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MonstraTM

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

Vector V2 pipeline

Vectors

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

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

AMH

Real Estate | v2 | as of 2026-07-10
Close

Research Detail

AMH

AMH

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
0.060
Correlation To Benchmark 1y
0.038
Inverse To Benchmark 1y
0.962
Drawdown Score 1m
0.819
Drawdown Score 3m
0.859
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
0.738
Drawdown Score 1y
0.643
Drawdown Score 2y
0.628
Drawdown Score 5y
0.682
Return 1w
-0.024
Return 1m
0.004
Return 3m
0.134
Return 6m
0.096
Return 1y
-0.025
Return 2y
-0.047
Return 5y
-0.024
Sharpe 1m
0.328
Sharpe 3m
2.465
Sharpe 6m
0.970
Sharpe 1y
-0.023
Sharpe 2y
-0.009
Sharpe 5y
0.090
Trend 1w
-0.006
Trend 1m
0.002
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
-0.000
Trend 2y
-0.000
Trend 5y
-0.000
Volatility 1w
0.206
Volatility 1m
0.207
Volatility 3m
0.214
Volatility 6m
0.213
Volatility 1y
0.202
Volatility 2y
0.211
Volatility 5y
0.224
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
AMH
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:19 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
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
0.226
Aptet Fit Raw Score
0.245
Aptet Fit Confidence
0.845
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.300
Force Fit Raw Score
0.322
Force Fit Confidence
0.866
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:19 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMH",
    "hitRates": {
      "1": 0.5522388059701493,
      "5": 0.6417910447761194,
      "10": 0.6349206349206349
    },
    "hitRate1D": 0.5522388059701493,
    "comboQuality": 0.41558962337506794,
    "eligibleDays": 330,
    "fitnessScore": 0.27500086817596653,
    "lookbackDays": 30,
    "returnLift1D": 0.0015892199299443288,
    "hitRateLift1D": 0.07199564487592436,
    "activationRate": 0.20303030303030303,
    "activationCount": 67,
    "baselineHitRates": {
      "1": 0.48024316109422494,
      "5": 0.5138461538461538,
      "10": 0.434375
    },
    "sampleConfidence": 0.9960199004975125,
    "shadowSharpeLike": 0.6013749607744564,
    "avgForwardReturns": {
      "1": 0.001425385342553143,
      "5": 0.00347295363923558,
      "10": 0.014642695341018253
    },
    "shadowMaxDrawdown": -0.10298592277230023,
    "shadowTotalReturn": 0.0782285983377411,
    "avgForwardReturn1D": 0.001425385342553143,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22"
    ],
    "horizonObservationCounts": {
      "1": 67,
      "5": 67,
      "10": 63
    },
    "baselineAvgForwardReturns": {
      "1": -0.00016383458739118584,
      "5": -0.0004773103508052179,
      "10": 0.00020949877193420126
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.41558962337506794,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.17729358636279552,
    "bestRawFitnessScore": 0.27500086817596653,
    "upperQuartileComboQuality": 0.2748377513004912
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.22592321910691138,
    "rawScore": 0.2448858685666879,
    "confidence": 0.845130716845651,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.21460276345093343,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.5522388059701493,
        "5": 0.6417910447761194,
        "10": 0.6349206349206349
      },
      "hitRate1D": 0.5522388059701493,
      "comboQuality": 0.41558962337506794,
      "eligibleDays": 330,
      "fitnessScore": 0.27500086817596653,
      "lookbackDays": 30,
      "returnLift1D": 0.0015892199299443288,
      "hitRateLift1D": 0.07199564487592436,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5138461538461538,
        "10": 0.434375
      },
      "sampleConfidence": 0.9960199004975125,
      "shadowSharpeLike": 0.6013749607744564,
      "avgForwardReturns": {
        "1": 0.001425385342553143,
        "5": 0.00347295363923558,
        "10": 0.014642695341018253
      },
      "shadowMaxDrawdown": -0.10298592277230023,
      "shadowTotalReturn": 0.0782285983377411,
      "avgForwardReturn1D": 0.001425385342553143,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016383458739118584,
