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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

APPF

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

Research Detail

APPF

APPF

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
0.369
Correlation To Benchmark 1y
0.103
Inverse To Benchmark 1y
0.897
Drawdown Score 1m
0.411
Drawdown Score 3m
0.513
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
0.332
Drawdown Score 1y
0.148
Drawdown Score 2y
0.308
Drawdown Score 5y
0.446
Return 1w
0.027
Return 1m
0.037
Return 3m
0.181
Return 6m
-0.223
Return 1y
-0.287
Return 2y
-0.305
Return 5y
0.245
Sharpe 1m
1.108
Sharpe 3m
1.539
Sharpe 6m
-0.817
Sharpe 1y
-0.537
Sharpe 2y
-0.207
Sharpe 5y
0.314
Trend 1w
0.003
Trend 1m
0.005
Trend 3m
0.001
Trend 6m
-0.002
Trend 1y
-0.003
Trend 2y
-0.001
Trend 5y
0.001
Volatility 1w
0.301
Volatility 1m
0.505
Volatility 3m
0.518
Volatility 6m
0.478
Volatility 1y
0.449
Volatility 2y
0.431
Volatility 5y
0.434
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
APPF
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:33 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.135
Aptet Fit Raw Score
0.143
Aptet Fit Confidence
0.881
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.112
Force Fit Raw Score
0.119
Force Fit Confidence
0.876
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:33 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APPF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APPF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "APPF",
    "hitRates": {
      "1": 0.44680851063829785,
      "5": 0.5,
      "10": 0.5
    },
    "hitRate1D": 0.44680851063829785,
    "comboQuality": 0.08796910662503775,
    "eligibleDays": 297,
    "fitnessScore": -0.1645113978515583,
    "lookbackDays": 63,
    "returnLift1D": -0.00023862458564837268,
    "hitRateLift1D": -0.02954284071305352,
    "activationRate": 0.15824915824915825,
    "activationCount": 47,
    "baselineHitRates": {
      "1": 0.47635135135135137,
      "5": 0.5034246575342466,
      "10": 0.5365853658536586
    },
    "sampleConfidence": 0.9971631205673759,
    "shadowSharpeLike": -0.16999686342226414,
    "avgForwardReturns": {
      "1": -0.0008519889575790454,
      "5": -0.006733889002196709,
      "10": -0.03661661452859256
    },
    "shadowMaxDrawdown": -0.20546990656364472,
    "shadowTotalReturn": -0.06599656685563282,
    "avgForwardReturn1D": -0.0008519889575790454,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-28",
      "2025-07-29",
      "2025-07-30",
      "2025-08-01",
      "2025-08-04",
      "2025-08-05",
      "2025-08-06",
      "2025-08-07",
      "2025-08-08",
      "2025-08-11"
    ],
    "horizonObservationCounts": {
      "1": 47,
      "5": 46,
      "10": 46
    },
    "baselineAvgForwardReturns": {
      "1": -0.0006133643719306727,
      "5": -0.0017700867453577644,
      "10": -0.002836028422646223
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08796910662503775,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.026399451468136343,
    "bestRawFitnessScore": -0.1645113978515583,
    "upperQuartileComboQuality": 0.054993534892534994
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13484426154596757,
    "rawScore": 0.14334810828481465,
    "confidence": 0.8813539035764464,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.5292228899033534,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.44680851063829785,
        "5": 0.5,
        "10": 0.5
      },
      "hitRate1D": 0.44680851063829785,
      "comboQuality": 0.08796910662503775,
      "eligibleDays": 297,
      "fitnessScore": -0.1645113978515583,
      "lookbackDays": 63,
      "returnLift1D": -0.00023862458564837268,
      "hitRateLift1D": -0.02954284071305352,
      "activationRate": 0.15824915824915825,
      "activationCount": 47,
      "baselineHitRates": {
        "1": 0.47635135135135137,
        "5": 0.5034246575342466,
        "10": 0.5365853658536586
      },
      "sampleConfidence": 0.9971631205673759,
      "shadowSharpeLike": -0.16999686342226414,
      "avgForwardReturns": {
        "1": -0.0008519889575790454,
        "5": -0.006733889002196709,
        "10": -0.03661661452859256
      },
      "shadowMaxDrawdown": -0.20546990656364472,
      "shadowTotalReturn": -0.06599656685563282,
      "avgForwardReturn1D": -0.0008519889575790454,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11"
      ],
      "horizonObservationCounts": {
        "1": 47,
        "5": 46,
        "10": 46
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006133643719306727,
        "5": -0.0017700867453577644,
        "10": -0.002836028422646223
