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MonstraTM

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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 1-50 of 355
Page 1 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ZIMIndustrials0.5470.5260.5310.4770.115 poor0.396 weak100%Jul 26, 2:12 AM
XOMEnergy0.6500.5800.7131.0000.522 moderate0.389 weak100%Jul 26, 2:11 AM
XAR-0.5080.4690.6960.5800.170 poor
Ticker detail

ABM

Industrials | v2 | as of 2026-07-10
Close

Research Detail

ABM

ABM

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.392
Correlation To Benchmark 1y
0.179
Inverse To Benchmark 1y
0.821
Drawdown Score 1m
0.768
Drawdown Score 3m
0.855
0.683 good
98%
Jul 26, 2:11 AM
WMTConsumer Staples0.3750.4180.6751.0000.385 weak0.365 weak98%Jul 26, 2:11 AM
WMBEnergy0.5450.5800.7510.9140.129 poor0.228 poor100%Jul 26, 2:11 AM
WELLReal Estate0.7320.7430.7700.9470.660 good0.596 moderate100%Jul 26, 2:11 AM
VSTUtilities0.5530.4710.4800.9340.398 weak0.383 weak100%Jul 26, 2:10 AM
VSATInformation Technology0.7650.7050.3910.7810.532 moderate0.998 strong100%Jul 26, 2:10 AM
VRTXHealth Care0.5430.5250.6070.9910.124 poor0.113 poor100%Jul 26, 2:10 AM
VOO-0.5350.5830.8091.0000.488 weak0.330 poor98%Jul 26, 2:10 AM
VLOEnergy0.8820.8390.7000.9810.152 poor0.759 good100%Jul 26, 2:09 AM
VEEV-0.6280.5100.5020.8800.231 poor0.237 poor100%Jul 26, 2:09 AM
VFinancials0.6030.5490.6801.0000.171 poor0.210 poor100%Jul 26, 2:09 AM
USBFinancials0.6340.6600.7440.9150.124 poor0.719 good100%Jul 26, 2:09 AM
URIIndustrials0.6990.6680.5490.9110.747 good0.787 good100%Jul 26, 2:08 AM
UNPIndustrials0.7480.7420.7660.9790.159 poor0.476 weak100%Jul 26, 2:08 AM
UNHHealth Care0.6370.6700.5131.0000.518 moderate0.327 poor100%Jul 26, 2:08 AM
UMCInformation Technology0.6610.6810.5070.8620.154 poor0.996 strong100%Jul 26, 2:08 AM
UECEnergy0.2510.2790.1830.6410.064 poor0.600 moderate98%Jul 26, 2:08 AM
UBERInformation Technology0.4410.3890.5781.0000.162 poor0.178 poor100%Jul 26, 2:07 AM
TXTIndustrials0.5770.5040.6950.7080.160 poor0.279 poor100%Jul 26, 2:07 AM
TTIndustrials0.5320.5270.6610.9230.294 poor0.353 weak100%Jul 26, 2:07 AM
TSNConsumer Staples0.4530.4310.6300.7380.313 poor0.415 weak100%Jul 26, 2:07 AM
TSMInformation Technology0.5540.6140.6421.0000.952 strong0.933 strong100%Jul 26, 2:06 AM
TSLAConsumer Discretionary0.3060.2470.3941.0000.271 poor0.262 poor100%Jul 26, 2:06 AM
TRGPEnergy0.6910.7420.7310.8460.175 poor0.663 good100%Jul 26, 2:06 AM
TQQQ-0.4920.5000.4181.0000.107 poor0.932 strong98%Jul 26, 2:06 AM
TNA-0.5740.5960.4250.8380.133 poor0.827 strong98%Jul 26, 2:05 AM
TMUSCommunication Services0.3930.3700.5910.9940.104 poor0.137 poor100%Jul 26, 2:05 AM
TMOHealth Care0.7200.5730.5681.0000.177 poor0.567 moderate100%Jul 26, 2:05 AM
THG-0.6910.7000.7400.6230.446 weak0.482 weak100%Jul 26, 2:05 AM
TECL-0.6070.5720.2830.7330.167 poor0.999 strong98%Jul 26, 2:05 AM
TDGIndustrials0.4380.4030.6030.8930.142 poor0.225 poor100%Jul 26, 2:04 AM
SYKHealth Care0.5060.4490.6600.9750.118 poor0.123 poor100%Jul 26, 2:04 AM
SUEnergy0.7070.6380.7160.7950.153 poor0.862 strong100%Jul 26, 2:04 AM
STEMUtilities0.1040.2370.1640.0000.167 poor0.245 poor100%Jul 26, 2:04 AM
SSO-0.5530.5760.6950.7650.163 poor0.756 good98%Jul 26, 2:03 AM
SQQQ-0.4520.4000.2971.0000.125 poor0.078 poor98%Jul 26, 2:03 AM
SQMMaterials0.3890.4110.5120.6110.162 poor0.877 strong100%Jul 26, 2:03 AM
SPXL-0.5720.5620.5860.8790.162 poor0.782 good98%Jul 26, 2:03 AM
SOXL-0.5550.5600.2481.0000.139 poor0.999 strong98%Jul 26, 2:02 AM
SOUtilities0.5400.4990.7180.8910.283 poor0.200 poor100%Jul 26, 2:02 AM
SNOWInformation Technology0.7590.6550.3061.0000.859 strong0.823 strong100%Jul 26, 2:02 AM
SMCIInformation Technology0.4210.3330.1501.0000.156 poor0.110 poor100%Jul 26, 2:02 AM
SLBEnergy0.4670.4970.6410.9210.152 poor0.408 weak100%Jul 26, 2:01 AM
SIFYCommunication Services0.4290.3920.2520.0000.153 poor0.964 strong100%Jul 26, 2:01 AM
SHGFinancials0.6520.6370.6990.4180.120 poor0.824 strong100%Jul 26, 2:01 AM
SHELEnergy0.6420.5640.7290.9050.133 poor0.417 weak100%Jul 26, 2:01 AM
SCHWFinancials0.6160.5290.6400.9940.134 poor0.532 moderate100%Jul 26, 2:01 AM
SBLKIndustrials0.5850.6250.7030.4920.108 poor0.668 good100%Jul 26, 2:00 AM
PreviousPage 1 of 8Next
Drawdown Score 6m
0.611
Drawdown Score 1y
0.634
Drawdown Score 2y
0.570
Drawdown Score 5y
0.656
Return 1w
0.007
Return 1m
0.015
Return 3m
0.138
Return 6m
0.049
Return 1y
-0.063
Return 2y
-0.055
Return 5y
0.110
Sharpe 1m
0.860
Sharpe 3m
2.096
Sharpe 6m
0.485
Sharpe 1y
-0.098
Sharpe 2y
0.053
Sharpe 5y
0.223
Trend 1w
0.001
Trend 1m
0.000
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
0.192
Volatility 1m
0.244
Volatility 3m
0.263
Volatility 6m
0.273
Volatility 1y
0.275
Volatility 2y
0.294
Volatility 5y
0.310
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
ABM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:53 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.204
Aptet Fit Raw Score
0.223
Aptet Fit Confidence
0.829
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.165
Force Fit Raw Score
0.180
Force Fit Confidence
0.831
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:53 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ABM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ABM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ABM",
    "hitRates": {
