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Profit-sharing onboarding — selection criteria and Sharpe floor?
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TxPythonCould you clarify how the profit-sharing / performance-fee onboarding set is selected? A few specifics would really help me decide how to use my remaining submission slots:
- Roughly how many signals get onboarded — a fixed number, or all mutually-uncorrelated quality-set signals?
- Is there a Sharpe floor to qualify, or does any signal already in the quality set (significant positive Sharpe, <0.5 correlation) count?
- If a participant has multiple mutually-uncorrelated quality signals, are they all considered, or is it capped per participant?
- When is the onboarding selection finalized — before or after the Aug–Oct live simulation, and does live performance affect selection or only the fee share? Thanks for organizing this!
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