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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

APPS

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

Research Detail

APPS

APPS

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
1.798
Correlation To Benchmark 1y
0.252
Inverse To Benchmark 1y
0.748
Drawdown Score 1m
0.122
Drawdown Score 3m
0.452
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
0.114
Drawdown Score 1y
0.057
Drawdown Score 2y
0.112
Drawdown Score 5y
0.013
Return 1w
-0.169
Return 1m
0.072
Return 3m
2.508
Return 6m
1.054
Return 1y
0.906
Return 2y
5.249
Return 5y
-0.865
Sharpe 1m
1.281
Sharpe 3m
4.636
Sharpe 6m
1.909
Sharpe 1y
1.141
Sharpe 2y
1.260
Sharpe 5y
0.139
Trend 1w
-0.026
Trend 1m
0.011
Trend 3m
0.026
Trend 6m
0.007
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
-0.002
Volatility 1w
1.169
Volatility 1m
1.076
Volatility 3m
1.241
Volatility 6m
0.989
Volatility 1y
0.896
Volatility 2y
1.377
Volatility 5y
1.100
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
APPS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:34 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
0.968
Aptet Fit Raw Score
0.982
Aptet Fit Confidence
0.970
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.966
Force Fit Raw Score
0.974
Force Fit Confidence
0.984
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:34 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APPS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APPS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "APPS",
    "hitRates": {
      "1": 0.5503355704697986,
      "5": 0.5771812080536913,
      "10": 0.6442953020134228
    },
    "hitRate1D": 0.5503355704697986,
    "comboQuality": 0.9999999952130834,
    "eligibleDays": 339,
    "fitnessScore": 4.564623452269216,
    "lookbackDays": 21,
    "returnLift1D": 0.009108038350362719,
    "hitRateLift1D": 0.059211310114769045,
    "activationRate": 0.43952802359882004,
    "activationCount": 149,
    "baselineHitRates": {
      "1": 0.4911242603550296,
      "5": 0.5269461077844312,
      "10": 0.5531914893617021
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.7539547842896575,
    "avgForwardReturns": {
      "1": 0.013704261646731577,
      "5": 0.06483721873446147,
      "10": 0.11462956617858414
    },
    "shadowMaxDrawdown": -0.3652433576697818,
    "shadowTotalReturn": 3.9192056265112667,
    "avgForwardReturn1D": 0.013704261646731577,
    "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": 149,
      "5": 149,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.004596223296368858,
      "5": 0.02448486700412855,
      "10": 0.05549683493375743
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999952130834,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9990086209194757,
    "bestRawFitnessScore": 4.564623452269216,
    "upperQuartileComboQuality": 0.999991892046428
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9676461728555716,
    "rawScore": 0.9822001197177807,
    "confidence": 0.9703645996980925,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.7510245389554123,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.9129934952821038,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5503355704697986,
        "5": 0.5771812080536913,
        "10": 0.6442953020134228
      },
      "hitRate1D": 0.5503355704697986,
      "comboQuality": 0.9999999952130834,
      "eligibleDays": 339,
      "fitnessScore": 4.564623452269216,
      "lookbackDays": 21,
      "returnLift1D": 0.009108038350362719,
      "hitRateLift1D": 0.059211310114769045,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5269461077844312,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7539547842896575,
      "avgForwardReturns": {
        "1": 0.013704261646731577,
        "5": 0.06483721873446147,
        "10": 0.11462956617858414
      },
      "shadowMaxDrawdown": -0.3652433576697818,
      "shadowTotalReturn": 3.9192056265112667,
      "avgForwardReturn1D": 0.013704261646731577,
      "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": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.004596223296368858,
        "5": 0.02448486700412855,
        "10": 0.05549683493375743
      }
    },
    {
      "topN": 3,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5477707006369427,
        "5": 0.5987261146496815,
        "10": 0.6624203821656051