      "1": 0.6,
      "5": 0.7073170731707317,
      "10": 0.7222222222222222
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.4900004532014812,
    "eligibleDays": 330,
    "fitnessScore": 0.34119922536187314,
    "lookbackDays": 30,
    "returnLift1D": 0.0022443353847521196,
    "hitRateLift1D": 0.09544072948328264,
    "activationRate": 0.13636363636363635,
    "activationCount": 45,
    "baselineHitRates": {
      "1": 0.5045592705167173,
      "5": 0.5723076923076923,
      "10": 0.578125
    },
    "sampleConfidence": 0.9807407407407408,
    "shadowSharpeLike": 0.6495829011403265,
    "avgForwardReturns": {
      "1": 0.002530391051134287,
      "5": 0.002885734465953873,
      "10": 0.01282543405856626
    },
    "shadowMaxDrawdown": -0.1070958060206425,
    "shadowTotalReturn": 0.10106581053543717,
    "avgForwardReturn1D": 0.002530391051134287,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07"
    ],
    "horizonObservationCounts": {
      "1": 45,
      "5": 41,
      "10": 36
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002860556663821671,
      "5": 0.001399212426634415,
      "10": 0.0033247967846588857
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4900004532014812,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1542166479157405,
    "bestRawFitnessScore": 0.34119922536187314,
    "upperQuartileComboQuality": 0.21544352274184464
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2037099730453757,
    "rawScore": 0.22276204842208616,
    "confidence": 0.8289468469906427,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.16857220295053302,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.6,
        "5": 0.7073170731707317,
        "10": 0.7222222222222222
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.4900004532014812,
      "eligibleDays": 330,
      "fitnessScore": 0.34119922536187314,
      "lookbackDays": 30,
      "returnLift1D": 0.0022443353847521196,
      "hitRateLift1D": 0.09544072948328264,
      "activationRate": 0.13636363636363635,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.5045592705167173,
        "5": 0.5723076923076923,
        "10": 0.578125
      },
      "sampleConfidence": 0.9807407407407408,
      "shadowSharpeLike": 0.6495829011403265,
      "avgForwardReturns": {
        "1": 0.002530391051134287,
        "5": 0.002885734465953873,
        "10": 0.01282543405856626
      },
      "shadowMaxDrawdown": -0.1070958060206425,
      "shadowTotalReturn": 0.10106581053543717,
      "avgForwardReturn1D": 0.002530391051134287,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 41,
        "10": 36
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002860556663821671,
        "5": 0.001399212426634415,
        "10": 0.0033247967846588857
      }
    },
    {
      "topN": 5,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5340909090909091,
        "5": 0.6309523809523809,
        "10": 0.5949367088607594
      },
      "hitRate1D": 0.5340909090909091,
      "comboQuality": 0.44288213523509634,
      "eligibleDays": 330,
      "fitnessScore": 0.29951590706278797,
      "lookbackDays": 30,
      "returnLift1D": 0.0012152925533831052,
      "hitRateLift1D": 0.02953163857419172,
      "activationRate": 0.2696969696969697,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.5045592705167173,
        "5": 0.5723076923076923,
        "10": 0.578125
      },
      "sampleConfidence": 0.9880149812734083,
      "shadowSharpeLike": 0.5743488060038523,
      "avgForwardReturns": {
        "1": 0.0015013482197652724,
        "5": 0.0012560674366095298,
        "10": -0.0033590273330009086
      },
      "shadowMaxDrawdown": -0.12670730828201127,
      "shadowTotalReturn": 0.107483326188625,
      "avgForwardReturn1D": 0.0015013482197652724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002860556663821671,
        "5": 0.001399212426634415,
        "10": 0.0033247967846588857
      }
    },
    {
      "topN": 3,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5409836065573771,
        "5": 0.6666666666666666,
        "10": 0.6538461538461539
      },
      "hitRate1D": 0.5409836065573771,
      "comboQuality": 0.2937432591816631,
      "eligibleDays": 330,
      "fitnessScore": 0.15700000397418534,
      "lookbackDays": 30,
      "returnLift1D": 0.0005467981177176057,
      "hitRateLift1D": 0.036424336040659755,
      "activationRate": 0.18787878787878787,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.5045592705167173,
        "5": 0.5723076923076923,
        "10": 0.578125
      },
      "sampleConfidence": 0.9827956989247313,
      "shadowSharpeLike": 0.24398009455973654,
      "avgForwardReturns": {
        "1": 0.0008328537840997728,
        "5": 0.003111307293930816,
        "10": 0.0063989215822145736
      },
      "shadowMaxDrawdown": -0.12942515781864428,
      "shadowTotalReturn": 0.03195506156078953,
      "avgForwardReturn1D": 0.0008328537840997728,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002860556663821671,
        "5": 0.001399212426634415,
        "10": 0.0033247967846588857
      }
    },
    {
      "topN": 3,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5365853658536586,
        "5": 0.5,
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      },
      "hitRate1D": 0.5365853658536586,
      "comboQuality": 0.2654545201731353,
