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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

ACI

Consumer Staples | v2 | as of 2026-07-10
Close

Research Detail

ACI

ACI

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
-0.388
Correlation To Benchmark 1y
-0.158
Inverse To Benchmark 1y
0.842
Drawdown Score 1m
0.436
Drawdown Score 3m
0.444
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
0.506
Drawdown Score 1y
0.420
Drawdown Score 2y
0.514
Drawdown Score 5y
0.545
Return 1w
0.045
Return 1m
-0.057
Return 3m
-0.147
Return 6m
-0.065
Return 1y
-0.316
Return 2y
-0.205
Return 5y
0.116
Sharpe 1m
-1.568
Sharpe 3m
-1.767
Sharpe 6m
-0.260
Sharpe 1y
-1.082
Sharpe 2y
-0.263
Sharpe 5y
0.223
Trend 1w
0.007
Trend 1m
-0.004
Trend 3m
-0.003
Trend 6m
-0.002
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
-0.000
Volatility 1w
0.283
Volatility 1m
0.402
Volatility 3m
0.328
Volatility 6m
0.321
Volatility 1y
0.308
Volatility 2y
0.284
Volatility 5y
0.305
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
ACI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:54 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.118
Aptet Fit Raw Score
0.128
Aptet Fit Confidence
0.841
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.145
Force Fit Raw Score
0.155
Force Fit Confidence
0.865
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:54 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ACI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ACI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ACI",
    "hitRates": {
      "1": 0.5365853658536586,
      "5": 0.4146341463414634,
      "10": 0.4634146341463415
    },
    "hitRate1D": 0.5365853658536586,
    "comboQuality": 0.2044410806907532,
    "eligibleDays": 330,
    "fitnessScore": 0.051071680023308155,
    "lookbackDays": 30,
    "returnLift1D": 0.0015684287293535883,
    "hitRateLift1D": 0.07761880050411452,
    "activationRate": 0.12424242424242424,
    "activationCount": 41,
    "baselineHitRates": {
      "1": 0.45896656534954405,
      "5": 0.4,
      "10": 0.39375
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": -0.05764449019072069,
    "avgForwardReturns": {
      "1": -0.000028431617518079524,
      "5": -0.004198682170792838,
      "10": -0.002139348916818792
    },
    "shadowMaxDrawdown": -0.12963756531782122,
    "shadowTotalReturn": -0.01870897294093854,
    "avgForwardReturn1D": -0.000028431617518079524,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 41,
      "5": 41,
      "10": 41
    },
    "baselineAvgForwardReturns": {
      "1": -0.001596860346871668,
      "5": -0.005590390217881643,
      "10": -0.010217107695529722
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2044410806907532,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.06058262605910474,
    "bestRawFitnessScore": 0.051071680023308155,
    "upperQuartileComboQuality": 0.13744195623299063
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11777339799154615,
    "rawScore": 0.1279307273702733,
    "confidence": 0.8412057902347647,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.19335512892385381,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.5365853658536586,
        "5": 0.4146341463414634,
        "10": 0.4634146341463415
      },
      "hitRate1D": 0.5365853658536586,
      "comboQuality": 0.2044410806907532,
      "eligibleDays": 330,
      "fitnessScore": 0.051071680023308155,
      "lookbackDays": 30,
      "returnLift1D": 0.0015684287293535883,
      "hitRateLift1D": 0.07761880050411452,
      "activationRate": 0.12424242424242424,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.45896656534954405,
        "5": 0.4,
        "10": 0.39375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.05764449019072069,
      "avgForwardReturns": {
        "1": -0.000028431617518079524,
        "5": -0.004198682170792838,
        "10": -0.002139348916818792
      },
      "shadowMaxDrawdown": -0.12963756531782122,
      "shadowTotalReturn": -0.01870897294093854,
      "avgForwardReturn1D": -0.000028431617518079524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 41,
        "10": 41
      },
      "baselineAvgForwardReturns": {
        "1": -0.001596860346871668,
        "5": -0.005590390217881643,
        "10": -0.010217107695529722
      }
    },
    {
      "topN": 5,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.48936170212765956,