      },
      "hitRate1D": 0.5477707006369427,
      "comboQuality": 0.9999999801172044,
      "eligibleDays": 339,
      "fitnessScore": 4.251350419751821,
      "lookbackDays": 21,
      "returnLift1D": 0.008051457831843429,
      "hitRateLift1D": 0.05664644028191307,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5269461077844312,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.697512797872144,
      "avgForwardReturns": {
        "1": 0.012647681128212287,
        "5": 0.0664967785483931,
        "10": 0.12872763336724163
      },
      "shadowMaxDrawdown": -0.3678951699783165,
      "shadowTotalReturn": 3.6345562787393026,
      "avgForwardReturn1D": 0.012647681128212287,
      "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": 157,
        "5": 157,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.004596223296368858,
        "5": 0.02448486700412855,
        "10": 0.05549683493375743
      }
    },
    {
      "topN": 5,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5421686746987951,
        "5": 0.5903614457831325,
        "10": 0.6606060606060606
      },
      "hitRate1D": 0.5421686746987951,
      "comboQuality": 0.9999999707960587,
      "eligibleDays": 339,
      "fitnessScore": 4.166771669213015,
      "lookbackDays": 21,
      "returnLift1D": 0.00732304164364425,
      "hitRateLift1D": 0.051044414343765554,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5269461077844312,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 0.9995983935742973,
      "shadowSharpeLike": 1.6839477589594123,
      "avgForwardReturns": {
        "1": 0.011919264940013108,
        "5": 0.0636305559570609,
        "10": 0.12889631311654656
      },
      "shadowMaxDrawdown": -0.4085426744475441,
      "shadowTotalReturn": 3.5791895424159845,
      "avgForwardReturn1D": 0.011919264940013108,
      "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": 166,
        "5": 166,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.004596223296368858,
        "5": 0.02448486700412855,
        "10": 0.05549683493375743
      }
    },
    {
      "topN": 4,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5460122699386503,
        "5": 0.5950920245398773,
        "10": 0.656441717791411
      },
      "hitRate1D": 0.5460122699386503,
      "comboQuality": 0.9999999564960277,
      "eligibleDays": 339,
      "fitnessScore": 4.079090979618518,
      "lookbackDays": 21,
      "returnLift1D": 0.007419720128812304,
      "hitRateLift1D": 0.05488800958362067,
      "activationRate": 0.4808259587020649,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5269461077844312,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6696352783901038,
      "avgForwardReturns": {
        "1": 0.012015943425181162,
        "5": 0.06510059297228252,
        "10": 0.13032119658848557
      },
      "shadowMaxDrawdown": -0.4294083864284127,
      "shadowTotalReturn": 3.5008720184254747,
      "avgForwardReturn1D": 0.012015943425181162,
      "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": 163,
        "5": 163,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.004596223296368858,
        "5": 0.02448486700412855,
        "10": 0.05549683493375743
      }
    },
    {
      "topN": 3,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5448717948717948,
        "5": 0.5833333333333334,
        "10": 0.5947712418300654
      },
      "hitRate1D": 0.5448717948717948,
      "comboQuality": 0.9999970189756765,
      "eligibleDays": 330,
      "fitnessScore": 3.149112932607582,
      "lookbackDays": 30,
      "returnLift1D": 0.005948160546151334,
      "hitRateLift1D": 0.04943106538851216,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.49544072948328266,
        "5": 0.5384615384615384,
        "10": 0.56875
      },
      "sampleConfidence": 0.9987179487179487,
      "shadowSharpeLike": 1.494154053758542,
      "avgForwardReturns": {
        "1": 0.011307891381140389,
        "5": 0.049126066155519545,
        "10": 0.09349504084276333
      },
      "shadowMaxDrawdown": -0.38909931820932475,
      "shadowTotalReturn": 2.6354600762832603,
      "avgForwardReturn1D": 0.011307891381140389,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053597308349890545,
        "5": 0.028853689097510963,
        "10": 0.0632684214965147
      }
    },
    {
      "topN": 4,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.5375,
