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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

ASML

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

ASML

ASML Holding

Category

Sector: Technology

Industry / Category: Semiconductor Equipment

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Lithography equipment leader critical to cutting-edge semiconductor manufacturing.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.286
Correlation To Benchmark 1y
0.646
Inverse To Benchmark 1y
0.354
Drawdown Score 1m
0.470
Drawdown Score 3m
0.669
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
0.675
Drawdown Score 1y
0.725
Drawdown Score 2y
0.542
Drawdown Score 5y
0.431
Return 1w
0.010
Return 1m
0.014
Return 3m
0.252
Return 6m
0.330
Return 1y
1.576
Return 2y
0.985
Return 5y
1.681
Sharpe 1m
0.563
Sharpe 3m
1.852
Sharpe 6m
1.368
Sharpe 1y
2.330
Sharpe 2y
0.979
Sharpe 5y
0.674
Trend 1w
0.005
Trend 1m
-0.001
Trend 3m
0.005
Trend 6m
0.003
Trend 1y
0.004
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.330
Volatility 1m
0.545
Volatility 3m
0.573
Volatility 6m
0.513
Volatility 1y
0.450
Volatility 2y
0.457
Volatility 5y
0.430
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
ASML
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:38 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.937
Aptet Fit Raw Score
0.947
Aptet Fit Confidence
0.978
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.870
Force Fit Raw Score
0.887
Force Fit Confidence
0.962
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ASML"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ASML",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ASML",
    "hitRates": {
      "1": 0.5780590717299579,
      "5": 0.5793991416309013,
      "10": 0.5921052631578947
    },
    "hitRate1D": 0.5780590717299579,
    "comboQuality": 0.9957412810556902,
    "eligibleDays": 297,
    "fitnessScore": 1.549994194983503,
    "lookbackDays": 63,
    "returnLift1D": -0.00004944995231874038,
    "hitRateLift1D": 0.009035502706388865,
    "activationRate": 0.797979797979798,
    "activationCount": 237,
    "baselineHitRates": {
      "1": 0.569023569023569,
      "5": 0.6075085324232082,
      "10": 0.6423611111111112
    },
    "sampleConfidence": 0.9963431786216597,
    "shadowSharpeLike": 1.5913503165909066,
    "avgForwardReturns": {
      "1": 0.0032337338976482616,
      "5": 0.012135584742424592,
      "10": 0.025042264121222766
    },
    "shadowMaxDrawdown": -0.1786443191736502,
    "shadowTotalReturn": 0.9421820489547328,
    "avgForwardReturn1D": 0.0032337338976482616,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 237,
      "5": 233,
      "10": 228
    },
    "baselineAvgForwardReturns": {
      "1": 0.003283183849967002,
      "5": 0.01655315731347281,
      "10": 0.03363021753479394
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9957412810556902,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9181912274050956,
    "bestRawFitnessScore": 1.549994194983503,
    "upperQuartileComboQuality": 0.9640092913487754
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9368267724561697,
    "rawScore": 0.9471737075348259,
    "confidence": 0.9781519799455041,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.8001551912043826,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9476685078862012,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5780590717299579,
        "5": 0.5793991416309013,
        "10": 0.5921052631578947
      },
      "hitRate1D": 0.5780590717299579,
      "comboQuality": 0.9957412810556902,
      "eligibleDays": 297,
      "fitnessScore": 1.549994194983503,
      "lookbackDays": 63,
      "returnLift1D": -0.00004944995231874038,
      "hitRateLift1D": 0.009035502706388865,
      "activationRate": 0.797979797979798,
      "activationCount": 237,
      "baselineHitRates": {
        "1": 0.569023569023569,
        "5": 0.6075085324232082,
        "10": 0.6423611111111112
      },
      "sampleConfidence": 0.9963431786216597,
      "shadowSharpeLike": 1.5913503165909066,
      "avgForwardReturns": {
        "1": 0.0032337338976482616,
        "5": 0.012135584742424592,
        "10": 0.025042264121222766
      },
      "shadowMaxDrawdown": -0.1786443191736502,
      "shadowTotalReturn": 0.9421820489547328,
      "avgForwardReturn1D": 0.0032337338976482616,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 237,
