---
title: "Confirmation delay"
description: "Confirmation delay is the number of weeks a risk condition waits after it flips before the strategy acts on it, so a brief move that reverses changes nothing."
canonical_url: "https://fincanva.com/glossary/confirmation-delay"
last_updated: "2026-10-06"
md_url: "https://fincanva.com/glossary/confirmation-delay.md"
---

# Confirmation delay

Confirmation delay is the number of weeks a [risk condition](/glossary/risk-condition) waits after it flips before the [strategy](/glossary/strategy) acts on it, so a brief move that reverses inside the window never changes the allocation. The longer the delay, the more short-lived signals it filters out — and the later a lasting change is acted on.

**Also seen as:** weeks delay

## How does Fincanva handle it?

A strategy's Risk card lists two conditions joined by Or: the first acts immediately, while the second waits for two weeks of confirmation, shown as confirm 2w, before the strategy switches.

- The field is **Confirmation delay (weeks)**, with the hint "0 = act immediately." The risk list shows a configured delay as "2-week delay", and the condition's row as "confirm 2w".
- It is a whole number of weeks from 0 to 12; outside that range the app reports "Confirmation delay must be between 0 and 12 weeks."
- Every built-in [risk template](/glossary/risk-templates) arrives with the delay at 0: patience is something you add.
- It is set per condition, and there is one delay per condition — not one for going Risk-Off and another for coming back.
- It is counted in weeks whatever the strategy's [rebalance](/glossary/rebalance) cadence, which **Rebalance every** sets in months.

## What does it look like in practice?

A condition watches an index and its **Confirmation delay (weeks)** is set to 2. On a Monday the index dips past the **Risk-Off** threshold; by Wednesday it has recovered above it. The two weeks never elapsed, so the strategy stayed in Risk-On the whole time and the condition generated no trade at all — the dip is invisible in the results.

Now set that same condition's delay to 0. The Monday dip is enough to ask for Risk-Off, and Wednesday's recovery is enough to ask for Risk-On again, so a two-day wobble produces two switches of the allocation profile and the turnover that comes with them. The cost of the delay shows up in the other case: had the index kept falling instead of recovering, the 2-week setting would have put the strategy into Risk-Off two weeks later than the 0 setting would.

## What does the confirmation delay change?

It changes *when* a flip is acted on, never *what* the flip does. A condition with a delay of 0 asks for the switch as soon as its comparison is satisfied; with a delay of 2 the flip must stand for two weeks before the strategy acts. Once the delay has elapsed, the strategy switches to the profile the condition asked for, exactly as it would have at 0 — only the timing moved. Whether acting then means an off-schedule rebalance or a wait for the next scheduled one is decided separately, by [Auto-rebalance on flip](/glossary/auto-rebalance-on-flip#how-can-a-risk-off-flip-force-an-off-schedule-rebalance).

The delay cuts both ways. It filters out the brief moves you did not want to react to, and it delays the lasting moves you did — it is the time-domain answer to [whipsaw](/glossary/whipsaw), a trade-off covered in [When risk management changes a strategy](/docs/strategies/when-risk-management-changes-a-strategy#whats-the-trade-off-between-reacting-fast-and-whipsaw).

Fincanva is for education and illustration only. It is not personalised financial advice, and past or simulated results do not predict future ones. [Read the Terms Addendum](https://fincanva.com/terms/addendum#section-3)