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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

AMSC

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

Research Detail

AMSC

AMSC

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
3.217
Correlation To Benchmark 1y
0.472
Inverse To Benchmark 1y
0.528
Drawdown Score 1m
0.137
Drawdown Score 3m
0.014
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
0.283
Drawdown Score 1y
0.060
Drawdown Score 2y
0.236
Drawdown Score 5y
0.171
Return 1w
-0.031
Return 1m
-0.113
Return 3m
-0.005
Return 6m
0.169
Return 1y
-0.099
Return 2y
0.402
Return 5y
1.021
Sharpe 1m
-1.499
Sharpe 3m
0.379
Sharpe 6m
0.787
Sharpe 1y
0.326
Sharpe 2y
0.634
Sharpe 5y
0.586
Trend 1w
-0.006
Trend 1m
-0.005
Trend 3m
-0.003
Trend 6m
0.004
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
0.002
Volatility 1w
0.685
Volatility 1m
0.766
Volatility 3m
0.827
Volatility 6m
0.780
Volatility 1y
0.855
Volatility 2y
0.878
Volatility 5y
0.874
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
AMSC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:24 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.993
Aptet Fit Raw Score
0.999
Aptet Fit Confidence
0.988
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.984
Force Fit Raw Score
0.990
Force Fit Confidence
0.988
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:24 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMSC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMSC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMSC",
    "hitRates": {
      "1": 0.609271523178808,
      "5": 0.6754966887417219,
      "10": 0.7019867549668874
    },
    "hitRate1D": 0.609271523178808,
    "comboQuality": 0.9999692217820056,
    "eligibleDays": 339,
    "fitnessScore": 2.635507960440303,
    "lookbackDays": 21,
    "returnLift1D": 0.005651150178938393,
    "hitRateLift1D": 0.061934245072299055,
    "activationRate": 0.44542772861356933,
    "activationCount": 151,
    "baselineHitRates": {
      "1": 0.5473372781065089,
      "5": 0.5449101796407185,
      "10": 0.5775075987841946
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.845035715606167,
    "avgForwardReturns": {
      "1": 0.00866657358282513,
      "5": 0.0490647498681482,
      "10": 0.09445872090227804
    },
    "shadowMaxDrawdown": -0.35326169692469034,
    "shadowTotalReturn": 2.0671376464191935,
    "avgForwardReturn1D": 0.00866657358282513,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 151,
      "5": 151,
      "10": 151
    },
    "baselineAvgForwardReturns": {
      "1": 0.003015423403886737,
      "5": 0.01367122144147354,
      "10": 0.02953092472703957
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999692217820056,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9984706931313769,
    "bestRawFitnessScore": 2.635507960440303,
    "upperQuartileComboQuality": 0.9989711103437917
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9930516552016885,
    "rawScore": 0.9988211137310039,
    "confidence": 0.9884474638150885,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.8499775309618239,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.9984733781260214,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.609271523178808,
        "5": 0.6754966887417219,
        "10": 0.7019867549668874
      },
      "hitRate1D": 0.609271523178808,
      "comboQuality": 0.9999692217820056,
      "eligibleDays": 339,
      "fitnessScore": 2.635507960440303,
      "lookbackDays": 21,
      "returnLift1D": 0.005651150178938393,
      "hitRateLift1D": 0.061934245072299055,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.5449101796407185,
        "10": 0.5775075987841946
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.845035715606167,
      "avgForwardReturns": {
        "1": 0.00866657358282513,
        "5": 0.0490647498681482,
        "10": 0.09445872090227804
      },
      "shadowMaxDrawdown": -0.35326169692469034,
      "shadowTotalReturn": 2.0671376464191935,
      "avgForwardReturn1D": 0.00866657358282513,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.003015423403886737,
        "5": 0.01367122144147354,
        "10": 0.02953092472703957
      }
    },
    {
      "topN": 3,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.6,
        "5": 0.6484848484848484,
        "10": 0.6727272727272727
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.9999680795087282,
      "eligibleDays": 339,
      "fitnessScore": 2.627490704231617,
      "lookbackDays": 21,
      "returnLift1D": 0.005003546507264836,
      "hitRateLift1D": 0.05266272189349108,
      "activationRate": 0.48672566371681414,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.5449101796407185,