      "eligibleDays": 339,
      "fitnessScore": 0.12608215510007104,
      "lookbackDays": 21,
      "returnLift1D": 0.000060166305762922475,
      "hitRateLift1D": 0.02770962620868811,
      "activationRate": 0.2448377581120944,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5088757396449705,
        "5": 0.5748502994011976,
        "10": 0.5683890577507599
      },
      "sampleConfidence": 0.989558232931727,
      "shadowSharpeLike": 0.09342249331768891,
      "avgForwardReturns": {
        "1": 0.00036801686023146953,
        "5": -0.0033266469758318883,
        "10": -0.001640582258742009
      },
      "shadowMaxDrawdown": -0.15140557831271118,
      "shadowTotalReturn": 0.002965513758722782,
      "avgForwardReturn1D": 0.00036801686023146953,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.00030785055446854706,
        "5": 0.0014107857996593766,
        "10": 0.0023189258162862637
      }
    },
    {
      "topN": 4,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5068493150684932,
        "5": 0.6521739130434783,
        "10": 0.625
      },
      "hitRate1D": 0.5068493150684932,
      "comboQuality": 0.24697197560315992,
      "eligibleDays": 330,
      "fitnessScore": 0.10473793393838395,
      "lookbackDays": 30,
      "returnLift1D": 0.000391292513256823,
      "hitRateLift1D": 0.0022900445517758383,
      "activationRate": 0.22424242424242424,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.5045592705167173,
        "5": 0.5723076923076923,
        "10": 0.578125
      },
      "sampleConfidence": 0.9855855855855856,
      "shadowSharpeLike": 0.19125631347965286,
      "avgForwardReturns": {
        "1": 0.0006773481796389901,
        "5": 0.001290607772935997,
        "10": 0.002120825481255242
      },
      "shadowMaxDrawdown": -0.1540482925271236,
      "shadowTotalReturn": 0.022714367048881634,
      "avgForwardReturn1D": 0.0006773481796389901,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 69,
        "10": 64
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002860556663821671,
        "5": 0.001399212426634415,
        "10": 0.0033247967846588857
      }
    },
    {
      "topN": 4,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5054945054945055,
        "5": 0.5287356321839081,
        "10": 0.5529411764705883
      },
      "hitRate1D": 0.5054945054945055,
      "comboQuality": 0.20493403845473956,
      "eligibleDays": 339,
      "fitnessScore": 0.051737878043588696,
      "lookbackDays": 21,
      "returnLift1D": -0.0002186344562050392,
      "hitRateLift1D": -0.0033812341504649845,
      "activationRate": 0.2713864306784661,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.5088757396449705,
        "5": 0.5748502994011976,
        "10": 0.5683890577507599
      },
      "sampleConfidence": 0.9905797101449276,
      "shadowSharpeLike": -0.025338230888690763,
      "avgForwardReturns": {
        "1": 0.00008921609826350785,
        "5": -0.0019606891182077832,
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        "10": 0.5704918032786885
      },
      "sampleConfidence": 0.9806060606060607,
      "shadowSharpeLike": -0.5301499719533773,
      "avgForwardReturns": {
        "1": -0.0015874503861696278,
        "5": -0.00869734581148038,
        "10": -0.030649275823299335
      },
      "shadowMaxDrawdown": -0.19559564064927726,
      "shadowTotalReturn": -0.10275806441908664,
      "avgForwardReturn1D": -0.0015874503861696278,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 50,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": 0.00026322381104470236,
        "5": 0.001013213637745012,
        "10": 0.001315003546374903
      }
    },
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.3448275862068966,
        "5": 0.48,
        "10": 0.19047619047619047
      },
      "hitRate1D": 0.3448275862068966,
      "comboQuality": 0.035646585083004056,
      "eligibleDays": 315,
      "fitnessScore": -0.3755169874116525,
      "lookbackDays": 45,
      "returnLift1D": -0.002733652142496805,
      "hitRateLift1D": -0.16154184054469578,
      "activationRate": 0.09523809523809523,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.567741935483871,
        "10": 0.5704918032786885
      },
      "sampleConfidence": 0.9666666666666668,
      "shadowSharpeLike": -0.5311759318543567,
      "avgForwardReturns": {
        "1": -0.002470428331452103,
        "5": -0.01158152789046472,
        "10": -0.052958892153364634
      },
      "shadowMaxDrawdown": -0.14909592629104385,
      "shadowTotalReturn": -0.083416079961384,
      "avgForwardReturn1D": -0.002470428331452103,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 29,
        "5": 25,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.00026322381104470236,
        "5": 0.001013213637745012,
        "10": 0.001315003546374903
      }
    },
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.01819304154181195,
      "eligibleDays": 297,
      "fitnessScore": -0.52743821460706,
      "lookbackDays": 63,
      "returnLift1D": -0.01929639027651174,
      "hitRateLift1D": -0.16328828828828829,
      "activationRate": 0.02356902356902357,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.547945205479452,
        "10": 0.5435540069686411
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      "sampleConfidence": 0.6610986737847647,
