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MonstraTM

Vectors

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

AMN

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

Research Detail

AMN

AMN

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
0.998
Correlation To Benchmark 1y
0.189
Inverse To Benchmark 1y
0.811
Drawdown Score 1m
0.527
Drawdown Score 3m
0.577
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
0.541
Drawdown Score 1y
0.513
Drawdown Score 2y
0.027
Drawdown Score 5y
0.119
Return 1w
-0.068
Return 1m
0.067
Return 3m
0.751
Return 6m
1.013
Return 1y
0.487
Return 2y
-0.332
Return 5y
-0.669
Sharpe 1m
1.826
Sharpe 3m
3.298
Sharpe 6m
2.138
Sharpe 1y
0.912
Sharpe 2y
-0.008
Sharpe 5y
-0.161
Trend 1w
-0.022
Trend 1m
0.005
Trend 3m
0.010
Trend 6m
0.005
Trend 1y
0.002
Trend 2y
-0.002
Trend 5y
-0.002
Volatility 1w
0.671
Volatility 1m
0.492
Volatility 3m
0.761
Volatility 6m
0.792
Volatility 1y
0.663
Volatility 2y
0.628
Volatility 5y
0.521
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
AMN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:20 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.120
Aptet Fit Raw Score
0.130
Aptet Fit Confidence
0.846
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.109
Force Fit Raw Score
0.118
Force Fit Confidence
0.848
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:20 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMN",
    "hitRates": {
      "1": 0.5051546391752577,
      "5": 0.4731182795698925,
      "10": 0.6136363636363636
    },
    "hitRate1D": 0.5051546391752577,
    "comboQuality": 0.3678835270836014,
    "eligibleDays": 297,
    "fitnessScore": 0.23091239748148468,
    "lookbackDays": 63,
    "returnLift1D": 0.00016498432444802267,
    "hitRateLift1D": 0.03218166620228474,
    "activationRate": 0.32996632996632996,
    "activationCount": 98,
    "baselineHitRates": {
      "1": 0.47297297297297297,
      "5": 0.5068493150684932,
      "10": 0.5749128919860628
    },
    "sampleConfidence": 0.9891156462585035,
    "shadowSharpeLike": 0.4444722825341756,
    "avgForwardReturns": {
      "1": 0.0021957795213665005,
      "5": -0.001893424959319761,
      "10": 0.0005861760245592929
    },
    "shadowMaxDrawdown": -0.30677603520396324,
    "shadowTotalReturn": 0.1290907015627052,
    "avgForwardReturn1D": 0.0021957795213665005,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-10-27",
      "2025-10-28",
      "2025-10-29",
      "2025-10-30",
      "2025-10-31",
      "2025-11-03",
      "2025-11-04",
      "2025-11-05",
      "2025-11-06",
      "2025-11-07"
    ],
    "horizonObservationCounts": {
      "1": 97,
      "5": 93,
      "10": 88
    },
    "baselineAvgForwardReturns": {
      "1": 0.002030795196918478,
      "5": 0.011214176021382739,
      "10": 0.022331405148021122
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3678835270836014,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0722369050618701,
    "bestRawFitnessScore": 0.23091239748148468,
    "upperQuartileComboQuality": 0.11970407216924414
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11977072464478893,
    "rawScore": 0.12974375648313308,
    "confidence": 0.8462657146875401,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.07870223676766895,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.5051546391752577,
        "5": 0.4731182795698925,
        "10": 0.6136363636363636
      },
      "hitRate1D": 0.5051546391752577,
      "comboQuality": 0.3678835270836014,
      "eligibleDays": 297,
      "fitnessScore": 0.23091239748148468,
      "lookbackDays": 63,
      "returnLift1D": 0.00016498432444802267,
      "hitRateLift1D": 0.03218166620228474,
      "activationRate": 0.32996632996632996,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.47297297297297297,
        "5": 0.5068493150684932,
        "10": 0.5749128919860628
      },
      "sampleConfidence": 0.9891156462585035,
      "shadowSharpeLike": 0.4444722825341756,
      "avgForwardReturns": {
        "1": 0.0021957795213665005,
        "5": -0.001893424959319761,
        "10": 0.0005861760245592929
      },
      "shadowMaxDrawdown": -0.30677603520396324,
      "shadowTotalReturn": 0.1290907015627052,
      "avgForwardReturn1D": 0.0021957795213665005,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-27",
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.002030795196918478,
        "5": 0.011214176021382739,
        "10": 0.022331405148021122
      }
    },
    {
      "topN": 4,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.43884892086330934,