      }
    },
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4788732394366197,
        "5": 0.5797101449275363,
        "10": 0.6268656716417911
      },
      "hitRate1D": 0.4788732394366197,
      "comboQuality": 0.07240221420969897,
      "eligibleDays": 330,
      "fitnessScore": -0.2110794940117163,
      "lookbackDays": 30,
      "returnLift1D": -0.0009638372302867312,
      "hitRateLift1D": -0.010488462691039868,
      "activationRate": 0.21515151515151515,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49846153846153846,
        "10": 0.521875
      },
      "sampleConfidence": 0.9943661971830986,
      "shadowSharpeLike": -0.30425173462560995,
      "avgForwardReturns": {
        "1": -0.0014321106966257544,
        "5": 0.00820318484986906,
        "10": 0.01425548808794601
      },
      "shadowMaxDrawdown": -0.24580968350003718,
      "shadowTotalReturn": -0.14746459554322933,
      "avgForwardReturn1D": -0.0014321106966257544,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 69,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": -0.00046827346633902307,
        "5": -0.0021362857978895994,
        "10": -0.0037795764010115475
      }
    },
    {
      "topN": 3,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4482758620689655,
        "5": 0.4642857142857143,
        "10": 0.47058823529411764
      },
      "hitRate1D": 0.4482758620689655,
      "comboQuality": 0.0663297598131409,
      "eligibleDays": 297,
      "fitnessScore": -0.2317866233405288,
      "lookbackDays": 63,
      "returnLift1D": -0.0008987039867420381,
      "hitRateLift1D": -0.028075489282385846,
      "activationRate": 0.19528619528619529,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.47635135135135137,
        "5": 0.5034246575342466,
        "10": 0.5365853658536586
      },
      "sampleConfidence": 0.9896551724137932,
      "shadowSharpeLike": -0.33258326989649684,
      "avgForwardReturns": {
        "1": -0.0015120683586727108,
        "5": -0.00598756619643643,
        "10": -0.03724324143032074
      },
      "shadowMaxDrawdown": -0.25409871033380815,
      "shadowTotalReturn": -0.11337921738031664,
      "avgForwardReturn1D": -0.0015120683586727108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 56,
        "10": 51
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006133643719306727,
        "5": -0.0017700867453577644,
        "10": -0.002836028422646223
      }
    },
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4727272727272727,
        "5": 0.5769230769230769,
        "10": 0.5882352941176471
      },
      "hitRate1D": 0.4727272727272727,
      "comboQuality": 0.06157282740593769,
      "eligibleDays": 315,
      "fitnessScore": -0.24927661057924422,
      "lookbackDays": 45,
      "returnLift1D": -0.0015380985141050286,
      "hitRateLift1D": -0.01771858714533875,
      "activationRate": 0.1746031746031746,
      "activationCount": 55,
      "baselineHitRates": {
        "1": 0.49044585987261147,
        "5": 0.5032258064516129,
        "10": 0.5311475409836065
      },
      "sampleConfidence": 0.9915151515151516,
      "shadowSharpeLike": -0.3478963806942066,
      "avgForwardReturns": {
        "1": -0.0020630866441441508,
        "5": 0.004458133115319955,
        "10": 0.00768635836542571
      },
      "shadowMaxDrawdown": -0.22854531572724968,
      "shadowTotalReturn": -0.1506752267283703,
      "avgForwardReturn1D": -0.0020630866441441508,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28"
      ],
      "horizonObservationCounts": {
        "1": 55,
        "5": 52,
        "10": 51
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005249881300391222,
        "5": -0.0017322751475204166,
        "10": -0.00263958835702497
      }
    },
    {
      "topN": 4,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4406779661016949,
        "5": 0.45614035087719296,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.4406779661016949,
      "comboQuality": 0.057628915992651346,
      "eligibleDays": 297,
      "fitnessScore": -0.2647624281867958,
      "lookbackDays": 63,
      "returnLift1D": -0.0011168677581937093,
      "hitRateLift1D": -0.035673385249656464,
      "activationRate": 0.19865319865319866,
      "activationCount": 59,
      "baselineHitRates": {
        "1": 0.47635135135135137,
        "5": 0.5034246575342466,
        "10": 0.5365853658536586
      },
      "sampleConfidence": 0.9898305084745763,
      "shadowSharpeLike": -0.38472294146980995,
      "avgForwardReturns": {
        "1": -0.0017302321301243821,
        "5": -0.007379501497882779,
        "10": -0.038625213907571926
      },
