Strategy Health
Monitor alpha performance and health scores
Total Alphas
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Avg Health Score
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Min Score
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Max Score
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Alpha Health Status
No alphas available. Create alphas to monitor their health.
About Health Scoring
Health scores (0-100) are computed based on:
- Performance Score: Rolling returns vs expectation
- Drawdown Score: Current drawdown state and recovery profile
- Stability Score: Change-point detection on returns/hit-rate
- Correlation Score: Drift from expected correlations
Full health scoring will be implemented in M3 as part of the portfolio optimizer.