      "shadowSharpeLike": -1.0742019556007842,
      "avgForwardReturns": {
        "1": -0.019383705420823776,
        "5": -0.07162047172879915,
        "10": -0.11544040065764727
      },
      "shadowMaxDrawdown": -0.12325528645194761,
      "shadowTotalReturn": -0.11597243453278117,
      "avgForwardReturn1D": -0.019383705420823776,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-18",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008731514431203639,
        "5": -0.00028885684015596594,
        "10": -0.0010608667938207534
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.15568633260429351,
      "fitnessScore": -0.021949770438285332,
      "lookbackDays": 14,
      "returnLift1D": -0.0003360672230422228,
      "activationRate": 0.29261363636363635,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "shadowTotalReturn": -0.09367834696573452,
      "avgForwardReturn1D": -0.0004726900313084221
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.2654545201731353,
      "fitnessScore": 0.12608215510007104,
      "lookbackDays": 21,
      "returnLift1D": 0.000060166305762922475,
      "activationRate": 0.2448377581120944,
      "activationCount": 83,
      "sampleConfidence": 0.989558232931727,
      "shadowTotalReturn": 0.002965513758722782,
      "avgForwardReturn1D": 0.00036801686023146953
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.4900004532014812,
      "fitnessScore": 0.34119922536187314,
      "lookbackDays": 30,
      "returnLift1D": 0.0022443353847521196,
      "activationRate": 0.13636363636363635,
      "activationCount": 45,
      "sampleConfidence": 0.9807407407407408,
      "shadowTotalReturn": 0.10106581053543717,
      "avgForwardReturn1D": 0.002530391051134287
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.12572599659444333,
      "fitnessScore": -0.07664356300652865,
      "lookbackDays": 45,
      "returnLift1D": -0.0009010239309564712,
      "activationRate": 0.21904761904761905,
      "activationCount": 69,
      "sampleConfidence": 0.9845410628019324,
      "shadowTotalReturn": -0.06340261259492996,
      "avgForwardReturn1D": -0.0006378001199117689
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.15707974083695975,
      "fitnessScore": -0.019626132030861238,
      "lookbackDays": 63,
      "returnLift1D": -0.0007300582692399273,
      "activationRate": 0.14814814814814814,
      "activationCount": 44,
      "sampleConfidence": 0.9757575757575758,
      "shadowTotalReturn": -0.050327579795579225,
      "avgForwardReturn1D": -0.0008173734135519638
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "c66b2fbae8089f8032b5f233c342ba0b9c036e1a579f0afa435dc686aaf0250b",
    "size": 13,
    "members": [
      "ABM",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ABM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ABM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ABM",
    "hitRates": {
      "1": 0.5869565217391305,
      "5": 0.6904761904761905,
      "10": 0.7027027027027027
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    "hitRate1D": 0.5869565217391305,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.3407131816354623,
    "eligibleDays": 359,
    "fitnessScore": 0.2047741150727158,
    "lookbackDays": 30,
    "returnLift1D": 0.001146411240472058,
    "hitRateLift1D": 0.0883492793992976,
    "portfolioSize": 2,
    "activationRate": 0.12813370473537605,
    "activationCount": 46,
    "baselineHitRates": {
      "1": 0.4986072423398329,
      "5": 0.5661971830985916,
      "10": 0.5514285714285714
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    "sampleConfidence": 0.9811594202898551,
    "shadowSharpeLike": 0.2367023201839397,
    "avgForwardReturns": {
      "1": 0.001126634756964487,
      "5": -0.0006079876809920884,
      "10": 0.00867008888734974
    },
    "shadowMaxDrawdown": -0.1070958060206425,
    "shadowTotalReturn": 0.03220251385948081,
    "avgForwardReturn1D": 0.001126634756964487,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 46,
      "5": 42,
      "10": 37
    },
    "baselineAvgForwardReturns": {
      "1": -0.000019776483507571005,
      "5": -0.00011741284551124082,
      "10": -0.0009065078570397073
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3407131816354623,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14314724796260633,
    "bestRawFitnessScore": 0.2047741150727158,
    "upperQuartileComboQuality": 0.16348312978027946
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1646648454707673,
    "rawScore": 0.1798967186749938,
    "confidence": 0.8306597995070181,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.1533002989978102,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.5869565217391305,
        "5": 0.6904761904761905,
        "10": 0.7027027027027027
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      "hitRate1D": 0.5869565217391305,
      "rankWeights": [
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      ],
      "comboQuality": 0.3407131816354623,
      "eligibleDays": 359,
      "fitnessScore": 0.2047741150727158,
      "lookbackDays": 30,
      "returnLift1D": 0.001146411240472058,
      "hitRateLift1D": 0.0883492793992976,
      "portfolioSize": 2,
      "activationRate": 0.12813370473537605,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5661971830985916,
