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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

ALHC

Health Care | v2 | as of 2026-07-10
Close

Research Detail

ALHC

ALHC

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
0.525
Correlation To Benchmark 1y
0.113
Inverse To Benchmark 1y
0.887
Drawdown Score 1m
0.230
Drawdown Score 3m
0
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
0.197
Drawdown Score 1y
0.321
Drawdown Score 2y
0.448
Drawdown Score 5y
0.190
Return 1w
-0.167
Return 1m
0.033
Return 3m
-0.072
Return 6m
-0.053
Return 1y
0.427
Return 2y
1.491
Return 5y
-0.130
Sharpe 1m
0.893
Sharpe 3m
0.064
Sharpe 6m
0.208
Sharpe 1y
0.895
Sharpe 2y
1.059
Sharpe 5y
0.275
Trend 1w
-0.045
Trend 1m
0.006
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
1.371
Volatility 1m
0.785
Volatility 3m
0.858
Volatility 6m
0.727
Volatility 1y
0.586
Volatility 2y
0.596
Volatility 5y
0.640
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
ALHC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,328
Data Start Date
2021-03-26
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.650
Aptet Fit Raw Score
0.677
Aptet Fit Confidence
0.919
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.553
Force Fit Raw Score
0.581
Force Fit Confidence
0.904
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALHC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALHC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALHC",
    "hitRates": {
      "1": 0.6,
      "5": 0.6571428571428571,
      "10": 0.6142857142857143
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.9779354323594789,
    "eligibleDays": 352,
    "fitnessScore": 1.18412353201174,
    "lookbackDays": 14,
    "returnLift1D": 0.003406736670096195,
    "hitRateLift1D": 0.08285714285714285,
    "activationRate": 0.3977272727272727,
    "activationCount": 140,
    "baselineHitRates": {
      "1": 0.5171428571428571,
      "5": 0.5144508670520231,
      "10": 0.4766081871345029
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3580812677850067,
    "avgForwardReturns": {
      "1": 0.004637727300203706,
      "5": 0.016248701058093836,
      "10": 0.022086304307522914
    },
    "shadowMaxDrawdown": -0.19687305510075703,
    "shadowTotalReturn": 0.7382714786792539,
    "avgForwardReturn1D": 0.004637727300203706,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 140,
      "5": 140,
      "10": 140
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012309906301075106,
      "5": 0.007123479650826961,
      "10": 0.013313762507361241
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9779354323594789,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5604935776138207,
    "bestRawFitnessScore": 1.18412353201174,
    "upperQuartileComboQuality": 0.8087476465539032
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6499638610058507,
    "rawScore": 0.6772270036826085,
    "confidence": 0.9194859551420513,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.4511289786530377,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5207617307234128,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.6,
        "5": 0.6571428571428571,
        "10": 0.6142857142857143
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.9779354323594789,
      "eligibleDays": 352,
      "fitnessScore": 1.18412353201174,
      "lookbackDays": 14,
      "returnLift1D": 0.003406736670096195,
      "hitRateLift1D": 0.08285714285714285,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3580812677850067,
      "avgForwardReturns": {
        "1": 0.004637727300203706,
        "5": 0.016248701058093836,
        "10": 0.022086304307522914
      },
      "shadowMaxDrawdown": -0.19687305510075703,
      "shadowTotalReturn": 0.7382714786792539,
      "avgForwardReturn1D": 0.004637727300203706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 5,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5672514619883041,
        "5": 0.6374269005847953,
        "10": 0.5730994152046783
      },
      "hitRate1D": 0.5672514619883041,
      "comboQuality": 0.9074351628731083,
      "eligibleDays": 352,
      "fitnessScore": 0.852196810902842,
      "lookbackDays": 14,
      "returnLift1D": 0.0017228093375592798,