        "5": 0.45588235294117646,
        "10": 0.5112781954887218
      },
      "hitRate1D": 0.43884892086330934,
      "comboQuality": 0.15878320491727044,
      "eligibleDays": 352,
      "fitnessScore": -0.016808118274165625,
      "lookbackDays": 14,
      "returnLift1D": -0.00032629308261888706,
      "hitRateLift1D": -0.032579650565262075,
      "activationRate": 0.39488636363636365,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.4714285714285714,
        "5": 0.48265895953757226,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.9956834532374101,
      "shadowSharpeLike": 0.15732494987312437,
      "avgForwardReturns": {
        "1": 0.0008335850193833562,
        "5": 0.0026460776796551604,
        "10": 0.011603278066047829
      },
      "shadowMaxDrawdown": -0.3082653688457261,
      "shadowTotalReturn": -0.023297401570002596,
      "avgForwardReturn1D": 0.0008335850193833562,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 136,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011598781020022433,
        "5": 0.008224684087702746,
        "10": 0.016728328114341474
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.47,
        "5": 0.5416666666666666,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.47,
      "comboQuality": 0.1572269961480125,
      "eligibleDays": 315,
      "fitnessScore": -0.019381551757854984,
      "lookbackDays": 45,
      "returnLift1D": -0.002292765268877888,
      "hitRateLift1D": -0.020445859872611494,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.49044585987261147,
        "5": 0.5193548387096775,
        "10": 0.5836065573770491
      },
      "sampleConfidence": 0.9900990099009901,
      "shadowSharpeLike": 0.08913129551445974,
      "avgForwardReturns": {
        "1": 0.00038544496269436013,
        "5": -0.0007078367146952878,
        "10": 0.006205546449881136
      },
      "shadowMaxDrawdown": -0.2764896256761329,
      "shadowTotalReturn": -0.01915527857307786,
      "avgForwardReturn1D": 0.00038544496269436013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-14",
        "2025-10-15",
        "2025-10-16",
        "2026-01-15",
        "2026-01-16",
        "2026-01-20"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 96,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.002678210231572248,
        "5": 0.013652491968414188,
        "10": 0.024791938810267186
      }
    },
    {
      "topN": 5,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.44,
        "5": 0.46258503401360546,
        "10": 0.5244755244755245
      },
      "hitRate1D": 0.44,
      "comboQuality": 0.15681650605102881,
      "eligibleDays": 352,
      "fitnessScore": -0.02006381094087892,
      "lookbackDays": 14,
      "returnLift1D": -0.00045649950604549367,
      "hitRateLift1D": -0.03142857142857142,
      "activationRate": 0.42613636363636365,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.4714285714285714,
        "5": 0.48265895953757226,
        "10": 0.5555555555555556
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.1386686246746544,
      "avgForwardReturns": {
        "1": 0.0007033785959567496,
        "5": 0.002011834682801979,
        "10": 0.011309069407006917
      },
      "shadowMaxDrawdown": -0.3218815844523043,
      "shadowTotalReturn": -0.03491632089054797,
      "avgForwardReturn1D": 0.0007033785959567496,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 147,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011598781020022433,
        "5": 0.008224684087702746,
        "10": 0.016728328114341474
      }
    },
    {
      "topN": 4,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.49504950495049505,
        "5": 0.4845360824742268,
        "10": 0.6195652173913043
      },
      "hitRate1D": 0.49504950495049505,
      "comboQuality": 0.15366850735028903,
      "eligibleDays": 297,
      "fitnessScore": -0.025344944802741663,
      "lookbackDays": 63,
      "returnLift1D": -0.0013032359975223063,
      "hitRateLift1D": 0.022076531977522074,
      "activationRate": 0.3434343434343434,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.47297297297297297,
        "5": 0.5068493150684932,
        "10": 0.5749128919860628
      },
      "sampleConfidence": 0.9895424836601308,
      "shadowSharpeLike": 0.13338035685671606,
      "avgForwardReturns": {
        "1": 0.0007275591993961715,
        "5": -0.0025009233749322367,
        "10": 0.001498422471194451
      },
      "shadowMaxDrawdown": -0.3905033184762011,
      "shadowTotalReturn": -0.03671533777366931,
      "avgForwardReturn1D": 0.0007275591993961715,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-27",