        "10": 0.5514285714285714
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      "sampleConfidence": 0.9811594202898551,
      "shadowSharpeLike": 0.2367023201839397,
      "avgForwardReturns": {
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        "10": 0.00867008888734974
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      "shadowMaxDrawdown": -0.1070958060206425,
      "shadowTotalReturn": 0.03220251385948081,
      "avgForwardReturn1D": 0.001126634756964487,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 42,
        "10": 37
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.6551724137931034,
        "10": 0.6415094339622641
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      "hitRate1D": 0.532258064516129,
      "rankWeights": [
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      ],
      "comboQuality": 0.1945565103476893,
      "eligibleDays": 359,
      "fitnessScore": 0.037452515949345275,
      "lookbackDays": 30,
      "returnLift1D": -0.0001614867044051767,
      "hitRateLift1D": 0.033650822176296113,
      "portfolioSize": 3,
      "activationRate": 0.17270194986072424,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.4986072423398329,
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        "10": 0.5514285714285714
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      "sampleConfidence": 0.9860215053763441,
      "shadowSharpeLike": -0.09202834100696994,
      "avgForwardReturns": {
        "1": -0.0001812631879127477,
        "5": 0.0005774813801427587,
        "10": 0.0036192751886549588
      },
      "shadowMaxDrawdown": -0.12942515781864417,
      "shadowTotalReturn": -0.033069590171939556,
      "avgForwardReturn1D": -0.0001812631879127477,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 58,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "ticker": "ABM",
      "hitRates": {
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      "comboQuality": 0.19233753045197247,
      "eligibleDays": 375,
      "fitnessScore": 0.034323664117808926,
      "lookbackDays": 14,
      "returnLift1D": -0.00010292183044812475,
      "hitRateLift1D": 0.021189189189189217,
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      "activationRate": 0.296,
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      "sampleConfidence": 0.993993993993994,
      "shadowSharpeLike": -0.16292881946425566,
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        "2025-02-27",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.19233753045197247,
      "eligibleDays": 375,
      "fitnessScore": 0.034323664117808926,
      "lookbackDays": 14,
      "returnLift1D": -0.00010292183044812475,
      "hitRateLift1D": 0.021189189189189217,
      "portfolioSize": 5,
      "activationRate": 0.296,
      "activationCount": 111,
      "baselineHitRates": {
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        "10": 0.5491803278688525
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      "sampleConfidence": 0.993993993993994,
      "shadowSharpeLike": -0.16292881946425566,
      "avgForwardReturns": {
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        "10": -0.0055260125067063195
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      "shadowMaxDrawdown": -0.17858101715666064,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-30",
        "2025-02-12",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.000003590255061535726,
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        "10": -0.000745448801882653
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    },
    {
      "topN": 3,
      "ticker": "ABM",
      "hitRates": {
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      "hitRate1D": 0.5232558139534884,
      "rankWeights": [
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      "comboQuality": 0.1640956851075614,
      "eligibleDays": 368,
      "fitnessScore": -0.008174178384031174,
      "lookbackDays": 21,
      "returnLift1D": -0.0004888466032301606,
      "hitRateLift1D": 0.023255813953488413,
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      "activationRate": 0.23369565217391305,
      "activationCount": 86,
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        "10": 0.5459610027855153
      },
      "sampleConfidence": 0.9895833333333334,
      "shadowSharpeLike": -0.37219263832118904,
      "avgForwardReturns": {
        "1": -0.001072451353891753,
        "5": -0.0058362110323379,
        "10": -0.005466351642664697
      },
      "shadowMaxDrawdown": -0.15751870213126928,
      "shadowTotalReturn": -0.09312939603515047,
      "avgForwardReturn1D": -0.001072451353891753,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 60,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.00002293080323838956,
        "5": -0.00023520470350965147,
        "10": -0.0008990187875924928
      }
    },
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.4827586206896552,
        "5": 0.46296296296296297,
        "10": 0.4716981132075472
      },
      "hitRate1D": 0.4827586206896552,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05897004893190893,
      "eligibleDays": 375,
      "fitnessScore": -0.25938796561901534,
      "lookbackDays": 14,
      "returnLift1D": -0.0023902035401798948,