      "shadowMaxDrawdown": -0.2648275537431758,
      "shadowTotalReturn": -0.12613213210509833,
      "avgForwardReturn1D": -0.0017302321301243821,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 59,
        "5": 57,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006133643719306727,
        "5": -0.0017700867453577644,
        "10": -0.002836028422646223
      }
    },
    {
      "topN": 4,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4563106796116505,
        "5": 0.5643564356435643,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.4563106796116505,
      "comboQuality": 0.054115074525829546,
      "eligibleDays": 330,
      "fitnessScore": -0.2794217884832938,
      "lookbackDays": 30,
      "returnLift1D": -0.0010981648020152199,
      "hitRateLift1D": -0.033051022516009054,
      "activationRate": 0.31212121212121213,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49846153846153846,
        "10": 0.521875
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      "hitRateLift1D": -0.08198129414010308,
      "activationRate": 0.3687315634218289,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.48520710059171596,
        "5": 0.5,
        "10": 0.5258358662613982
      },
      "sampleConfidence": 0.992,
      "shadowSharpeLike": -1.173912225068774,
      "avgForwardReturns": {
        "1": -0.0037541797331147523,
        "5": -0.011608836798335631,
        "10": -0.0076171851427185525
      },
      "shadowMaxDrawdown": -0.5146834841546835,
      "shadowTotalReturn": -0.4218201814700885,
      "avgForwardReturn1D": -0.0037541797331147523,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": -0.00035352852311658757,
        "5": -0.0016606505143716625,
        "10": -0.0035719965749825425
      }
    },
    {
      "topN": 4,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.39849624060150374,
        "5": 0.4108527131782946,
        "10": 0.496
      },
      "hitRate1D": 0.39849624060150374,
      "comboQuality": 0.007010828142316635,
      "eligibleDays": 339,
      "fitnessScore": -0.7397180641964216,
      "lookbackDays": 21,
      "returnLift1D": -0.0033444384564517084,
      "hitRateLift1D": -0.08671085999021222,
      "activationRate": 0.3952802359882006,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.48520710059171596,
        "5": 0.5,
        "10": 0.5258358662613982
      },
      "sampleConfidence": 0.9925373134328359,
      "shadowSharpeLike": -1.2217456642661597,
      "avgForwardReturns": {
        "1": -0.003697966979568296,
        "5": -0.012491321701431968,
        "10": -0.011341461436889024
      },
      "shadowMaxDrawdown": -0.5344544032060197,
      "shadowTotalReturn": -0.4384955445616232,
      "avgForwardReturn1D": -0.003697966979568296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": -0.00035352852311658757,
        "5": -0.0016606505143716625,
        "10": -0.0035719965749825425
      }
    },
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.3431372549019608,
        "5": 0.39,
        "10": 0.42105263157894735
      },
      "hitRate1D": 0.3431372549019608,
      "comboQuality": 0.004402184015700582,
      "eligibleDays": 352,
      "fitnessScore": -0.8426733702056249,
      "lookbackDays": 14,
      "returnLift1D": -0.004242773604820149,
      "hitRateLift1D": -0.1368627450980392,
      "activationRate": 0.2897727272727273,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.5,
        "10": 0.5233918128654971
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      "sampleConfidence": 0.9941176470588236,
      "shadowSharpeLike": -1.5120288717775603,
      "avgForwardReturns": {
        "1": -0.004756929364270111,
        "5": -0.011477432668993887,
        "10": -0.024228962055029505
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      "shadowMaxDrawdown": -0.42394639350080976,
      "shadowTotalReturn": -0.4233985966562829,
      "avgForwardReturn1D": -0.004756929364270111,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-26",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 100,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005141557594499615,
        "5": -0.0016079153460561856,
        "10": -0.0030774711898286103
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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": 0.015491580529408753,
      "fitnessScore": -0.5634060683830501,
      "lookbackDays": 14,
      "returnLift1D": -0.0018770338753567562,
      "activationRate": 0.40625,
      "activationCount": 143,
      "sampleConfidence": 0.9948717948717949,
      "shadowTotalReturn": -0.3407688525965743,
      "avgForwardReturn1D": -0.0023911896348067178