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.002030795196918478,
        "5": 0.011214176021382739,
        "10": 0.022331405148021122
      }
    },
    {
      "topN": 5,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.4676258992805755,
        "5": 0.4444444444444444,
        "10": 0.5769230769230769
      },
      "hitRate1D": 0.4676258992805755,
      "comboQuality": 0.1083825937755625,
      "eligibleDays": 330,
      "fitnessScore": -0.11362131677271627,
      "lookbackDays": 30,
      "returnLift1D": -0.001407063965755212,
      "hitRateLift1D": -0.012617261813649416,
      "activationRate": 0.42424242424242425,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5046153846153846,
        "10": 0.575
      },
      "sampleConfidence": 0.9923809523809525,
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      "returnLift1D": -0.0033939816858183074,
      "hitRateLift1D": -0.06892395353933817,
      "activationRate": 0.3185840707964602,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.47633136094674555,
        "5": 0.49101796407185627,
        "10": 0.5592705167173252
      },
      "sampleConfidence": 0.9919753086419754,
      "shadowSharpeLike": -0.395130631768153,
      "avgForwardReturns": {
        "1": -0.0018229574117939657,
        "5": -0.010061664939684757,
        "10": -0.019742263154615865
      },
      "shadowMaxDrawdown": -0.49568053813483304,
      "shadowTotalReturn": -0.2740325432307247,
      "avgForwardReturn1D": -0.0018229574117939657,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-05-12",
        "2025-05-13",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015710242740243417,
        "5": 0.008895609381356586,
        "10": 0.01723715338488677
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.43617021276595747,
        "10": 0.5666666666666667
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.008157802782488493,
      "eligibleDays": 330,
      "fitnessScore": -0.7061296137436399,
      "lookbackDays": 30,
      "returnLift1D": -0.006042558173359865,
      "hitRateLift1D": -0.05167173252279639,
      "activationRate": 0.3,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5046153846153846,
        "10": 0.575
      },
      "sampleConfidence": 0.98989898989899,
      "shadowSharpeLike": -1.0337281677043164,
      "avgForwardReturns": {
        "1": -0.004371258124409226,
        "5": -0.016476379706125095,
        "10": 0.0014228797392892894
      },
      "shadowMaxDrawdown": -0.4799517636734607,
      "shadowTotalReturn": -0.40347019270669304,
      "avgForwardReturn1D": -0.004371258124409226,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-06-20",
        "2025-09-02",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 94,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016713000489506386,
        "5": 0.01024295724508933,
        "10": 0.021588586501302878
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.3611111111111111,
        "5": 0.4056603773584906,
        "10": 0.4326923076923077
      },
      "hitRate1D": 0.3611111111111111,
      "comboQuality": 0.003056251713846421,
      "eligibleDays": 352,
      "fitnessScore": -0.9232511247246353,
      "lookbackDays": 14,
      "returnLift1D": -0.006498403945640468,
      "hitRateLift1D": -0.11031746031746031,
      "activationRate": 0.3068181818181818,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.4714285714285714,
        "5": 0.48265895953757226,
        "10": 0.5555555555555556
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      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": -1.4731660328168479,
      "avgForwardReturns": {
        "1": -0.005338525843638225,
        "5": -0.01356627543574542,
        "10": -0.009366863866231041
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      "shadowMaxDrawdown": -0.4850245939765192,
      "shadowTotalReturn": -0.4850245939765192,
      "avgForwardReturn1D": -0.005338525843638225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 106,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011598781020022433,
        "5": 0.008224684087702746,
        "10": 0.016728328114341474
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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": 0.15878320491727044,
      "fitnessScore": -0.016808118274165625,
      "lookbackDays": 14,
      "returnLift1D": -0.00032629308261888706,
      "activationRate": 0.39488636363636365,
      "activationCount": 139,
      "sampleConfidence": 0.9956834532374101,
      "shadowTotalReturn": -0.023297401570002596,
