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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

ALNT

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

ALNT

ALNT

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
2.078
Correlation To Benchmark 1y
0.485
Inverse To Benchmark 1y
0.515
Drawdown Score 1m
0.207
Drawdown Score 3m
0.453
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
0.602
Drawdown Score 1y
0.663
Drawdown Score 2y
0.474
Drawdown Score 5y
0.381
Return 1w
0.041
Return 1m
0.041
Return 3m
0.316
Return 6m
0.589
Return 1y
1.314
Return 2y
2.762
Return 5y
1.605
Sharpe 1m
1.037
Sharpe 3m
1.979
Sharpe 6m
1.852
Sharpe 1y
1.833
Sharpe 2y
1.525
Sharpe 5y
0.637
Trend 1w
0.009
Trend 1m
-0.001
Trend 3m
0.006
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.003
Trend 5y
0.000
Volatility 1w
0.699
Volatility 1m
0.696
Volatility 3m
0.670
Volatility 6m
0.598
Volatility 1y
0.537
Volatility 2y
0.524
Volatility 5y
0.481
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
ALNT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:14 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.980
Aptet Fit Raw Score
0.987
Aptet Fit Confidence
0.986
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.976
Force Fit Raw Score
0.988
Force Fit Confidence
0.975
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:14 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALNT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALNT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ALNT",
    "hitRates": {
      "1": 0.5425531914893617,
      "5": 0.6402877697841727,
      "10": 0.6666666666666666
    },
    "hitRate1D": 0.5425531914893617,
    "comboQuality": 0.9995043170107324,
    "eligibleDays": 297,
    "fitnessScore": 2.0239971961313135,
    "lookbackDays": 63,
    "returnLift1D": -0.00039453812015541843,
    "hitRateLift1D": 0.002012650948821082,
    "activationRate": 0.9528619528619529,
    "activationCount": 283,
    "baselineHitRates": {
      "1": 0.5405405405405406,
      "5": 0.6404109589041096,
      "10": 0.6759581881533101
    },
    "sampleConfidence": 0.9962308598351002,
    "shadowSharpeLike": 1.7409533746065868,
    "avgForwardReturns": {
      "1": 0.003567185852247751,
      "5": 0.016289642060909618,
      "10": 0.03142062085848261
    },
    "shadowMaxDrawdown": -0.19819296089959382,
    "shadowTotalReturn": 1.3644499192455344,
    "avgForwardReturn1D": 0.003567185852247751,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 282,
      "5": 278,
      "10": 273
    },
    "baselineAvgForwardReturns": {
      "1": 0.00396172397240317,
      "5": 0.0201549910330997,
      "10": 0.041624420432566006
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9995043170107324,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.972782342945183,
    "bestRawFitnessScore": 2.0239971961313135,
    "upperQuartileComboQuality": 0.9969148922048171
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.980398896537218,
    "rawScore": 0.9874461535489153,
    "confidence": 0.9857262960894239,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.8499121442058155,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9958942288401393,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5425531914893617,
        "5": 0.6402877697841727,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5425531914893617,
      "comboQuality": 0.9995043170107324,
      "eligibleDays": 297,
      "fitnessScore": 2.0239971961313135,
      "lookbackDays": 63,
      "returnLift1D": -0.00039453812015541843,
      "hitRateLift1D": 0.002012650948821082,
      "activationRate": 0.9528619528619529,
      "activationCount": 283,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.6404109589041096,
        "10": 0.6759581881533101
      },
      "sampleConfidence": 0.9962308598351002,
      "shadowSharpeLike": 1.7409533746065868,
      "avgForwardReturns": {
        "1": 0.003567185852247751,
        "5": 0.016289642060909618,
        "10": 0.03142062085848261
      },
      "shadowMaxDrawdown": -0.19819296089959382,
      "shadowTotalReturn": 1.3644499192455344,
      "avgForwardReturn1D": 0.003567185852247751,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 282,
        "5": 278,
        "10": 273
      },
      "baselineAvgForwardReturns": {
        "1": 0.00396172397240317,