        "10": 0.5775075987841946
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8118014026130682,
      "avgForwardReturns": {
        "1": 0.008018969911151573,
        "5": 0.042267787557284935,
        "10": 0.07811969374720576
      },
      "shadowMaxDrawdown": -0.37574518383573874,
      "shadowTotalReturn": 2.072843879570265,
      "avgForwardReturn1D": 0.008018969911151573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.003015423403886737,
        "5": 0.01367122144147354,
        "10": 0.02953092472703957
      }
    },
    {
      "topN": 5,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5759162303664922,
        "5": 0.5863874345549738,
        "10": 0.609375
      },
      "hitRate1D": 0.5759162303664922,
      "comboQuality": 0.9993681755124474,
      "eligibleDays": 352,
      "fitnessScore": 1.970578715312038,
      "lookbackDays": 14,
      "returnLift1D": 0.0032170779093032243,
      "hitRateLift1D": 0.03591623036649216,
      "activationRate": 0.5454545454545454,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.54,
        "5": 0.5491329479768786,
        "10": 0.5701754385964912
      },
      "sampleConfidence": 0.9993055555555556,
      "shadowSharpeLike": 1.4640995885961388,
      "avgForwardReturns": {
        "1": 0.0059836161452585515,
        "5": 0.026988769208719628,
        "10": 0.05701796233227602
      },
      "shadowMaxDrawdown": -0.39690433164021643,
      "shadowTotalReturn": 1.5097672084871574,
      "avgForwardReturn1D": 0.0059836161452585515,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.002766538235955327,
        "5": 0.013593869723964666,
        "10": 0.02490594421980817
      }
    },
    {
      "topN": 4,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5792349726775956,
        "5": 0.6120218579234973,
        "10": 0.625
      },
      "hitRate1D": 0.5792349726775956,
      "comboQuality": 0.9992728891612893,
      "eligibleDays": 352,
      "fitnessScore": 1.9396549363947677,
      "lookbackDays": 14,
      "returnLift1D": 0.0034013408212291334,
      "hitRateLift1D": 0.03923497267759557,
      "activationRate": 0.5227272727272727,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.54,
        "5": 0.5491329479768786,
        "10": 0.5701754385964912
      },
      "sampleConfidence": 0.9992753623188406,
      "shadowSharpeLike": 1.4626219733163581,
      "avgForwardReturns": {
        "1": 0.0061678790571844605,
        "5": 0.03153052525874347,
        "10": 0.0612940908605268
      },
      "shadowMaxDrawdown": -0.4024966901826246,
      "shadowTotalReturn": 1.4864947513560836,
      "avgForwardReturn1D": 0.0061678790571844605,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 184
      },
      "baselineAvgForwardReturns": {
        "1": 0.002766538235955327,
        "5": 0.013593869723964666,
        "10": 0.02490594421980817
      }
    },
    {
      "topN": 5,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5819209039548022,
        "5": 0.615819209039548,
        "10": 0.655367231638418
      },
      "hitRate1D": 0.5819209039548022,
      "comboQuality": 0.9991956865628123,
      "eligibleDays": 339,
      "fitnessScore": 1.917437713696136,
      "lookbackDays": 21,
      "returnLift1D": 0.003355687374731905,
      "hitRateLift1D": 0.03458362584829333,
      "activationRate": 0.5221238938053098,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.5449101796407185,
        "10": 0.5775075987841946
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4641460345718056,
      "avgForwardReturns": {
        "1": 0.006371110778618642,
        "5": 0.03303894607947946,
        "10": 0.06804685014363909
      },
      "shadowMaxDrawdown": -0.42476738324796126,
      "shadowTotalReturn": 1.4680548981997683,
      "avgForwardReturn1D": 0.006371110778618642,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 177,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.003015423403886737,
        "5": 0.01367122144147354,
        "10": 0.02953092472703957
      }
    },
    {
      "topN": 3,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5872093023255814,
        "5": 0.6337209302325582,
        "10": 0.6686046511627907
      },
      "hitRate1D": 0.5872093023255814,
      "comboQuality": 0.9988962516041182,
      "eligibleDays": 330,
      "fitnessScore": 1.8477465583095558,
      "lookbackDays": 30,
      "returnLift1D": 0.0030426809495974986,
      "hitRateLift1D": 0.03401781296387929,
      "activationRate": 0.5212121212121212,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5538461538461539,