      "avgForwardReturn1D": 0.0008335850193833562
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.06472981820084524,
      "fitnessScore": -0.23753496737332255,
      "lookbackDays": 21,
      "returnLift1D": -0.0016623486506380301,
      "activationRate": 0.4277286135693215,
      "activationCount": 145,
      "sampleConfidence": 0.9926436781609196,
      "shadowTotalReturn": -0.14252250436196534,
      "avgForwardReturn1D": -0.00009132437661368842
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.1083825937755625,
      "fitnessScore": -0.11362131677271627,
      "lookbackDays": 30,
      "returnLift1D": -0.001407063965755212,
      "activationRate": 0.42424242424242425,
      "activationCount": 140,
      "sampleConfidence": 0.9923809523809525,
      "shadowTotalReturn": -0.10016933021881358,
      "avgForwardReturn1D": 0.0002642360831954266
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1572269961480125,
      "fitnessScore": -0.019381551757854984,
      "lookbackDays": 45,
      "returnLift1D": -0.002292765268877888,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "sampleConfidence": 0.9900990099009901,
      "shadowTotalReturn": -0.01915527857307786,
      "avgForwardReturn1D": 0.00038544496269436013
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3678835270836014,
      "fitnessScore": 0.23091239748148468,
      "lookbackDays": 63,
      "returnLift1D": 0.00016498432444802267,
      "activationRate": 0.32996632996632996,
      "activationCount": 98,
      "sampleConfidence": 0.9891156462585035,
      "shadowTotalReturn": 0.1290907015627052,
      "avgForwardReturn1D": 0.0021957795213665005
    }
  ],
  "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": "e67427c2be072168168744a34fae758314ce9be5524b83fbe0c9657c7e4d2bfa",
    "size": 13,
    "members": [
      "AMN",
      "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",
      "AMN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMN",
    "hitRates": {
      "1": 0.5051546391752577,
      "5": 0.4731182795698925,
      "10": 0.6136363636363636
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    "hitRate1D": 0.5051546391752577,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.349600750267624,
    "eligibleDays": 326,
    "fitnessScore": 0.2134251847370895,
    "lookbackDays": 63,
    "returnLift1D": 0.00016208096697946286,
    "hitRateLift1D": 0.02049206248814117,
    "portfolioSize": 3,
    "activationRate": 0.29754601226993865,
    "activationCount": 97,
    "baselineHitRates": {
      "1": 0.48466257668711654,
      "5": 0.5093167701863354,
      "10": 0.580441640378549
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    "sampleConfidence": 0.99106529209622,
    "shadowSharpeLike": 0.42429133595941093,
    "avgForwardReturns": {
      "1": 0.0021957795213665005,
      "5": -0.001893424959319761,
      "10": 0.0005861760245592929
    },
    "shadowMaxDrawdown": -0.30677603520396324,
    "shadowTotalReturn": 0.1290907015627052,
    "avgForwardReturn1D": 0.0021957795213665005,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-10-27",
      "2025-10-28",
      "2025-10-29",
      "2025-10-30",
      "2025-10-31",
      "2025-11-03",
      "2025-11-04",
      "2025-11-05",
      "2025-11-06",
      "2025-11-07"
    ],
    "horizonObservationCounts": {
      "1": 97,
      "5": 93,
      "10": 88
    },
    "baselineAvgForwardReturns": {
      "1": 0.0020336985543870376,
      "5": 0.011853801624043836,
      "10": 0.023736206260330295
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.349600750267624,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05768147388355417,
    "bestRawFitnessScore": 0.2134251847370895,
    "upperQuartileComboQuality": 0.10880097642443591
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10896916089842562,
    "rawScore": 0.11795099960959149,
    "confidence": 0.8477022027639437,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.07619026704958615,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.5051546391752577,
        "5": 0.4731182795698925,
        "10": 0.6136363636363636
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      "hitRate1D": 0.5051546391752577,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.349600750267624,
      "eligibleDays": 326,
      "fitnessScore": 0.2134251847370895,
      "lookbackDays": 63,
      "returnLift1D": 0.00016208096697946286,
      "hitRateLift1D": 0.02049206248814117,
      "portfolioSize": 3,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.5093167701863354,
        "10": 0.580441640378549