        "5": -0.0004773103508052179,
        "10": 0.00020949877193420126
      }
    },
    {
      "topN": 5,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.4625,
        "5": 0.5789473684210527,
        "10": 0.5774647887323944
      },
      "hitRate1D": 0.4625,
      "comboQuality": 0.3787582380130959,
      "eligibleDays": 315,
      "fitnessScore": 0.24113911383893993,
      "lookbackDays": 45,
      "returnLift1D": 0.0015809698697245092,
      "hitRateLift1D": -0.015207006369426734,
      "activationRate": 0.2571428571428571,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.47770700636942676,
        "5": 0.5096774193548387,
        "10": 0.419672131147541
      },
      "sampleConfidence": 0.9868312757201647,
      "shadowSharpeLike": 0.8095133826332617,
      "avgForwardReturns": {
        "1": 0.00143495710504333,
        "5": 0.00584934139737668,
        "10": 0.010294686949791512
      },
      "shadowMaxDrawdown": -0.05641177331319669,
      "shadowTotalReturn": 0.10939418954258873,
      "avgForwardReturn1D": 0.00143495710504333,
      "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": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": -0.000146012764681179,
        "5": -0.0005485255220684459,
        "10": -0.0015150849879523478
      }
    },
    {
      "topN": 4,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.4583333333333333,
        "5": 0.5942028985507246,
        "10": 0.6060606060606061
      },
      "hitRate1D": 0.4583333333333333,
      "comboQuality": 0.3648891123272625,
      "eligibleDays": 315,
      "fitnessScore": 0.22807465704930632,
      "lookbackDays": 45,
      "returnLift1D": 0.0017468340005477655,
      "hitRateLift1D": -0.01937367303609344,
      "activationRate": 0.22857142857142856,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.47770700636942676,
        "5": 0.5096774193548387,
        "10": 0.419672131147541
      },
      "sampleConfidence": 0.9916666666666667,
      "shadowSharpeLike": 0.8563214750987433,
      "avgForwardReturns": {
        "1": 0.0016008212358665863,
        "5": 0.006657401440340253,
        "10": 0.012341480136670042
      },
      "shadowMaxDrawdown": -0.05641177331319591,
      "shadowTotalReturn": 0.11024711817328559,
      "avgForwardReturn1D": 0.0016008212358665863,
      "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": 72,
        "5": 69,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.000146012764681179,
        "5": -0.0005485255220684459,
        "10": -0.0015150849879523478
      }
    },
    {
      "topN": 5,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.5053763440860215,
        "5": 0.6153846153846154,
        "10": 0.6395348837209303
      },
      "hitRate1D": 0.5053763440860215,
      "comboQuality": 0.31918055644610444,
      "eligibleDays": 330,
      "fitnessScore": 0.1833411589959265,
      "lookbackDays": 30,
      "returnLift1D": 0.0007796786167414964,
      "hitRateLift1D": 0.025133182991796565,
      "activationRate": 0.2818181818181818,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5138461538461538,
        "10": 0.434375
      },
      "sampleConfidence": 0.9935483870967743,
      "shadowSharpeLike": 0.3140275905137148,
      "avgForwardReturns": {
        "1": 0.0006158440293503105,
        "5": 0.003928832429301508,
        "10": 0.014214211892154889
      },
      "shadowMaxDrawdown": -0.10298592277230023,
      "shadowTotalReturn": 0.04135533525074209,
      "avgForwardReturn1D": 0.0006158440293503105,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016383458739118584,
        "5": -0.0004773103508052179,
        "10": 0.00020949877193420126
      }
    },
    {
      "topN": 5,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.49523809523809526,
        "5": 0.5643564356435643,
        "10": 0.5876288659793815
      },
      "hitRate1D": 0.49523809523809526,
      "comboQuality": 0.2816907663255269,
      "eligibleDays": 339,
      "fitnessScore": 0.1440601410510241,
      "lookbackDays": 21,
      "returnLift1D": 0.00044271188498473874,
      "hitRateLift1D": 0.007072414764722479,
      "activationRate": 0.31268436578171094,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.4881656804733728,