        "5": 0.575,
        "10": 0.5897435897435898
      },
      "hitRate1D": 0.5375,
      "comboQuality": 0.9999901830700119,
      "eligibleDays": 330,
      "fitnessScore": 2.8869063051208825,
      "lookbackDays": 30,
      "returnLift1D": 0.005265817358156884,
      "hitRateLift1D": 0.04205927051671732,
      "activationRate": 0.48484848484848486,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.49544072948328266,
        "5": 0.5384615384615384,
        "10": 0.56875
      },
      "sampleConfidence": 0.9983333333333334,
      "shadowSharpeLike": 1.4364993686964092,
      "avgForwardReturns": {
        "1": 0.010625548193145939,
        "5": 0.04624352159577182,
        "10": 0.09047229629398652
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      "avgForwardReturn1D": 0.005068288790958695,
      "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": 136,
        "5": 132,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.003839519668028728,
        "5": 0.02153796076585919,
        "10": 0.047784113382231146
      }
    },
    {
      "topN": 4,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.49640287769784175,
        "10": 0.47761194029850745
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      "hitRate1D": 0.46153846153846156,
      "comboQuality": 0.32074880970568903,
      "eligibleDays": 297,
      "fitnessScore": 0.18492680420617305,
      "lookbackDays": 63,
      "returnLift1D": 0.00047734342735758625,
      "hitRateLift1D": -0.01819126819126815,
      "activationRate": 0.48484848484848486,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4797297297297297,
        "5": 0.523972602739726,
        "10": 0.5331010452961672
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      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": 0.5493858972617758,
      "avgForwardReturns": {
        "1": 0.004316863095386314,
        "5": 0.021915578942612854,
        "10": 0.028463538162588634
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      "shadowMaxDrawdown": -0.6254009606760262,
      "shadowTotalReturn": 0.16361583979110006,
      "avgForwardReturn1D": 0.004316863095386314,
      "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": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.003839519668028728,
        "5": 0.02153796076585919,
        "10": 0.047784113382231146
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    },
    {
      "topN": 2,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.4365079365079365,
        "5": 0.45081967213114754,
        "10": 0.42735042735042733
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      "hitRate1D": 0.4365079365079365,
      "comboQuality": 0.050706508872822985,
      "eligibleDays": 297,
      "fitnessScore": -0.2945260210125717,
      "lookbackDays": 63,
      "returnLift1D": -0.002283470390720456,
      "hitRateLift1D": -0.0432217932217932,
      "activationRate": 0.4276094276094276,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.4797297297297297,
        "5": 0.523972602739726,
        "10": 0.5331010452961672
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      "sampleConfidence": 0.9916010498687665,
      "shadowSharpeLike": 0.18647874075266174,
      "avgForwardReturns": {
        "1": 0.001556049277308272,
        "5": -0.00792708247954034,
        "10": -0.014851094981956066
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      "shadowMaxDrawdown": -0.5988758088199186,
      "shadowTotalReturn": -0.18004056801595258,
      "avgForwardReturn1D": 0.001556049277308272,
      "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": 126,
        "5": 122,
        "10": 117
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      "baselineAvgForwardReturns": {
        "1": 0.003839519668028728,
        "5": 0.02153796076585919,
        "10": 0.047784113382231146
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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": 0.9999500223620822,
      "fitnessScore": 2.528854681374166,
      "lookbackDays": 14,
      "returnLift1D": 0.003270583867815542,
      "activationRate": 0.5340909090909091,
      "activationCount": 188,
      "sampleConfidence": 0.998581560283688,
      "shadowTotalReturn": 2.1252240228604755,
      "avgForwardReturn1D": 0.00889050239476207
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9999999952130834,