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      "sampleConfidence": 0.99106529209622,
      "shadowSharpeLike": 0.42429133595941093,
      "avgForwardReturns": {
        "1": 0.0021957795213665005,
        "5": -0.001893424959319761,
        "10": 0.0005861760245592929
      },
      "shadowMaxDrawdown": -0.30677603520396324,
      "shadowTotalReturn": 0.1290907015627052,
      "avgForwardReturn1D": 0.0021957795213665005,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-27",
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020336985543870376,
        "5": 0.011853801624043836,
        "10": 0.023736206260330295
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    },
    {
      "topN": 4,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.49504950495049505,
        "5": 0.4845360824742268,
        "10": 0.6195652173913043
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      "hitRate1D": 0.49504950495049505,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
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      "comboQuality": 0.14339068810349637,
      "eligibleDays": 326,
      "fitnessScore": -0.043229968196112196,
      "lookbackDays": 63,
      "returnLift1D": -0.0013061393549908661,
      "hitRateLift1D": 0.010386928263378503,
      "portfolioSize": 4,
      "activationRate": 0.3098159509202454,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.5093167701863354,
        "10": 0.580441640378549
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      "sampleConfidence": 0.9914191419141914,
      "shadowSharpeLike": 0.1273283704304025,
      "avgForwardReturns": {
        "1": 0.0007275591993961715,
        "5": -0.0025009233749322367,
        "10": 0.001498422471194451
      },
      "shadowMaxDrawdown": -0.3905033184762011,
      "shadowTotalReturn": -0.03671533777366931,
      "avgForwardReturn1D": 0.0007275591993961715,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-27",
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 92
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.49504950495049505,
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      "comboQuality": 0.14339068810349637,
      "eligibleDays": 326,
      "fitnessScore": -0.043229968196112196,
      "lookbackDays": 63,
      "returnLift1D": -0.0013061393549908661,
      "hitRateLift1D": 0.010386928263378503,
      "portfolioSize": 5,
      "activationRate": 0.3098159509202454,
      "activationCount": 101,
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      "sampleConfidence": 0.9914191419141914,
      "shadowSharpeLike": 0.1273283704304025,
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      "shadowMaxDrawdown": -0.3905033184762011,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
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    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
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        "5": 0.5360824742268041,
        "10": 0.6451612903225806
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      "hitRate1D": 0.46534653465346537,
      "rankWeights": [
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      ],
      "comboQuality": 0.1426469221568003,
      "eligibleDays": 344,
      "fitnessScore": -0.04456501157238935,
      "lookbackDays": 45,
      "returnLift1D": -0.0011239445178635775,
      "hitRateLift1D": -0.01139765139304627,
      "portfolioSize": 2,
      "activationRate": 0.2936046511627907,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.4823529411764706,
        "10": 0.5492537313432836
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      "sampleConfidence": 0.9920792079207921,
      "shadowSharpeLike": 0.05532216681504585,
      "avgForwardReturns": {
        "1": 0.0002801377175614348,
        "5": -0.0013854762933992928,
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      "shadowMaxDrawdown": -0.2764896256761331,
      "shadowTotalReturn": -0.030185084916471316,
      "avgForwardReturn1D": 0.0002801377175614348,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-14",
        "2025-10-15",
        "2025-10-16",
        "2026-01-15",
        "2026-01-16"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 93
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014040822354250122,
        "5": 0.007897173487916924,
        "10": 0.01572241854038485
      }
    },
    {
      "topN": 4,
      "ticker": "AMN",
      "hitRates": {
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        "5": 0.4452054794520548,
        "10": 0.4825174825174825
      },
