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... use factor regressions or quintile/decile charts. What these have in common is they measure what you care about, i.e. how good the signal is at predicting future returns.
Monetizing the prediction is the job of portfolio construction (where you trade off alpha vs. risk, costs and constraints).
The backtest is just to make sure that all these parts are working together as expected. In many ways a slow backtest can be a feature, because it discourages you from running hundreds of simulations and optimizing based on the results!
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