        "5": 0.5209580838323353,
        "10": 0.4316109422492401
      },
      "sampleConfidence": 0.9905660377358492,
      "shadowSharpeLike": 0.13603043999125966,
      "avgForwardReturns": {
        "1": 0.00041702341498502565,
        "5": 0.0007090135965997244,
        "10": 0.009967217716302839
      },
      "shadowMaxDrawdown": -0.09581099235831414,
      "shadowTotalReturn": 0.012512936417202747,
      "avgForwardReturn1D": 0.00041702341498502565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.00002568846999971309,
        "5": -0.0001722087014813697,
        "10": -0.0007802574359973715
      }
    },
    {
      "topN": 4,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.49411764705882355,
        "5": 0.6190476190476191,
        "10": 0.6455696202531646
      },
      "hitRate1D": 0.49411764705882355,
      "comboQuality": 0.27255341295881264,
      "eligibleDays": 330,
      "fitnessScore": 0.1340246864411794,
      "lookbackDays": 30,
      "returnLift1D": 0.0006914396141740732,
      "hitRateLift1D": 0.013874485964598615,
      "activationRate": 0.25757575757575757,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5138461538461538,
        "10": 0.434375
      },
      "sampleConfidence": 0.9945098039215687,
      "shadowSharpeLike": 0.22691036254372904,
      "avgForwardReturns": {
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      "activationRate": 0.07878787878787878,
      "activationCount": 26,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5138461538461538,
        "10": 0.434375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4168066637860782,
      "avgForwardReturns": {
        "1": -0.001477744697399244,
        "5": -0.0056545686975075825,
        "10": 0.015279394626409794
      },
      "shadowMaxDrawdown": -0.10298592277230023,
      "shadowTotalReturn": -0.046478743907445,
      "avgForwardReturn1D": -0.001477744697399244,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 26,
        "5": 26,
        "10": 26
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016383458739118584,
        "5": -0.0004773103508052179,
        "10": 0.00020949877193420126
      }
    },
    {
      "topN": 2,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.2857142857142857,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.06120207417922778,
      "eligibleDays": 297,
      "fitnessScore": -0.2506922182401503,
      "lookbackDays": 63,
      "returnLift1D": -0.005234857165450163,
      "hitRateLift1D": -0.05115830115830117,
      "activationRate": 0.02356902356902357,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.4797297297297297,
        "5": 0.5034246575342466,
        "10": 0.4146341463414634
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      "sampleConfidence": 0.7753843880704789,
      "shadowSharpeLike": -1.5556835975272059,
      "avgForwardReturns": {
        "1": -0.005525952840708448,
        "5": -0.0142368588568031,
        "10": -0.027780027837056482
      },
      "shadowMaxDrawdown": -0.03993359569615118,
      "shadowTotalReturn": -0.039174208896275875,
      "avgForwardReturn1D": -0.005525952840708448,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 7,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": -0.00029109567525828495,
        "5": -0.0011885441131353214,
        "10": -0.002028490113184237
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    },
    {
      "topN": 3,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.43478260869565216,
        "5": 0.5454545454545454,
        "10": 0.59375
      },
      "hitRate1D": 0.43478260869565216,
      "comboQuality": 0.06053409627995529,
      "eligibleDays": 339,
      "fitnessScore": -0.25326304391959437,
      "lookbackDays": 21,
      "returnLift1D": -0.0014727639118367426,
      "hitRateLift1D": -0.053383071777720614,
      "activationRate": 0.20353982300884957,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.4881656804733728,
        "5": 0.5209580838323353,
        "10": 0.4316109422492401
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      "sampleConfidence": 0.9922705314009662,
      "shadowSharpeLike": -0.894836251418161,
      "avgForwardReturns": {
        "1": -0.0014984523818364556,