      "hitRateLift1D": 0.05010860484544699,
      "activationRate": 0.48579545454545453,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9706934075814866,
      "avgForwardReturns": {
        "1": 0.0029537999676667905,
        "5": 0.011125201765854425,
        "10": 0.011927994979682978
      },
      "shadowMaxDrawdown": -0.23682832353881755,
      "shadowTotalReturn": 0.4854610783867337,
      "avgForwardReturn1D": 0.0029537999676667905,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.573170731707317,
        "5": 0.6402439024390244,
        "10": 0.5792682926829268
      },
      "hitRate1D": 0.573170731707317,
      "comboQuality": 0.9007850751642633,
      "eligibleDays": 352,
      "fitnessScore": 0.8353152114530763,
      "lookbackDays": 14,
      "returnLift1D": 0.001772688337164694,
      "hitRateLift1D": 0.0560278745644599,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9521918299675839,
      "avgForwardReturns": {
        "1": 0.0030036789672722047,
        "5": 0.012873605551032606,
        "10": 0.01403112040137572
      },
      "shadowMaxDrawdown": -0.22967676398596049,
      "shadowTotalReturn": 0.46877738273470904,
      "avgForwardReturn1D": 0.0030036789672722047,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.6410256410256411,
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      },
      "hitRate1D": 0.5833333333333334,
      "comboQuality": 0.890560975727823,
      "eligibleDays": 352,
      "fitnessScore": 0.8112264878711812,
      "lookbackDays": 14,
      "returnLift1D": 0.0018386223122376043,
      "hitRateLift1D": 0.06619047619047624,
      "activationRate": 0.4431818181818182,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9210923478709409,
      "avgForwardReturns": {
        "1": 0.003069612942345115,
        "5": 0.013051187141219852,
        "10": 0.013283748226220712
      },
      "shadowMaxDrawdown": -0.2294560464857306,
      "shadowTotalReturn": 0.44421818004571323,
      "avgForwardReturn1D": 0.003069612942345115,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
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        "2025-03-19",
        "2025-03-20",
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      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5407407407407407,
        "5": 0.5555555555555556,
        "10": 0.5185185185185185
      },
      "hitRate1D": 0.5407407407407407,
      "comboQuality": 0.8115985441747929,
      "eligibleDays": 297,
      "fitnessScore": 0.6712947594462781,
      "lookbackDays": 63,
      "returnLift1D": 0.0011521873045959564,
      "hitRateLift1D": 0.01709209209209206,
      "activationRate": 0.45454545454545453,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5136986301369864,
        "10": 0.4808362369337979
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0413090612833384,
      "avgForwardReturns": {
        "1": 0.0025770584270872676,
        "5": 0.006189319273042998,
        "10": 0.008963664413581903
      },
      "shadowMaxDrawdown": -0.17722802097074208,
      "shadowTotalReturn": 0.3441795206577636,
      "avgForwardReturn1D": 0.0025770584270872676,
      "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",
        "2025-08-22",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014248711224913112,
        "5": 0.008310546579308723,
        "10": 0.017306104669802966
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5477707006369427,
        "5": 0.6242038216560509,
        "10": 0.567741935483871
      },
      "hitRate1D": 0.5477707006369427,
      "comboQuality": 0.8077973473469399,
      "eligibleDays": 339,
      "fitnessScore": 0.6658674026989623,
      "lookbackDays": 21,
      "returnLift1D": 0.0014656760824798304,
      "hitRateLift1D": 0.032977801228658676,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.5089820359281437,
        "10": 0.47112462006079026
      },
      "sampleConfidence": 0.9991507430997877,
      "shadowSharpeLike": 0.8112673335255003,
      "avgForwardReturns": {
        "1": 0.002605213176837604,
        "5": 0.0055719063203383285,
        "10": 0.003176852188565782
      },
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        "10": 0.0014212270328443188
      },