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.017577411195682697,
      "fitnessScore": -0.5351495240936531,
      "lookbackDays": 21,
      "returnLift1D": -0.0027035404550092147,
      "activationRate": 0.2920353982300885,
      "activationCount": 99,
      "sampleConfidence": 0.98989898989899,
      "shadowTotalReturn": -0.31384442676297475,
      "avgForwardReturn1D": -0.003057068978125802
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07240221420969897,
      "fitnessScore": -0.2110794940117163,
      "lookbackDays": 30,
      "returnLift1D": -0.0009638372302867312,
      "activationRate": 0.21515151515151515,
      "activationCount": 71,
      "sampleConfidence": 0.9943661971830986,
      "shadowTotalReturn": -0.14746459554322933,
      "avgForwardReturn1D": -0.0014321106966257544
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06157282740593769,
      "fitnessScore": -0.24927661057924422,
      "lookbackDays": 45,
      "returnLift1D": -0.0015380985141050286,
      "activationRate": 0.1746031746031746,
      "activationCount": 55,
      "sampleConfidence": 0.9915151515151516,
      "shadowTotalReturn": -0.1506752267283703,
      "avgForwardReturn1D": -0.0020630866441441508
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08796910662503775,
      "fitnessScore": -0.1645113978515583,
      "lookbackDays": 63,
      "returnLift1D": -0.00023862458564837268,
      "activationRate": 0.15824915824915825,
      "activationCount": 47,
      "sampleConfidence": 0.9971631205673759,
      "shadowTotalReturn": -0.06599656685563282,
      "avgForwardReturn1D": -0.0008519889575790454
    }
  ],
  "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": "15b24eb285201f248c3d005f14a682d007a7ce2a3e82eeab729942d28ac363bc",
    "size": 13,
    "members": [
      "APPF",
      "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",
      "APPF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APPF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "APPF",
    "hitRates": {
      "1": 0.4375,
      "5": 0.48936170212765956,
      "10": 0.48936170212765956
    },
    "hitRate1D": 0.4375,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.07065122346360579,
    "eligibleDays": 326,
    "fitnessScore": -0.21688030835744693,
    "lookbackDays": 63,
    "returnLift1D": -0.0007383610785141101,
    "hitRateLift1D": -0.05023006134969327,
    "portfolioSize": 2,
    "activationRate": 0.147239263803681,
    "activationCount": 48,
    "baselineHitRates": {
      "1": 0.48773006134969327,
      "5": 0.5,
      "10": 0.5236593059936908
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    "sampleConfidence": 0.9972222222222222,
    "shadowSharpeLike": -0.24469949880275854,
    "avgForwardReturns": {
      "1": -0.0012745562441933052,
      "5": -0.006907750505623413,
      "10": -0.036859639343796054
    },
    "shadowMaxDrawdown": -0.20546990656364517,
    "shadowTotalReturn": -0.08666083344462572,
    "avgForwardReturn1D": -0.0012745562441933052,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30",
      "2025-08-01",
      "2025-08-04",
      "2025-08-05",
      "2025-08-06",
      "2025-08-07",
      "2025-08-08"
    ],
    "horizonObservationCounts": {
      "1": 48,
      "5": 47,
      "10": 47
    },
    "baselineAvgForwardReturns": {
      "1": -0.000536195165679195,
      "5": -0.001898032651481609,
      "10": -0.0037827270056468606
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.07065122346360579,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.026252842783589022,
    "bestRawFitnessScore": -0.21688030835744693,
    "upperQuartileComboQuality": 0.039746420228751515
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11161821711382404,
    "rawScore": 0.11901747405176012,
    "confidence": 0.8756609985737358,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.4399102418079788,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4375,
        "5": 0.48936170212765956,
        "10": 0.48936170212765956
      },
      "hitRate1D": 0.4375,
      "rankWeights": [
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      ],
      "comboQuality": 0.07065122346360579,
      "eligibleDays": 326,
      "fitnessScore": -0.21688030835744693,
      "lookbackDays": 63,
      "returnLift1D": -0.0007383610785141101,
      "hitRateLift1D": -0.05023006134969327,
      "portfolioSize": 2,
      "activationRate": 0.147239263803681,
      "activationCount": 48,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5,
        "10": 0.5236593059936908
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      "sampleConfidence": 0.9972222222222222,