        "5": -0.0021584496018572444,
        "10": 0.009668775655212599
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      "shadowMaxDrawdown": -0.1739817200010706,
      "shadowTotalReturn": -0.1194134945100973,
      "avgForwardReturn1D": -0.0014984523818364556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 66,
        "10": 64
      },
      "baselineAvgForwardReturns": {
        "1": -0.00002568846999971309,
        "5": -0.0001722087014813697,
        "10": -0.0007802574359973715
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.1784462112306729,
      "fitnessScore": 0.014079757439853666,
      "lookbackDays": 14,
      "returnLift1D": -0.0003326905782221868,
      "activationRate": 0.26704545454545453,
      "activationCount": 94,
      "sampleConfidence": 0.997872340425532,
      "shadowTotalReturn": -0.06408375366741814,
      "avgForwardReturn1D": -0.00035908380117842385
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2816907663255269,
      "fitnessScore": 0.1440601410510241,
      "lookbackDays": 21,
      "returnLift1D": 0.00044271188498473874,
      "activationRate": 0.31268436578171094,
      "activationCount": 106,
      "sampleConfidence": 0.9905660377358492,
      "shadowTotalReturn": 0.012512936417202747,
      "avgForwardReturn1D": 0.00041702341498502565
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.41558962337506794,
      "fitnessScore": 0.27500086817596653,
      "lookbackDays": 30,
      "returnLift1D": 0.0015892199299443288,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "sampleConfidence": 0.9960199004975125,
      "shadowTotalReturn": 0.0782285983377411,
      "avgForwardReturn1D": 0.001425385342553143
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3787582380130959,
      "fitnessScore": 0.24113911383893993,
      "lookbackDays": 45,
      "returnLift1D": 0.0015809698697245092,
      "activationRate": 0.2571428571428571,
      "activationCount": 81,
      "sampleConfidence": 0.9868312757201647,
      "shadowTotalReturn": 0.10939418954258873,
      "avgForwardReturn1D": 0.00143495710504333
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.19614540221943041,
      "fitnessScore": 0.03967632215192804,
      "lookbackDays": 63,
      "returnLift1D": 0.00028627223051598235,
      "activationRate": 0.20202020202020202,
      "activationCount": 60,
      "sampleConfidence": 0.9822222222222223,
      "shadowTotalReturn": -0.006497891380726428,
      "avgForwardReturn1D": -0.000004823444742302623
    }
  ],
  "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": "3deff3d549a3f0cacc46e35a7af924e09d81b23583db81c3e70720db0205716b",
    "size": 13,
    "members": [
      "AMH",
      "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",
      "AMH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMH",
    "hitRates": {
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      "5": 0.6363636363636364,
      "10": 0.6071428571428571
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    "hitRate1D": 0.5681818181818182,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.5134198304997769,
    "eligibleDays": 359,
    "fitnessScore": 0.3618122877805641,
    "lookbackDays": 30,
    "returnLift1D": 0.0014049805626477768,
    "hitRateLift1D": 0.07793112180298817,
    "portfolioSize": 3,
    "activationRate": 0.24512534818941503,
    "activationCount": 88,
    "baselineHitRates": {
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      "5": 0.5211267605633803,
      "10": 0.4542857142857143
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    "sampleConfidence": 0.9969696969696971,
    "shadowSharpeLike": 0.7260163684473487,
    "avgForwardReturns": {
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      "5": 0.004094923554909307,
      "10": 0.01043081328021571
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    "shadowMaxDrawdown": -0.10298581702513487,
    "shadowTotalReturn": 0.11363379141675045,
    "avgForwardReturn1D": 0.0014851339955827471,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-03-03",
      "2025-03-04",
      "2025-03-06",
      "2025-03-07",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14"
    ],
    "horizonObservationCounts": {
