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name: brain-how-to-pass-AlphaTest
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description: >-
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Provides detailed requirements, thresholds, and improvement tips for WorldQuant BRAIN Alpha submission tests.
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Covers Fitness, Sharpe, Turnover, Weight, Sub-universe, and Self-Correlation tests.
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Use this when the user asks about alpha submission failures, how to improve alpha metrics, or test requirements.
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---
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# BRAIN Alpha Submission Tests: Requirements and Improvement Tips
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This skill provides key requirements and expert tips for passing alpha submission tests.
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For comprehensive details, thresholds, and community-sourced strategies, please read [reference.md](reference.md).
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## Overview
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Alphas must pass a series of pre-submission checks to ensure they meet quality thresholds.
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## 1. Fitness
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### Requirements
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- At least "Average": Greater than 1.3 for Delay-0 or Greater than 1 for Delay-1.
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- Fitness = Sharpe * sqrt(abs(Returns) / max(Turnover, 0.125)).
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### Tips to Improve
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- Increase Sharpe/Returns and reduce Turnover.
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- Use group operators (e.g., with pv13) to boost fitness.
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- Check with `check_submission` tool.
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## 2. Sharpe Ratio
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### Requirements
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- Greater than 2 for Delay-0 or Greater than 1.25 for Delay-1.
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- Sharpe = sqrt(252) * IR, where IR = mean(PnL) / stdev(PnL).
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### Tips to Improve
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- Focus on consistent PnL with low volatility.
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- Decay signals separately for liquid/non-liquid stocks.
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- If Sharpe is negative (e.g., -1 to -2), try flipping the sign: `-original_expression`.
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## 3. Turnover
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### Requirements
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- 1% < Turnover < 70%.
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### Tips to Improve
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- Use decay functions (`ts_decay_linear`) to smooth signals.
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## 4. Weight Test
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### Requirements
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- Max weight in any stock <10%.
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### Tips to Improve
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- Use neutralization (e.g., `neutralize(x, "MARKET")`) to distribute weights.
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## 5. Sub-universe Test
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### Requirements
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- Sub-universe Sharpe >= 0.75 * sqrt(subuniverse_size / alpha_universe_size) * alpha_sharpe.
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### Tips to Improve
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- Avoid size-related multipliers.
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- Decay liquid/non-liquid parts separately.
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## 6. Self-Correlation
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### Requirements
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- <0.7 PnL correlation with own submitted alphas.
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### Tips to Improve
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- Submit diverse ideas.
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- Use `check_correlation` tool.
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- Transform negatively correlated alphas.
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## General Guidance
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- **Start Simple**: Use basic operators like `ts_rank` first.
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- **Optimize Settings**: Choose universes like TOP3000 (USA, D1).
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- **ATOM Principle**: Avoid mixing datasets to benefit from relaxed "ATOM" submission criteria (Last 2Y Sharpe).
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