        "5": 0.40425531914893614,
        "10": 0.2765957446808511
      },
      "hitRate1D": 0.48936170212765956,
      "comboQuality": 0.1937824407011185,
      "eligibleDays": 315,
      "fitnessScore": 0.03636414105093298,
      "lookbackDays": 45,
      "returnLift1D": 0.0018545330015915947,
      "hitRateLift1D": 0.0403171161403984,
      "activationRate": 0.1492063492063492,
      "activationCount": 47,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.3967741935483871,
        "10": 0.380327868852459
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.04206336982349968,
      "avgForwardReturns": {
        "1": 0.00008098560726899546,
        "5": -0.007601441974646923,
        "10": -0.017324980831268655
      },
      "shadowMaxDrawdown": -0.07790294622622129,
      "shadowTotalReturn": -0.008110117287885021,
      "avgForwardReturn1D": 0.00008098560726899546,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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": 47,
        "5": 47,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017735473943225992,
        "5": -0.005851800368070734,
        "10": -0.011355764950495822
      }
    },
    {
      "topN": 2,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.36363636363636365,
        "10": 0
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.15994820077910113,
      "eligibleDays": 297,
      "fitnessScore": -0.014894978357542646,
      "lookbackDays": 63,
      "returnLift1D": -0.0002763883374812977,
      "hitRateLift1D": 0.09613022113022107,
      "activationRate": 0.037037037037037035,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.44932432432432434,
        "5": 0.3938356164383562,
        "10": 0.3693379790940767
      },
      "sampleConfidence": 0.8578909167902615,
      "shadowSharpeLike": -0.7201443675731748,
      "avgForwardReturns": {
        "1": -0.002120931023144025,
        "5": -0.010578600656095666,
        "10": -0.028012737746017535
      },
      "shadowMaxDrawdown": -0.02972524785509456,
      "shadowTotalReturn": -0.024511583006597615,
      "avgForwardReturn1D": -0.002120931023144025,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 11,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": -0.0018445426856627271,
        "5": -0.006122621006279482,
        "10": -0.01217749287836223
      }
    },
    {
      "topN": 2,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.47058823529411764,
        "5": 0.35294117647058826,
        "10": 0.4117647058823529
      },
      "hitRate1D": 0.47058823529411764,
      "comboQuality": 0.15660337768636748,
      "eligibleDays": 315,
      "fitnessScore": -0.020418616536488597,
      "lookbackDays": 45,
      "returnLift1D": 0.0017191684906700424,
      "hitRateLift1D": 0.021543649306856483,
      "activationRate": 0.05396825396825397,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.3967741935483871,
        "10": 0.380327868852459
      },
      "sampleConfidence": 0.9570749451511089,
      "shadowSharpeLike": -0.09788551990150741,
      "avgForwardReturns": {
        "1": -0.00005437890365255673,
        "5": -0.009574605361830146,
        "10": -0.011038504161861598
      },
      "shadowMaxDrawdown": -0.030838539270658827,
      "shadowTotalReturn": -0.004552539200417427,
      "avgForwardReturn1D": -0.00005437890365255673,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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": 17,
        "5": 17,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017735473943225992,
        "5": -0.005851800368070734,
        "10": -0.011355764950495822
      }
    },
    {
      "topN": 4,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.4722222222222222,
        "5": 0.4166666666666667,
        "10": 0.3055555555555556
      },
      "hitRate1D": 0.4722222222222222,
      "comboQuality": 0.15453959733004782,
      "eligibleDays": 315,
      "fitnessScore": -0.02387481500809971,
      "lookbackDays": 45,
      "returnLift1D": 0.001650406468052292,
      "hitRateLift1D": 0.023177636234961052,
      "activationRate": 0.11428571428571428,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.3967741935483871,
        "10": 0.380327868852459
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.12805940053729897,
      "avgForwardReturns": {
        "1": -0.00012314092627030735,