      "1": 88,
      "5": 88,
      "10": 84
    },
    "baselineAvgForwardReturns": {
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      "5": 0.00043023703245383176,
      "10": 0.0006794425569010516
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5134198304997769,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.24114373389571597,
    "bestRawFitnessScore": 0.3618122877805641,
    "upperQuartileComboQuality": 0.36367449030195553
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2999176977918898,
    "rawScore": 0.32153239434373204,
    "confidence": 0.8655519821201271,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.28571651817495125,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.5681818181818182,
        "5": 0.6363636363636364,
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      "hitRate1D": 0.5681818181818182,
      "rankWeights": [
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      "comboQuality": 0.5134198304997769,
      "eligibleDays": 359,
      "fitnessScore": 0.3618122877805641,
      "lookbackDays": 30,
      "returnLift1D": 0.0014049805626477768,
      "hitRateLift1D": 0.07793112180298817,
      "portfolioSize": 3,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.5211267605633803,
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      "sampleConfidence": 0.9969696969696971,
      "shadowSharpeLike": 0.7260163684473487,
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      "shadowMaxDrawdown": -0.10298581702513487,
      "shadowTotalReturn": 0.11363379141675045,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-03",
        "2025-03-04",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 84
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.6132075471698113,
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      "hitRate1D": 0.5233644859813084,
      "rankWeights": [
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      "comboQuality": 0.4005961143199528,
      "eligibleDays": 359,
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      "lookbackDays": 30,
      "returnLift1D": 0.0007808310185861365,
      "hitRateLift1D": 0.033113789602478294,
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      "activationRate": 0.298050139275766,
      "activationCount": 107,
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      "sampleConfidence": 0.9956386292834891,
      "shadowSharpeLike": 0.45976479125264214,
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      "shadowMaxDrawdown": -0.10298581702513487,
      "shadowTotalReturn": 0.07432103632973663,
      "avgForwardReturn1D": 0.0008609844515211068,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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    },
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      "comboQuality": 0.3978740157056551,
      "eligibleDays": 326,
      "fitnessScore": 0.25884711665557564,
      "lookbackDays": 63,
      "returnLift1D": 0.0015659676705558892,
      "hitRateLift1D": 0.01155559290696695,
      "portfolioSize": 3,
      "activationRate": 0.22392638036809817,
      "activationCount": 73,
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      "shadowSharpeLike": 0.8348797408040275,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.06050310084489474,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
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      "horizonObservationCounts": {
        "1": 73,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "comboQuality": 0.36367449030195553,
      "eligibleDays": 344,
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      "portfolioSize": 5,
      "activationRate": 0.27466666666666667,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.5256064690026954,
        "10": 0.4672131147540984
      },
      "sampleConfidence": 0.9980582524271845,
      "shadowSharpeLike": -0.6173986136564549,
      "avgForwardReturns": {
        "1": -0.0007452989097594264,
        "5": -0.0022227155060038565,
        "10": 0.0005701821376790161
      },
      "shadowMaxDrawdown": -0.14114004706314331,
      "shadowTotalReturn": -0.10709377710381673,
      "avgForwardReturn1D": -0.0007452989097594264,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-19",