      "fitnessScore": 4.564623452269216,
      "lookbackDays": 21,
      "returnLift1D": 0.009108038350362719,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "sampleConfidence": 1,
      "shadowTotalReturn": 3.9192056265112667,
      "avgForwardReturn1D": 0.013704261646731577
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9999970189756765,
      "fitnessScore": 3.149112932607582,
      "lookbackDays": 30,
      "returnLift1D": 0.005948160546151334,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "sampleConfidence": 0.9987179487179487,
      "shadowTotalReturn": 2.6354600762832603,
      "avgForwardReturn1D": 0.011307891381140389
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.994384596843683,
      "fitnessScore": 1.4888543462308121,
      "lookbackDays": 45,
      "returnLift1D": 0.003435281187714673,
      "activationRate": 0.4888888888888889,
      "activationCount": 154,
      "sampleConfidence": 0.9930735930735931,
      "shadowTotalReturn": 1.2399201572991245,
      "avgForwardReturn1D": 0.008543100507933447
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.47113814243475943,
      "fitnessScore": 0.32457329938548063,
      "lookbackDays": 63,
      "returnLift1D": 0.001043585445421213,
      "activationRate": 0.4983164983164983,
      "activationCount": 148,
      "sampleConfidence": 0.9927927927927929,
      "shadowTotalReturn": 0.27932926530845936,
      "avgForwardReturn1D": 0.004883105113449941
    }
  ],
  "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": "8ea10de37b08cc659ea9d30b12797dda5079421ff74b8dd5cbe8e1ec80a7b487",
    "size": 13,
    "members": [
      "APPS",
      "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",
      "APPS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APPS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "APPS",
    "hitRates": {
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      "5": 0.5348837209302325,
      "10": 0.5930232558139535
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    "hitRate1D": 0.5174418604651163,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9999999997731424,
    "eligibleDays": 368,
    "fitnessScore": 5.235473595216055,
    "lookbackDays": 21,
    "returnLift1D": 0.008766884113176094,
    "hitRateLift1D": 0.03374620829120328,
    "portfolioSize": 2,
    "activationRate": 0.4673913043478261,
    "activationCount": 172,
    "baselineHitRates": {
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      "5": 0.5164835164835165,
      "10": 0.5348189415041783
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4614791921600332,
    "avgForwardReturns": {
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      "5": 0.06377884542786456,
      "10": 0.09239635794035593
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    "shadowMaxDrawdown": -0.600174469712368,
    "shadowTotalReturn": 4.688122570736703,
    "avgForwardReturn1D": 0.014808154421966015,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 172,
      "5": 172,
      "10": 172
    },
    "baselineAvgForwardReturns": {
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      "10": 0.04841334577393662
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999997731424,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9719412379501509,
    "bestRawFitnessScore": 5.235473595216055,
    "upperQuartileComboQuality": 0.9999980356268175
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.965667679382995,
    "rawScore": 0.973600766944735,
    "confidence": 0.9837036127515904,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.900310609108672,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9241238144599943,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "APPS",
      "hitRates": {
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        "5": 0.5348837209302325,
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      "hitRate1D": 0.5174418604651163,
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      "comboQuality": 0.9999999997731424,
      "eligibleDays": 368,
      "fitnessScore": 5.235473595216055,
      "lookbackDays": 21,
      "returnLift1D": 0.008766884113176094,
      "hitRateLift1D": 0.03374620829120328,
      "portfolioSize": 2,
      "activationRate": 0.4673913043478261,
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        "10": 0.5348189415041783