        "5": -0.008486463894717312,
        "10": -0.01581205750863772
      },
      "shadowMaxDrawdown": -0.08603456718890401,
      "shadowTotalReturn": -0.014494754292821654,
      "avgForwardReturn1D": -0.00012314092627030735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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": 36,
        "5": 36,
        "10": 36
      },
      "baselineAvgForwardReturns": {
        "1": -0.0017735473943225992,
        "5": -0.005851800368070734,
        "10": -0.011355764950495822
      }
    },
    {
      "topN": 4,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.5,
        "5": 0.42,
        "10": 0.46
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.13174274253397156,
      "eligibleDays": 330,
      "fitnessScore": -0.06484012889982842,
      "lookbackDays": 30,
      "returnLift1D": 0.0006955362974299783,
      "hitRateLift1D": 0.04103343465045595,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.45896656534954405,
        "5": 0.4,
        "10": 0.39375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3426450207065637,
      "avgForwardReturns": {
        "1": -0.0009013240494416897,
        "5": -0.004008355487943884,
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      "shadowSharpeLike": -1.8752492360925732,
      "avgForwardReturns": {
        "1": -0.006704515132745785,
        "5": -0.016624848837406503,
        "10": -0.027094931993149603
      },
      "shadowMaxDrawdown": -0.5007260118454748,
      "shadowTotalReturn": -0.48496672594857815,
      "avgForwardReturn1D": -0.006704515132745785,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": -0.0014307886362086458,
        "5": -0.004848017410057273,
        "10": -0.009441847781122652
      }
    },
    {
      "topN": 2,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.3770491803278688,
        "5": 0.38596491228070173,
        "10": 0.34545454545454546
      },
      "hitRate1D": 0.3770491803278688,
      "comboQuality": 0.0031773263998911166,
      "eligibleDays": 352,
      "fitnessScore": -0.9146772172660304,
      "lookbackDays": 14,
      "returnLift1D": -0.006668501461294827,
      "hitRateLift1D": -0.08866510538641686,
      "activationRate": 0.17613636363636365,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.4657142857142857,
        "5": 0.407514450867052,
        "10": 0.40350877192982454
      },
      "sampleConfidence": 0.9860215053763441,
      "shadowSharpeLike": -1.6514210594264127,
      "avgForwardReturns": {
        "1": -0.008099290097503473,
        "5": -0.016665026770495802,
        "10": -0.02687888444907129
      },
      "shadowMaxDrawdown": -0.4406124879616896,
      "shadowTotalReturn": -0.42295575450767875,
      "avgForwardReturn1D": -0.008099290097503473,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.0014307886362086458,
        "5": -0.004848017410057273,
        "10": -0.009441847781122652
      }
    },
    {
      "topN": 3,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.36231884057971014,
        "5": 0.38461538461538464,
        "10": 0.3225806451612903
      },
      "hitRate1D": 0.36231884057971014,
      "comboQuality": 0.0018784426593634212,
      "eligibleDays": 352,
      "fitnessScore": -1.0305950419721392,
      "lookbackDays": 14,
      "returnLift1D": -0.007189765421855008,
      "hitRateLift1D": -0.10339544513457555,
      "activationRate": 0.19886363636363635,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.4657142857142857,
        "5": 0.407514450867052,
        "10": 0.40350877192982454
      },
      "sampleConfidence": 0.9866666666666667,
      "shadowSharpeLike": -1.92588215713615,
      "avgForwardReturns": {
        "1": -0.008620554058063654,
        "5": -0.01663126220268865,
        "10": -0.025541849456895648
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      "shadowMaxDrawdown": -0.49695123133062846,
      "shadowTotalReturn": -0.4810727967363375,
      "avgForwardReturn1D": -0.008620554058063654,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 65,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": -0.0014307886362086458,
        "5": -0.004848017410057273,
        "10": -0.009441847781122652
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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": 5,
      "comboQuality": 0.0037894330251770207,