        "10": 0.59375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.464214532755457,
      "avgForwardReturns": {
        "1": 0.006261079204496652,
        "5": 0.03620236542323528,
        "10": 0.07514743213714695
      },
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        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 179,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024958649050726514,
        "5": 0.011608787397091173,
        "10": 0.023073578640445055
      }
    },
    {
      "topN": 4,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5786516853932584,
        "5": 0.5617977528089888,
        "10": 0.5617977528089888
      },
      "hitRate1D": 0.5786516853932584,
      "comboQuality": 0.6087394249834488,
      "eligibleDays": 297,
      "fitnessScore": 0.4472436370994194,
      "lookbackDays": 63,
      "returnLift1D": 0.00030092801881908366,
      "hitRateLift1D": 0.038111144852717826,
      "activationRate": 0.5993265993265994,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5205479452054794,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5884965478089622,
      "avgForwardReturns": {
        "1": 0.002796792923891735,
        "5": 0.021621068654402505,
        "10": 0.03347172474652795
      },
      "shadowMaxDrawdown": -0.5686727255880009,
      "shadowTotalReturn": 0.19259683325945587,
      "avgForwardReturn1D": 0.002796792923891735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 178,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024958649050726514,
        "5": 0.011608787397091173,
        "10": 0.023073578640445055
      }
    },
    {
      "topN": 5,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.572972972972973,
        "5": 0.6270270270270271,
        "10": 0.6648648648648648
      },
      "hitRate1D": 0.572972972972973,
      "comboQuality": 0.5883129188550993,
      "eligibleDays": 330,
      "fitnessScore": 0.4285389951010074,
      "lookbackDays": 30,
      "returnLift1D": -0.00030562002949601104,
      "hitRateLift1D": 0.019781483611270856,
      "activationRate": 0.5606060606060606,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5538461538461539,
        "10": 0.59375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6062548191829567,
      "avgForwardReturns": {
        "1": 0.0029127782254031427,
        "5": 0.033016665089402826,
        "10": 0.06775251584538362
      },
      "shadowMaxDrawdown": -0.672520105736282,
      "shadowTotalReturn": 0.24590276443711612,
      "avgForwardReturn1D": 0.0029127782254031427,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.003218398254899154,
        "5": 0.015943484486473317,
        "10": 0.03400637070329031
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9993681755124474,
      "fitnessScore": 1.970578715312038,
      "lookbackDays": 14,
      "returnLift1D": 0.0032170779093032243,
      "activationRate": 0.5454545454545454,
      "activationCount": 192,
      "sampleConfidence": 0.9993055555555556,
      "shadowTotalReturn": 1.5097672084871574,
      "avgForwardReturn1D": 0.0059836161452585515
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9999692217820056,
      "fitnessScore": 2.635507960440303,
      "lookbackDays": 21,
      "returnLift1D": 0.005651150178938393,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.0671376464191935,
      "avgForwardReturn1D": 0.00866657358282513
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9988962516041182,
      "fitnessScore": 1.8477465583095558,
      "lookbackDays": 30,
      "returnLift1D": 0.0030426809495974986,
      "activationRate": 0.5212121212121212,
      "activationCount": 172,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.3843633506737336,
      "avgForwardReturn1D": 0.006261079204496652
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9984940097635421,
      "fitnessScore": 1.7792954516151307,
      "lookbackDays": 45,
      "returnLift1D": 0.003819945401542044,
      "activationRate": 0.5111111111111111,
      "activationCount": 161,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.3218276058982021,
      "avgForwardReturn1D": 0.0070435054575889505
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7528216103165433,
      "fitnessScore": 0.5950179584722102,
      "lookbackDays": 63,
      "returnLift1D": 0.00107543655182898,
      "activationRate": 0.5353535353535354,
      "activationCount": 159,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3052931191839572,
      "avgForwardReturn1D": 0.0035713014569016314
    }
  ],
  "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": "6a69dc5a963ad48675a1a4b5ac0efa407cd3d8e94c909f587685f71bf05a11e5",
    "size": 13,
    "members": [
      "AMSC",