      "hitRateLift1D": -0.018574712643678104,
      "portfolioSize": 2,
      "activationRate": 0.15466666666666667,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5633423180592992,
        "10": 0.5491803278688525
      },
      "sampleConfidence": 0.9896551724137932,
      "shadowSharpeLike": -0.7020939816643718,
      "avgForwardReturns": {
        "1": -0.0023937937952414304,
        "5": -0.0071641195531632305,
        "10": -0.015919846162881515
      },
      "shadowMaxDrawdown": -0.1743147317140945,
      "shadowTotalReturn": -0.15819293561288983,
      "avgForwardReturn1D": -0.0023937937952414304,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-04-03",
        "2025-04-24",
        "2025-04-30",
        "2025-05-01",
        "2025-06-02",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 54,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": -0.000003590255061535726,
        "5": -0.00014841908230686166,
        "10": -0.000745448801882653
      }
    },
    {
      "topN": 3,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.4074074074074074,
        "5": 0.46,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.4074074074074074,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.052553153704542034,
      "eligibleDays": 344,
      "fitnessScore": -0.2862280600625527,
      "lookbackDays": 45,
      "returnLift1D": -0.001648081917828988,
      "hitRateLift1D": -0.09840654608096472,
      "portfolioSize": 3,
      "activationRate": 0.1569767441860465,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5735294117647058,
        "10": 0.5671641791044776
      },
      "sampleConfidence": 0.9839506172839507,
      "shadowSharpeLike": -0.50735577599464,
      "avgForwardReturns": {
        "1": -0.0015874503861696278,
        "5": -0.00869734581148038,
        "10": -0.030649275823299335
      },
      "shadowMaxDrawdown": -0.19559564064927726,
      "shadowTotalReturn": -0.10275806441908664,
      "avgForwardReturn1D": -0.0015874503861696278,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 50,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": 0.000060631531659360216,
        "5": 0.001143709480027792,
        "10": 0.002146837219437283
      }
    },
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.3448275862068966,
        "5": 0.48,
        "10": 0.19047619047619047
      },
      "hitRate1D": 0.3448275862068966,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.034869797825809346,
      "eligibleDays": 344,
      "fitnessScore": -0.38054122988885136,
      "lookbackDays": 45,
      "returnLift1D": -0.0025310598631114634,
      "hitRateLift1D": -0.16098636728147553,
      "portfolioSize": 2,
      "activationRate": 0.08430232558139535,
      "activationCount": 29,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5735294117647058,
        "10": 0.5671641791044776
      },
      "sampleConfidence": 0.9724137931034483,
      "shadowSharpeLike": -0.5083375311085963,
      "avgForwardReturns": {
        "1": -0.002470428331452103,
        "5": -0.01158152789046472,
        "10": -0.052958892153364634
      },
      "shadowMaxDrawdown": -0.14909592629104385,
      "shadowTotalReturn": -0.083416079961384,
      "avgForwardReturn1D": -0.002470428331452103,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 29,
        "5": 25,
        "10": 21
      },
      "baselineAvgForwardReturns": {
        "1": 0.000060631531659360216,
        "5": 0.001143709480027792,
        "10": 0.002146837219437283
      }
    },
    {
      "topN": 2,
      "ticker": "ABM",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.3333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.01865104577667832,
      "eligibleDays": 326,
      "fitnessScore": -0.5218656959641575,
      "lookbackDays": 63,
      "returnLift1D": -0.01970491379988814,
      "hitRateLift1D": -0.16973415132924335,
      "portfolioSize": 2,
      "activationRate": 0.018404907975460124,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.577639751552795,
        "10": 0.583596214511041
      },
      "sampleConfidence": 0.6512474066278414,
      "shadowSharpeLike": -1.0252549635914359,
      "avgForwardReturns": {
        "1": -0.019383705420823776,
        "5": -0.07162047172879915,
        "10": -0.11544040065764727
      },
      "shadowMaxDrawdown": -0.12325528645194761,
      "shadowTotalReturn": -0.11597243453278117,
      "avgForwardReturn1D": -0.019383705420823776,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-18",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 2,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.00032120837906436433,
        "5": 0.0022203000964847092,
        "10": 0.0035905550395102332
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
    "backendMeaning": "This Force evaluator uses the alpha1 backend logic that powers the current Force preview path.",
    "fitScopeMeaning": "Force fit is currently universe-conditioned because the stock competes against the tested Force universe at each ranking step.",
    "rawScoreMeaning": "The unadjusted Force-family fit estimate before the conservative confidence penalty.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Force strategy family within this tested universe.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula used by the shared family-fit core."
