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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

AIZ

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

Research Detail

AIZ

AIZ

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
0.277
Correlation To Benchmark 1y
0.143
Inverse To Benchmark 1y
0.857
Drawdown Score 1m
0.932
Drawdown Score 3m
0.896
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
0.771
Drawdown Score 1y
0.807
Drawdown Score 2y
0.740
Drawdown Score 5y
0.554
Return 1w
-0.002
Return 1m
0.111
Return 3m
0.253
Return 6m
0.188
Return 1y
0.486
Return 2y
0.782
Return 5y
0.935
Sharpe 1m
7.935
Sharpe 3m
4.592
Sharpe 6m
1.561
Sharpe 1y
1.749
Sharpe 2y
1.290
Sharpe 5y
0.653
Trend 1w
-0.001
Trend 1m
0.005
Trend 3m
0.004
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.072
Volatility 1m
0.161
Volatility 3m
0.201
Volatility 6m
0.240
Volatility 1y
0.244
Volatility 2y
0.248
Volatility 5y
0.250
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
AIZ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:05 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.528
Aptet Fit Raw Score
0.553
Aptet Fit Confidence
0.910
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.527
Force Fit Raw Score
0.548
Force Fit Confidence
0.925
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:05 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIZ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIZ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AIZ",
    "hitRates": {
      "1": 0.5741935483870968,
      "5": 0.609271523178808,
      "10": 0.6232876712328768
    },
    "hitRate1D": 0.5741935483870968,
    "comboQuality": 0.8514964602842086,
    "eligibleDays": 315,
    "fitnessScore": 0.7342050406985741,
    "lookbackDays": 45,
    "returnLift1D": 0.00039564426817936035,
    "hitRateLift1D": 0.0009451407437847115,
    "activationRate": 0.49523809523809526,
    "activationCount": 156,
    "baselineHitRates": {
      "1": 0.5732484076433121,
      "5": 0.6,
      "10": 0.6032786885245902
    },
    "sampleConfidence": 0.9931623931623932,
    "shadowSharpeLike": 1.6454076812777463,
    "avgForwardReturns": {
      "1": 0.0017501016902411568,
      "5": 0.006472911713093308,
      "10": 0.013749729451519808
    },
    "shadowMaxDrawdown": -0.06875499826782816,
    "shadowTotalReturn": 0.2849017177600459,
    "avgForwardReturn1D": 0.0017501016902411568,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25"
    ],
    "horizonObservationCounts": {
      "1": 155,
      "5": 151,
      "10": 146
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013544574220617964,
      "5": 0.0066391717207630215,
      "10": 0.013390010029758223
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8514964602842086,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3993672732561836,
    "bestRawFitnessScore": 0.7342050406985741,
    "upperQuartileComboQuality": 0.640958593265734
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5282373543348802,
    "rawScore": 0.5530433639234001,
    "confidence": 0.9102927140738436,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.4003696982807114,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14,
        45,
        63
      ]
    },
    "parameterStability": 0.52666168630931,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5741935483870968,
        "5": 0.609271523178808,
        "10": 0.6232876712328768
      },
      "hitRate1D": 0.5741935483870968,
      "comboQuality": 0.8514964602842086,
      "eligibleDays": 315,
      "fitnessScore": 0.7342050406985741,
      "lookbackDays": 45,
      "returnLift1D": 0.00039564426817936035,
      "hitRateLift1D": 0.0009451407437847115,
      "activationRate": 0.49523809523809526,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": 1.6454076812777463,
      "avgForwardReturns": {
        "1": 0.0017501016902411568,
        "5": 0.006472911713093308,
        "10": 0.013749729451519808
      },
      "shadowMaxDrawdown": -0.06875499826782816,
      "shadowTotalReturn": 0.2849017177600459,
      "avgForwardReturn1D": 0.0017501016902411568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013544574220617964,
        "5": 0.0066391717207630215,
        "10": 0.013390010029758223
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5984251968503937,
        "5": 0.5772357723577236,
        "10": 0.6101694915254238
      },
      "hitRate1D": 0.5984251968503937,
      "comboQuality": 0.7915961809040699,
      "eligibleDays": 297,