      "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",
      "AMSC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMSC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMSC",
    "hitRates": {
      "1": 0.5875,
      "5": 0.6375,
      "10": 0.6625
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    "hitRate1D": 0.5875,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.9995607772955097,
    "eligibleDays": 368,
    "fitnessScore": 2.0506142240579455,
    "lookbackDays": 21,
    "returnLift1D": 0.0050149929554405386,
    "hitRateLift1D": 0.054891304347826075,
    "portfolioSize": 2,
    "activationRate": 0.43478260869565216,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.532608695652174,
      "5": 0.5247252747252747,
      "10": 0.5571030640668524
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5108139476015883,
    "avgForwardReturns": {
      "1": 0.0071554471208695155,
      "5": 0.03902519943007319,
      "10": 0.07187423810889076
    },
    "shadowMaxDrawdown": -0.3532616969246899,
    "shadowTotalReturn": 1.5798861110219256,
    "avgForwardReturn1D": 0.0071554471208695155,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-04-28"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 160,
      "10": 160
    },
    "baselineAvgForwardReturns": {
      "1": 0.002140454165428977,
      "5": 0.008665619434182124,
      "10": 0.017996397050342536
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9995607772955097,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9867823532137061,
    "bestRawFitnessScore": 2.0506142240579455,
    "upperQuartileComboQuality": 0.9939324430820857
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9839190862717515,
    "rawScore": 0.9900583961535275,
    "confidence": 0.987598085313699,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.85,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9846411375159864,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5875,
        "5": 0.6375,
        "10": 0.6625
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      "hitRate1D": 0.5875,
      "rankWeights": [
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        0.30000000000000004
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      "comboQuality": 0.9995607772955097,
      "eligibleDays": 368,
      "fitnessScore": 2.0506142240579455,
      "lookbackDays": 21,
      "returnLift1D": 0.0050149929554405386,
      "hitRateLift1D": 0.054891304347826075,
      "portfolioSize": 2,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "baselineHitRates": {
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        "5": 0.5247252747252747,
        "10": 0.5571030640668524
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5108139476015883,
      "avgForwardReturns": {
        "1": 0.0071554471208695155,
        "5": 0.03902519943007319,
        "10": 0.07187423810889076
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      "shadowMaxDrawdown": -0.3532616969246899,
      "shadowTotalReturn": 1.5798861110219256,
      "avgForwardReturn1D": 0.0071554471208695155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 160,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002140454165428977,
        "5": 0.008665619434182124,
        "10": 0.017996397050342536
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    },
    {
      "topN": 3,
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      "hitRate1D": 0.5804597701149425,
      "rankWeights": [
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      "comboQuality": 0.9995521583407913,
      "eligibleDays": 368,
      "fitnessScore": 2.046337034770289,
      "lookbackDays": 21,
      "returnLift1D": 0.004522470913148824,
      "hitRateLift1D": 0.047851074462768595,
      "portfolioSize": 3,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
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        "1": 0.532608695652174,
        "5": 0.5247252747252747,
        "10": 0.5571030640668524
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4874410733831827,
      "avgForwardReturns": {
        "1": 0.006662925078577801,
        "5": 0.03338758405559395,
        "10": 0.05819747534176719
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      "shadowMaxDrawdown": -0.3757451838357386,
      "shadowTotalReturn": 1.5846858407210136,
      "avgForwardReturn1D": 0.006662925078577801,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 174,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.002140454165428977,
        "5": 0.008665619434182124,
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.639751552795031,