        "5": 233,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.003283183849967002,
        "5": 0.01655315731347281,
        "10": 0.03363021753479394
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5803571428571429,
        "5": 0.5945945945945946,
        "10": 0.6073059360730594
      },
      "hitRate1D": 0.5803571428571429,
      "comboQuality": 0.9931597435872761,
      "eligibleDays": 330,
      "fitnessScore": 1.445174586574174,
      "lookbackDays": 30,
      "returnLift1D": -0.000049693383264067144,
      "hitRateLift1D": 0.010660173160173203,
      "activationRate": 0.6787878787878788,
      "activationCount": 224,
      "baselineHitRates": {
        "1": 0.5696969696969697,
        "5": 0.6104294478527608,
        "10": 0.6573208722741433
      },
      "sampleConfidence": 0.9979166666666668,
      "shadowSharpeLike": 1.5355838862900946,
      "avgForwardReturns": {
        "1": 0.003351363929684512,
        "5": 0.014605989758719715,
        "10": 0.028603046534718627
      },
      "shadowMaxDrawdown": -0.19602626825966396,
      "shadowTotalReturn": 0.9050298008300859,
      "avgForwardReturn1D": 0.003351363929684512,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 222,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034010573129485792,
        "5": 0.017328377515929475,
        "10": 0.035004647612129604
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5769230769230769,
        "5": 0.6038647342995169,
        "10": 0.6176470588235294
      },
      "hitRate1D": 0.5769230769230769,
      "comboQuality": 0.9860290142759468,
      "eligibleDays": 330,
      "fitnessScore": 1.2864746709059154,
      "lookbackDays": 30,
      "returnLift1D": -0.00012384090142148266,
      "hitRateLift1D": 0.00722610722610717,
      "activationRate": 0.6303030303030303,
      "activationCount": 208,
      "baselineHitRates": {
        "1": 0.5696969696969697,
        "5": 0.6104294478527608,
        "10": 0.6573208722741433
      },
      "sampleConfidence": 0.9983974358974359,
      "shadowSharpeLike": 1.4411863848783337,
      "avgForwardReturns": {
        "1": 0.0032772164115270966,
        "5": 0.015530614820744788,
        "10": 0.02847811771205775
      },
      "shadowMaxDrawdown": -0.1928284798773685,
      "shadowTotalReturn": 0.786442131334872,
      "avgForwardReturn1D": 0.0032772164115270966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 207,
        "10": 204
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034010573129485792,
        "5": 0.017328377515929475,
        "10": 0.035004647612129604
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5657894736842105,
        "5": 0.5758928571428571,
        "10": 0.5799086757990868
      },
      "hitRate1D": 0.5657894736842105,
      "comboQuality": 0.9793155335217635,
      "eligibleDays": 315,
      "fitnessScore": 1.1986435948256446,
      "lookbackDays": 45,
      "returnLift1D": -0.0008968839430438598,
      "hitRateLift1D": -0.0024644945697577247,
      "activationRate": 0.7238095238095238,
      "activationCount": 228,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
      },
      "sampleConfidence": 0.9961988304093568,
      "shadowSharpeLike": 1.2838582755067982,
      "avgForwardReturns": {
        "1": 0.0027222777331066114,
        "5": 0.011210567174486154,
        "10": 0.019968066448991934
      },
      "shadowMaxDrawdown": -0.17286614558232072,
      "shadowTotalReturn": 0.6841968246657393,
      "avgForwardReturn1D": 0.0027222777331066114,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 228,
        "5": 224,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5779816513761468,
        "5": 0.5700934579439252,
        "10": 0.5741626794258373
      },
      "hitRate1D": 0.5779816513761468,
      "comboQuality": 0.978273875512035,
      "eligibleDays": 315,
      "fitnessScore": 1.1876003321928987,
      "lookbackDays": 45,
      "returnLift1D": -0.0008408105239886051,
      "hitRateLift1D": 0.009727683122178532,
      "activationRate": 0.692063492063492,
      "activationCount": 218,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
      },
      "sampleConfidence": 0.9960244648318044,
      "shadowSharpeLike": 1.2873028436469531,
      "avgForwardReturns": {
        "1": 0.002778351152161866,
        "5": 0.009543174373310127,
        "10": 0.016854613078390243
