Monitor: feature distributions (PSI), prediction confidence spread, out-of-sample accuracy rolling, and filter rejection rate. Alert when PSI > 0.25 (drift) or accuracy drops 5 percent vs baseline. Retrain only on evidence, not on a bad week.
A live model is a system, not a notebook. The monthly report template feeds this. Discipline in monitoring outlasts any initial edge.
Q: What to monitor?
A: Feature PSI, confidence spread, rolling accuracy, rejection rate.
Q: When to retrain?
A: On drift evidence (PSI>0.25), not a bad week.
Q: Why monitor?
A: A live model is a system; discipline outlasts initial edge.
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By Shakti Tiwari · Options AI research pillar. NISM XII certified. Educational only, not investment advice; verify before acting.