      "fitnessScore": -0.8757832922589198,
      "lookbackDays": 14,
      "returnLift1D": -0.004606840776167008,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "sampleConfidence": 0.9900000000000001,
      "shadowTotalReturn": -0.4865435071538633,
      "avgForwardReturn1D": -0.0060376294123756545
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.007770400754857636,
      "fitnessScore": -0.7169192140430918,
      "lookbackDays": 21,
      "returnLift1D": -0.004698917835971464,
      "activationRate": 0.1887905604719764,
      "activationCount": 64,
      "sampleConfidence": 0.9916666666666667,
      "shadowTotalReturn": -0.3626144107681122,
      "avgForwardReturn1D": -0.00625446370563831
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.2044410806907532,
      "fitnessScore": 0.051071680023308155,
      "lookbackDays": 30,
      "returnLift1D": 0.0015684287293535883,
      "activationRate": 0.12424242424242424,
      "activationCount": 41,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.01870897294093854,
      "avgForwardReturn1D": -0.000028431617518079524
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.1937824407011185,
      "fitnessScore": 0.03636414105093298,
      "lookbackDays": 45,
      "returnLift1D": 0.0018545330015915947,
      "activationRate": 0.1492063492063492,
      "activationCount": 47,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.008110117287885021,
      "avgForwardReturn1D": 0.00008098560726899546
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.15994820077910113,
      "fitnessScore": -0.014894978357542646,
      "lookbackDays": 63,
      "returnLift1D": -0.0002763883374812977,
      "activationRate": 0.037037037037037035,
      "activationCount": 11,
      "sampleConfidence": 0.8578909167902615,
      "shadowTotalReturn": -0.024511583006597615,
      "avgForwardReturn1D": -0.002120931023144025
    }
  ],
  "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": "48547ead8f7a23ca6a32d7e8b7e9e31e4f94acf0ce6d38d0cc079f415671bff4",
    "size": 13,
    "members": [
      "ACI",
      "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",
      "ACI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ACI",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ACI",
    "hitRates": {
      "1": 0.5652173913043478,
      "5": 0.5,
      "10": 0.5869565217391305
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    "hitRate1D": 0.5652173913043478,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.26184975182329256,
    "eligibleDays": 344,
    "fitnessScore": 0.12199716576468697,
    "lookbackDays": 45,
    "returnLift1D": 0.0016523605402433807,
    "hitRateLift1D": 0.10010111223458035,
    "portfolioSize": 2,
    "activationRate": 0.13372093023255813,
    "activationCount": 46,
    "baselineHitRates": {
      "1": 0.46511627906976744,
      "5": 0.4147058823529412,
      "10": 0.408955223880597
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.04686979548635455,
    "avgForwardReturns": {
      "1": 0.00024538426513343763,
      "5": -0.00002431701753983266,
      "10": 0.0019489623616300625
    },
    "shadowMaxDrawdown": -0.1300727465351622,
    "shadowTotalReturn": -0.001687261953313035,
    "avgForwardReturn1D": 0.00024538426513343763,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 46,
      "5": 46,
      "10": 46
    },
    "baselineAvgForwardReturns": {
      "1": -0.0014069762751099432,
      "5": -0.004495696951089252,
      "10": -0.009183433235777935
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.26184975182329256,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08173480052748389,
    "bestRawFitnessScore": 0.12199716576468697,
    "upperQuartileComboQuality": 0.12866684001903558
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14481521655115598,
    "rawScore": 0.1552696031757751,
    "confidence": 0.8653389148836288,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.2556575509326438,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.5,
        "10": 0.5869565217391305
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      "hitRate1D": 0.5652173913043478,
      "rankWeights": [
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      "comboQuality": 0.26184975182329256,
      "eligibleDays": 344,
      "fitnessScore": 0.12199716576468697,
      "lookbackDays": 45,
      "returnLift1D": 0.0016523605402433807,