      "shadowMaxDrawdown": -0.33144129587219784,
      "shadowTotalReturn": -0.21869141654679458,
      "avgForwardReturn1D": -0.0017369677355606793,
      "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",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 103,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5275590551181102,
        "5": 0.5365853658536586,
        "10": 0.5210084033613446
      },
      "hitRate1D": 0.5275590551181102,
      "comboQuality": 0.05261085048162904,
      "eligibleDays": 315,
      "fitnessScore": -0.28597326234831266,
      "lookbackDays": 45,
      "returnLift1D": -0.0029807879611813736,
      "hitRateLift1D": 0.014820201614925477,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.4967741935483871,
        "10": 0.46557377049180326
      },
      "sampleConfidence": 0.9921875,
      "shadowSharpeLike": -0.6989717811958257,
      "avgForwardReturns": {
        "1": -0.0020500453196653353,
        "5": -0.004748112003081924,
        "10": -0.011230019379016534
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      "shadowMaxDrawdown": -0.3777449416991615,
      "shadowTotalReturn": -0.284967820066126,
      "avgForwardReturn1D": -0.0020500453196653353,
      "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": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
      }
    },
    {
      "topN": 5,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.49324324324324326,
        "5": 0.5069444444444444,
        "10": 0.4676258992805755
      },
      "hitRate1D": 0.49324324324324326,
      "comboQuality": 0.04923148037259023,
      "eligibleDays": 315,
      "fitnessScore": -0.30136221958039683,
      "lookbackDays": 45,
      "returnLift1D": -0.0027497582695109953,
      "hitRateLift1D": -0.019495610259941454,
      "activationRate": 0.473015873015873,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.4967741935483871,
        "10": 0.46557377049180326
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      "sampleConfidence": 0.9928411633109621,
      "shadowSharpeLike": -0.6688081643661757,
      "avgForwardReturns": {
        "1": -0.0018190156279949568,
        "5": -0.0094788450027553,
        "10": -0.01789751024407384
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      "shadowMaxDrawdown": -0.3712810655379094,
      "shadowTotalReturn": -0.29603212814154745,
      "avgForwardReturn1D": -0.0018190156279949568,
      "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": 148,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
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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": 2,
      "comboQuality": 0.9779354323594789,
      "fitnessScore": 1.18412353201174,
      "lookbackDays": 14,
      "returnLift1D": 0.003406736670096195,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7382714786792539,
      "avgForwardReturn1D": 0.004637727300203706
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8077973473469399,
      "fitnessScore": 0.6658674026989623,
      "lookbackDays": 21,
      "returnLift1D": 0.0014656760824798304,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "sampleConfidence": 0.9991507430997877,
      "shadowTotalReturn": 0.3592545692465918,
      "avgForwardReturn1D": 0.002605213176837604
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3044326007032144,
      "fitnessScore": 0.16821879690938432,
      "lookbackDays": 30,
      "returnLift1D": -0.0005906894969151903,
      "activationRate": 0.5272727272727272,
      "activationCount": 174,
      "sampleConfidence": 0.9950191570881226,
      "shadowTotalReturn": -0.04951885966782932,
      "avgForwardReturn1D": 0.0002523545161920661
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.08196140021387371,
      "fitnessScore": -0.18151802662120528,
      "lookbackDays": 45,
      "returnLift1D": -0.0021696906327866574,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "sampleConfidence": 0.9924882629107982,
      "shadowTotalReturn": -0.22548627377376218,
      "avgForwardReturn1D": -0.0012389479912706188
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8115985441747929,
      "fitnessScore": 0.6712947594462781,
      "lookbackDays": 63,