        "5": 0.0201549910330997,
        "10": 0.041624420432566006
      }
    },
    {
      "topN": 3,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5441176470588235,
        "5": 0.6305970149253731,
        "10": 0.6539923954372624
      },
      "hitRate1D": 0.5441176470588235,
      "comboQuality": 0.9985046942896498,
      "eligibleDays": 297,
      "fitnessScore": 1.780864199538439,
      "lookbackDays": 63,
      "returnLift1D": -0.0006009681450225121,
      "hitRateLift1D": 0.003577106518282913,
      "activationRate": 0.9191919191919192,
      "activationCount": 273,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.6404109589041096,
        "10": 0.6759581881533101
      },
      "sampleConfidence": 0.9960927960927961,
      "shadowSharpeLike": 1.6020787657009732,
      "avgForwardReturns": {
        "1": 0.0033607558273806575,
        "5": 0.01415887898444841,
        "10": 0.02790355113105421
      },
      "shadowMaxDrawdown": -0.1981929608995937,
      "shadowTotalReturn": 1.1575529366153021,
      "avgForwardReturn1D": 0.0033607558273806575,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 272,
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        "10": 263
      },
      "baselineAvgForwardReturns": {
        "1": 0.00396172397240317,
        "5": 0.0201549910330997,
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      }
    },
    {
      "topN": 4,
      "ticker": "ALNT",
      "hitRates": {
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        "5": 0.6363636363636364,
        "10": 0.662962962962963
      },
      "hitRate1D": 0.5412186379928315,
      "comboQuality": 0.998227310873879,
      "eligibleDays": 297,
      "fitnessScore": 1.7433663354252311,
      "lookbackDays": 63,
      "returnLift1D": -0.0007509679971218529,
      "hitRateLift1D": 0.0006780974522909711,
      "activationRate": 0.9427609427609428,
      "activationCount": 280,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.9961904761904763,
      "shadowSharpeLike": 1.5609849875850934,
      "avgForwardReturns": {
        "1": 0.0032107559752813167,
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        "10": 0.030192243505259293
      },
      "shadowMaxDrawdown": -0.19819296089959404,
      "shadowTotalReturn": 1.1181965139579715,
      "avgForwardReturn1D": 0.0032107559752813167,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
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        "2025-05-30",
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      ],
      "horizonObservationCounts": {
        "1": 279,
        "5": 275,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.00396172397240317,
        "5": 0.0201549910330997,
        "10": 0.041624420432566006
      }
    },
    {
      "topN": 4,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5648535564853556,
        "5": 0.6317991631799164,
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      },
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      "comboQuality": 0.9976698882411155,
      "eligibleDays": 330,
      "fitnessScore": 1.6830913676684007,
      "lookbackDays": 30,
      "returnLift1D": -0.0010629621287994474,
      "hitRateLift1D": 0.014701580801464997,
      "activationRate": 0.7242424242424242,
      "activationCount": 239,
      "baselineHitRates": {
        "1": 0.5501519756838906,
        "5": 0.6492307692307693,
        "10": 0.684375
      },
      "sampleConfidence": 0.9988842398884241,
      "shadowSharpeLike": 1.5866219161603918,
      "avgForwardReturns": {
        "1": 0.003771147913887324,
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      },
      "shadowMaxDrawdown": -0.2538998128764689,
      "shadowTotalReturn": 1.1527103073013278,
      "avgForwardReturn1D": 0.003771147913887324,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
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        "2025-05-21",
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      ],
      "horizonObservationCounts": {
        "1": 239,
        "5": 239,
        "10": 235
      },
      "baselineAvgForwardReturns": {
        "1": 0.004834110042686772,
        "5": 0.025017355471376363,
        "10": 0.051728007720893955
      }
    },
    {
      "topN": 4,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5539033457249071,