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      "comboQuality": 0.9983074819789646,
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      "fitnessScore": 1.7535656698146382,
      "lookbackDays": 45,
      "returnLift1D": 0.003824049346659523,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9970286624223754,
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      "fitnessScore": 1.6294688068687266,
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      "hitRateLift1D": 0.04525268603263033,
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      "activationRate": 0.48746518105849584,
      "activationCount": 175,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.290503385196183,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.3889099503815723,
      "shadowTotalReturn": 1.2039087451405912,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-04-25",
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        "2025-04-29",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
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      "horizonObservationCounts": {
        "1": 175,
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      "baselineAvgForwardReturns": {
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        "5": 0.008036878908121207,
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    },
    {
      "topN": 2,
      "ticker": "AMSC",
      "hitRates": {
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        "5": 0.6419753086419753,
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      "hitRate1D": 0.5925925925925926,
      "rankWeights": [
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      "comboQuality": 0.9967153012512456,
      "eligibleDays": 359,
      "fitnessScore": 1.6073418508495565,
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      "returnLift1D": 0.00447249594543994,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
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        "2025-04-29",
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        "2025-05-02",
        "2025-05-05",
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      "horizonObservationCounts": {
        "1": 162,
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      "baselineAvgForwardReturns": {
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      "returnLift1D": 0.00008963165319396654,
      "hitRateLift1D": 0.039047729289655386,
      "portfolioSize": 2,
      "activationRate": 0.48773006134969327,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.5590062111801242,
        "10": 0.5962145110410094
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6649164073735364,
      "avgForwardReturns": {
        "1": 0.0035713014569016314,
        "5": 0.028665269857946287,
        "10": 0.05101873098244276
      },
      "shadowMaxDrawdown": -0.5066478101001166,
      "shadowTotalReturn": 0.3052931191839572,
      "avgForwardReturn1D": 0.0035713014569016314,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 159,
        "10": 159
      },
      "baselineAvgForwardReturns": {
        "1": 0.003481669803707665,
        "5": 0.016780357099282554,
        "10": 0.034473540640668744
      }
    },
    {
      "topN": 3,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5795454545454546,
        "5": 0.5681818181818182,
        "10": 0.5681818181818182
      },
      "hitRate1D": 0.5795454545454546,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.676102250580282,
      "eligibleDays": 326,
      "fitnessScore": 0.5119016179189857,
      "lookbackDays": 63,
      "returnLift1D": -0.0003183026596955238,
      "hitRateLift1D": 0.027398215281650873,
      "portfolioSize": 3,
      "activationRate": 0.5398773006134969,
      "activationCount": 176,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.5590062111801242,
        "10": 0.5962145110410094
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.63205377621768,
      "avgForwardReturns": {
        "1": 0.003163367144012141,
        "5": 0.024104019031717095,
        "10": 0.036682731346672465
      },
      "shadowMaxDrawdown": -0.5351667418154327,
      "shadowTotalReturn": 0.26855895773782956,
      "avgForwardReturn1D": 0.003163367144012141,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 176,
        "5": 176,
        "10": 176
      },
      "baselineAvgForwardReturns": {
        "1": 0.003481669803707665,
        "5": 0.016780357099282554,
        "10": 0.034473540640668744
      }
    },
    {
      "topN": 4,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5786516853932584,
        "5": 0.5617977528089888,
        "10": 0.5617977528089888
      },