      "returnLift1D": 0.0011521873045959564,
      "activationRate": 0.45454545454545453,
      "activationCount": 135,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3441795206577636,
      "avgForwardReturn1D": 0.0025770584270872676
    }
  ],
  "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": "c57e0cf4a18d2aec7f09392a90192eada42dc1937f1ec95b79094faf30a20626",
    "size": 13,
    "members": [
      "ALHC",
      "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",
      "ALHC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALHC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALHC",
    "hitRates": {
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      "5": 0.6258064516129033,
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    "hitRate1D": 0.5935483870967742,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9717205124917427,
    "eligibleDays": 375,
    "fitnessScore": 1.1281249312575963,
    "lookbackDays": 14,
    "returnLift1D": 0.002619660351489538,
    "hitRateLift1D": 0.07354838709677414,
    "portfolioSize": 2,
    "activationRate": 0.41333333333333333,
    "activationCount": 155,
    "baselineHitRates": {
      "1": 0.52,
      "5": 0.5040431266846361,
      "10": 0.48633879781420764
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2525744831130445,
    "avgForwardReturns": {
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      "5": 0.013073452467734335,
      "10": 0.017939622174283566
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    "shadowMaxDrawdown": -0.1968730551007568,
    "shadowTotalReturn": 0.7022897526402936,
    "avgForwardReturn1D": 0.004081412485486666,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06"
    ],
    "horizonObservationCounts": {
      "1": 155,
      "5": 155,
      "10": 155
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    "baselineAvgForwardReturns": {
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      "5": 0.007444625319972615,
      "10": 0.014583911978500225
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9717205124917427,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.41296533074288566,
    "bestRawFitnessScore": 1.1281249312575963,
    "upperQuartileComboQuality": 0.6785347260701331
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5530133646695118,
    "rawScore": 0.5809341240466745,
    "confidence": 0.9038763321986588,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.25049168832340496,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.501781166791128,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.6258064516129033,
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      "hitRate1D": 0.5935483870967742,
      "rankWeights": [
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      "comboQuality": 0.9717205124917427,
      "eligibleDays": 375,
      "fitnessScore": 1.1281249312575963,
      "lookbackDays": 14,
      "returnLift1D": 0.002619660351489538,
      "hitRateLift1D": 0.07354838709677414,
      "portfolioSize": 2,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "baselineHitRates": {
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        "10": 0.48633879781420764
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2525744831130445,
      "avgForwardReturns": {
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        "10": 0.017939622174283566
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      "shadowTotalReturn": 0.7022897526402936,
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      "riskOffActivations": 0,
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        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5789473684210527,
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      "comboQuality": 0.8698121258113277,
      "eligibleDays": 375,
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      "lookbackDays": 14,
      "returnLift1D": 0.0012411527328318333,
      "hitRateLift1D": 0.05894736842105264,
      "portfolioSize": 3,
      "activationRate": 0.456,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8424172330744447,
      "avgForwardReturns": {
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        "5": 0.010453521511087614,