        "5": 0.6150943396226415,
        "10": 0.6423076923076924
      },
      "hitRate1D": 0.5539033457249071,
      "comboQuality": 0.9976412872359337,
      "eligibleDays": 315,
      "fitnessScore": 1.6804011047352325,
      "lookbackDays": 45,
      "returnLift1D": -0.0019015891185441463,
      "hitRateLift1D": -0.0002367816636279496,
      "activationRate": 0.8571428571428571,
      "activationCount": 270,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6548387096774193,
        "10": 0.6852459016393443
      },
      "sampleConfidence": 0.9960493827160495,
      "shadowSharpeLike": 1.5104665520281075,
      "avgForwardReturns": {
        "1": 0.003296342124859271,
        "5": 0.01212901622146139,
        "10": 0.024410866189243065
      },
      "shadowMaxDrawdown": -0.19935050782338593,
      "shadowTotalReturn": 1.095648570651333,
      "avgForwardReturn1D": 0.003296342124859271,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 269,
        "5": 265,
        "10": 260
      },
      "baselineAvgForwardReturns": {
        "1": 0.0051979312434034175,
        "5": 0.02619911853098512,
        "10": 0.05358672394773701
      }
    },
    {
      "topN": 5,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5474452554744526,
        "5": 0.6222222222222222,
        "10": 0.6452830188679245
      },
      "hitRate1D": 0.5474452554744526,
      "comboQuality": 0.9966727605277782,
      "eligibleDays": 315,
      "fitnessScore": 1.604501494195026,
      "lookbackDays": 45,
      "returnLift1D": -0.002060198654814171,
      "hitRateLift1D": -0.0066948719140824675,
      "activationRate": 0.873015873015873,
      "activationCount": 275,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6548387096774193,
        "10": 0.6852459016393443
      },
      "sampleConfidence": 0.9961212121212122,
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        "5": 0.011735189411678252,
        "10": 0.02309352986249689
      },
      "shadowMaxDrawdown": -0.33733281376038105,
      "shadowTotalReturn": 0.18847970428464533,
      "avgForwardReturn1D": 0.0014472013737420626,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 206,
        "5": 206,
        "10": 206
      },
      "baselineAvgForwardReturns": {
        "1": 0.0044959169884026245,
        "5": 0.022710329541976722,
        "10": 0.04733781643507637
      }
    },
    {
      "topN": 3,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.6224489795918368,
        "10": 0.6530612244897959
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.4904401280214904,
      "eligibleDays": 339,
      "fitnessScore": 0.34158628730708324,
      "lookbackDays": 21,
      "returnLift1D": -0.003234952671938607,
      "hitRateLift1D": -0.005705832628909557,
      "activationRate": 0.5781710914454278,
      "activationCount": 196,
      "baselineHitRates": {
        "1": 0.5414201183431953,
        "5": 0.6347305389221557,
        "10": 0.6656534954407295
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4302141894121681,
      "avgForwardReturns": {
        "1": 0.0012609643164640176,
        "5": 0.010940445303270888,
        "10": 0.022218911532155234
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      "shadowMaxDrawdown": -0.3701860453612409,
      "shadowTotalReturn": 0.1295581222468314,
      "avgForwardReturn1D": 0.0012609643164640176,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 196,
        "5": 196,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.0044959169884026245,
        "5": 0.022710329541976722,
        "10": 0.04733781643507637
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    },
    {
      "topN": 2,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5315315315315315,
        "5": 0.6055045871559633,
        "10": 0.6291079812206573
      },
      "hitRate1D": 0.5315315315315315,
      "comboQuality": 0.475038150637618,
      "eligibleDays": 315,
      "fitnessScore": 0.32801529569166665,
      "lookbackDays": 45,
      "returnLift1D": -0.004251029668981951,
      "hitRateLift1D": -0.022608595857003477,
      "activationRate": 0.707936507936508,
      "activationCount": 223,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6548387096774193,
        "10": 0.6852459016393443
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      "sampleConfidence": 0.9952167414050823,