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        "5": 0.5384615384615384,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.4380165289256198,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.021507667340738543,
      "eligibleDays": 344,
      "fitnessScore": -0.4898727609658441,
      "lookbackDays": 45,
      "returnLift1D": -0.0036332865544239663,
      "hitRateLift1D": -0.03872765712089182,
      "portfolioSize": 4,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.4823529411764706,
        "10": 0.5492537313432836
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -0.6206141807809358,
      "avgForwardReturns": {
        "1": -0.002229204318998954,
        "5": 0.0020881055247925,
        "10": 0.022606746260801915
      },
      "shadowMaxDrawdown": -0.45776760438128794,
      "shadowTotalReturn": -0.3009112895003584,
      "avgForwardReturn1D": -0.002229204318998954,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-07-11",
        "2025-10-06"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014040822354250122,
        "5": 0.007897173487916924,
        "10": 0.01572241854038485
      }
    },
    {
      "topN": 5,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.4380165289256198,
        "5": 0.5384615384615384,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.4380165289256198,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.021507667340738543,
      "eligibleDays": 344,
      "fitnessScore": -0.4898727609658441,
      "lookbackDays": 45,
      "returnLift1D": -0.0036332865544239663,
      "hitRateLift1D": -0.03872765712089182,
      "portfolioSize": 5,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.4823529411764706,
        "10": 0.5492537313432836
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -0.6206141807809358,
      "avgForwardReturns": {
        "1": -0.002229204318998954,
        "5": 0.0020881055247925,
        "10": 0.022606746260801915
      },
      "shadowMaxDrawdown": -0.45776760438128794,
      "shadowTotalReturn": -0.3009112895003584,
      "avgForwardReturn1D": -0.002229204318998954,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-07-11",
        "2025-10-06"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014040822354250122,
        "5": 0.007897173487916924,
        "10": 0.01572241854038485
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.40869565217391307,
        "5": 0.4144144144144144,
        "10": 0.41509433962264153
      },
      "hitRate1D": 0.40869565217391307,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.014167214305171205,
      "eligibleDays": 368,
      "fitnessScore": -0.583362387831578,
      "lookbackDays": 21,
      "returnLift1D": -0.0034565953795007024,
      "hitRateLift1D": -0.05869565217391304,
      "portfolioSize": 2,
      "activationRate": 0.3125,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.4673913043478261,
        "5": 0.4807692307692308,
        "10": 0.5459610027855153
      },
      "sampleConfidence": 0.9924637681159421,
      "shadowSharpeLike": -0.4599962268851498,
      "avgForwardReturns": {
        "1": -0.0021586155145623476,
        "5": -0.012636785380871908,
        "10": -0.02355995404227188
      },
      "shadowMaxDrawdown": -0.5288236235719229,
      "shadowTotalReturn": -0.3144459219448089,
      "avgForwardReturn1D": -0.0021586155145623476,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012979798649383548,
        "5": 0.00742511396094075,
        "10": 0.014929000557292278
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.43,
        "5": 0.4270833333333333,
        "10": 0.5543478260869565
      },
      "hitRate1D": 0.43,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.008678852230948607,
      "eligibleDays": 359,
      "fitnessScore": -0.6923928366960437,
      "lookbackDays": 30,
      "returnLift1D": -0.005757373518262896,
      "hitRateLift1D": -0.046323119777158805,
      "portfolioSize": 2,
      "activationRate": 0.2785515320334262,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.4763231197771588,
        "5": 0.48732394366197185,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 0.992,
      "shadowSharpeLike": -0.9347068822759279,
      "avgForwardReturns": {
        "1": -0.0040566736065556774,
        "5": -0.01847881893661993,
        "10": -0.0027951379935173596
      },
      "shadowMaxDrawdown": -0.4796843914104839,
      "shadowTotalReturn": -0.39025452216218537,
      "avgForwardReturn1D": -0.0040566736065556774,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-06-20",