      "shadowSharpeLike": -0.24469949880275854,
      "avgForwardReturns": {
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        "5": -0.006907750505623413,
        "10": -0.036859639343796054
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      "shadowMaxDrawdown": -0.20546990656364517,
      "shadowTotalReturn": -0.08666083344462572,
      "avgForwardReturn1D": -0.0012745562441933052,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 47,
        "10": 47
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      "baselineAvgForwardReturns": {
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        "5": -0.001898032651481609,
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.45614035087719296,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.4406779661016949,
      "rankWeights": [
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      "comboQuality": 0.05403573838320117,
      "eligibleDays": 326,
      "fitnessScore": -0.27976301087757854,
      "lookbackDays": 63,
      "returnLift1D": -0.0013084689617459022,
      "hitRateLift1D": -0.04705209524799836,
      "portfolioSize": 3,
      "activationRate": 0.18098159509202455,
      "activationCount": 59,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5,
        "10": 0.5236593059936908
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      "sampleConfidence": 0.9898305084745763,
      "shadowSharpeLike": -0.3935504247579934,
      "avgForwardReturns": {
        "1": -0.0018446641274250974,
        "5": -0.006144019064275297,
        "10": -0.037450847957490666
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      "shadowMaxDrawdown": -0.25409871033380804,
      "shadowTotalReturn": -0.13299517120364945,
      "avgForwardReturn1D": -0.0018446641274250974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-19",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 59,
        "5": 57,
        "10": 52
      },
      "baselineAvgForwardReturns": {
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        "5": -0.001898032651481609,
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    },
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      "ticker": "APPF",
      "hitRates": {
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        "5": 0.5616438356164384,
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      "hitRate1D": 0.4533333333333333,
      "rankWeights": [
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      "comboQuality": 0.047517136498623,
      "eligibleDays": 359,
      "fitnessScore": -0.30955597430645015,
      "lookbackDays": 30,
      "returnLift1D": -0.0015872380277146547,
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      "portfolioSize": 2,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "baselineHitRates": {
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      "sampleConfidence": 0.9946666666666667,
      "shadowSharpeLike": -0.41232559258842644,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.25503118431708605,
      "shadowTotalReturn": -0.1860832141200005,
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      "riskOffActivations": 0,
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        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "rankWeights": [
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      "comboQuality": 0.0438917126840483,
      "eligibleDays": 326,
      "fitnessScore": -0.3278520436063096,
      "lookbackDays": 63,
      "returnLift1D": -0.001725698900744445,
      "hitRateLift1D": -0.05224619038195133,
      "portfolioSize": 4,
      "activationRate": 0.1901840490797546,
      "activationCount": 62,
      "baselineHitRates": {
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      "sampleConfidence": 0.9903225806451613,
      "shadowSharpeLike": -0.5010118990189483,
      "avgForwardReturns": {
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        "5": -0.008191407301387439,
        "10": -0.038235125668244475
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      "shadowMaxDrawdown": -0.2648275537431759,
      "shadowTotalReturn": -0.16003075561228053,
      "avgForwardReturn1D": -0.00226189406642364,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 60,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.000536195165679195,
        "5": -0.001898032651481609,
        "10": -0.0037827270056468606
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    },
    {
      "topN": 5,
      "ticker": "APPF",
      "hitRates": {
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        "5": 0.43333333333333335,
        "10": 0.43636363636363634