      "shadowSharpeLike": 0.3688196761700342,
      "avgForwardReturns": {
        "1": 0.0009469015744214663,
        "5": 0.00827613791703932,
        "10": 0.021193618625683697
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      "shadowMaxDrawdown": -0.4042318166187502,
      "shadowTotalReturn": 0.08636218593477119,
      "avgForwardReturn1D": 0.0009469015744214663,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 222,
        "5": 218,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.0051979312434034175,
        "5": 0.02619911853098512,
        "10": 0.05358672394773701
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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": 0.9748959392210109,
      "fitnessScore": 1.1550462462288902,
      "lookbackDays": 14,
      "returnLift1D": -0.000508069096695909,
      "activationRate": 0.45454545454545453,
      "activationCount": 160,
      "sampleConfidence": 0.99875,
      "shadowTotalReturn": 0.7521091351030262,
      "avgForwardReturn1D": 0.004154971819497779
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7406761306340739,
      "fitnessScore": 0.5808868578910963,
      "lookbackDays": 21,
      "returnLift1D": -0.0027023604606733857,
      "activationRate": 0.6578171091445427,
      "activationCount": 223,
      "sampleConfidence": 0.9997010463378176,
      "shadowTotalReturn": 0.300282805714692,
      "avgForwardReturn1D": 0.0017935565277292388
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9976698882411155,
      "fitnessScore": 1.6830913676684007,
      "lookbackDays": 30,
      "returnLift1D": -0.0010629621287994474,
      "activationRate": 0.7242424242424242,
      "activationCount": 239,
      "sampleConfidence": 0.9988842398884241,
      "shadowTotalReturn": 1.1527103073013278,
      "avgForwardReturn1D": 0.003771147913887324
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9976412872359337,
      "fitnessScore": 1.6804011047352325,
      "lookbackDays": 45,
      "returnLift1D": -0.0019015891185441463,
      "activationRate": 0.8571428571428571,
      "activationCount": 270,
      "sampleConfidence": 0.9960493827160495,
      "shadowTotalReturn": 1.095648570651333,
      "avgForwardReturn1D": 0.003296342124859271
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9995043170107324,
      "fitnessScore": 2.0239971961313135,
      "lookbackDays": 63,
      "returnLift1D": -0.00039453812015541843,
      "activationRate": 0.9528619528619529,
      "activationCount": 283,
      "sampleConfidence": 0.9962308598351002,
      "shadowTotalReturn": 1.3644499192455344,
      "avgForwardReturn1D": 0.003567185852247751
    }
  ],
  "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": "2ec1b2a9b8490bc09f54f3e74392efbb813a74e74cabbebd2d3a599ae372547f",
    "size": 13,
    "members": [
      "ALNT",
      "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",
      "ALNT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALNT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALNT",
    "hitRates": {
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      "5": 0.6313868613138686,
      "10": 0.6505576208178439
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    "hitRate1D": 0.5503597122302158,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.9997943650770974,
    "eligibleDays": 326,
    "fitnessScore": 2.217624555337893,
    "lookbackDays": 63,
    "returnLift1D": -0.0011345648943504524,
    "hitRateLift1D": 0.0012799576289888037,
    "portfolioSize": 3,
    "activationRate": 0.852760736196319,
    "activationCount": 278,
    "baselineHitRates": {
      "1": 0.549079754601227,
      "5": 0.65527950310559,
      "10": 0.6908517350157729
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    "sampleConfidence": 0.9968824940047962,
    "shadowSharpeLike": 1.8113979012913481,
    "avgForwardReturns": {
      "1": 0.003959313025434912,
      "5": 0.015065602517013554,
      "10": 0.027798034074419196
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    "shadowMaxDrawdown": -0.19819296089959404,
    "shadowTotalReturn": 1.5865916739985688,
    "avgForwardReturn1D": 0.003959313025434912,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22"
    ],
    "horizonObservationCounts": {
      "1": 278,