      "fitnessScore": 0.6436062258099994,
      "lookbackDays": 63,
      "returnLift1D": 0.00045422548734995417,
      "hitRateLift1D": 0.027479250904447805,
      "activationRate": 0.43097643097643096,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9916666666666667,
      "shadowSharpeLike": 1.4315856383370094,
      "avgForwardReturns": {
        "1": 0.001652853916420437,
        "5": 0.005357285853603285,
        "10": 0.008939956295933166
      },
      "shadowMaxDrawdown": -0.06361306672726352,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
        "2025-10-02"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5769230769230769,
        "5": 0.5723684210526315,
        "10": 0.6258503401360545
      },
      "hitRate1D": 0.5769230769230769,
      "comboQuality": 0.7705321172528777,
      "eligibleDays": 297,
      "fitnessScore": 0.6164900177041678,
      "lookbackDays": 63,
      "returnLift1D": 0.0000348353012830328,
      "hitRateLift1D": 0.005977130977130929,
      "activationRate": 0.5286195286195287,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9932059447983015,
      "shadowSharpeLike": 1.1783428526369741,
      "avgForwardReturns": {
        "1": 0.0012334637303535157,
        "5": 0.00526474431414374,
        "10": 0.010453373900533794
      },
      "shadowMaxDrawdown": -0.0856486596963566,
      "shadowTotalReturn": 0.18954610295277363,
      "avgForwardReturn1D": 0.0012334637303535157,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 152,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.546583850931677,
        "5": 0.535031847133758,
        "10": 0.49019607843137253
      },
      "hitRate1D": 0.546583850931677,
      "comboQuality": 0.741557055211295,
      "eligibleDays": 352,
      "fitnessScore": 0.5818969732599181,
      "lookbackDays": 14,
      "returnLift1D": 0.000736566370537733,
      "hitRateLift1D": -0.01055900621118011,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5571428571428572,
        "5": 0.5751445086705202,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.9950310559006211,
      "shadowSharpeLike": 0.9967261458202563,
      "avgForwardReturns": {
        "1": 0.0015902007563496075,
        "5": 0.000590161449634452,
        "10": 0.0012161814263988257
      },
      "shadowMaxDrawdown": -0.11489389323770016,
      "shadowTotalReturn": 0.2425998498379578,
      "avgForwardReturn1D": 0.0015902007563496075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 157,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008536343858118745,
        "5": 0.004603118008412981,
        "10": 0.009544476803593842
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5602836879432624,
        "5": 0.5985401459854015,
        "10": 0.6060606060606061
      },
      "hitRate1D": 0.5602836879432624,
      "comboQuality": 0.6916334833739464,
      "eligibleDays": 315,
      "fitnessScore": 0.5277087625406439,
      "lookbackDays": 45,
      "returnLift1D": -0.00013706260388328243,
      "hitRateLift1D": -0.012964719700049643,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.9924882629107982,
      "shadowSharpeLike": 1.1067138793775706,
      "avgForwardReturns": {
        "1": 0.001217394818178514,
        "5": 0.006114311448540181,
        "10": 0.012448327278676619
      },
      "shadowMaxDrawdown": -0.06898695815154099,
      "shadowTotalReturn": 0.16390155994112998,
      "avgForwardReturn1D": 0.001217394818178514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-08-14",
        "2025-08-15",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013544574220617964,
        "5": 0.0066391717207630215,
        "10": 0.013390010029758223
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5314685314685315,
        "5": 0.5460992907801419,
        "10": 0.48905109489051096
      },
      "hitRate1D": 0.5314685314685315,
      "comboQuality": 0.6240669632296633,
      "eligibleDays": 352,
      "fitnessScore": 0.46150626116221855,
      "lookbackDays": 14,
      "returnLift1D": 0.0005755469600973733,
      "hitRateLift1D": -0.025674325674325704,
      "activationRate": 0.40625,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5571428571428572,
        "5": 0.5751445086705202,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.9962703962703964,
      "shadowSharpeLike": 0.8132875383187358,
      "avgForwardReturns": {
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      "sampleConfidence": 0.9935103244837759,
      "shadowSharpeLike": -0.44220914668378286,
