|
1 | 1 | { |
2 | 2 | "as_of": "2026-05-29", |
3 | 3 | "data_quality": { |
| 4 | + "coverage": { |
| 5 | + "configured_symbol_count": 53, |
| 6 | + "insufficient_history_symbol_count": 0, |
| 7 | + "price_coverage_ratio": 1.0, |
| 8 | + "priced_symbol_count": 53 |
| 9 | + }, |
| 10 | + "insufficient_history_symbols": [], |
4 | 11 | "missing_price_symbols": [], |
5 | 12 | "unranked_themes": [] |
6 | 13 | }, |
7 | | - "generated_at": "2026-05-31T03:11:54.946408Z", |
| 14 | + "generated_at": "2026-05-31T06:10:09.886536Z", |
8 | 15 | "methodology": { |
9 | 16 | "breadth_bonus_weight": 0.1, |
10 | 17 | "drawdown_penalty_weight": 0.25, |
|
58 | 65 | "breadth_3m": 1.0, |
59 | 66 | "component_count": 2, |
60 | 67 | "horizon": "6-24 months", |
61 | | - "momentum_score": 1.934749, |
| 68 | + "momentum_score": 1.934748, |
62 | 69 | "priced_symbol_count": 2, |
63 | 70 | "rank": 1, |
64 | 71 | "returns": { |
65 | | - "12_1m": 3.53508, |
| 72 | + "12_1m": 3.535079, |
66 | 73 | "3m": 0.98602, |
67 | 74 | "6_1m": 0.920215 |
68 | 75 | }, |
|
142 | 149 | }, |
143 | 150 | { |
144 | 151 | "momentum_score": 0.530472, |
145 | | - "return_12_1m": 1.123631, |
| 152 | + "return_12_1m": 1.12363, |
146 | 153 | "return_3m": 0.401055, |
147 | 154 | "return_6_1m": 0.124369, |
148 | 155 | "symbol": "AVGO" |
|
232 | 239 | "momentum_score": 1.158946, |
233 | 240 | "return_12_1m": 2.558427, |
234 | 241 | "return_3m": 0.238908, |
235 | | - "return_6_1m": 0.588218, |
| 242 | + "return_6_1m": 0.588217, |
236 | 243 | "symbol": "VRT" |
237 | 244 | }, |
238 | 245 | { |
|
353 | 360 | }, |
354 | 361 | { |
355 | 362 | "momentum_score": 0.208315, |
356 | | - "return_12_1m": 0.407193, |
| 363 | + "return_12_1m": 0.407194, |
357 | 364 | "return_3m": 0.217278, |
358 | 365 | "return_6_1m": 0.055991, |
359 | 366 | "symbol": "QQQ" |
|
390 | 397 | }, |
391 | 398 | { |
392 | 399 | "momentum_score": 0.208315, |
393 | | - "return_12_1m": 0.407193, |
| 400 | + "return_12_1m": 0.407194, |
394 | 401 | "return_3m": 0.217278, |
395 | 402 | "return_6_1m": 0.055991, |
396 | 403 | "symbol": "QQQ" |
|
455 | 462 | }, |
456 | 463 | { |
457 | 464 | "momentum_score": 0.096194, |
458 | | - "return_12_1m": 0.233644, |
| 465 | + "return_12_1m": 0.233643, |
459 | 466 | "return_3m": 0.046406, |
460 | 467 | "return_6_1m": 0.035883, |
461 | 468 | "symbol": "DIA" |
|
501 | 508 | "momentum_score": 1.158946, |
502 | 509 | "return_12_1m": 2.558427, |
503 | 510 | "return_3m": 0.238908, |
504 | | - "return_6_1m": 0.588218, |
| 511 | + "return_6_1m": 0.588217, |
505 | 512 | "symbol": "VRT" |
506 | 513 | }, |
507 | 514 | { |
|
608 | 615 | }, |
609 | 616 | { |
610 | 617 | "momentum_score": 0.096194, |
611 | | - "return_12_1m": 0.233644, |
| 618 | + "return_12_1m": 0.233643, |
612 | 619 | "return_3m": 0.046406, |
613 | 620 | "return_6_1m": 0.035883, |
614 | 621 | "symbol": "DIA" |
|
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