  },
  "lookbackSummary": [
    {
      "comboQuality": 0.19233753045197247,
      "fitnessScore": 0.034323664117808926,
      "lookbackDays": 14,
      "returnLift1D": -0.00010292183044812475,
      "activationRate": 0.296,
      "activationCount": 111,
      "sampleConfidence": 0.993993993993994,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06321528155652656,
      "avgForwardReturn1D": -0.00010651208550966047
    },
    {
      "comboQuality": 0.1640956851075614,
      "fitnessScore": -0.008174178384031174,
      "lookbackDays": 21,
      "returnLift1D": -0.0004888466032301606,
      "activationRate": 0.23369565217391305,
      "activationCount": 86,
      "sampleConfidence": 0.9922480620155039,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07358135970055213,
      "avgForwardReturn1D": -0.0005117774064685502
    },
    {
      "comboQuality": 0.3407131816354623,
      "fitnessScore": 0.2047741150727158,
      "lookbackDays": 30,
      "returnLift1D": 0.001146411240472058,
      "activationRate": 0.12813370473537605,
      "activationCount": 46,
      "sampleConfidence": 0.9811594202898551,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03220251385948081,
      "avgForwardReturn1D": 0.001126634756964487
    },
    {
      "comboQuality": 0.12129450843383925,
      "fitnessScore": -0.08565021495684008,
      "lookbackDays": 45,
      "returnLift1D": -0.0006984316515711291,
      "activationRate": 0.19767441860465115,
      "activationCount": 68,
      "sampleConfidence": 0.9872549019607844,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06340261259492996,
      "avgForwardReturn1D": -0.0006378001199117689
    },
    {
      "comboQuality": 0.16259799688366047,
      "fitnessScore": -0.01058514093785914,
      "lookbackDays": 63,
      "returnLift1D": -0.0013317127076824462,
      "activationRate": 0.11042944785276074,
      "activationCount": 36,
      "sampleConfidence": 0.975925925925926,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.04819368108110067,
      "avgForwardReturn1D": -0.001010504328618082
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "c66b2fbae8089f8032b5f233c342ba0b9c036e1a579f0afa435dc686aaf0250b",
    "size": 13,
    "members": [
      "ABM",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.318
Liquidity
0.494
Momentum
0.554
Relative strength
0.423
Trend quality
0.443
Stability
0.620
Aggression
0.331
Downside risk
0.626
Drawdown state
0.751
Quality momentum
0.508
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.821
Benchmark Independence 3m Score
0.811
Beta 1y Profile Score
0.157
Beta 3m Profile Score
0
Beta Change Score
0.114
Correlation Change Score
0.316
Current Drawdown Score
0.683
Days Since 52w High Score
0.873
Distance From 52w High Score
0.880
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
0.591
Distance From Sma 50 Score
0.612
Downside Volatility 1m Score
0.316
Downside Volatility 1y Score
0.335
Downside Volatility 2y Score
0.369
Downside Volatility 3m Score
0.230
Downside Volatility 5y Score
0.369
Downside Volatility 6m Score
0.316
Drawdown Recovery Score
0.941
Excess Return 1m Score
0.480
Excess Return 1y Score
0.023
Excess Return 3m Score
0.541
Excess Return 6m Score
0.414
Expected Shortfall 95 1y Score
0.539
Log Avg Dollar Volume 20d Score
0.494
Log Market Cap Score
0.318
Drawdown Score 1m
0.768
Drawdown Score 1y
0.634
Drawdown Score 2y
0.570
Drawdown Score 3m
0.855
Drawdown Score 5y
0.656
Drawdown Score 6m
0.611
Momentum Acceleration 1m Vs 3m Score
0.397
Momentum Acceleration 3m Vs 6m Score
0.626
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.539
Relative Strength Slope 3m Score
0.574
Relative Volume 20d Score
0.338
Return 1m Score
0.525
Return 1w Score
0.525
Return 1y Score
0.461
Return 2y Score
0.270
Return 3m Score
0.672
Return 5y Score
0.085
Return 6m Score
0.541
Return Skewness 1y Score
0.338
Sharpe 1m Score
0.572
Sharpe 1y Score