      "avgForwardReturns": {
        "1": -0.0005986020801262834,
        "5": -0.002669454749085898,
        "10": -0.0038752733192610987
      },
      "shadowMaxDrawdown": -0.1897048592653905,
      "shadowTotalReturn": -0.08897640995181133,
      "avgForwardReturn1D": -0.0005986020801262834,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 110,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009379245227800782,
        "5": 0.004823694625577012,
        "10": 0.009929317822644952
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.40540540540540543,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5609756097560976,
      "comboQuality": 0.14446618036705486,
      "eligibleDays": 297,
      "fitnessScore": -0.04130964186649749,
      "lookbackDays": 63,
      "returnLift1D": -0.00284051028327601,
      "hitRateLift1D": -0.009970336189848328,
      "activationRate": 0.1414141414141414,
      "activationCount": 42,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9761904761904763,
      "shadowSharpeLike": -0.8192985452802258,
      "avgForwardReturns": {
        "1": -0.001641881854205527,
        "5": -0.004855288049331663,
        "10": -0.003337322551721794
      },
      "shadowMaxDrawdown": -0.09682721218745749,
      "shadowTotalReturn": -0.07336346554723472,
      "avgForwardReturn1D": -0.001641881854205527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-01",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 37,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
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    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.4810126582278481,
        "5": 0.52,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.4810126582278481,
      "comboQuality": 0.043064477042475034,
      "eligibleDays": 330,
      "fitnessScore": -0.3322282623931008,
      "lookbackDays": 30,
      "returnLift1D": -0.0035733312143550622,
      "hitRateLift1D": -0.07825785848947708,
      "activationRate": 0.23939393939393938,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.5592705167173252,
        "5": 0.5907692307692308,
        "10": 0.596875
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      "sampleConfidence": 0.989029535864979,
      "shadowSharpeLike": -1.4829015286464462,
      "avgForwardReturns": {
        "1": -0.002571547688811438,
        "5": -0.0016950163829918762,
        "10": 0.005515426834242797
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      "shadowMaxDrawdown": -0.21791774587309476,
      "shadowTotalReturn": -0.2011157364355307,
      "avgForwardReturn1D": -0.002571547688811438,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-08-07",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 75,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.001001783525543624,
        "5": 0.005431260812433866,
        "10": 0.01242031229647594
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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": 0.741557055211295,
      "fitnessScore": 0.5818969732599181,
      "lookbackDays": 14,
      "returnLift1D": 0.000736566370537733,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "sampleConfidence": 0.9950310559006211,
      "shadowTotalReturn": 0.2425998498379578,
      "avgForwardReturn1D": 0.0015902007563496075
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.33990517146568955,
      "fitnessScore": 0.2039822967306387,
      "lookbackDays": 21,
      "returnLift1D": -0.0005299917919119627,
      "activationRate": 0.23303834808259588,
      "activationCount": 79,
      "sampleConfidence": 0.9957805907172996,
      "shadowTotalReturn": 0.013027596423248022,
      "avgForwardReturn1D": 0.00040793273086811544
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3313991027325798,
      "fitnessScore": 0.19558993792749235,
      "lookbackDays": 30,
      "returnLift1D": -0.000784765845188007,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "sampleConfidence": 0.992326139088729,
      "shadowTotalReturn": 0.00546079386598608,
      "avgForwardReturn1D": 0.00021701768035561696
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8514964602842086,
      "fitnessScore": 0.7342050406985741,
      "lookbackDays": 45,
      "returnLift1D": 0.00039564426817936035,
      "activationRate": 0.49523809523809526,
      "activationCount": 156,
      "sampleConfidence": 0.9931623931623932,
      "shadowTotalReturn": 0.2849017177600459,
      "avgForwardReturn1D": 0.0017501016902411568