      },
      "shadowMaxDrawdown": -0.15280120224962424,
      "shadowTotalReturn": 0.6645776533070347,
      "avgForwardReturn1D": 0.002778351152161866,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 218,
        "5": 214,
        "10": 209
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.5663716814159292,
        "10": 0.579185520361991
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.9592544299610223,
      "eligibleDays": 297,
      "fitnessScore": 1.0449380293217025,
      "lookbackDays": 63,
      "returnLift1D": -0.0009897234487619899,
      "hitRateLift1D": -0.0038061777192212043,
      "activationRate": 0.7744107744107744,
      "activationCount": 230,
      "baselineHitRates": {
        "1": 0.569023569023569,
        "5": 0.6075085324232082,
        "10": 0.6423611111111112
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        "5": 0.5940298507462687,
        "10": 0.6393939393939394
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6125385753871762,
      "avgForwardReturns": {
        "1": 0.001672739224466988,
        "5": 0.015890218854645328,
        "10": 0.03471193292357992
      },
      "shadowMaxDrawdown": -0.19831042404948795,
      "shadowTotalReturn": 0.21339727885631765,
      "avgForwardReturn1D": 0.001672739224466988,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030237175010150567,
        "5": 0.015116467344078868,
        "10": 0.03129777248981358
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.5,
        "10": 0.5483870967741935
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.6831294407277645,
      "eligibleDays": 352,
      "fitnessScore": 0.5190020198682919,
      "lookbackDays": 14,
      "returnLift1D": -0.0006091944232569993,
      "hitRateLift1D": -0.0024354379193087805,
      "activationRate": 0.35511363636363635,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5669515669515669,
        "5": 0.590778097982709,
        "10": 0.6268221574344023
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      "sampleConfidence": 0.9984000000000001,
      "shadowSharpeLike": 0.7542205053709947,
      "avgForwardReturns": {
        "1": 0.0024166627633965634,
        "5": 0.0062408871060892395,
        "10": 0.019764479899324304
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      "shadowMaxDrawdown": -0.20541291814058127,
      "shadowTotalReturn": 0.2594925324624173,
      "avgForwardReturn1D": 0.0024166627633965634,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030258571866535627,
        "5": 0.015021398853844512,
        "10": 0.029379988393105728
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    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5467625899280576,
        "5": 0.562962962962963,
        "10": 0.5
      },
      "hitRate1D": 0.5467625899280576,
      "comboQuality": 0.5640358072557243,
      "eligibleDays": 315,
      "fitnessScore": 0.40666267734197525,
      "lookbackDays": 45,
      "returnLift1D": -0.002028899619566848,
      "hitRateLift1D": -0.021491378325910637,
      "activationRate": 0.44126984126984126,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
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      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": 0.5828117229318469,
      "avgForwardReturns": {
        "1": 0.0015902620565836228,
        "5": 0.006620167961009168,
        "10": 0.01136677309182161
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      "shadowMaxDrawdown": -0.23274652543551877,
      "shadowTotalReturn": 0.17276157835848305,
      "avgForwardReturn1D": 0.0015902620565836228,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
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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": 0.9502335714784663,
      "fitnessScore": 0.9988607814605727,
      "lookbackDays": 14,
      "returnLift1D": -0.00030820799884918046,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "sampleConfidence": 0.9990243902439024,
      "shadowTotalReturn": 0.5640239605432189,
      "avgForwardReturn1D": 0.0027176491878043822
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9187994970086825,
      "fitnessScore": 0.8837522259846132,
      "lookbackDays": 21,
      "returnLift1D": -0.0007365795370795581,
      "activationRate": 0.6135693215339233,
      "activationCount": 208,
      "sampleConfidence": 0.9993589743589744,