      "hitRateLift1D": 0.10010111223458035,
      "portfolioSize": 2,
      "activationRate": 0.13372093023255813,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.46511627906976744,
        "5": 0.4147058823529412,
        "10": 0.408955223880597
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.04686979548635455,
      "avgForwardReturns": {
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        "5": -0.00002431701753983266,
        "10": 0.0019489623616300625
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      "shadowMaxDrawdown": -0.1300727465351622,
      "shadowTotalReturn": -0.001687261953313035,
      "avgForwardReturn1D": 0.00024538426513343763,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 46,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.0014069762751099432,
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    },
    {
      "topN": 4,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.49230769230769234,
        "10": 0.47692307692307695
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      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
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      ],
      "comboQuality": 0.24209309695196937,
      "eligibleDays": 344,
      "fitnessScore": 0.0989275941137929,
      "lookbackDays": 45,
      "returnLift1D": 0.001526653878379182,
      "hitRateLift1D": 0.073345259391771,
      "portfolioSize": 4,
      "activationRate": 0.18895348837209303,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.46511627906976744,
        "5": 0.4147058823529412,
        "10": 0.408955223880597
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.0012524311092485753,
      "avgForwardReturns": {
        "1": 0.00011967760326923893,
        "5": -0.002213276797931432,
        "10": -0.004491188168066582
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      "shadowMaxDrawdown": -0.1300727465351622,
      "shadowTotalReturn": -0.011658094530629826,
      "avgForwardReturn1D": 0.00011967760326923893,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 65,
        "10": 65
      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.24209309695196937,
      "eligibleDays": 344,
      "fitnessScore": 0.0989275941137929,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1300727465351622,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.18636566280112396,
      "eligibleDays": 344,
      "fitnessScore": 0.02576391749298297,
      "lookbackDays": 45,
      "returnLift1D": 0.0011914596333490257,
      "hitRateLift1D": 0.05155038759689928,
      "portfolioSize": 3,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.11658316116627435,
      "avgForwardReturns": {
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        "5": -0.0018370744555251265,
        "10": -0.002519398642979039
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      "shadowMaxDrawdown": -0.1393031901342885,
      "shadowTotalReturn": -0.03027665525677148,
      "avgForwardReturn1D": -0.0002155166417609174,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
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        "2025-03-21",
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      ],
      "horizonObservationCounts": {
        "1": 60,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "ACI",
      "hitRates": {
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        "5": 0.48214285714285715,
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      "hitRate1D": 0.5178571428571429,
      "rankWeights": [
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      "comboQuality": 0.16480336424520606,
      "eligibleDays": 359,
      "fitnessScore": -0.007041114687978148,
      "lookbackDays": 30,
      "returnLift1D": 0.0008205163756750519,
      "hitRateLift1D": 0.04989056904098693,
      "portfolioSize": 3,
      "activationRate": 0.15598885793871867,
      "activationCount": 56,
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      "sampleConfidence": 0.9928571428571429,
      "shadowSharpeLike": -1.1708558665087612,
      "avgForwardReturns": {
        "1": -0.005966292890116284,
        "5": -0.00792113830278381,
        "10": -0.010073542439715052
      },
      "shadowMaxDrawdown": -0.3451944518846166,
      "shadowTotalReturn": -0.31986879877865415,
      "avgForwardReturn1D": -0.005966292890116284,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-19",