        "2025-02-21",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012505858446313666,
        "5": 0.0006716793945749582,
        "10": 0.0012862990289126987
      }
    },
    {
      "topN": 4,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.4574468085106383,
        "5": 0.5555555555555556,
        "10": 0.627906976744186
      },
      "hitRate1D": 0.4574468085106383,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10208765506939214,
      "eligibleDays": 368,
      "fitnessScore": -0.1283329417754133,
      "lookbackDays": 21,
      "returnLift1D": -0.0009451347651586947,
      "hitRateLift1D": -0.03440101757631825,
      "portfolioSize": 4,
      "activationRate": 0.2554347826086957,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.49184782608695654,
        "5": 0.5247252747252747,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 0.9914893617021278,
      "shadowSharpeLike": -0.5713940883239553,
      "avgForwardReturns": {
        "1": -0.0008097662516400612,
        "5": 0.00008716233925684472,
        "10": 0.011527668802456951
      },
      "shadowMaxDrawdown": -0.1320993584139145,
      "shadowTotalReturn": -0.09879349217916888,
      "avgForwardReturn1D": -0.0008097662516400612,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.00013536851351863356,
        "5": 0.0005527402299701485,
        "10": 0.0009026269709134244
      }
    },
    {
      "topN": 5,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.4574468085106383,
        "5": 0.5555555555555556,
        "10": 0.627906976744186
      },
      "hitRate1D": 0.4574468085106383,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10208765506939214,
      "eligibleDays": 368,
      "fitnessScore": -0.1283329417754133,
      "lookbackDays": 21,
      "returnLift1D": -0.0009451347651586947,
      "hitRateLift1D": -0.03440101757631825,
      "portfolioSize": 5,
      "activationRate": 0.2554347826086957,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.49184782608695654,
        "5": 0.5247252747252747,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 0.9914893617021278,
      "shadowSharpeLike": -0.5713940883239553,
      "avgForwardReturns": {
        "1": -0.0008097662516400612,
        "5": 0.00008716233925684472,
        "10": 0.011527668802456951
      },
      "shadowMaxDrawdown": -0.1320993584139145,
      "shadowTotalReturn": -0.09879349217916888,
      "avgForwardReturn1D": -0.0008097662516400612,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.00013536851351863356,
        "5": 0.0005527402299701485,
        "10": 0.0009026269709134244
      }
    },
    {
      "topN": 2,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.358974358974359
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.10173211395913077,
      "eligibleDays": 375,
      "fitnessScore": -0.1291875689054713,
      "lookbackDays": 14,
      "returnLift1D": -0.0015791210144924382,
      "hitRateLift1D": 0.006666666666666654,
      "portfolioSize": 2,
      "activationRate": 0.10666666666666667,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.5256064690026954,
        "10": 0.4672131147540984
      },
      "sampleConfidence": 0.9983333333333334,
      "shadowSharpeLike": -0.648660689695291,
      "avgForwardReturns": {
        "1": -0.0014540624300293016,
        "5": -0.015746361577734416,
        "10": -0.0110811717606336
      },
      "shadowMaxDrawdown": -0.10872227701513737,
      "shadowTotalReturn": -0.07453545903956926,
      "avgForwardReturn1D": -0.0014540624300293016,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 40,
        "10": 39
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012505858446313666,
        "5": 0.0006716793945749582,
        "10": 0.0012862990289126987
      }
    },
    {
      "topN": 3,
      "ticker": "AMH",
      "hitRates": {
        "1": 0.45,
        "5": 0.5194805194805194,
        "10": 0.6
      },
      "hitRate1D": 0.45,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.061909970991015105,
      "eligibleDays": 368,
      "fitnessScore": -0.2479962285418392,
      "lookbackDays": 21,
      "returnLift1D": -0.0016624865711972463,
      "hitRateLift1D": -0.04184782608695653,