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.600174469712368,
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      "riskOffActivations": 0,
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        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.999999998862396,
      "eligibleDays": 368,
      "fitnessScore": 4.88075514638216,
      "lookbackDays": 21,
      "returnLift1D": 0.00779624920423496,
      "hitRateLift1D": 0.03297101449275369,
      "portfolioSize": 3,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.600174469712368,
      "shadowTotalReturn": 4.358979919923078,
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      "riskOffActivations": 0,
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        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 180,
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      "baselineAvgForwardReturns": {
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    },
    {
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    },
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9999980356268175,
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        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.00512307448709086,
        "5": 0.026263677099601257,
        "10": 0.05483804192816819
      }
    },
    {
      "topN": 5,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.49707602339181284,
        "5": 0.48502994011976047,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.49707602339181284,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8229886332163648,
      "eligibleDays": 344,
      "fitnessScore": 0.688080256701329,
      "lookbackDays": 45,
      "returnLift1D": 0.0005069408813571444,
      "hitRateLift1D": -0.00001699986400111042,
      "portfolioSize": 5,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5323529411764706,
        "10": 0.5522388059701493
      },
      "sampleConfidence": 0.9949317738791423,
      "shadowSharpeLike": 0.7488310898665993,
      "avgForwardReturns": {
        "1": 0.005630015368448004,
        "5": 0.020511048004156297,
        "10": 0.03556395100854469
      },
      "shadowMaxDrawdown": -0.520283081661615,
      "shadowTotalReturn": 0.527540805728429,
      "avgForwardReturn1D": 0.005630015368448004,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.00512307448709086,
        "5": 0.026263677099601257,
        "10": 0.05483804192816819
      }
    },
    {
      "topN": 3,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.49404761904761907,
        "5": 0.4878048780487805,
        "10": 0.4528301886792453
      },
      "hitRate1D": 0.49404761904761907,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7486319679047707,
      "eligibleDays": 344,
      "fitnessScore": 0.5900924613119989,
      "lookbackDays": 45,
      "returnLift1D": 0.00027293857118276116,
      "hitRateLift1D": -0.0030454042081948796,
      "portfolioSize": 3,
      "activationRate": 0.4883720930232558,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5323529411764706,
        "10": 0.5522388059701493
      },
      "sampleConfidence": 0.9948412698412699,
      "shadowSharpeLike": 0.7102206824798142,
      "avgForwardReturns": {
        "1": 0.005396013058273621,
        "5": 0.02203914834214808,
        "10": 0.03949763303660882
      },
      "shadowMaxDrawdown": -0.542447817876244,
      "shadowTotalReturn": 0.45696264239550755,
      "avgForwardReturn1D": 0.005396013058273621,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 164,
        "10": 159
      },
      "baselineAvgForwardReturns": {
        "1": 0.00512307448709086,
        "5": 0.026263677099601257,
        "10": 0.05483804192816819
      }
    },
    {
      "topN": 2,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.4563758389261745,
        "5": 0.496551724137931,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.4563758389261745,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2696537777856925,
      "eligibleDays": 326,
      "fitnessScore": 0.13079642924470355,
      "lookbackDays": 63,
      "returnLift1D": -0.0015014654271423402,
      "hitRateLift1D": -0.0374891917486721,
      "portfolioSize": 2,
      "activationRate": 0.4570552147239264,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5434782608695652,
        "10": 0.5741324921135647
      },
      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.5121534777846302,