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7915961809040699,
      "fitnessScore": 0.6436062258099994,
      "lookbackDays": 63,
      "returnLift1D": 0.00045422548734995417,
      "activationRate": 0.43097643097643096,
      "activationCount": 128,
      "sampleConfidence": 0.9916666666666667,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437
    }
  ],
  "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": "8f1a96e3d391f9691e8a9bd5d03e0e98534bcc504e40c275f43f4c7e651f30e0",
    "size": 13,
    "members": [
      "AIZ",
      "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",
      "AIZ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIZ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIZ",
    "hitRates": {
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      "5": 0.5772357723577236,
      "10": 0.6101694915254238
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    "hitRate1D": 0.5984251968503937,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.7736333923840512,
    "eligibleDays": 326,
    "fitnessScore": 0.6203672984191396,
    "lookbackDays": 63,
    "returnLift1D": 0.0005498973302449255,
    "hitRateLift1D": 0.03707550359886003,
    "portfolioSize": 4,
    "activationRate": 0.3895705521472393,
    "activationCount": 127,
    "baselineHitRates": {
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      "5": 0.5962732919254659,
      "10": 0.6025236593059937
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    "sampleConfidence": 0.9931758530183727,
    "shadowSharpeLike": 1.366137573869271,
    "avgForwardReturns": {
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      "5": 0.005357285853603285,
      "10": 0.008939956295933166
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    "shadowMaxDrawdown": -0.06361306672726352,
    "shadowTotalReturn": 0.20844384526353865,
    "avgForwardReturn1D": 0.001652853916420437,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-08-15",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-09-26",
      "2025-09-29",
      "2025-10-01",
      "2025-10-02"
    ],
    "horizonObservationCounts": {
      "1": 127,
      "5": 123,
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    "baselineAvgForwardReturns": {
      "1": 0.0011029565861755115,
      "5": 0.00662701255641248,
      "10": 0.013330883503466655
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7736333923840512,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.35252091163799787,
    "bestRawFitnessScore": 0.6203672984191396,
    "upperQuartileComboQuality": 0.5635326663538542
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5273300849674311,
    "rawScore": 0.5480051163829176,
    "confidence": 0.9245443854540952,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.35033039692102486,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.750342881408236,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5984251968503937,
        "5": 0.5772357723577236,
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      "hitRate1D": 0.5984251968503937,
      "rankWeights": [
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      "comboQuality": 0.7736333923840512,
      "eligibleDays": 326,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "hitRateLift1D": 0.03707550359886003,
      "portfolioSize": 4,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
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      "sampleConfidence": 0.9931758530183727,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.06361306672726352,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
        "2025-10-02"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5984251968503937,
      "rankWeights": [
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      "comboQuality": 0.7736333923840512,
      "eligibleDays": 326,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "hitRateLift1D": 0.03707550359886003,
      "portfolioSize": 5,
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      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": 1.366137573869271,
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      "shadowMaxDrawdown": -0.06361306672726352,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
        "2025-10-02"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.6302397438829247,
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      "sampleConfidence": 0.9941441441441442,
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    },