      "hitRate1D": 0.5786516853932584,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.567446759991846,
      "eligibleDays": 326,
      "fitnessScore": 0.4097171328339527,
      "lookbackDays": 63,
      "returnLift1D": -0.0006848768798159298,
      "hitRateLift1D": 0.026504446129454684,
      "portfolioSize": 4,
      "activationRate": 0.5460122699386503,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.5590062111801242,
        "10": 0.5962145110410094
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5617614826079241,
      "avgForwardReturns": {
        "1": 0.002796792923891735,
        "5": 0.021621068654402505,
        "10": 0.03347172474652795
      },
      "shadowMaxDrawdown": -0.5686727255880009,
      "shadowTotalReturn": 0.19259683325945587,
      "avgForwardReturn1D": 0.002796792923891735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 178,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.003481669803707665,
        "5": 0.016780357099282554,
        "10": 0.034473540640668744
      }
    },
    {
      "topN": 5,
      "ticker": "AMSC",
      "hitRates": {
        "1": 0.5786516853932584,
        "5": 0.5617977528089888,
        "10": 0.5617977528089888
      },
      "hitRate1D": 0.5786516853932584,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.567446759991846,
      "eligibleDays": 326,
      "fitnessScore": 0.4097171328339527,
      "lookbackDays": 63,
      "returnLift1D": -0.0006848768798159298,
      "hitRateLift1D": 0.026504446129454684,
      "portfolioSize": 5,
      "activationRate": 0.5460122699386503,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.5590062111801242,
        "10": 0.5962145110410094
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5617614826079241,
      "avgForwardReturns": {
        "1": 0.002796792923891735,
        "5": 0.021621068654402505,
        "10": 0.03347172474652795
      },
      "shadowMaxDrawdown": -0.5686727255880009,
      "shadowTotalReturn": 0.19259683325945587,
      "avgForwardReturn1D": 0.002796792923891735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 178,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.003481669803707665,
        "5": 0.016780357099282554,
        "10": 0.034473540640668744
      }
    }
  ],
  "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": 0.9855761236269687,
      "fitnessScore": 1.2793551195118704,
      "lookbackDays": 14,
      "returnLift1D": 0.002879078061993812,
      "activationRate": 0.504,
      "activationCount": 189,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.92055033167711,
      "avgForwardReturn1D": 0.004676542838698878
    },
    {
      "comboQuality": 0.9995607772955097,
      "fitnessScore": 2.0506142240579455,
      "lookbackDays": 21,
      "returnLift1D": 0.0050149929554405386,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.5798861110219256,
      "avgForwardReturn1D": 0.0071554471208695155
    },
    {
      "comboQuality": 0.9970286624223754,
      "fitnessScore": 1.6294688068687266,
      "lookbackDays": 30,
      "returnLift1D": 0.004158128692540999,
      "activationRate": 0.48746518105849584,
      "activationCount": 175,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.2039087451405912,
      "avgForwardReturn1D": 0.005737679061699163
    },
    {
      "comboQuality": 0.9983074819789646,
      "fitnessScore": 1.7535656698146382,
      "lookbackDays": 45,
      "returnLift1D": 0.003824049346659523,
      "activationRate": 0.4680232558139535,
      "activationCount": 161,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.3218276058982021,
      "avgForwardReturn1D": 0.0070435054575889505
    },
    {
      "comboQuality": 0.7222295154350036,
      "fitnessScore": 0.5602205158199883,
      "lookbackDays": 63,
      "returnLift1D": 0.00008963165319396654,
      "activationRate": 0.48773006134969327,
      "activationCount": 159,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3052931191839572,
      "avgForwardReturn1D": 0.0035713014569016314
    }
  ],
  "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": "6a69dc5a963ad48675a1a4b5ac0efa407cd3d8e94c909f587685f71bf05a11e5",
    "size": 13,
    "members": [
      "AMSC",
      "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
0.272
Liquidity
0.528
Momentum
0.394
Relative strength
0.309
Trend quality
0.230
Stability
0.162
Aggression
0.691
Downside risk
0.353
Drawdown state
0.421
Quality momentum
0.323
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.364
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.900
Correlation Change Score
0.582
Current Drawdown Score
0.291
Days Since 52w High Score
0.726
Distance From 52w High Score
0.291