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      "hitRate1D": 0.43548387096774194,
      "rankWeights": [
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      "comboQuality": 0.0438917126840483,
      "eligibleDays": 326,
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        0.20000000000000004
      ],
      "comboQuality": 0.013481883049389515,
      "eligibleDays": 375,
      "fitnessScore": -0.594423678517251,
      "lookbackDays": 14,
      "returnLift1D": -0.0017069676956713068,
      "hitRateLift1D": -0.09313868613138682,
      "portfolioSize": 3,
      "activationRate": 0.36533333333333334,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.4797843665768194,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.9956204379562044,
      "shadowSharpeLike": -0.9535947835143658,
      "avgForwardReturns": {
        "1": -0.002539057726743861,
        "5": -0.012169541076763626,
        "10": -0.019509024549734914
      },
      "shadowMaxDrawdown": -0.4361193609336309,
      "shadowTotalReturn": -0.3436378469430583,
      "avgForwardReturn1D": -0.002539057726743861,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008320900310725543,
        "5": -0.003602330618689963,
        "10": -0.005972456121094099
      }
    },
    {
      "topN": 3,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.4,
        "5": 0.4132231404958678,
        "10": 0.5213675213675214
      },
      "hitRate1D": 0.4,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.007054611611187817,
      "eligibleDays": 368,
      "fitnessScore": -0.7383387094193051,
      "lookbackDays": 21,
      "returnLift1D": -0.0031259375155599234,
      "hitRateLift1D": -0.07826086956521738,
      "portfolioSize": 3,
      "activationRate": 0.33967391304347827,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.489010989010989,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9936,
      "shadowSharpeLike": -1.1355762488062424,
      "avgForwardReturns": {
        "1": -0.0037470312398013793,
        "5": -0.011565135545800244,
        "10": -0.0073722603026503885
      },
      "shadowMaxDrawdown": -0.5146834841546839,
      "shadowTotalReturn": -0.4240513414038314,
      "avgForwardReturn1D": -0.0037470312398013793,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 121,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006210937242414558,
        "5": -0.0023185734114794256,
        "10": -0.00361107826686126
      }
    },
    {
      "topN": 4,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.39552238805970147,
        "5": 0.4076923076923077,
        "10": 0.5
      },
      "hitRate1D": 0.39552238805970147,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.006426403150521467,
      "eligibleDays": 368,
      "fitnessScore": -0.7589964911262512,
      "lookbackDays": 21,
      "returnLift1D": -0.003070624382859488,
      "hitRateLift1D": -0.08273848150551594,
      "portfolioSize": 4,
      "activationRate": 0.3641304347826087,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.489010989010989,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9940298507462687,
      "shadowSharpeLike": -1.1813296688687385,
      "avgForwardReturns": {
        "1": -0.003691718107100944,
        "5": -0.01244385757481752,
        "10": -0.011084473479887866
      },
      "shadowMaxDrawdown": -0.5344544032060197,
      "shadowTotalReturn": -0.4406623553070713,
      "avgForwardReturn1D": -0.003691718107100944,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006210937242414558,
        "5": -0.0023185734114794256,
        "10": -0.00361107826686126
      }
    },
    {
      "topN": 5,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.39552238805970147,
        "5": 0.4076923076923077,
        "10": 0.5
      },
      "hitRate1D": 0.39552238805970147,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.006426403150521467,
      "eligibleDays": 368,
      "fitnessScore": -0.7589964911262512,
      "lookbackDays": 21,
      "returnLift1D": -0.003070624382859488,
      "hitRateLift1D": -0.08273848150551594,
      "portfolioSize": 5,
      "activationRate": 0.3641304347826087,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.4782608695652174,
        "5": 0.489010989010989,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9940298507462687,
      "shadowSharpeLike": -1.1813296688687385,
      "avgForwardReturns": {
        "1": -0.003691718107100944,
        "5": -0.01244385757481752,
        "10": -0.011084473479887866
      },
      "shadowMaxDrawdown": -0.5344544032060197,
      "shadowTotalReturn": -0.4406623553070713,
      "avgForwardReturn1D": -0.003691718107100944,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006210937242414558,