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      "comboQuality": 0.6302397438829247,
      "eligibleDays": 344,
      "fitnessScore": 0.46731399980494726,
      "lookbackDays": 45,
      "returnLift1D": 0.000018443760555657664,
      "hitRateLift1D": -0.004085480829666865,
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      "shadowSharpeLike": 0.903006097280642,
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      "shadowMaxDrawdown": -0.0865526904960453,
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      "riskOffActivations": 0,
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        "2025-03-27",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-08-14"
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      "horizonObservationCounts": {
        "1": 148,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "AIZ",
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      "comboQuality": 0.5929159299060311,
      "eligibleDays": 326,
      "fitnessScore": 0.43272723659019335,
      "lookbackDays": 63,
      "returnLift1D": 0.0001874968542341191,
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      "shadowSharpeLike": -0.41739467105667905,
      "avgForwardReturns": {
        "1": -0.0005086581483825972,
        "5": -0.002648164403388507,
        "10": -0.0009541709723574201
      },
      "shadowMaxDrawdown": -0.1986155774095235,
      "shadowTotalReturn": -0.09357824064527931,
      "avgForwardReturn1D": -0.0005086581483825972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.518796992481203,
        "5": 0.4806201550387597,
        "10": 0.47580645161290325
      },
      "hitRate1D": 0.518796992481203,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.166465266512438,
      "eligibleDays": 368,
      "fitnessScore": -0.004395512910936122,
      "lookbackDays": 21,
      "returnLift1D": -0.0013802938928911485,
      "hitRateLift1D": -0.03283344230140561,
      "portfolioSize": 5,
      "activationRate": 0.36141304347826086,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.5793871866295265
      },
      "sampleConfidence": 0.993483709273183,
      "shadowSharpeLike": -0.41739467105667905,
      "avgForwardReturns": {
        "1": -0.0005086581483825972,
        "5": -0.002648164403388507,
        "10": -0.0009541709723574201
      },
      "shadowMaxDrawdown": -0.1986155774095235,
      "shadowTotalReturn": -0.09357824064527931,
      "avgForwardReturn1D": -0.0005086581483825972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.40540540540540543,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5609756097560976,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14137925849683394,
      "eligibleDays": 326,
      "fitnessScore": -0.046853876512585775,
      "lookbackDays": 63,
      "returnLift1D": -0.0027448384403810384,
      "hitRateLift1D": -0.0003740834954361061,
      "portfolioSize": 2,
      "activationRate": 0.12576687116564417,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.5613496932515337,
        "5": 0.5962732919254659,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 0.9804878048780488,
      "shadowSharpeLike": -0.7820332820773924,
      "avgForwardReturns": {
        "1": -0.001641881854205527,
        "5": -0.004855288049331663,
        "10": -0.003337322551721794
      },
      "shadowMaxDrawdown": -0.09682721218745749,
      "shadowTotalReturn": -0.07336346554723472,
      "avgForwardReturn1D": -0.001641881854205527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-01",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 37,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011029565861755115,
        "5": 0.00662701255641248,
        "10": 0.013330883503466655
      }
    },
    {
      "topN": 3,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5128205128205128,
        "5": 0.4473684210526316,
        "10": 0.44954128440366975
      },
      "hitRate1D": 0.5128205128205128,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.12277925755595537,
      "eligibleDays": 368,
      "fitnessScore": -0.08260152615377729,
      "lookbackDays": 21,
      "returnLift1D": -0.0017151111414236873,
      "hitRateLift1D": -0.03880992196209587,
      "portfolioSize": 3,
      "activationRate": 0.3179347826086957,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.5793871866295265
      },
      "sampleConfidence": 0.9937321937321938,
      "shadowSharpeLike": -0.5845318532172783,
      "avgForwardReturns": {
        "1": -0.0008434753969151361,
        "5": -0.003990630243482463,