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      "shadowMaxDrawdown": -0.2294560464857308,
      "shadowTotalReturn": 0.41432327379414335,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
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      "comboQuality": 0.8624728938911023,
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      "sampleConfidence": 1,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.22967676398596104,
      "shadowTotalReturn": 0.4087464287992464,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-28",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.7536714901963857,
      "eligibleDays": 368,
      "fitnessScore": 0.5960239172371439,
      "lookbackDays": 21,
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      "sampleConfidence": 0.9992337164750958,
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      "shadowMaxDrawdown": -0.3658480554328939,
      "shadowTotalReturn": -0.0635620897635063,
      "avgForwardReturn1D": 0.0001660588522709372,
      "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": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5962732919254659,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2047405404783192,
      "eligibleDays": 359,
      "fitnessScore": 0.051476521060265,
      "lookbackDays": 30,
      "returnLift1D": -0.0018735063592000562,
      "hitRateLift1D": 0.021777665231704213,
      "portfolioSize": 2,
      "activationRate": 0.4596100278551532,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5154929577464789,
        "10": 0.5028571428571429
      },
      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": -0.09225927541077246,
      "avgForwardReturns": {
        "1": -0.00018155670273964784,
        "5": 0.0040530766073490565,
        "10": 0.00442794240683468
      },
      "shadowMaxDrawdown": -0.2558650413470738,
      "shadowTotalReturn": -0.11665349143404402,
      "avgForwardReturn1D": -0.00018155670273964784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016919496564604085,
        "5": 0.008989348401520963,
        "10": 0.01790434234273803
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5328467153284672,
        "5": 0.6240601503759399,
        "10": 0.5923076923076923
      },
      "hitRate1D": 0.5328467153284672,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20230879179163122,
      "eligibleDays": 344,
      "fitnessScore": 0.04817620013489212,
      "lookbackDays": 45,
      "returnLift1D": -0.0013141621784969553,
      "hitRateLift1D": 0.012497878119164807,
      "portfolioSize": 2,
      "activationRate": 0.39825581395348836,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5176470588235295,
        "10": 0.48059701492537316
      },
      "sampleConfidence": 0.994647201946472,
      "shadowSharpeLike": 0.021006877321477414,
      "avgForwardReturns": {
        "1": 0.00012578235622259,
        "5": 0.008275101087687043,
        "10": 0.006935314261994155
      },
      "shadowMaxDrawdown": -0.3314412958721977,
      "shadowTotalReturn": -0.0553466615709296,
      "avgForwardReturn1D": 0.00012578235622259,
      "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": 137,
        "5": 133,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5414012738853503,
        "5": 0.5751633986928104,
        "10": 0.5436241610738255
      },
      "hitRate1D": 0.5414012738853503,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1505026850634935,
      "eligibleDays": 344,
      "fitnessScore": -0.03074604818057875,
      "lookbackDays": 45,
      "returnLift1D": -0.0018047090257387174,
      "hitRateLift1D": 0.021052436676047948,
      "portfolioSize": 3,
      "activationRate": 0.4563953488372093,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5176470588235295,
        "10": 0.48059701492537316
      },
      "sampleConfidence": 0.9949044585987261,
      "shadowSharpeLike": -0.15298654811918563,
      "avgForwardReturns": {
        "1": -0.0003647644910191723,
        "5": 0.0013937786593252032,
        "10": -0.003871839968645365
      },
      "shadowMaxDrawdown": -0.3777449416991613,
      "shadowTotalReturn": -0.13547918176787233,
      "avgForwardReturn1D": -0.0003647644910191723,