      "shadowTotalReturn": 0.4520576591769825,
      "avgForwardReturn1D": 0.0022871379639354985
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9931597435872761,
      "fitnessScore": 1.445174586574174,
      "lookbackDays": 30,
      "returnLift1D": -0.000049693383264067144,
      "activationRate": 0.6787878787878788,
      "activationCount": 224,
      "sampleConfidence": 0.9979166666666668,
      "shadowTotalReturn": 0.9050298008300859,
      "avgForwardReturn1D": 0.003351363929684512
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9793155335217635,
      "fitnessScore": 1.1986435948256446,
      "lookbackDays": 45,
      "returnLift1D": -0.0008968839430438598,
      "activationRate": 0.7238095238095238,
      "activationCount": 228,
      "sampleConfidence": 0.9961988304093568,
      "shadowTotalReturn": 0.6841968246657393,
      "avgForwardReturn1D": 0.0027222777331066114
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9957412810556902,
      "fitnessScore": 1.549994194983503,
      "lookbackDays": 63,
      "returnLift1D": -0.00004944995231874038,
      "activationRate": 0.797979797979798,
      "activationCount": 237,
      "sampleConfidence": 0.9963431786216597,
      "shadowTotalReturn": 0.9421820489547328,
      "avgForwardReturn1D": 0.0032337338976482616
    }
  ],
  "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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
    "size": 13,
    "members": [
      "ASML",
      "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
2026-07-25
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",
      "ASML"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ASML",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "ASML",
    "hitRates": {
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      "5": 0.6009615384615384,
      "10": 0.6176470588235294
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    "hitRate1D": 0.569377990430622,
    "rankWeights": [
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      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9744681415996305,
    "eligibleDays": 359,
    "fitnessScore": 1.1512322570899334,
    "lookbackDays": 30,
    "returnLift1D": 0.00016612857264944325,
    "hitRateLift1D": 0.01227492636376959,
    "portfolioSize": 4,
    "activationRate": 0.5821727019498607,
    "activationCount": 209,
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    "sampleConfidence": 0.9980861244019139,
    "shadowSharpeLike": 1.2606692773532557,
    "avgForwardReturns": {
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      "10": 0.028700328261446455
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    "shadowMaxDrawdown": -0.18339634910307578,
    "shadowTotalReturn": 0.6969655360921907,
    "avgForwardReturn1D": 0.0030364997926556354,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-03-10",
      "2025-03-12",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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      "10": 0.028720194715094988
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9744681415996305,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8188297398269355,
    "bestRawFitnessScore": 1.1512322570899334,
    "upperQuartileComboQuality": 0.9518882008464796
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  "algorithmFit": {
    "label": "strong",
    "score": 0.8699873794819403,
    "rawScore": 0.8869790416886327,
    "confidence": 0.9616864403597548,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6496862565520243,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8765243715314697,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRate1D": 0.569377990430622,
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      "comboQuality": 0.9744681415996305,
      "eligibleDays": 359,
      "fitnessScore": 1.1512322570899334,
      "lookbackDays": 30,
      "returnLift1D": 0.00016612857264944325,
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      "shadowSharpeLike": 1.2606692773532557,
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      "shadowMaxDrawdown": -0.18339634910307578,
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      "riskOffActivations": 0,
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        "2025-03-10",
        "2025-03-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9744681415996305,