      "portfolioSize": 3,
      "activationRate": 0.21739130434782608,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.49184782608695654,
        "5": 0.5247252747252747,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.9262122731582756,
      "avgForwardReturns": {
        "1": -0.0015271180576786128,
        "5": -0.0031652665619377445,
        "10": 0.009781975371457812
      },
      "shadowMaxDrawdown": -0.1739816325202661,
      "shadowTotalReturn": -0.13762729005726926,
      "avgForwardReturn1D": -0.0015271180576786128,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 77,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.00013536851351863356,
        "5": 0.0005527402299701485,
        "10": 0.0009026269709134244
      }
    }
  ],
  "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": 0.1808826671210523,
      "fitnessScore": 0.017716671905041795,
      "lookbackDays": 14,
      "returnLift1D": -0.0005732361795884369,
      "activationRate": 0.224,
      "activationCount": 84,
      "sampleConfidence": 0.9984126984126984,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.06368734585562608,
      "avgForwardReturn1D": -0.00044817759512530024
    },
    {
      "comboQuality": 0.1343627778164778,
      "fitnessScore": -0.05984294335713661,
      "lookbackDays": 21,
      "returnLift1D": -0.0007079562857784129,
      "activationRate": 0.12228260869565218,
      "activationCount": 45,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.041096845198154264,
      "avgForwardReturn1D": -0.0005725877722597793
    },
    {
      "comboQuality": 0.5134198304997769,
      "fitnessScore": 0.3618122877805641,
      "lookbackDays": 30,
      "returnLift1D": 0.0014049805626477768,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "sampleConfidence": 0.9969696969696971,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11363379141675045,
      "avgForwardReturn1D": 0.0014851339955827471
    },
    {
      "comboQuality": 0.36367449030195553,
      "fitnessScore": 0.22692077340556,
      "lookbackDays": 45,
      "returnLift1D": 0.0011552527579660199,
      "activationRate": 0.26744186046511625,
      "activationCount": 92,
      "sampleConfidence": 0.9934782608695653,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09664445516431242,
      "avgForwardReturn1D": 0.001169856709460387
    },
    {
      "comboQuality": 0.3978740157056551,
      "fitnessScore": 0.25884711665557564,
      "lookbackDays": 63,
      "returnLift1D": 0.0015659676705558892,
      "activationRate": 0.22392638036809817,
      "activationCount": 73,
      "sampleConfidence": 0.9899543378995435,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.10249524884960115,
      "avgForwardReturn1D": 0.0014516286821227807
    }
  ],
  "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": "3deff3d549a3f0cacc46e35a7af924e09d81b23583db81c3e70720db0205716b",
    "size": 13,
    "members": [
      "AMH",
      "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
0.465
Liquidity
0.635
Momentum
0.547
Relative strength
0.445
Trend quality
0.517
Stability
0.657
Aggression
0.305
Downside risk
0.620
Drawdown state
0.800
Quality momentum
0.528
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.962
Benchmark Independence 3m Score
0.929
Beta 1y Profile Score
0.024
Beta 3m Profile Score
0
Beta Change Score
0.412
Correlation Change Score
0.446
Current Drawdown Score
0.788
Days Since 52w High Score
0.964
Distance From 52w High Score
0.912
Distance From Sma 20 Score
0.511
Distance From Sma 200 Score
0.630
Distance From Sma 50 Score
0.550
Downside Volatility 1m Score
0.165
Downside Volatility 1y Score
0.198
Downside Volatility 2y Score
0.214
Downside Volatility 3m Score
0.154
Downside Volatility 5y Score
0.226
Downside Volatility 6m Score
0.195
Drawdown Recovery Score
0.990
Excess Return 1m Score
0.462
Excess Return 1y Score
0.087
Excess Return 3m Score
0.535
Excess Return 6m Score
0.493
Expected Shortfall 95 1y Score
0.731
Log Avg Dollar Volume 20d Score
0.635
Log Market Cap Score
0.465
Drawdown Score 1m
0.819
Drawdown Score 1y
0.643
Drawdown Score 2y
0.628
Drawdown Score 3m
0.859
Drawdown Score 5y
0.682
Drawdown Score 6m
0.738
Momentum Acceleration 1m Vs 3m Score
0.364