      "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": 157,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.4523809523809524,
        "5": 0.46825396825396826,
        "10": 0.38095238095238093
      },
      "hitRate1D": 0.4523809523809524,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04574380110604668,
      "eligibleDays": 326,
      "fitnessScore": -0.31833269802262765,
      "lookbackDays": 63,
      "returnLift1D": -0.0025667559054092246,
      "hitRateLift1D": -0.056821501606777625,
      "portfolioSize": 2,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.4968944099378882,
        "10": 0.45110410094637227
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6229736583108447,
      "avgForwardReturns": {
        "1": -0.0017013907661958786,
        "5": -0.006633802222299646,
        "10": -0.02182638926380682
      },
      "shadowMaxDrawdown": -0.32050877331612304,
      "shadowTotalReturn": -0.2385060107779321,
      "avgForwardReturn1D": -0.0017013907661958786,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.000865365139213346,
        "5": 0.005141282950039904,
        "10": 0.009237534875390672
      }
    }
  ],
  "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": 0.9717205124917427,
      "fitnessScore": 1.1281249312575963,
      "lookbackDays": 14,
      "returnLift1D": 0.002619660351489538,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7022897526402936,
      "avgForwardReturn1D": 0.004081412485486666
    },
    {
      "comboQuality": 0.7536714901963857,
      "fitnessScore": 0.5960239172371439,
      "lookbackDays": 21,
      "returnLift1D": 0.0008228608058806464,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "sampleConfidence": 0.9992337164750958,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.30539945952510017,
      "avgForwardReturn1D": 0.002163784631483845
    },
    {
      "comboQuality": 0.48927025465029994,
      "fitnessScore": 0.3405563742869924,
      "lookbackDays": 30,
      "returnLift1D": -0.0008507112860219931,
      "activationRate": 0.5543175487465181,
      "activationCount": 199,
      "sampleConfidence": 0.9956448911222782,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06454367831161334,
      "avgForwardReturn1D": 0.0008412383704384154
    },
    {
      "comboQuality": 0.22478278705809915,
      "fitnessScore": 0.07763808164712328,
      "lookbackDays": 45,
      "returnLift1D": -0.001273885682448608,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "sampleConfidence": 0.9949317738791423,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0635620897635063,
      "avgForwardReturn1D": 0.0001660588522709372
    },
    {
      "comboQuality": 0.38885936211012234,
      "fitnessScore": 0.25053593903824206,
      "lookbackDays": 63,
      "returnLift1D": 0.00003122102930389341,
      "activationRate": 0.5030674846625767,
      "activationCount": 164,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07872571487855917,
      "avgForwardReturn1D": 0.0008965861685172394
    }
  ],
  "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": "c57e0cf4a18d2aec7f09392a90192eada42dc1937f1ec95b79094faf30a20626",
    "size": 13,
    "members": [
      "ALHC",
      "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
0.362
Liquidity
0.696
Momentum
0.541
Relative strength
0.431
Trend quality
0.236
Stability
0.400
Aggression
0.587
Downside risk
0.446
Drawdown state
0.763
Quality momentum
0.418
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.875
Beta 1y Profile Score
0.210
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.381
Current Drawdown Score
0.580
Days Since 52w High Score
0.016
Distance From 52w High Score
0.704
Distance From Sma 20 Score
0.341
Distance From Sma 200 Score
0.561
Distance From Sma 50 Score
0.567
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.706
Downside Volatility 2y Score
0.671
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.773
Downside Volatility 6m Score
0.887
Drawdown Recovery Score
1
Excess Return 1m Score
0.510
Excess Return 1y Score
0.839
Excess Return 3m Score
0.190
Excess Return 6m Score
0.245
Expected Shortfall 95 1y Score
0.158
Log Avg Dollar Volume 20d Score
0.696
Log Market Cap Score
0.362
Drawdown Score 1m
0.230