      "5": 274,
      "10": 269
    },
    "baselineAvgForwardReturns": {
      "1": 0.005093877919785364,
      "5": 0.025824947420584318,
      "10": 0.052602886325599826
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9997943650770974,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9793164598036173,
    "bestRawFitnessScore": 2.217624555337893,
    "upperQuartileComboQuality": 0.9971343096790446
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9757829943227329,
    "rawScore": 0.9883805819170898,
    "confidence": 0.974508629924877,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.6997443967069699,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        30,
        45,
        63
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9870063290715859,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "ALNT",
      "hitRates": {
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        "5": 0.6313868613138686,
        "10": 0.6505576208178439
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      "hitRate1D": 0.5503597122302158,
      "rankWeights": [
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      "comboQuality": 0.9997943650770974,
      "eligibleDays": 326,
      "fitnessScore": 2.217624555337893,
      "lookbackDays": 63,
      "returnLift1D": -0.0011345648943504524,
      "hitRateLift1D": 0.0012799576289888037,
      "portfolioSize": 3,
      "activationRate": 0.852760736196319,
      "activationCount": 278,
      "baselineHitRates": {
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      "sampleConfidence": 0.9968824940047962,
      "shadowSharpeLike": 1.8113979012913481,
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      "shadowMaxDrawdown": -0.19819296089959404,
      "shadowTotalReturn": 1.5865916739985688,
      "avgForwardReturn1D": 0.003959313025434912,
      "riskOffActivations": 0,
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        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5473684210526316,
      "rankWeights": [
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      "comboQuality": 0.9997452567653605,
      "eligibleDays": 326,
      "fitnessScore": 2.1704999268254426,
      "lookbackDays": 63,
      "returnLift1D": -0.0012961080543363512,
      "hitRateLift1D": -0.0017113335485954284,
      "portfolioSize": 4,
      "activationRate": 0.8742331288343558,
      "activationCount": 285,
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      "sampleConfidence": 0.9969590643274855,
      "shadowSharpeLike": 1.7709101459270657,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19819296089959382,
      "shadowTotalReturn": 1.5394092086237925,
      "avgForwardReturn1D": 0.003797769865449013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9997452567653605,
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    },
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      "comboQuality": 0.9972182852970962,
      "eligibleDays": 344,
      "fitnessScore": 1.6440184732102097,
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      "returnLift1D": -0.001275700156583669,
      "hitRateLift1D": 0.013205671306302458,
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      "activationRate": 0.7819767441860465,
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      "sampleConfidence": 0.9967781908302356,
      "shadowSharpeLike": 1.44503791305682,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19935050782338593,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9972182852970962,
      "eligibleDays": 344,
      "fitnessScore": 1.6440184732102097,
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      "shadowMaxDrawdown": -0.2311288502442912,
      "shadowTotalReturn": 0.1619385972072538,
      "avgForwardReturn1D": 0.001465886844163215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-19",
        "2025-03-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 174,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.004085014688632971,
        "5": 0.02065372846372305,
        "10": 0.04154099569055404
      }
    },
    {
      "topN": 2,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5315315315315315,
        "5": 0.6055045871559633,
        "10": 0.6291079812206573
      },
      "hitRate1D": 0.5315315315315315,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.44330088519608984,