Distance From Sma 20 Score
0.344
Distance From Sma 200 Score
0.311
Distance From Sma 50 Score
0.130
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.963
Downside Volatility 6m Score
0.958
Drawdown Recovery Score
0.816
Excess Return 1m Score
0.267
Excess Return 1y Score
0
Excess Return 3m Score
0.303
Excess Return 6m Score
0.615
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.528
Log Market Cap Score
0.272
Drawdown Score 1m
0.137
Drawdown Score 1y
0.060
Drawdown Score 2y
0.236
Drawdown Score 3m
0.014
Drawdown Score 5y
0.171
Drawdown Score 6m
0.283
Momentum Acceleration 1m Vs 3m Score
0.130
Momentum Acceleration 3m Vs 6m Score
0.400
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.258
Relative Volume 20d Score
0.162
Return 1m Score
0.312
Return 1w Score
0.397
Return 1y Score
0.438
Return 2y Score
0.401
Return 3m Score
0.493
Return 5y Score
0.155
Return 6m Score
0.641
Return Skewness 1y Score
0.377
Sharpe 1m Score
0.100
Sharpe 1y Score
0.465
Sharpe 2y Score
0.527
Sharpe 3m Score
0.476
Sharpe 5y Score
0.517
Sharpe 6m Score
0.557
Sortino 1m Score
0.197
Sortino 1y Score
0.414
Sortino 2y Score
0.457
Sortino 3m Score
0.422
Sortino 5y Score
0.458
Sortino 6m Score
0.475
Trend R2 1m Score
0.269
Trend R2 1w Score
0.198
Trend R2 1y Score
0.092
Trend R2 2y Score
0.359
Trend R2 3m Score
0.117
Trend R2 5y Score
0.585
Trend R2 6m Score
0.463
Trend Slope 1m Score
0.191
Trend Slope 1w Score
0.105
Trend Slope 1y Score
0.434
Trend Slope 2y Score
0.588
Trend Slope 3m Score
0.333
Trend Slope 5y Score
0.607
Trend Slope 6m Score
0.742
Volatility 1m Score
0.955
Volatility 1w Score
0.847
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
0.973
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
38,316,597.945
Best Day 1y
0.294
Beta To Benchmark 1y
3.217
Beta 3m
4.017
Beta Change
0.800
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.472
Correlation 3m
0.636
Correlation Change
0.163
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.364
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.900
Correlation Change Score
0.582
Current Drawdown Score
0.291
Distance From Sma 20 Score
0.344
Distance From Sma 200 Score
0.311
Current Drawdown
-0.461
Days Since 52w High
183
Distance From 52w High
-0.461
Distance From Sma 20
-0.094
Distance From Sma 200
-0.114
Distance From Sma 50
-0.222
Downside Capture 1y
0.142
Downside Volatility 1m
0.805
Downside Volatility 1w
-
Downside Volatility 1y
0.892
Downside Volatility 2y
0.849
Downside Volatility 3m
0.838
Downside Volatility 5y
0.772
Downside Volatility 6m
0.769
Drawdown Recovery
0.632
Excess Return 1m
-0.140
Excess Return 1y
-0.322
Excess Return 3m
-0.118
Excess Return 6m
0.069
Expected Shortfall 95 1y
-0.107
Market Cap
1,649,991,402.724
Max Drawdown 1m
-0.216
Max Drawdown 1w
-0.068
Max Drawdown 1y
-0.611
Max Drawdown 2y
-0.611
Max Drawdown 3m
-0.395
Max Drawdown 5y
-0.829
Max Drawdown 6m
-0.395
Momentum Acceleration 1m Vs 3m
-0.111
Momentum Acceleration 3m Vs 6m
-0.030
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.009
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.738
Return 1m
-0.113
Return 1w
-0.031
Return 1y
-0.099
Return 2y
0.402
Return 3m
-0.005
Return 5y
1.021
Return 6m
0.169
Return Skewness 1y
-0.737
Sector Excess Return 1y
-
Sharpe 1m
-1.499
Sharpe 1y
0.326
Sharpe 2y
0.634
Sharpe 3m
0.379
Sharpe 5y
0.586
Sharpe 6m
0.787
Sortino 1m
-1.427
Sortino 1y
0.313
Sortino 2y
0.655
Sortino 3m
0.374
Sortino 5y
0.663
Sortino 6m
0.798
Trend R2 1m
0.269
Trend R2 1w
0.198
Trend R2 1y
0.092
Trend R2 2y
0.359
Trend R2 3m
0.117
Trend R2 5y
0.585
Trend R2 6m
0.463
Trend 1m
-0.005
Trend 1w
-0.006
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.002
Trend 6m
0.004
Upside Capture 1y
5.173
Value At Risk 95 1y
-0.072
Volatility 1m
0.766
Volatility 1w
0.685
Volatility 1y
0.855
Volatility 2y
0.878
Volatility 3m
0.827
Volatility 5y
0.874
Volatility 6m
0.780
Worst Day 1y
-0.385
Distance From Sma 50 Score
0.130
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
0.816
Excess Return 1m Score
0.267
Excess Return 1y Score
0
Excess Return 3m Score
0.303
Excess Return 6m Score
0.615
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.528
Log Market Cap Score
0.272
Drawdown Score 1y
0.060
Drawdown Score 5y
0.171
Momentum Acceleration 1m Vs 3m Score
0.130
Momentum Acceleration 3m Vs 6m Score
0.400
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.162
Return 1m Score
0.312
Return 1y Score
0.438
Return 3m Score
0.493
Return 6m Score
0.641
Return Skewness 1y Score
0.377
Sortino 1y Score
0.414
Sortino 3m Score
0.422
Trend R2 1y Score
0.092
Trend R2 3m Score
0.117
Trend Slope 1y Score
0.434
Trend Slope 3m Score
0.333
Volatility 1y Score
1
Volatility 3m Score
1