Market Regime
AAPL vs MSFT currently shows 30 day correlation 0.192, 90 day correlation 0.13, and 252 day correlation 0.152.
The relationship view is based on 10,116 overlap observations, using the same deterministic inputs as the fact cards.
Historical Pattern
The historical correlation metrics for AAPL and MSFT show a 252-day correlation of 0.1398, a 90-day correlation of 0.1377, and a 30-day correlation of 0.3532. When evaluating historical patterns, it is important to note that specific strategy cohorts can exhibit distinct risk profiles. For example, a sample of 288 similar strategies showed a 98.86 percent probability of excessive drawdown and an observed survival rate of 0.0 percent. The probabilities shown are specific to that cohort and its defined parameters.
Workflow Pointer
You can review the detailed report to see how specific risks manifested in the backtest. This surface highlights a specific risk profile associated with strategy parameters, and you can use this information to understand why a configuration was rejected.