        "5": -0.0023185734114794256,
        "10": -0.00361107826686126
      }
    },
    {
      "topN": 2,
      "ticker": "APPF",
      "hitRates": {
        "1": 0.34615384615384615,
        "5": 0.38235294117647056,
        "10": 0.41237113402061853
      },
      "hitRate1D": 0.34615384615384615,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.004530058732863111,
      "eligibleDays": 375,
      "fitnessScore": -0.8363456052177276,
      "lookbackDays": 14,
      "returnLift1D": -0.0037637708759833744,
      "hitRateLift1D": -0.13384615384615384,
      "portfolioSize": 2,
      "activationRate": 0.2773333333333333,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.4797843665768194,
        "10": 0.5109289617486339
      },
      "sampleConfidence": 0.9942307692307693,
      "shadowSharpeLike": -1.4389642562558533,
      "avgForwardReturns": {
        "1": -0.004595860907055929,
        "5": -0.012039508576603136,
        "10": -0.024324188258119876
      },
      "shadowMaxDrawdown": -0.4336193388270233,
      "shadowTotalReturn": -0.4200422233216117,
      "avgForwardReturn1D": -0.004595860907055929,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-26",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 102,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008320900310725543,
        "5": -0.003602330618689963,
        "10": -0.005972456121094099
      }
    }
  ],
  "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": 0.016493122641059843,
      "fitnessScore": -0.5493998521550423,
      "lookbackDays": 14,
      "returnLift1D": -0.001436123529250921,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "sampleConfidence": 0.9949771689497717,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.3339077166363339,
      "avgForwardReturn1D": -0.0022682135603234754
    },
    {
      "comboQuality": 0.01620847704370896,
      "fitnessScore": -0.5532935181621661,
      "lookbackDays": 21,
      "returnLift1D": -0.0024339909012663394,
      "activationRate": 0.26902173913043476,
      "activationCount": 99,
      "sampleConfidence": 0.991919191919192,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.3164922584137104,
      "avgForwardReturn1D": -0.0030550846255077953
    },
    {
      "comboQuality": 0.047517136498623,
      "fitnessScore": -0.30955597430645015,
      "lookbackDays": 30,
      "returnLift1D": -0.0015872380277146547,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "sampleConfidence": 0.9946666666666667,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.1860832141200005,
      "avgForwardReturn1D": -0.0019683344803871736
    },
    {
      "comboQuality": 0.03836465607698592,
      "fitnessScore": -0.35872971341543547,
      "lookbackDays": 45,
      "returnLift1D": -0.0027936453304295023,
      "activationRate": 0.18023255813953487,
      "activationCount": 62,
      "sampleConfidence": 0.99247311827957,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2207366574017201,
      "avgForwardReturn1D": -0.003174127955815545
    },
    {
      "comboQuality": 0.07065122346360579,
      "fitnessScore": -0.21688030835744693,
      "lookbackDays": 63,
      "returnLift1D": -0.0007383610785141101,
      "activationRate": 0.147239263803681,
      "activationCount": 48,
      "sampleConfidence": 0.9972222222222222,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08666083344462572,
      "avgForwardReturn1D": -0.0012745562441933052
    }
  ],
  "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": "15b24eb285201f248c3d005f14a682d007a7ce2a3e82eeab729942d28ac363bc",
    "size": 13,
    "members": [
      "APPF",
      "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
0.403
Liquidity
0.593
Momentum
0.537
Relative strength
0.352
Trend quality
0.409
Stability
0.456
Aggression
0.491
Downside risk
0.425
Drawdown state
0.379
Quality momentum
0.436
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.897
Benchmark Independence 3m Score
0.988
Beta 1y Profile Score
0.148
Beta 3m Profile Score
0.020
Beta Change Score
0.340
Correlation Change Score
0.455
Current Drawdown Score
0.302
Days Since 52w High Score
0.929
Distance From 52w High Score
0.302
Distance From Sma 20 Score
0.655
Distance From Sma 200 Score
0.313
Distance From Sma 50 Score
0.630
Downside Volatility 1m Score
0.630
Downside Volatility 1y Score
0.461
Downside Volatility 2y Score
0.497
Downside Volatility 3m Score
0.516
Downside Volatility 5y Score
0.458
Downside Volatility 6m Score
0.550
Drawdown Recovery Score
0.703
Excess Return 1m Score
0.517
Excess Return 1y Score
0
Excess Return 3m Score
0.614