        "10": -0.004964694434147425
      },
      "shadowMaxDrawdown": -0.21285600735159027,
      "shadowTotalReturn": -0.11912282789358986,
      "avgForwardReturn1D": -0.0008434753969151361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.47560975609756095,
        "5": 0.5,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.47560975609756095,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.038843028795453774,
      "eligibleDays": 359,
      "fitnessScore": -0.35589400539402855,
      "lookbackDays": 30,
      "returnLift1D": -0.003638322898707707,
      "hitRateLift1D": -0.07870779264895711,
      "portfolioSize": 2,
      "activationRate": 0.22841225626740946,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5543175487465181,
        "5": 0.5774647887323944,
        "10": 0.5914285714285714
      },
      "sampleConfidence": 0.9894308943089432,
      "shadowSharpeLike": -1.455158632496184,
      "avgForwardReturns": {
        "1": -0.002619885231021969,
        "5": -0.0034131114110724494,
        "10": 0.0015731928311441994
      },
      "shadowMaxDrawdown": -0.22107168571612812,
      "shadowTotalReturn": -0.21035862112430215,
      "avgForwardReturn1D": -0.002619885231021969,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-08-07",
        "2025-08-14",
        "2025-08-15"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.001018437667685738,
        "5": 0.005237021820633321,
        "10": 0.010255992056542707
      }
    }
  ],
  "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": 0.5537382451697953,
      "fitnessScore": 0.3974730122562453,
      "lookbackDays": 14,
      "returnLift1D": 0.00026270256521526074,
      "activationRate": 0.4,
      "activationCount": 150,
      "sampleConfidence": 0.9968888888888889,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14889137067266534,
      "avgForwardReturn1D": 0.0011936366200179925
    },
    {
      "comboQuality": 0.3421305696123196,
      "fitnessScore": 0.20616091320661514,
      "lookbackDays": 21,
      "returnLift1D": -0.000389952101373246,
      "activationRate": 0.22010869565217392,
      "activationCount": 81,
      "sampleConfidence": 0.9958847736625515,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.019748445472613785,
      "avgForwardReturn1D": 0.0004816836431353052
    },
    {
      "comboQuality": 0.30846652566537064,
      "fitnessScore": 0.1723943899444236,
      "lookbackDays": 30,
      "returnLift1D": -0.0008403389786479935,
      "activationRate": 0.3955431754874652,
      "activationCount": 142,
      "sampleConfidence": 0.9938967136150235,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0003093949270269736,
      "avgForwardReturn1D": 0.00017809868903774447
    },
    {
      "comboQuality": 0.6302397438829247,
      "fitnessScore": 0.46731399980494726,
      "lookbackDays": 45,
      "returnLift1D": 0.000018443760555657664,
      "activationRate": 0.43023255813953487,
      "activationCount": 148,
      "sampleConfidence": 0.9941441441441442,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14126034984044833,
      "avgForwardReturn1D": 0.0010443440910506373
    },
    {
      "comboQuality": 0.7736333923840512,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437
    }
  ],
  "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": "8f1a96e3d391f9691e8a9bd5d03e0e98534bcc504e40c275f43f4c7e651f30e0",
    "size": 13,
    "members": [
      "AIZ",
      "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
0.479
Liquidity
0.675
Momentum
0.708
Relative strength
0.715
Trend quality
0.772
Stability
0.742
Aggression
0.319
Downside risk
0.701
Drawdown state
0.994
Quality momentum
0.724
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.857
Benchmark Independence 3m Score
0.912
Beta 1y Profile Score
0.111
Beta 3m Profile Score
0
Beta Change Score
0.294
Correlation Change Score
0.385
Current Drawdown Score
0.993
Days Since 52w High Score
0.012
Distance From 52w High Score
0.993
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
0.842
Distance From Sma 50 Score
0.655
Downside Volatility 1m Score
0.079
Downside Volatility 1y Score
0.254
Downside Volatility 2y Score
0.270
Downside Volatility 3m Score
0.128
Downside Volatility 5y Score
0.277
Downside Volatility 6m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.640
Excess Return 1y Score
0.938
Excess Return 3m Score
0.734
Excess Return 6m Score
0.646
Expected Shortfall 95 1y Score
0.680
Log Avg Dollar Volume 20d Score
0.675
Log Market Cap Score