Drawdown Score 1y
0.321
Drawdown Score 2y
0.448
Drawdown Score 3m
0
Drawdown Score 5y
0.190
Drawdown Score 6m
0.197
Momentum Acceleration 1m Vs 3m Score
0.690
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.928
Relative Strength Slope 3m Score
0.477
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1w Score
0
Return 1y Score
0.767
Return 2y Score
0.712
Return 3m Score
0.409
Return 5y Score
0.067
Return 6m Score
0.456
Return Skewness 1y Score
0.625
Sector Excess Return 1y Score
0.865
Sharpe 1m Score
0.579
Sharpe 1y Score
0.579
Sharpe 2y Score
0.612
Sharpe 3m Score
0.413
Sharpe 5y Score
0.455
Sharpe 6m Score
0.442
Sortino 1m Score
0.455
Sortino 1y Score
0.488
Sortino 2y Score
0.518
Sortino 3m Score
0.383
Sortino 5y Score
0.410
Sortino 6m Score
0.401
Trend R2 1m Score
0.257
Trend R2 1w Score
0.730
Trend R2 1y Score
0.382
Trend R2 2y Score
0.720
Trend R2 3m Score
0.010
Trend R2 5y Score
0.058
Trend R2 6m Score
0.051
Trend Slope 1m Score
0.874
Trend Slope 1w Score
0
Trend Slope 1y Score
0.585
Trend Slope 2y Score
0.596
Trend Slope 3m Score
0.551
Trend Slope 5y Score
0.518
Trend Slope 6m Score
0.450
Volatility 1m Score
0.980
Volatility 1w Score
1
Volatility 1y Score
0.715
Volatility 2y Score
0.728
Volatility 3m Score
1
Volatility 5y Score
0.787
Volatility 6m Score
0.903
Worst Day 1y Score
0.164
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
122,565,331.898
Best Day 1y
0.251
Beta To Benchmark 1y
0.525
Beta 3m
-0.821
Beta Change
-1.346
Beta To Sector 1y
0.790
Correlation To Benchmark 1y
0.113
Correlation 3m
-0.125
Correlation Change
-0.238
Correlation To Sector 1y
0.212
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.875
Beta 1y Profile Score
0.210
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.381
Current Drawdown Score
0.580
Distance From Sma 20 Score
0.341
Distance From Sma 200 Score
0.561
Current Drawdown
-0.273
Days Since 52w High
4
Distance From 52w High
-0.193
Distance From Sma 20
-0.096
Distance From Sma 200
0.037
Distance From Sma 50
0.040
Downside Capture 1y
1.802
Downside Volatility 1m
1.093
Downside Volatility 1w
-
Downside Volatility 1y
0.579
Downside Volatility 2y
0.553
Downside Volatility 3m
0.827
Downside Volatility 5y
0.630
Downside Volatility 6m
0.715
Drawdown Recovery
1
Excess Return 1m
0.006
Excess Return 1y
0.203
Excess Return 3m
-0.186
Excess Return 6m
-0.153
Expected Shortfall 95 1y
-0.084
Market Cap
4,184,292,530.202
Max Drawdown 1m
-0.193
Max Drawdown 1w
-0.193
Max Drawdown 1y
-0.441
Max Drawdown 2y
-0.441
Max Drawdown 3m
-0.410
Max Drawdown 5y
-0.810
Max Drawdown 6m
-0.441
Momentum Acceleration 1m Vs 3m
0.057
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.938
Return 1m
0.033
Return 1w
-0.167
Return 1y
0.427
Return 2y
1.491
Return 3m
-0.072
Return 5y
-0.130
Return 6m
-0.053
Return Skewness 1y
0.748
Sector Excess Return 1y
0.219
Sharpe 1m
0.893
Sharpe 1y
0.895
Sharpe 2y
1.059
Sharpe 3m
0.064
Sharpe 5y
0.275
Sharpe 6m
0.208
Sortino 1m
0.641
Sortino 1y
0.906
Sortino 2y
1.141
Sortino 3m
0.067
Sortino 5y
0.280
Sortino 6m
0.211
Trend R2 1m
0.257
Trend R2 1w
0.730
Trend R2 1y
0.382
Trend R2 2y
0.720
Trend R2 3m
0.010
Trend R2 5y
0.058
Trend R2 6m
0.051
Trend 1m
0.006
Trend 1w
-0.045
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.647
Value At Risk 95 1y
-0.053
Volatility 1m
0.785
Volatility 1w
1.371
Volatility 1y
0.586
Volatility 2y
0.596
Volatility 3m
0.858
Volatility 5y
0.640
Volatility 6m
0.727
Worst Day 1y
-0.167
Distance From Sma 50 Score
0.567
Downside Volatility 1y Score
0.706
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.510
Excess Return 1y Score
0.839
Excess Return 3m Score
0.190
Excess Return 6m Score
0.245
Expected Shortfall 95 1y Score
0.158
Log Avg Dollar Volume 20d Score
0.696
Log Market Cap Score
0.362
Drawdown Score 1y
0.321
Drawdown Score 5y
0.190
Momentum Acceleration 1m Vs 3m Score
0.690
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.928
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1y Score
0.767
Return 3m Score
0.409
Return 6m Score
0.456
Return Skewness 1y Score
0.625
Sortino 1y Score
0.488
Sortino 3m Score
0.383
Trend R2 1y Score
0.382
Trend R2 3m Score
0.010
Trend Slope 1y Score
0.585
Trend Slope 3m Score
0.551
Volatility 1y Score
0.715
Volatility 3m Score
1