2025-12-19
2026-01-02 -5.59 38.61 2026-01-02
2026-01-20 16.53 8.38 2026-01-20
2026-02-05 10.83 15.53 2026-02-05
2026-02-23 0.17 3.3 2026-02-23
2026-03-09 0.43 11.47 2026-03-09
2026-03-25 1.21 18.48 2026-03-25
2026-04-10 9.84 8.9 2026-04-10
2026-04-24 0.76 6.86 2026-04-24
2026-05-12 -3.3 6.45 2026-05-12
2026-05-28 -2.93 6.44 2026-05-28
2026-06-11 -5.99 10.5 2026-06-11
2026-06-29 -5.67 10.4 2026-06-29
2026-07-15 -5.4 5.93 2026-07-15
2026-07-31 2.32 12.44 2026-07-31
2026-08-14 27.22 5.95 2026-08-14
2026-09-01 13.05 27.21 2026-09-01
2026-09-17 -0.83 6.92 2026-09-17
2026-10-01 2.8 20.84 2026-10-01
2026-10-16 -2.52 2.38 2026-10-16