      "eligibleDays": 344,
      "fitnessScore": 0.29988924336367845,
      "lookbackDays": 45,
      "returnLift1D": -0.003625141293275083,
      "hitRateLift1D": -0.00916614288707307,
      "portfolioSize": 2,
      "activationRate": 0.6453488372093024,
      "activationCount": 222,
      "baselineHitRates": {
        "1": 0.5406976744186046,
        "5": 0.6411764705882353,
        "10": 0.6656716417910448
      },
      "sampleConfidence": 0.9960960960960962,
      "shadowSharpeLike": 0.35297027362631195,
      "avgForwardReturns": {
        "1": 0.0009469007678004801,
        "5": 0.008276136761783367,
        "10": 0.021193621070447748
      },
      "shadowMaxDrawdown": -0.40423183195209744,
      "shadowTotalReturn": 0.08636200309323527,
      "avgForwardReturn1D": 0.0009469007678004801,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 222,
        "5": 218,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.004572042061075563,
        "5": 0.022828865387478876,
        "10": 0.04647571810959775
      }
    },
    {
      "topN": 4,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5235849056603774,
        "5": 0.6179245283018868,
        "10": 0.6367924528301887
      },
      "hitRate1D": 0.5235849056603774,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3957354642150501,
      "eligibleDays": 368,
      "fitnessScore": 0.2568814564961916,
      "lookbackDays": 21,
      "returnLift1D": -0.0031713645531598646,
      "hitRateLift1D": -0.006306398687448644,
      "portfolioSize": 4,
      "activationRate": 0.5760869565217391,
      "activationCount": 212,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.6291208791208791,
        "10": 0.6462395543175488
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.30143130335908547,
      "avgForwardReturns": {
        "1": 0.0009136501354731062,
        "5": 0.010523280825319304,
        "10": 0.020520470013660187
      },
      "shadowMaxDrawdown": -0.3373329359172812,
      "shadowTotalReturn": 0.06188559040052466,
      "avgForwardReturn1D": 0.0009136501354731062,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-19",
        "2025-02-21",
        "2025-03-07",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 212,
        "5": 212,
        "10": 212
      },
      "baselineAvgForwardReturns": {
        "1": 0.004085014688632971,
        "5": 0.02065372846372305,
        "10": 0.04154099569055404
      }
    },
    {
      "topN": 5,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5235849056603774,
        "5": 0.6179245283018868,
        "10": 0.6367924528301887
      },
      "hitRate1D": 0.5235849056603774,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3957354642150501,
      "eligibleDays": 368,
      "fitnessScore": 0.2568814564961916,
      "lookbackDays": 21,
      "returnLift1D": -0.0031713645531598646,
      "hitRateLift1D": -0.006306398687448644,
      "portfolioSize": 5,
      "activationRate": 0.5760869565217391,
      "activationCount": 212,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.6291208791208791,
        "10": 0.6462395543175488
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.30143130335908547,
      "avgForwardReturns": {
        "1": 0.0009136501354731062,
        "5": 0.010523280825319304,
        "10": 0.020520470013660187
      },
      "shadowMaxDrawdown": -0.3373329359172812,
      "shadowTotalReturn": 0.06188559040052466,
      "avgForwardReturn1D": 0.0009136501354731062,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-19",
        "2025-02-21",
        "2025-03-07",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 212,
        "5": 212,
        "10": 212
      },
      "baselineAvgForwardReturns": {
        "1": 0.004085014688632971,
        "5": 0.02065372846372305,
        "10": 0.04154099569055404
      }
    },
    {
      "topN": 3,
      "ticker": "ALNT",
      "hitRates": {
        "1": 0.5247524752475248,
        "5": 0.6138613861386139,
        "10": 0.6336633663366337
      },
      "hitRate1D": 0.5247524752475248,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3027658812010018,
      "eligibleDays": 368,
      "fitnessScore": 0.16648448940520694,
      "lookbackDays": 21,
      "returnLift1D": -0.0033784829111339343,
      "hitRateLift1D": -0.005138829100301279,