      "avgForwardReturns": {
        "1": 0.004025962137595357,
        "5": 0.014308247542010691,
        "10": 0.03155778462421875
      },
      "shadowMaxDrawdown": -0.5988758088199186,
      "shadowTotalReturn": 0.1416769003411431,
      "avgForwardReturn1D": 0.004025962137595357,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.005527427564737697,
        "5": 0.030465054378264862,
        "10": 0.06402014062692372
      }
    },
    {
      "topN": 2,
      "ticker": "APPS",
      "hitRates": {
        "1": 0.475,
        "5": 0.47435897435897434,
        "10": 0.4370860927152318
      },
      "hitRate1D": 0.475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.23876880962430166,
      "eligibleDays": 344,
      "fitnessScore": 0.09492290303773225,
      "lookbackDays": 45,
      "returnLift1D": -0.0013359886127836773,
      "hitRateLift1D": -0.02209302325581397,
      "portfolioSize": 2,
      "activationRate": 0.46511627906976744,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5323529411764706,
        "10": 0.5522388059701493
      },
      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": 0.4772800345906032,
      "avgForwardReturns": {
        "1": 0.0037870858743071826,
        "5": 0.0164190685860733,
        "10": 0.006719938536135974
      },
      "shadowMaxDrawdown": -0.6226676811314058,
      "shadowTotalReturn": 0.09106838346873092,
      "avgForwardReturn1D": 0.0037870858743071826,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.00512307448709086,
        "5": 0.026263677099601257,
        "10": 0.05483804192816819
      }
    }
  ],
  "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": 0.9999980356268175,
      "fitnessScore": 3.240873785849058,
      "lookbackDays": 14,
      "returnLift1D": 0.004610545340801926,
      "activationRate": 0.5386666666666666,
      "activationCount": 202,
      "sampleConfidence": 0.9993399339933994,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.841131062503136,
      "avgForwardReturn1D": 0.010884899800035739
    },
    {
      "comboQuality": 0.9999999997731424,
      "fitnessScore": 5.235473595216055,
      "lookbackDays": 21,
      "returnLift1D": 0.008766884113176094,
      "activationRate": 0.4673913043478261,
      "activationCount": 172,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 4.688122570736703,
      "avgForwardReturn1D": 0.014808154421966015
    },
    {
      "comboQuality": 0.985541946931341,
      "fitnessScore": 1.2788268274311632,
      "lookbackDays": 30,
      "returnLift1D": 0.004153017574135354,
      "activationRate": 0.4986072423398329,
      "activationCount": 179,
      "sampleConfidence": 0.9988826815642459,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.023995531723478,
      "avgForwardReturn1D": 0.007014392301237942
    },
    {
      "comboQuality": 0.8229886332163648,
      "fitnessScore": 0.688080256701329,
      "lookbackDays": 45,
      "returnLift1D": 0.0005069408813571444,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "sampleConfidence": 0.9949317738791423,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.527540805728429,
      "avgForwardReturn1D": 0.005630015368448004
    },
    {
      "comboQuality": 0.9165822649207108,
      "fitnessScore": 0.8772939948172387,
      "lookbackDays": 63,
      "returnLift1D": 0.0013473738511821046,
      "activationRate": 0.48773006134969327,
      "activationCount": 159,
      "sampleConfidence": 0.9945492662473795,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.7484944203769293,
      "avgForwardReturn1D": 0.006874801415919802
    }
  ],
  "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": "8ea10de37b08cc659ea9d30b12797dda5079421ff74b8dd5cbe8e1ec80a7b487",
    "size": 13,
    "members": [
      "APPS",
      "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
0.242
Liquidity
0.592
Momentum
0.774
Relative strength
0.903
Trend quality
0.493
Stability
0.121
Aggression
0.651
Downside risk
0.289
Drawdown state
0.552
Quality momentum
0.639
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.748
Benchmark Independence 3m Score
0.830
Beta 1y Profile Score
0.719
Beta 3m Profile Score
0.645
Beta Change Score
0.407
Correlation Change Score
0.459
Current Drawdown Score
0
Days Since 52w High Score
0.024
Distance From 52w High Score
0.682
Distance From Sma 20 Score
0.494
Distance From Sma 200 Score
1
