Question

120-session return = adjusted close today / adjusted close 120 sessions ago − 1; max drawdown = largest peak-to-trough decline of the adjusted close over the same 120 sessions. Find US-listed common equities (instruments without a reported market cap — warrants, units, rights, preferred series, notes — are not in the universe) with market cap greater than $2B, 20-day average dollar volume greater than $50M, sector equal to Health Care, 120-day return greater than 20%, 120-day max drawdown less than 10%. Scope: only entities with a known value for 20-day average dollar volume, sector, 120-day return, 120-day max drawdown in the snapshot; entities lacking any of them are out of scope and must not be returned. For the set of ALL entities that match the conditions above, report three numbers: count = how many match; mean = the arithmetic mean of 120-session return (Split-adjusted close now divided by the close 120 trading sessions ago, minus one.) across them; median = its median (middle value, or the mean of the two middle values for an even count). Give mean and median as a decimal ratio (0.25 for 25%). Every matching entity's value must be rebuilt exactly — one wrong value moves the mean. Rebuild policy: metrics that are not served as fields (fundamental ratios, growth rates, valuation, technical signals) must be recomputed by you from the raw facts and daily bars the tools serve, following the definitions in list_metrics.compute_yourself to the letter (period selection, latest-filing copy, quarter arithmetic); do the arithmetic with run_calculation over the fetched data. The reference answer was computed from the same facts by the same definitions.