      "portfolioSize": 3,
      "activationRate": 0.5489130434782609,
      "activationCount": 202,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.6291208791208791,
        "10": 0.6462395543175488
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.20808005670942833,
      "avgForwardReturns": {
        "1": 0.0007065317774990363,
        "5": 0.009692148287174929,
        "10": 0.019544451817697997
      },
      "shadowMaxDrawdown": -0.37018612190166655,
      "shadowTotalReturn": 0.009240262623659845,
      "avgForwardReturn1D": 0.0007065317774990363,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-19",
        "2025-02-21",
        "2025-03-07",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 202,
        "5": 202,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.004085014688632971,
        "5": 0.02065372846372305,
        "10": 0.04154099569055404
      }
    }
  ],
  "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": 0.9435422543823309,
      "fitnessScore": 0.9695527041741441,
      "lookbackDays": 14,
      "returnLift1D": -0.0003623896635768565,
      "activationRate": 0.4533333333333333,
      "activationCount": 170,
      "sampleConfidence": 0.9992156862745099,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6168076741938586,
      "avgForwardReturn1D": 0.0034285955215152372
    },
    {
      "comboQuality": 0.5236008592006939,
      "fitnessScore": 0.3707842010269075,
      "lookbackDays": 21,
      "returnLift1D": -0.0026191278444697556,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.1619385972072538,
      "avgForwardReturn1D": 0.001465886844163215
    },
    {
      "comboQuality": 0.9971063178063607,
      "fitnessScore": 1.6353120709928,
      "lookbackDays": 30,
      "returnLift1D": -0.00025434492696741005,
      "activationRate": 0.6768802228412256,
      "activationCount": 243,
      "sampleConfidence": 0.9989026063100138,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.136066022344902,
      "avgForwardReturn1D": 0.0036864830176219715
    },
    {
      "comboQuality": 0.9972182852970962,
      "fitnessScore": 1.6440184732102097,
      "lookbackDays": 45,
      "returnLift1D": -0.001275700156583669,
      "activationRate": 0.7819767441860465,
      "activationCount": 269,
      "sampleConfidence": 0.9967781908302356,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.0956484575044514,
      "avgForwardReturn1D": 0.003296341904491894
    },
    {
      "comboQuality": 0.9997943650770974,
      "fitnessScore": 2.217624555337893,
      "lookbackDays": 63,
      "returnLift1D": -0.0011345648943504524,
      "activationRate": 0.852760736196319,
      "activationCount": 278,
      "sampleConfidence": 0.9968824940047962,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.5865916739985688,
      "avgForwardReturn1D": 0.003959313025434912
    }
  ],
  "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": "2ec1b2a9b8490bc09f54f3e74392efbb813a74e74cabbebd2d3a599ae372547f",
    "size": 13,
    "members": [
      "ALNT",
      "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
0.264
Liquidity
0.491
Momentum
0.724
Relative strength
0.806
Trend quality
0.702
Stability
0.563
Aggression
0.621
Downside risk
0.528
Drawdown state
0.876
Quality momentum
0.700
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.515
Benchmark Independence 3m Score
0.554
Beta 1y Profile Score
0.831
Beta 3m Profile Score
0.913
Beta Change Score
0.603
Correlation Change Score
0.480
Current Drawdown Score
0.814
Days Since 52w High Score
0.028
Distance From 52w High Score
0.814
Distance From Sma 20 Score
0.437
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.678
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.623
Downside Volatility 2y Score
0.591
Downside Volatility 3m Score
0.919
Downside Volatility 5y Score
0.537
Downside Volatility 6m Score
0.747
Drawdown Recovery Score
1
Excess Return 1m Score
0.524
Excess Return 1y Score
1
Excess Return 3m Score
0.837
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.304
Log Avg Dollar Volume 20d Score
0.491
Log Market Cap Score
0.264
Drawdown Score 1m
0.207
Drawdown Score 1y
0.663
Drawdown Score 2y
0.474
Drawdown Score 3m
0.453
Drawdown Score 5y
0.381
Drawdown Score 6m
0.602
Momentum Acceleration 1m Vs 3m Score
0.286
Momentum Acceleration 3m Vs 6m Score