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      "sampleConfidence": 0.9980861244019139,
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      "shadowMaxDrawdown": -0.18339634910307578,
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      "avgForwardReturn1D": 0.0030364997926556354,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-10",
        "2025-03-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
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    },
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    },
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      "comboQuality": 0.9643202821896789,
      "eligibleDays": 344,
      "fitnessScore": 1.0753050383894607,
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      "returnLift1D": -0.0006383164843582886,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9523530121925559,
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        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9993055555555556,
      "shadowSharpeLike": 0.5406353955754868,
      "avgForwardReturns": {
        "1": 0.0014804269651107888,
        "5": 0.007715183897110553,
        "10": 0.02402976629072597
      },
      "shadowMaxDrawdown": -0.23361795565073895,
      "shadowTotalReturn": 0.19654127041047764,
      "avgForwardReturn1D": 0.0014804269651107888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-27",
        "2025-03-10",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027857815817139233,
        "5": 0.01404760361336093,
        "10": 0.02793515491289847
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5364583333333334,
        "5": 0.5078534031413613,
        "10": 0.6073298429319371
      },
      "hitRate1D": 0.5364583333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.621529921843048,
      "eligibleDays": 375,
      "fitnessScore": 0.45913034843571526,
      "lookbackDays": 14,
      "returnLift1D": -0.0013053546166031345,
      "hitRateLift1D": -0.020874999999999977,
      "portfolioSize": 5,
      "activationRate": 0.512,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5573333333333333,
        "5": 0.5849056603773585,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9993055555555556,
      "shadowSharpeLike": 0.5406353955754868,
      "avgForwardReturns": {
        "1": 0.0014804269651107888,
        "5": 0.007715183897110553,
        "10": 0.02402976629072597
      },
      "shadowMaxDrawdown": -0.23361795565073895,
      "shadowTotalReturn": 0.19654127041047764,
      "avgForwardReturn1D": 0.0014804269651107888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-27",
        "2025-03-10",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027857815817139233,
        "5": 0.01404760361336093,
        "10": 0.02793515491289847
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5507246376811594,
        "5": 0.5522388059701493,
        "10": 0.5038759689922481
      },
      "hitRate1D": 0.5507246376811594,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5890104506383104,
      "eligibleDays": 344,
      "fitnessScore": 0.4291727507305351,
      "lookbackDays": 45,
      "returnLift1D": -0.0014811106957820068,
      "hitRateLift1D": -0.013228850690933602,
      "portfolioSize": 2,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.563953488372093,
        "5": 0.5970588235294118,
        "10": 0.6388059701492538
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": 0.6218363107519306,
      "avgForwardReturns": {
        "1": 0.001771281524413645,
        "5": 0.00663903528032712,
        "10": 0.011605142421612183
      },
      "shadowMaxDrawdown": -0.23222659833198245,
      "shadowTotalReturn": 0.20104806823534283,
      "avgForwardReturn1D": 0.001771281524413645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.003252392220195652,
        "5": 0.015569446733108743,
        "10": 0.030832346121825307
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5547445255474452,
        "5": 0.6204379562043796,
        "10": 0.6058394160583942
      },
      "hitRate1D": 0.5547445255474452,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5723233449476757,
      "eligibleDays": 368,
      "fitnessScore": 0.41409407154049827,
      "lookbackDays": 21,
      "returnLift1D": -0.0011085629689809248,
      "hitRateLift1D": -0.005038083148206973,
      "portfolioSize": 2,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5597826086956522,