        "2025-09-02",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-18"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 96,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017006999117072188,
        "5": 0.008371585968246798,
        "10": 0.014877761563791796
      }
    },
    {
      "topN": 2,
      "ticker": "AMN",
      "hitRates": {
        "1": 0.3620689655172414,
        "5": 0.39473684210526316,
        "10": 0.4017857142857143
      },
      "hitRate1D": 0.3620689655172414,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.003035753256860209,
      "eligibleDays": 375,
      "fitnessScore": -0.9247361714324119,
      "lookbackDays": 14,
      "returnLift1D": -0.006232295108045858,
      "hitRateLift1D": -0.10193103448275864,
      "portfolioSize": 2,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.464,
        "5": 0.4743935309973046,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9965517241379311,
      "shadowSharpeLike": -1.4310696983641775,
      "avgForwardReturns": {
        "1": -0.005053042506506119,
        "5": -0.013869774936326339,
        "10": -0.01334949992962503
      },
      "shadowMaxDrawdown": -0.49259051941402376,
      "shadowTotalReturn": -0.49259051941402376,
      "avgForwardReturn1D": -0.005053042506506119,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-02-05",
        "2025-02-28",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 114,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011792526015397392,
        "5": 0.006673983664095117,
        "10": 0.012482742250381656
      }
    }
  ],
  "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": 0.10880097642443591,
      "fitnessScore": -0.11267044222799216,
      "lookbackDays": 14,
      "returnLift1D": -0.0007427706939885192,
      "activationRate": 0.3973333333333333,
      "activationCount": 149,
      "sampleConfidence": 0.9959731543624162,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.07700351652345505,
      "avgForwardReturn1D": 0.00043648190755122
    },
    {
      "comboQuality": 0.04416058367624461,
      "fitnessScore": -0.3264466071434716,
      "lookbackDays": 21,
      "returnLift1D": -0.0017497621482221663,
      "activationRate": 0.41304347826086957,
      "activationCount": 152,
      "sampleConfidence": 0.9942982456140351,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1940250906033092,
      "avgForwardReturn1D": -0.0004517822832838116
    },
    {
      "comboQuality": 0.10289918805891614,
      "fitnessScore": -0.1263920681108528,
      "lookbackDays": 30,
      "returnLift1D": -0.0012733607735026257,
      "activationRate": 0.3231197771587744,
      "activationCount": 116,
      "sampleConfidence": 0.992528735632184,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07654210423064234,
      "avgForwardReturn1D": 0.0004273391382045931
    },
    {
      "comboQuality": 0.1426469221568003,
      "fitnessScore": -0.04456501157238935,
      "lookbackDays": 45,
      "returnLift1D": -0.0011239445178635775,
      "activationRate": 0.2936046511627907,
      "activationCount": 101,
      "sampleConfidence": 0.9920792079207921,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.030185084916471316,
      "avgForwardReturn1D": 0.0002801377175614348
    },
    {
      "comboQuality": 0.349600750267624,
      "fitnessScore": 0.2134251847370895,
      "lookbackDays": 63,
      "returnLift1D": 0.00016208096697946286,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "sampleConfidence": 0.99106529209622,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.1290907015627052,
      "avgForwardReturn1D": 0.0021957795213665005
    }
  ],
  "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": "e67427c2be072168168744a34fae758314ce9be5524b83fbe0c9657c7e4d2bfa",
    "size": 13,
    "members": [
      "AMN",
      "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
0.251
Liquidity
0.505
Momentum
0.730
Relative strength
0.878
Trend quality
0.726
Stability
0.310
Aggression
0.507
Downside risk
0.454
Drawdown state
0.605
Quality momentum
0.711
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.811
Benchmark Independence 3m Score
0.870
Beta 1y Profile Score
0.399
Beta 3m Profile Score
0.302
Beta Change Score
0.379
Correlation Change Score
0.470
Current Drawdown Score
0
Days Since 52w High Score
0.016
Distance From 52w High Score
0.854
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.680
Downside Volatility 1m Score
0.678
Downside Volatility 1y Score
0.615
Downside Volatility 2y Score
0.704
Downside Volatility 3m Score
0.611
Downside Volatility 5y Score
0.634
Downside Volatility 6m Score
0.697
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.940