Distance From Sma 50 Score
1
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.874
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
1
Downside Volatility 6m Score
0.856
Drawdown Recovery Score
1
Excess Return 1m Score
0.575
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.087
Log Avg Dollar Volume 20d Score
0.592
Log Market Cap Score
0.242
Drawdown Score 1m
0.122
Drawdown Score 1y
0.057
Drawdown Score 2y
0.112
Drawdown Score 3m
0.452
Drawdown Score 5y
0.013
Drawdown Score 6m
0.114
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.752
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.240
Return 1m Score
0.620
Return 1w Score
0
Return 1y Score
1
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.010
Return 6m Score
1
Return Skewness 1y Score
0.818
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.656
Sharpe 1y Score
0.628
Sharpe 2y Score
0.652
Sharpe 3m Score
1
Sharpe 5y Score
0.428
Sharpe 6m Score
0.782
Sortino 1m Score
0.558
Sortino 1y Score
0.556
Sortino 2y Score
0.604
Sortino 3m Score
1
Sortino 5y Score
0.396
Sortino 6m Score
0.716
Trend R2 1m Score
0.300
Trend R2 1w Score
0.415
Trend R2 1y Score
0.019
Trend R2 2y Score
0.440
Trend R2 3m Score
0.889
Trend R2 5y Score
0.639
Trend R2 6m Score
0.314
Trend Slope 1m Score
1
Trend Slope 1w Score
0
Trend Slope 1y Score
0.538
Trend Slope 2y Score
0.632
Trend Slope 3m Score
1
Trend Slope 5y Score
0.350
Trend Slope 6m Score
0.911
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.274
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
59,732,603.51
Best Day 1y
0.389
Beta To Benchmark 1y
1.798
Beta 3m
1.612
Beta Change
-0.186
Beta To Sector 1y
0.830
Correlation To Benchmark 1y
0.252
Correlation 3m
0.170
Correlation Change
-0.082
Correlation To Sector 1y
0.225
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.748
Benchmark Independence 3m Score
0.830
Beta 1y Profile Score
0.719
Beta 3m Profile Score
0.645
Beta Change Score
0.407
Correlation Change Score
0.459
Current Drawdown Score
0
Distance From Sma 20 Score
0.494
Distance From Sma 200 Score
1
Current Drawdown
-0.889
Days Since 52w High
6
Distance From 52w High
-0.207
Distance From Sma 20
-0.003
Distance From Sma 200
0.905
Distance From Sma 50
0.363
Downside Capture 1y
0.616
Downside Volatility 1m
0.941
Downside Volatility 1w
-
Downside Volatility 1y
0.705
Downside Volatility 2y
0.948
Downside Volatility 3m
0.801
Downside Volatility 5y
0.891
Downside Volatility 6m
0.692
Drawdown Recovery
1
Excess Return 1m
0.045
Excess Return 1y
0.683
Excess Return 3m
2.395
Excess Return 6m
0.954
Expected Shortfall 95 1y
-0.091
Market Cap
1,209,636,293.446
Max Drawdown 1m
-0.219
Max Drawdown 1w
-0.183
Max Drawdown 1y
-0.613
Max Drawdown 2y
-0.711
Max Drawdown 3m
-0.219
Max Drawdown 5y
-0.987
Max Drawdown 6m
-0.487
Momentum Acceleration 1m Vs 3m
-0.764
Momentum Acceleration 3m Vs 6m
0.660
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.024
Relative Volume 20d
0.947
Return 1m
0.072
Return 1w
-0.169
Return 1y
0.906
Return 2y
5.249
Return 3m
2.508
Return 5y
-0.865
Return 6m
1.054
Return Skewness 1y
1.907
Sector Excess Return 1y
0.457
Sharpe 1m
1.281
Sharpe 1y
1.141
Sharpe 2y
1.260
Sharpe 3m
4.636
Sharpe 5y
0.139
Sharpe 6m
1.909
Sortino 1m
1.465
Sortino 1y
1.449
Sortino 2y
1.831
Sortino 3m
7.185
Sortino 5y
0.171
Sortino 6m
2.727
Trend R2 1m
0.300
Trend R2 1w
0.415
Trend R2 1y
0.019
Trend R2 2y
0.440
Trend R2 3m
0.889
Trend R2 5y
0.639
Trend R2 6m
0.314
Trend 1m
0.011
Trend 1w
-0.026
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
0.026
Trend 5y
-0.002
Trend 6m
0.007
Upside Capture 1y
2.531
Value At Risk 95 1y
-0.068
Volatility 1m
1.076
Volatility 1w
1.169
Volatility 1y
0.896
Volatility 2y
1.377
Volatility 3m
1.241
Volatility 5y
1.100
Volatility 6m
0.989
Worst Day 1y
-0.145
Distance From Sma 50 Score
1
Downside Volatility 1y Score
0.874
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.575
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.087
Log Avg Dollar Volume 20d Score
0.592
Log Market Cap Score
0.242
Drawdown Score 1y
0.057
Drawdown Score 5y
0.013
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.752
Relative Volume 20d Score
0.240
Return 1m Score
0.620
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.818
Sortino 1y Score
0.556
Sortino 3m Score
1
Trend R2 1y Score
0.019
Trend R2 3m Score
0.889
Trend Slope 1y Score
0.538
Trend Slope 3m Score
1
Volatility 1y Score
1
Volatility 3m Score
1