        "2025-02-21",
        "2025-02-24",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-07",
        "2025-03-10"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 53,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010936013361885011,
        "5": -0.0036273885881703957,
        "10": -0.0077604779558738055
      }
    },
    {
      "topN": 4,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.4105263157894737,
        "5": 0.38461538461538464,
        "10": 0.313953488372093
      },
      "hitRate1D": 0.4105263157894737,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0035993394953249846,
      "eligibleDays": 375,
      "fitnessScore": -0.8871478000576173,
      "lookbackDays": 14,
      "returnLift1D": -0.005016815751354986,
      "hitRateLift1D": -0.06680701754385965,
      "portfolioSize": 4,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4393530997304582,
        "10": 0.4344262295081967
      },
      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": -1.7619081476294913,
      "avgForwardReturns": {
        "1": -0.006095632964877345,
        "5": -0.01564675142502373,
        "10": -0.024852864117339845
      },
      "shadowMaxDrawdown": -0.4996372425874742,
      "shadowTotalReturn": -0.4773390092287576,
      "avgForwardReturn1D": -0.006095632964877345,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-24",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010788172135223588,
        "5": -0.0032145122294172834,
        "10": -0.006451873698051311
      }
    },
    {
      "topN": 5,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.4105263157894737,
        "5": 0.38461538461538464,
        "10": 0.313953488372093
      },
      "hitRate1D": 0.4105263157894737,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0035993394953249846,
      "eligibleDays": 375,
      "fitnessScore": -0.8871478000576173,
      "lookbackDays": 14,
      "returnLift1D": -0.005016815751354986,
      "hitRateLift1D": -0.06680701754385965,
      "portfolioSize": 5,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4393530997304582,
        "10": 0.4344262295081967
      },
      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": -1.7619081476294913,
      "avgForwardReturns": {
        "1": -0.006095632964877345,
        "5": -0.01564675142502373,
        "10": -0.024852864117339845
      },
      "shadowMaxDrawdown": -0.4996372425874742,
      "shadowTotalReturn": -0.4773390092287576,
      "avgForwardReturn1D": -0.006095632964877345,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-24",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010788172135223588,
        "5": -0.0032145122294172834,
        "10": -0.006451873698051311
      }
    },
    {
      "topN": 2,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.375,
        "5": 0.4,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.003055270651673131,
      "eligibleDays": 375,
      "fitnessScore": -0.9233219729437098,
      "lookbackDays": 14,
      "returnLift1D": -0.006677658310646317,
      "hitRateLift1D": -0.10233333333333333,
      "portfolioSize": 2,
      "activationRate": 0.17066666666666666,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4393530997304582,
        "10": 0.4344262295081967
      },
      "sampleConfidence": 0.9885416666666668,
      "shadowSharpeLike": -1.6082608282317208,
      "avgForwardReturns": {
        "1": -0.007756475524168676,
        "5": -0.015475420188140219,
        "10": -0.02512089773713542
      },
      "shadowMaxDrawdown": -0.4497835173117338,
      "shadowTotalReturn": -0.4252635958206942,
      "avgForwardReturn1D": -0.007756475524168676,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-24",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 60,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010788172135223588,
        "5": -0.0032145122294172834,
        "10": -0.006451873698051311
      }
    },
    {
      "topN": 3,
      "ticker": "ACI",
      "hitRates": {
        "1": 0.3698630136986301,
        "5": 0.4057971014492754,
        "10": 0.3230769230769231
      },
      "hitRate1D": 0.3698630136986301,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0022009681985420172,
      "eligibleDays": 375,
      "fitnessScore": -0.9956639968846491,
      "lookbackDays": 14,