0.380
Sharpe 2y Score
0.411
Sharpe 3m Score
0.819
Sharpe 5y Score
0.445
Sharpe 6m Score
0.497
Sortino 1m Score
0.466
Sortino 1y Score
0.364
Sortino 2y Score
0.381
Sortino 3m Score
0.684
Sortino 5y Score
0.402
Sortino 6m Score
0.433
Trend R2 1m Score
0.007
Trend R2 1w Score
0.028
Trend R2 1y Score
0.352
Trend R2 2y Score
0.682
Trend R2 3m Score
0.632
Trend R2 5y Score
0.160
Trend R2 6m Score
0.040
Trend Slope 1m Score
0.512
Trend Slope 1w Score
0.540
Trend Slope 1y Score
0.466
Trend Slope 2y Score
0.466
Trend Slope 3m Score
0.648
Trend Slope 5y Score
0.507
Trend Slope 6m Score
0.477
Volatility 1m Score
0.258
Volatility 1w Score
0.190
Volatility 1y Score
0.300
Volatility 2y Score
0.325
Volatility 3m Score
0.284
Volatility 5y Score
0.347
Volatility 6m Score
0.298
Worst Day 1y Score
0.505
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
30,343,511.71
Best Day 1y
0.067
Beta To Benchmark 1y
0.392
Beta 3m
-0.379
Beta Change
-0.771
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.179
Correlation 3m
-0.189
Correlation Change
-0.368
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.821
Benchmark Independence 3m Score
0.811
Beta 1y Profile Score
0.157
Beta 3m Profile Score
0
Beta Change Score
0.114
Correlation Change Score
0.316
Current Drawdown Score
0.683
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
0.591
Current Drawdown
-0.206
Days Since 52w High
220
Distance From 52w High
-0.078
Distance From Sma 20
0.006
Distance From Sma 200
0.055
Distance From Sma 50
0.067
Downside Capture 1y
1.311
Downside Volatility 1m
0.287
Downside Volatility 1w
-
Downside Volatility 1y
0.301
Downside Volatility 2y
0.327
Downside Volatility 3m
0.223
Downside Volatility 5y
0.326
Downside Volatility 6m
0.287
Drawdown Recovery
0.882
Excess Return 1m
-0.012
Excess Return 1y
-0.286
Excess Return 3m
0.025
Excess Return 6m
-0.052
Expected Shortfall 95 1y
-0.046
Market Cap
2,666,603,641.776
Max Drawdown 1m
-0.058
Max Drawdown 1w
-0.017
Max Drawdown 1y
-0.238
Max Drawdown 2y
-0.344
Max Drawdown 3m
-0.058
Max Drawdown 5y
-0.344
Max Drawdown 6m
-0.214
Momentum Acceleration 1m Vs 3m
-0.031
Momentum Acceleration 3m Vs 6m
0.038
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.213
Return 1m
0.015
Return 1w
0.007
Return 1y
-0.063
Return 2y
-0.055
Return 3m
0.138
Return 5y
0.110
Return 6m
0.049
Return Skewness 1y
-0.969
Sector Excess Return 1y
-
Sharpe 1m
0.860
Sharpe 1y
-0.098
Sharpe 2y
0.053
Sharpe 3m
2.096
Sharpe 5y
0.223
Sharpe 6m
0.485
Sortino 1m
0.730
Sortino 1y
-0.090
Sortino 2y
0.047
Sortino 3m
2.475
Sortino 5y
0.212
Sortino 6m
0.462
Trend R2 1m
0.007
Trend R2 1w
0.028
Trend R2 1y
0.352
Trend R2 2y
0.682
Trend R2 3m
0.632
Trend R2 5y
0.160
Trend R2 6m
0.040
Trend 1m
0.000
Trend 1w
0.001
Trend 1y
-0.001
Trend 2y
-0.001
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.584
Value At Risk 95 1y
-0.029
Volatility 1m
0.244
Volatility 1w
0.192
Volatility 1y
0.275
Volatility 2y
0.294
Volatility 3m
0.263
Volatility 5y
0.310
Volatility 6m
0.273
Worst Day 1y
-0.099
Distance From Sma 50 Score
0.612
Downside Volatility 1y Score
0.335
Downside Volatility 3m Score
0.230
Drawdown Recovery Score
0.941
Excess Return 1m Score
0.480
Excess Return 1y Score
0.023
Excess Return 3m Score
0.541
Excess Return 6m Score
0.414
Expected Shortfall 95 1y Score
0.539
Log Avg Dollar Volume 20d Score
0.494
Log Market Cap Score
0.318
Drawdown Score 1y
0.634
Drawdown Score 5y
0.656
Momentum Acceleration 1m Vs 3m Score
0.397
Momentum Acceleration 3m Vs 6m Score
0.626
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.539
Relative Volume 20d Score
0.338
Return 1m Score
0.525
Return 1y Score
0.461
Return 3m Score
0.672
Return 6m Score
0.541
Return Skewness 1y Score
0.338
Sortino 1y Score
0.364
Sortino 3m Score
0.684
Trend R2 1y Score
0.352
Trend R2 3m Score
0.632
Trend Slope 1y Score
0.466
Trend Slope 3m Score
0.648
Volatility 1y Score
0.300
Volatility 3m Score
0.284