        "5": 0.5824175824175825,
        "10": 0.6183844011142061
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5503975424321084,
      "avgForwardReturns": {
        "1": 0.001776606623651723,
        "5": 0.016461298569788986,
        "10": 0.033667546286063034
      },
      "shadowMaxDrawdown": -0.20500683098125616,
      "shadowTotalReturn": 0.1829868726685011,
      "avgForwardReturn1D": 0.001776606623651723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-26",
        "2025-02-27",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028851695926326477,
        "5": 0.013888999975355778,
        "10": 0.027629861124054016
      }
    },
    {
      "topN": 3,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5423728813559322,
        "5": 0.5988700564971752,
        "10": 0.6214689265536724
      },
      "hitRate1D": 0.5423728813559322,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4628310498719424,
      "eligibleDays": 368,
      "fitnessScore": 0.3172308725966131,
      "lookbackDays": 21,
      "returnLift1D": -0.0017958387146427496,
      "hitRateLift1D": -0.017409727339720016,
      "portfolioSize": 3,
      "activationRate": 0.48097826086956524,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5597826086956522,
        "5": 0.5824175824175825,
        "10": 0.6183844011142061
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.354289503521831,
      "avgForwardReturns": {
        "1": 0.0010893308779898981,
        "5": 0.014734188374144346,
        "10": 0.03192903642699063
      },
      "shadowMaxDrawdown": -0.2558929634362068,
      "shadowTotalReturn": 0.09462925065495043,
      "avgForwardReturn1D": 0.0010893308779898981,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-26",
        "2025-02-27",
        "2025-03-21",
        "2025-03-26",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 177,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028851695926326477,
        "5": 0.013888999975355778,
        "10": 0.027629861124054016
      }
    }
  ],
  "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": 0.6755434749188003,
      "fitnessScore": 0.5113405118314799,
      "lookbackDays": 14,
      "returnLift1D": -0.0008875122781439029,
      "activationRate": 0.44266666666666665,
      "activationCount": 166,
      "sampleConfidence": 0.9991967871485944,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2534001255366123,
      "avgForwardReturn1D": 0.0018982693035700204
    },
    {
      "comboQuality": 0.7367975513203974,
      "fitnessScore": 0.57646572489988,
      "lookbackDays": 21,
      "returnLift1D": -0.0013165393406261137,
      "activationRate": 0.5788043478260869,
      "activationCount": 213,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2477191390050999,
      "avgForwardReturn1D": 0.001568630252006534
    },
    {
      "comboQuality": 0.9744681415996305,
      "fitnessScore": 1.1512322570899334,
      "lookbackDays": 30,
      "returnLift1D": 0.00016612857264944325,
      "activationRate": 0.5821727019498607,
      "activationCount": 209,
      "sampleConfidence": 0.9980861244019139,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6969655360921907,
      "avgForwardReturn1D": 0.0030364997926556354
    },
    {
      "comboQuality": 0.9643202821896789,
      "fitnessScore": 1.0753050383894607,
      "lookbackDays": 45,
      "returnLift1D": -0.0006383164843582886,
      "activationRate": 0.6366279069767442,
      "activationCount": 219,
      "sampleConfidence": 0.9960426179604263,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6087907590882997,
      "avgForwardReturn1D": 0.0026140757358373633
    },
    {
      "comboQuality": 0.9517332637311209,
      "fitnessScore": 1.0059392789528767,
      "lookbackDays": 63,
      "returnLift1D": -0.0014331182078281463,
      "activationRate": 0.7208588957055214,
      "activationCount": 235,
      "sampleConfidence": 0.9963120567375887,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5429479943811213,
      "avgForwardReturn1D": 0.002265059591354439
    }
  ],
  "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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
    "size": 13,
    "members": [
      "ASML",
      "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
0.855
Liquidity
1
Momentum
0.662
Relative strength
0.781