      "returnLift1D": -0.006781585802785367,
      "hitRateLift1D": -0.10747031963470322,
      "portfolioSize": 3,
      "activationRate": 0.19466666666666665,
      "activationCount": 73,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.4393530997304582,
        "10": 0.4344262295081967
      },
      "sampleConfidence": 0.989041095890411,
      "shadowSharpeLike": -1.7953159018451375,
      "avgForwardReturns": {
        "1": -0.007860403016307726,
        "5": -0.01520521116909757,
        "10": -0.023428323589157717
      },
      "shadowMaxDrawdown": -0.4936273029706041,
      "shadowTotalReturn": -0.47106124185279974,
      "avgForwardReturn1D": -0.007860403016307726,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-24",
        "2025-03-07",
        "2025-03-10"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 69,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010788172135223588,
        "5": -0.0032145122294172834,
        "10": -0.006451873698051311
      }
    }
  ],
  "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": 0.0035993394953249846,
      "fitnessScore": -0.8871478000576173,
      "lookbackDays": 14,
      "returnLift1D": -0.005016815751354986,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "sampleConfidence": 0.9908771929824562,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.4773390092287576,
      "avgForwardReturn1D": -0.006095632964877345
    },
    {
      "comboQuality": 0.013618160733100968,
      "fitnessScore": -0.592180643926802,
      "lookbackDays": 21,
      "returnLift1D": -0.0034114386672451586,
      "activationRate": 0.22826086956521738,
      "activationCount": 84,
      "sampleConfidence": 0.9936507936507937,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.3528145214964681,
      "avgForwardReturn1D": -0.00450504000343366
    },
    {
      "comboQuality": 0.16480336424520606,
      "fitnessScore": -0.007041114687978148,
      "lookbackDays": 30,
      "returnLift1D": 0.0008205163756750519,
      "activationRate": 0.15598885793871867,
      "activationCount": 56,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.04870275691131776,
      "avgForwardReturn1D": -0.00047646995329912734
    },
    {
      "comboQuality": 0.26184975182329256,
      "fitnessScore": 0.12199716576468697,
      "lookbackDays": 45,
      "returnLift1D": 0.0016523605402433807,
      "activationRate": 0.13372093023255813,
      "activationCount": 46,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.001687261953313035,
      "avgForwardReturn1D": 0.00024538426513343763
    },
    {
      "comboQuality": 0.08309474963462266,
      "fitnessScore": -0.1782249769895924,
      "lookbackDays": 63,
      "returnLift1D": -0.0008807988589588024,
      "activationRate": 0.12269938650306748,
      "activationCount": 40,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.10773901509415473,
      "avgForwardReturn1D": -0.002619275860492687
    }
  ],
  "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": "48547ead8f7a23ca6a32d7e8b7e9e31e4f94acf0ce6d38d0cc079f415671bff4",
    "size": 13,
    "members": [
      "ACI",
      "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
0.415
Liquidity
0.698
Momentum
0.378
Relative strength
0.183
Trend quality
0.553
Stability
0.565
Aggression
0.381
Downside risk
0.496
Drawdown state
0.446
Quality momentum
0.397
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.842
Benchmark Independence 3m Score
0.824
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.474
Correlation Change Score
0.491
Current Drawdown Score
0.382
Days Since 52w High Score
0.996
Distance From 52w High Score
0.516
Distance From Sma 20 Score
0.566
Distance From Sma 200 Score
0.300
Distance From Sma 50 Score
0.433
Downside Volatility 1m Score
0.615
Downside Volatility 1y Score
0.322
Downside Volatility 2y Score
0.303
Downside Volatility 3m Score
0.386
Downside Volatility 5y Score
0.324
Downside Volatility 6m Score
0.365
Drawdown Recovery Score
0.630
Excess Return 1m Score
0.359
Excess Return 1y Score
0
Excess Return 3m Score
0.067
Excess Return 6m Score
0.224
Expected Shortfall 95 1y Score
0.582
Log Avg Dollar Volume 20d Score
0.698
Log Market Cap Score
0.415
Drawdown Score 1m
0.436
Drawdown Score 1y
0.420
Drawdown Score 2y
0.514
Drawdown Score 3m
0.444
Drawdown Score 5y
0.545
Drawdown Score 6m
0.506
Momentum Acceleration 1m Vs 3m Score
0.471
Momentum Acceleration 3m Vs 6m Score