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.565
Relative Strength Slope 3m Score
0.546
Relative Volume 20d Score
0.207
Return 1m Score
0.507
Return 1w Score
0.421
Return 1y Score
0.485
Return 2y Score
0.272
Return 3m Score
0.668
Return 5y Score
0.075
Return 6m Score
0.580
Return Skewness 1y Score
0.498
Sector Excess Return 1y Score
0.274
Sharpe 1m Score
0.466
Sharpe 1y Score
0.395
Sharpe 2y Score
0.398
Sharpe 3m Score
0.893
Sharpe 5y Score
0.418
Sharpe 6m Score
0.594
Sortino 1m Score
0.424
Sortino 1y Score
0.372
Sortino 2y Score
0.374
Sortino 3m Score
0.773
Sortino 5y Score
0.386
Sortino 6m Score
0.507
Trend R2 1m Score
0.287
Trend R2 1w Score
0.711
Trend R2 1y Score
0.174
Trend R2 2y Score
0.555
Trend R2 3m Score
0.810
Trend R2 5y Score
0.012
Trend R2 6m Score
0.332
Trend Slope 1m Score
0.617
Trend Slope 1w Score
0.116
Trend Slope 1y Score
0.480
Trend Slope 2y Score
0.477
Trend Slope 3m Score
0.620
Trend Slope 5y Score
0.499
Trend Slope 6m Score
0.555
Volatility 1m Score
0.210
Volatility 1w Score
0.208
Volatility 1y Score
0.203
Volatility 2y Score
0.214
Volatility 3m Score
0.219
Volatility 5y Score
0.232
Volatility 6m Score
0.217
Worst Day 1y Score
0.781
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
80,510,814.373
Best Day 1y
0.042
Beta To Benchmark 1y
0.060
Beta 3m
-0.115
Beta Change
-0.176
Beta To Sector 1y
0.934
Correlation To Benchmark 1y
0.038
Correlation 3m
-0.071
Correlation Change
-0.108
Correlation To Sector 1y
0.659
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.962
Benchmark Independence 3m Score
0.929
Beta 1y Profile Score
0.024
Beta 3m Profile Score
0
Beta Change Score
0.412
Correlation Change Score
0.446
Current Drawdown Score
0.788
Distance From Sma 20 Score
0.511
Distance From Sma 200 Score
0.630
Current Drawdown
-0.138
Days Since 52w High
243
Distance From 52w High
-0.057
Distance From Sma 20
0.007
Distance From Sma 200
0.078
Distance From Sma 50
0.030
Downside Capture 1y
1.859
Downside Volatility 1m
0.174
Downside Volatility 1w
-
Downside Volatility 1y
0.199
Downside Volatility 2y
0.210
Downside Volatility 3m
0.166
Downside Volatility 5y
0.220
Downside Volatility 6m
0.196
Drawdown Recovery
0.980
Excess Return 1m
-0.023
Excess Return 1y
-0.248
Excess Return 3m
0.021
Excess Return 6m
-0.004
Expected Shortfall 95 1y
-0.027
Market Cap
12,114,971,030.889
Max Drawdown 1m
-0.045
Max Drawdown 1w
-0.033
Max Drawdown 1y
-0.232
Max Drawdown 2y
-0.297
Max Drawdown 3m
-0.056
Max Drawdown 5y
-0.318
Max Drawdown 6m
-0.144
Momentum Acceleration 1m Vs 3m
-0.041
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.859
Return 1m
0.004
Return 1w
-0.024
Return 1y
-0.025
Return 2y
-0.047
Return 3m
0.134
Return 5y
-0.024
Return 6m
0.096
Return Skewness 1y
-0.009
Sector Excess Return 1y
-0.135
Sharpe 1m
0.328
Sharpe 1y
-0.023
Sharpe 2y
-0.009
Sharpe 3m
2.465
Sharpe 5y
0.090
Sharpe 6m
0.970
Sortino 1m
0.392
Sortino 1y
-0.024
Sortino 2y
-0.009
Sortino 3m
3.181
Sortino 5y
0.092
Sortino 6m
1.053
Trend R2 1m
0.287
Trend R2 1w
0.711
Trend R2 1y
0.174
Trend R2 2y
0.555
Trend R2 3m
0.810
Trend R2 5y
0.012
Trend R2 6m
0.332
Trend 1m
0.002
Trend 1w
-0.006
Trend 1y
-0.000
Trend 2y
-0.000
Trend 3m
0.002
Trend 5y
-0.000
Trend 6m
0.001
Upside Capture 1y
0.429
Value At Risk 95 1y
-0.020
Volatility 1m
0.207
Volatility 1w
0.206
Volatility 1y
0.202
Volatility 2y
0.211
Volatility 3m
0.214
Volatility 5y
0.224
Volatility 6m
0.213
Worst Day 1y
-0.044
Distance From Sma 50 Score
0.550
Downside Volatility 1y Score
0.198
Downside Volatility 3m Score
0.154
Drawdown Recovery Score
0.990
Excess Return 1m Score
0.462
Excess Return 1y Score
0.087
Excess Return 3m Score
0.535
Excess Return 6m Score
0.493
Expected Shortfall 95 1y Score
0.731
Log Avg Dollar Volume 20d Score
0.635
Log Market Cap Score
0.465
Drawdown Score 1y
0.643
Drawdown Score 5y
0.682
Momentum Acceleration 1m Vs 3m Score
0.364
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.565
Relative Volume 20d Score
0.207
Return 1m Score
0.507
Return 1y Score
0.485
Return 3m Score
0.668
Return 6m Score
0.580
Return Skewness 1y Score
0.498
Sortino 1y Score
0.372
Sortino 3m Score
0.773
Trend R2 1y Score
0.174
Trend R2 3m Score
0.810
Trend Slope 1y Score
0.480
Trend Slope 3m Score
0.620
Volatility 1y Score
0.203
Volatility 3m Score
0.219