0.523
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.231
Relative Strength Slope 3m Score
0.799
Relative Volume 20d Score
0.337
Return 1m Score
0.568
Return 1w Score
0.638
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.895
Return 5y Score
0.200
Return 6m Score
0.991
Return Skewness 1y Score
0.462
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.607
Sharpe 1y Score
0.767
Sharpe 2y Score
0.705
Sharpe 3m Score
0.796
Sharpe 5y Score
0.527
Sharpe 6m Score
0.770
Sortino 1m Score
0.473
Sortino 1y Score
0.613
Sortino 2y Score
0.578
Sortino 3m Score
0.599
Sortino 5y Score
0.459
Sortino 6m Score
0.602
Trend R2 1m Score
0.009
Trend R2 1w Score
0.247
Trend R2 1y Score
0.900
Trend R2 2y Score
0.893
Trend R2 3m Score
0.526
Trend R2 5y Score
0.153
Trend R2 6m Score
0.633
Trend Slope 1m Score
0.442
Trend Slope 1w Score
1
Trend Slope 1y Score
0.696
Trend Slope 2y Score
0.699
Trend Slope 3m Score
0.873
Trend Slope 5y Score
0.523
Trend Slope 6m Score
0.715
Volatility 1m Score
0.861
Volatility 1w Score
0.865
Volatility 1y Score
0.650
Volatility 2y Score
0.632
Volatility 3m Score
0.827
Volatility 5y Score
0.574
Volatility 6m Score
0.731
Worst Day 1y Score
0.244
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
29,775,553.031
Best Day 1y
0.125
Beta To Benchmark 1y
2.078
Beta 3m
2.284
Beta Change
0.206
Beta To Sector 1y
1.101
Correlation To Benchmark 1y
0.485
Correlation 3m
0.446
Correlation Change
-0.039
Correlation To Sector 1y
0.497
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.515
Benchmark Independence 3m Score
0.554
Beta 1y Profile Score
0.831
Beta 3m Profile Score
0.913
Beta Change Score
0.603
Correlation Change Score
0.480
Current Drawdown Score
0.814
Distance From Sma 20 Score
0.437
Distance From Sma 200 Score
1
Current Drawdown
-0.121
Days Since 52w High
7
Distance From 52w High
-0.121
Distance From Sma 20
-0.038
Distance From Sma 200
0.408
Distance From Sma 50
0.107
Downside Capture 1y
0.576
Downside Volatility 1m
0.919
Downside Volatility 1w
-
Downside Volatility 1y
0.517
Downside Volatility 2y
0.493
Downside Volatility 3m
0.739
Downside Volatility 5y
0.453
Downside Volatility 6m
0.610
Drawdown Recovery
1
Excess Return 1m
0.014
Excess Return 1y
1.091
Excess Return 3m
0.202
Excess Return 6m
0.489
Expected Shortfall 95 1y
-0.070
Market Cap
1,513,284,508.163
Max Drawdown 1m
-0.198
Max Drawdown 1w
-0.064
Max Drawdown 1y
-0.219
Max Drawdown 2y
-0.421
Max Drawdown 3m
-0.219
Max Drawdown 5y
-0.619
Max Drawdown 6m
-0.219
Momentum Acceleration 1m Vs 3m
-0.064
Momentum Acceleration 3m Vs 6m
0.007
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.005
Relative Volume 20d
1.211
Return 1m
0.041
Return 1w
0.041
Return 1y
1.314
Return 2y
2.762
Return 3m
0.316
Return 5y
1.605
Return 6m
0.589
Return Skewness 1y
-0.227
Sector Excess Return 1y
0.865
Sharpe 1m
1.037
Sharpe 1y
1.833
Sharpe 2y
1.525
Sharpe 3m
1.979
Sharpe 5y
0.637
Sharpe 6m
1.852
Sortino 1m
0.785
Sortino 1y
1.904
Sortino 2y
1.621
Sortino 3m
1.793
Sortino 5y
0.676
Sortino 6m
1.815
Trend R2 1m
0.009
Trend R2 1w
0.247
Trend R2 1y
0.900
Trend R2 2y
0.893
Trend R2 3m
0.526
Trend R2 5y
0.153
Trend R2 6m
0.633
Trend 1m
-0.001
Trend 1w
0.009
Trend 1y
0.003
Trend 2y
0.003
Trend 3m
0.006
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
3.286
Value At Risk 95 1y
-0.046
Volatility 1m
0.696
Volatility 1w
0.699
Volatility 1y
0.537
Volatility 2y
0.524
Volatility 3m
0.670
Volatility 5y
0.481
Volatility 6m
0.598
Worst Day 1y
-0.151
Distance From Sma 50 Score
0.678
Downside Volatility 1y Score
0.623
Downside Volatility 3m Score
0.919
Drawdown Recovery Score
1
Excess Return 1m Score
0.524
Excess Return 1y Score
1
Excess Return 3m Score
0.837
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.304
Log Avg Dollar Volume 20d Score
0.491
Log Market Cap Score
0.264
Drawdown Score 1y
0.663
Drawdown Score 5y
0.381
Momentum Acceleration 1m Vs 3m Score
0.286
Momentum Acceleration 3m Vs 6m Score
0.523
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.231
Relative Volume 20d Score
0.337
Return 1m Score
0.568
Return 1y Score
1
Return 3m Score
0.895
Return 6m Score
0.991
Return Skewness 1y Score
0.462
Sortino 1y Score
0.613
Sortino 3m Score
0.599
Trend R2 1y Score
0.900
Trend R2 3m Score
0.526
Trend Slope 1y Score
0.696
Trend Slope 3m Score
0.873
Volatility 1y Score
0.650
Volatility 3m Score
0.827