0.373
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.344
Relative Strength Slope 3m Score
0.215
Relative Volume 20d Score
0.334
Return 1m Score
0.404
Return 1w Score
0.649
Return 1y Score
0.302
Return 2y Score
0.227
Return 3m Score
0.317
Return 5y Score
0.086
Return 6m Score
0.446
Return Skewness 1y Score
0.691
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.086
Sharpe 1y Score
0.184
Sharpe 2y Score
0.347
Sharpe 3m Score
0.047
Sharpe 5y Score
0.445
Sharpe 6m Score
0.348
Sortino 1m Score
0.221
Sortino 1y Score
0.232
Sortino 2y Score
0.341
Sortino 3m Score
0.161
Sortino 5y Score
0.404
Sortino 6m Score
0.343
Trend R2 1m Score
0.299
Trend R2 1w Score
0.459
Trend R2 1y Score
0.669
Trend R2 2y Score
0.312
Trend R2 3m Score
0.731
Trend R2 5y Score
0.117
Trend R2 6m Score
0.563
Trend Slope 1m Score
0.246
Trend Slope 1w Score
0.929
Trend Slope 1y Score
0.441
Trend Slope 2y Score
0.477
Trend Slope 3m Score
0.290
Trend Slope 5y Score
0.494
Trend Slope 6m Score
0.405
Volatility 1m Score
0.470
Volatility 1w Score
0.311
Volatility 1y Score
0.344
Volatility 2y Score
0.312
Volatility 3m Score
0.371
Volatility 5y Score
0.341
Volatility 6m Score
0.361
Worst Day 1y Score
0.667
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
124,079,541.528
Best Day 1y
0.136
Beta To Benchmark 1y
-0.388
Beta 3m
-0.441
Beta Change
-0.053
Beta To Sector 1y
1.027
Correlation To Benchmark 1y
-0.158
Correlation 3m
-0.176
Correlation Change
-0.018
Correlation To Sector 1y
0.448
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.842
Benchmark Independence 3m Score
0.824
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.474
Correlation Change Score
0.491
Current Drawdown Score
0.382
Distance From Sma 20 Score
0.566
Distance From Sma 200 Score
0.300
Current Drawdown
-0.402
Days Since 52w High
251
Distance From 52w High
-0.315
Distance From Sma 20
0.040
Distance From Sma 200
-0.120
Distance From Sma 50
-0.040
Downside Capture 1y
2.390
Downside Volatility 1m
0.511
Downside Volatility 1w
-
Downside Volatility 1y
0.291
Downside Volatility 2y
0.277
Downside Volatility 3m
0.339
Downside Volatility 5y
0.293
Downside Volatility 6m
0.324
Drawdown Recovery
0.259
Excess Return 1m
-0.084
Excess Return 1y
-0.539
Excess Return 3m
-0.260
Excess Return 6m
-0.166
Expected Shortfall 95 1y
-0.042
Market Cap
7,182,600,554.611
Max Drawdown 1m
-0.141
Max Drawdown 1w
-0.014
Max Drawdown 1y
-0.377
Max Drawdown 2y
-0.388
Max Drawdown 3m
-0.222
Max Drawdown 5y
-0.455
Max Drawdown 6m
-0.272
Momentum Acceleration 1m Vs 3m
-0.009
Momentum Acceleration 3m Vs 6m
-0.038
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.005
Relative Volume 20d
1.203
Return 1m
-0.057
Return 1w
0.045
Return 1y
-0.316
Return 2y
-0.205
Return 3m
-0.147
Return 5y
0.116
Return 6m
-0.065
Return Skewness 1y
1.146
Sector Excess Return 1y
-0.386
Sharpe 1m
-1.568
Sharpe 1y
-1.082
Sharpe 2y
-0.263
Sharpe 3m
-1.767
Sharpe 5y
0.223
Sharpe 6m
-0.260
Sortino 1m
-1.234
Sortino 1y
-1.144
Sortino 2y
-0.270
Sortino 3m
-1.709
Sortino 5y
0.232
Sortino 6m
-0.258
Trend R2 1m
0.299
Trend R2 1w
0.459
Trend R2 1y
0.669
Trend R2 2y
0.312
Trend R2 3m
0.731
Trend R2 5y
0.117
Trend R2 6m
0.563
Trend 1m
-0.004
Trend 1w
0.007
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
-0.003
Trend 5y
-0.000
Trend 6m
-0.002
Upside Capture 1y
0.234
Value At Risk 95 1y
-0.030
Volatility 1m
0.402
Volatility 1w
0.283
Volatility 1y
0.308
Volatility 2y
0.284
Volatility 3m
0.328
Volatility 5y
0.305
Volatility 6m
0.321
Worst Day 1y
-0.067
Distance From Sma 50 Score
0.433
Downside Volatility 1y Score
0.322
Downside Volatility 3m Score
0.386
Drawdown Recovery Score
0.630
Excess Return 1m Score
0.359
Excess Return 1y Score
0
Excess Return 3m Score
0.067
Excess Return 6m Score
0.224
Expected Shortfall 95 1y Score
0.582
Log Avg Dollar Volume 20d Score
0.698
Log Market Cap Score
0.415
Drawdown Score 1y
0.420
Drawdown Score 5y
0.545
Momentum Acceleration 1m Vs 3m Score
0.471
Momentum Acceleration 3m Vs 6m Score
0.373
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.344
Relative Volume 20d Score
0.334
Return 1m Score
0.404
Return 1y Score
0.302
Return 3m Score
0.317
Return 6m Score
0.446
Return Skewness 1y Score
0.691
Sortino 1y Score
0.232
Sortino 3m Score
0.161
Trend R2 1y Score
0.669
Trend R2 3m Score
0.731
Trend Slope 1y Score
0.441
Trend Slope 3m Score
0.290
Volatility 1y Score
0.344
Volatility 3m Score
0.371