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.446
Log Avg Dollar Volume 20d Score
0.593
Log Market Cap Score
0.403
Drawdown Score 1m
0.411
Drawdown Score 1y
0.148
Drawdown Score 2y
0.308
Drawdown Score 3m
0.513
Drawdown Score 5y
0.446
Drawdown Score 6m
0.332
Momentum Acceleration 1m Vs 3m Score
0.422
Momentum Acceleration 3m Vs 6m Score
0.825
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.955
Relative Strength Slope 3m Score
0.469
Relative Volume 20d Score
0.261
Return 1m Score
0.562
Return 1w Score
0.591
Return 1y Score
0.320
Return 2y Score
0.199
Return 3m Score
0.727
Return 5y Score
0.096
Return 6m Score
0.315
Return Skewness 1y Score
0.777
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.622
Sharpe 1y Score
0.293
Sharpe 2y Score
0.359
Sharpe 3m Score
0.708
Sharpe 5y Score
0.463
Sharpe 6m Score
0.237
Sortino 1m Score
0.509
Sortino 1y Score
0.299
Sortino 2y Score
0.349
Sortino 3m Score
0.603
Sortino 5y Score
0.418
Sortino 6m Score
0.269
Trend R2 1m Score
0.223
Trend R2 1w Score
0.129
Trend R2 1y Score
0.852
Trend R2 2y Score
0.315
Trend R2 3m Score
0.050
Trend R2 5y Score
0.568
Trend R2 6m Score
0.484
Trend Slope 1m Score
0.817
Trend Slope 1w Score
0.689
Trend Slope 1y Score
0.328
Trend Slope 2y Score
0.459
Trend Slope 3m Score
0.543
Trend Slope 5y Score
0.542
Trend Slope 6m Score
0.365
Volatility 1m Score
0.607
Volatility 1w Score
0.334
Volatility 1y Score
0.532
Volatility 2y Score
0.508
Volatility 3m Score
0.624
Volatility 5y Score
0.512
Volatility 6m Score
0.571
Worst Day 1y Score
0.584
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
59,966,190.028
Best Day 1y
0.194
Beta To Benchmark 1y
0.369
Beta 3m
0.049
Beta Change
-0.320
Beta To Sector 1y
0.124
Correlation To Benchmark 1y
0.103
Correlation 3m
0.012
Correlation Change
-0.091
Correlation To Sector 1y
0.067
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.897
Benchmark Independence 3m Score
0.988
Beta 1y Profile Score
0.148
Beta 3m Profile Score
0.020
Beta Change Score
0.340
Correlation Change Score
0.455
Current Drawdown Score
0.302
Distance From Sma 20 Score
0.655
Distance From Sma 200 Score
0.313
Current Drawdown
-0.453
Days Since 52w High
234
Distance From 52w High
-0.453
Distance From Sma 20
0.093
Distance From Sma 200
-0.112
Distance From Sma 50
0.078
Downside Capture 1y
0.955
Downside Volatility 1m
0.522
Downside Volatility 1w
-
Downside Volatility 1y
0.396
Downside Volatility 2y
0.423
Downside Volatility 3m
0.437
Downside Volatility 5y
0.393
Downside Volatility 6m
0.462
Drawdown Recovery
0.406
Excess Return 1m
0.010
Excess Return 1y
-0.511
Excess Return 3m
0.068
Excess Return 6m
-0.323
Expected Shortfall 95 1y
-0.055
Market Cap
6,389,817,161.608
Max Drawdown 1m
-0.147
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.554
Max Drawdown 2y
-0.554
Max Drawdown 3m
-0.195
Max Drawdown 5y
-0.554
Max Drawdown 6m
-0.367
Momentum Acceleration 1m Vs 3m
-0.023
Momentum Acceleration 3m Vs 6m
0.098
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.005
Return 1m
0.037
Return 1w
0.027
Return 1y
-0.287
Return 2y
-0.305
Return 3m
0.181
Return 5y
0.245
Return 6m
-0.223
Return Skewness 1y
1.661
Sector Excess Return 1y
-0.736
Sharpe 1m
1.108
Sharpe 1y
-0.537
Sharpe 2y
-0.207
Sharpe 3m
1.539
Sharpe 5y
0.314
Sharpe 6m
-0.817
Sortino 1m
1.072
Sortino 1y
-0.609
Sortino 2y
-0.211
Sortino 3m
1.825
Sortino 5y
0.346
Sortino 6m
-0.845
Trend R2 1m
0.223
Trend R2 1w
0.129
Trend R2 1y
0.852
Trend R2 2y
0.315
Trend R2 3m
0.050
Trend R2 5y
0.568
Trend R2 6m
0.484
Trend 1m
0.005
Trend 1w
0.003
Trend 1y
-0.003
Trend 2y
-0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
0.610
Value At Risk 95 1y
-0.042
Volatility 1m
0.505
Volatility 1w
0.301
Volatility 1y
0.449
Volatility 2y
0.431
Volatility 3m
0.518
Volatility 5y
0.434
Volatility 6m
0.478
Worst Day 1y
-0.083
Distance From Sma 50 Score
0.630
Downside Volatility 1y Score
0.461
Downside Volatility 3m Score
0.516
Drawdown Recovery Score
0.703
Excess Return 1m Score
0.517
Excess Return 1y Score
0
Excess Return 3m Score
0.614
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.446
Log Avg Dollar Volume 20d Score
0.593
Log Market Cap Score
0.403
Drawdown Score 1y
0.148
Drawdown Score 5y
0.446
Momentum Acceleration 1m Vs 3m Score
0.422
Momentum Acceleration 3m Vs 6m Score
0.825
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.955
Relative Volume 20d Score
0.261
Return 1m Score
0.562
Return 1y Score
0.320
Return 3m Score
0.727
Return 6m Score
0.315
Return Skewness 1y Score
0.777
Sortino 1y Score
0.299
Sortino 3m Score
0.603
Trend R2 1y Score
0.852
Trend R2 3m Score
0.050
Trend Slope 1y Score
0.328
Trend Slope 3m Score
0.543
Volatility 1y Score
0.532
Volatility 3m Score
0.624