0.479
Drawdown Score 1m
0.932
Drawdown Score 1y
0.807
Drawdown Score 2y
0.740
Drawdown Score 3m
0.896
Drawdown Score 5y
0.554
Drawdown Score 6m
0.771
Momentum Acceleration 1m Vs 3m Score
0.589
Momentum Acceleration 3m Vs 6m Score
0.677
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.718
Relative Strength Slope 3m Score
0.650
Relative Volume 20d Score
0.224
Return 1m Score
0.685
Return 1w Score
0.493
Return 1y Score
0.804
Return 2y Score
0.509
Return 3m Score
0.817
Return 5y Score
0.149
Return 6m Score
0.657
Return Skewness 1y Score
0.600
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.750
Sharpe 2y Score
0.658
Sharpe 3m Score
1
Sharpe 5y Score
0.531
Sharpe 6m Score
0.712
Sortino 1m Score
1
Sortino 1y Score
0.596
Sortino 2y Score
0.533
Sortino 3m Score
1
Sortino 5y Score
0.454
Sortino 6m Score
0.555
Trend R2 1m Score
0.885
Trend R2 1w Score
0.167
Trend R2 1y Score
0.698
Trend R2 2y Score
0.661
Trend R2 3m Score
0.930
Trend R2 5y Score
0.595
Trend R2 6m Score
0.462
Trend Slope 1m Score
0.801
Trend Slope 1w Score
0.466
Trend Slope 1y Score
0.566
Trend Slope 2y Score
0.538
Trend Slope 3m Score
0.725
Trend Slope 5y Score
0.529
Trend Slope 6m Score
0.586
Volatility 1m Score
0.148
Volatility 1w Score
0.029
Volatility 1y Score
0.258
Volatility 2y Score
0.264
Volatility 3m Score
0.202
Volatility 5y Score
0.267
Volatility 6m Score
0.253
Worst Day 1y Score
0.568
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
105,659,341.167
Best Day 1y
0.112
Beta To Benchmark 1y
0.277
Beta 3m
-0.136
Beta Change
-0.412
Beta To Sector 1y
0.733
Correlation To Benchmark 1y
0.143
Correlation 3m
-0.088
Correlation Change
-0.231
Correlation To Sector 1y
0.445
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.857
Benchmark Independence 3m Score
0.912
Beta 1y Profile Score
0.111
Beta 3m Profile Score
0
Beta Change Score
0.294
Correlation Change Score
0.385
Current Drawdown Score
0.993
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
0.842
Current Drawdown
-0.004
Days Since 52w High
3
Distance From 52w High
-0.004
Distance From Sma 20
0.040
Distance From Sma 200
0.205
Distance From Sma 50
0.093
Downside Capture 1y
1.682
Downside Volatility 1m
0.109
Downside Volatility 1w
-
Downside Volatility 1y
0.241
Downside Volatility 2y
0.252
Downside Volatility 3m
0.146
Downside Volatility 5y
0.258
Downside Volatility 6m
0.259
Drawdown Recovery
1
Excess Return 1m
0.084
Excess Return 1y
0.263
Excess Return 3m
0.140
Excess Return 6m
0.087
Expected Shortfall 95 1y
-0.032
Market Cap
13,898,608,138.734
Max Drawdown 1m
-0.017
Max Drawdown 1w
-0.007
Max Drawdown 1y
-0.126
Max Drawdown 2y
-0.208
Max Drawdown 3m
-0.042
Max Drawdown 5y
-0.446
Max Drawdown 6m
-0.126
Momentum Acceleration 1m Vs 3m
0.027
Momentum Acceleration 3m Vs 6m
0.053
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.906
Return 1m
0.111
Return 1w
-0.002
Return 1y
0.486
Return 2y
0.782
Return 3m
0.253
Return 5y
0.935
Return 6m
0.188
Return Skewness 1y
0.600
Sector Excess Return 1y
0.407
Sharpe 1m
7.935
Sharpe 1y
1.749
Sharpe 2y
1.290
Sharpe 3m
4.592
Sharpe 5y
0.653
Sharpe 6m
1.561
Sortino 1m
11.729
Sortino 1y
1.769
Sortino 2y
1.266
Sortino 3m
6.329
Sortino 5y
0.634
Sortino 6m
1.441
Trend R2 1m
0.885
Trend R2 1w
0.167
Trend R2 1y
0.698
Trend R2 2y
0.661
Trend R2 3m
0.930
Trend R2 5y
0.595
Trend R2 6m
0.462
Trend 1m
0.005
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.004
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.722
Value At Risk 95 1y
-0.020
Volatility 1m
0.161
Volatility 1w
0.072
Volatility 1y
0.244
Volatility 2y
0.248
Volatility 3m
0.201
Volatility 5y
0.250
Volatility 6m
0.240
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.655
Downside Volatility 1y Score
0.254
Downside Volatility 3m Score
0.128
Drawdown Recovery Score
1
Excess Return 1m Score
0.640
Excess Return 1y Score
0.938
Excess Return 3m Score
0.734
Excess Return 6m Score
0.646
Expected Shortfall 95 1y Score
0.680
Log Avg Dollar Volume 20d Score
0.675
Log Market Cap Score
0.479
Drawdown Score 1y
0.807
Drawdown Score 5y
0.554
Momentum Acceleration 1m Vs 3m Score
0.589
Momentum Acceleration 3m Vs 6m Score
0.677
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.718
Relative Volume 20d Score
0.224
Return 1m Score
0.685
Return 1y Score
0.804
Return 3m Score
0.817
Return 6m Score
0.657
Return Skewness 1y Score
0.600
Sortino 1y Score
0.596
Sortino 3m Score
1
Trend R2 1y Score
0.698
Trend R2 3m Score
0.930
Trend Slope 1y Score
0.566
Trend Slope 3m Score
0.725
Volatility 1y Score
0.258
Volatility 3m Score
0.202