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.308
Log Avg Dollar Volume 20d Score
0.505
Log Market Cap Score
0.251
Drawdown Score 1m
0.527
Drawdown Score 1y
0.513
Drawdown Score 2y
0.027
Drawdown Score 3m
0.577
Drawdown Score 5y
0.119
Drawdown Score 6m
0.541
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.771
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.471
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.235
Return 1m Score
0.612
Return 1w Score
0.272
Return 1y Score
0.804
Return 2y Score
0.191
Return 3m Score
1
Return 5y Score
0.025
Return 6m Score
1
Return Skewness 1y Score
0.873
Sector Excess Return 1y Score
0.965
Sharpe 1m Score
0.765
Sharpe 1y Score
0.582
Sharpe 2y Score
0.398
Sharpe 3m Score
1
Sharpe 5y Score
0.368
Sharpe 6m Score
0.828
Sortino 1m Score
0.576
Sortino 1y Score
0.523
Sortino 2y Score
0.374
Sortino 3m Score
0.993
Sortino 5y Score
0.355
Sortino 6m Score
0.745
Trend R2 1m Score
0.475
Trend R2 1w Score
0.698
Trend R2 1y Score
0.351
Trend R2 2y Score
0.394
Trend R2 3m Score
0.835
Trend R2 5y Score
0.844
Trend R2 6m Score
0.719
Trend Slope 1m Score
0.798
Trend Slope 1w Score
0
Trend Slope 1y Score
0.604
Trend Slope 2y Score
0.404
Trend Slope 3m Score
1
Trend Slope 5y Score
0.390
Trend Slope 6m Score
0.831
Volatility 1m Score
0.590
Volatility 1w Score
0.828
Volatility 1y Score
0.817
Volatility 2y Score
0.771
Volatility 3m Score
0.948
Volatility 5y Score
0.629
Volatility 6m Score
0.989
Worst Day 1y Score
0.161
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
32,758,930.729
Best Day 1y
0.290
Beta To Benchmark 1y
0.998
Beta 3m
0.756
Beta Change
-0.242
Beta To Sector 1y
0.722
Correlation To Benchmark 1y
0.189
Correlation 3m
0.130
Correlation Change
-0.059
Correlation To Sector 1y
0.172
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.811
Benchmark Independence 3m Score
0.870
Beta 1y Profile Score
0.399
Beta 3m Profile Score
0.302
Beta Change Score
0.379
Correlation Change Score
0.470
Current Drawdown Score
0
Distance From Sma 20 Score
0.509
Distance From Sma 200 Score
1
Current Drawdown
-0.745
Days Since 52w High
4
Distance From 52w High
-0.095
Distance From Sma 20
0.006
Distance From Sma 200
0.525
Distance From Sma 50
0.108
Downside Capture 1y
1.018
Downside Volatility 1m
0.558
Downside Volatility 1w
-
Downside Volatility 1y
0.511
Downside Volatility 2y
0.578
Downside Volatility 3m
0.508
Downside Volatility 5y
0.526
Downside Volatility 6m
0.573
Drawdown Recovery
1
Excess Return 1m
0.040
Excess Return 1y
0.264
Excess Return 3m
0.637
Excess Return 6m
0.912
Expected Shortfall 95 1y
-0.069
Market Cap
1,327,258,746.786
Max Drawdown 1m
-0.118
Max Drawdown 1w
-0.118
Max Drawdown 1y
-0.317
Max Drawdown 2y
-0.778
Max Drawdown 3m
-0.169
Max Drawdown 5y
-0.881
Max Drawdown 6m
-0.252
Momentum Acceleration 1m Vs 3m
-0.183
Momentum Acceleration 3m Vs 6m
0.081
Moving Average Alignment
1
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.009
Relative Volume 20d
0.936
Return 1m
0.067
Return 1w
-0.068
Return 1y
0.487
Return 2y
-0.332
Return 3m
0.751
Return 5y
-0.669
Return 6m
1.013
Return Skewness 1y
2.239
Sector Excess Return 1y
0.279
Sharpe 1m
1.826
Sharpe 1y
0.912
Sharpe 2y
-0.008
Sharpe 3m
3.298
Sharpe 5y
-0.161
Sharpe 6m
2.138
Sortino 1m
1.610
Sortino 1y
1.184
Sortino 2y
-0.009
Sortino 3m
4.941
Sortino 5y
-0.160
Sortino 6m
2.957
Trend R2 1m
0.475
Trend R2 1w
0.698
Trend R2 1y
0.351
Trend R2 2y
0.394
Trend R2 3m
0.835
Trend R2 5y
0.844
Trend R2 6m
0.719
Trend 1m
0.005
Trend 1w
-0.022
Trend 1y
0.002
Trend 2y
-0.002
Trend 3m
0.010
Trend 5y
-0.002
Trend 6m
0.005
Upside Capture 1y
1.194
Value At Risk 95 1y
-0.044
Volatility 1m
0.492
Volatility 1w
0.671
Volatility 1y
0.663
Volatility 2y
0.628
Volatility 3m
0.761
Volatility 5y
0.521
Volatility 6m
0.792
Worst Day 1y
-0.168
Distance From Sma 50 Score
0.680
Downside Volatility 1y Score
0.615
Downside Volatility 3m Score
0.611
Drawdown Recovery Score
1
Excess Return 1m Score
0.567
Excess Return 1y Score
0.940
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.308
Log Avg Dollar Volume 20d Score
0.505
Log Market Cap Score
0.251
Drawdown Score 1y
0.513
Drawdown Score 5y
0.119
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.771
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.471
Relative Volume 20d Score
0.235
Return 1m Score
0.612
Return 1y Score
0.804
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.873
Sortino 1y Score
0.523
Sortino 3m Score
0.993
Trend R2 1y Score
0.351
Trend R2 3m Score
0.835
Trend Slope 1y Score
0.604
Trend Slope 3m Score
1
Volatility 1y Score
0.817
Volatility 3m Score
0.948