Trend quality
0.837
Stability
0.621
Aggression
0.592
Downside risk
0.555
Drawdown state
0.900
Quality momentum
0.714
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.354
Benchmark Independence 3m Score
0.299
Beta 1y Profile Score
0.914
Beta 3m Profile Score
1
Beta Change Score
0.892
Correlation Change Score
0.528
Current Drawdown Score
0.856
Days Since 52w High Score
0.063
Distance From 52w High Score
0.856
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.563
Downside Volatility 1m Score
0.663
Downside Volatility 1y Score
0.504
Downside Volatility 2y Score
0.546
Downside Volatility 3m Score
0.648
Downside Volatility 5y Score
0.502
Downside Volatility 6m Score
0.588
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.913
Expected Shortfall 95 1y Score
0.454
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.855
Drawdown Score 1m
0.470
Drawdown Score 1y
0.725
Drawdown Score 2y
0.542
Drawdown Score 3m
0.669
Drawdown Score 5y
0.431
Drawdown Score 6m
0.675
Momentum Acceleration 1m Vs 3m Score
0.266
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.262
Relative Strength Slope 3m Score
0.743
Relative Volume 20d Score
0.284
Return 1m Score
0.523
Return 1w Score
0.534
Return 1y Score
1
Return 2y Score
0.567
Return 3m Score
0.815
Return 5y Score
0.206
Return 6m Score
0.775
Return Skewness 1y Score
0.522
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.513
Sharpe 1y Score
0.866
Sharpe 2y Score
0.596
Sharpe 3m Score
0.770
Sharpe 5y Score
0.535
Sharpe 6m Score
0.674
Sortino 1m Score
0.445
Sortino 1y Score
0.681
Sortino 2y Score
0.497
Sortino 3m Score
0.622
Sortino 5y Score
0.460
Sortino 6m Score
0.553
Trend R2 1m Score
0.097
Trend R2 1w Score
0.335
Trend R2 1y Score
0.932
Trend R2 2y Score
0.698
Trend R2 3m Score
0.725
Trend R2 5y Score
0.479
Trend R2 6m Score
0.690
Trend Slope 1m Score
0.409
Trend Slope 1w Score
0.817
Trend Slope 1y Score
0.736
Trend Slope 2y Score
0.615
Trend Slope 3m Score
0.783
Trend Slope 5y Score
0.538
Trend Slope 6m Score
0.665
Volatility 1m Score
0.661
Volatility 1w Score
0.373
Volatility 1y Score
0.533
Volatility 2y Score
0.543
Volatility 3m Score
0.697
Volatility 5y Score
0.507
Volatility 6m Score
0.617
Worst Day 1y Score
0.609
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,720,228,792.959
Best Day 1y
0.095
Beta To Benchmark 1y
2.286
Beta 3m
3.070
Beta Change
0.784
Beta To Sector 1y
1.282
Correlation To Benchmark 1y
0.646
Correlation 3m
0.701
Correlation Change
0.055
Correlation To Sector 1y
0.704
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.354
Benchmark Independence 3m Score
0.299
Beta 1y Profile Score
0.914
Beta 3m Profile Score
1
Beta Change Score
0.892
Correlation Change Score
0.528
Current Drawdown Score
0.856
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
1
Current Drawdown
-0.094
Days Since 52w High
16
Distance From 52w High
-0.094
Distance From Sma 20
0.000
Distance From Sma 200
0.316
Distance From Sma 50
0.038
Downside Capture 1y
0.460
Downside Volatility 1m
0.547
Downside Volatility 1w
-
Downside Volatility 1y
0.428
Downside Volatility 2y
0.460
Downside Volatility 3m
0.536
Downside Volatility 5y
0.427
Downside Volatility 6m
0.491
Drawdown Recovery
1
Excess Return 1m
0.008
Excess Return 1y
1.389
Excess Return 3m
0.211
Excess Return 6m
0.248
Expected Shortfall 95 1y
-0.055
Market Cap
674,898,269,000
Max Drawdown 1m
-0.132
Max Drawdown 1w
-0.026
Max Drawdown 1y
-0.179
Max Drawdown 2y
-0.366
Max Drawdown 3m
-0.132
Max Drawdown 5y
-0.569
Max Drawdown 6m
-0.179
Momentum Acceleration 1m Vs 3m
-0.070
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
1
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.067
Return 1m
0.014
Return 1w
0.010
Return 1y
1.576
Return 2y
0.985
Return 3m
0.252
Return 5y
1.681
Return 6m
0.330
Return Skewness 1y
0.130
Sector Excess Return 1y
1.189
Sharpe 1m
0.563
Sharpe 1y
2.330
Sharpe 2y
0.979
Sharpe 3m
1.852
Sharpe 5y
0.674
Sharpe 6m
1.368
Sortino 1m
0.561
Sortino 1y
2.448
Sortino 2y
0.974
Sortino 3m
1.977
Sortino 5y
0.679
Sortino 6m
1.428
Trend R2 1m
0.097
Trend R2 1w
0.335
Trend R2 1y
0.932
Trend R2 2y
0.698
Trend R2 3m
0.725
Trend R2 5y
0.479
Trend R2 6m
0.690
Trend 1m
-0.001
Trend 1w
0.005
Trend 1y
0.004
Trend 2y
0.002
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
4.717
Value At Risk 95 1y
-0.042
Volatility 1m
0.545
Volatility 1w
0.330
Volatility 1y
0.450
Volatility 2y
0.457
Volatility 3m
0.573
Volatility 5y
0.430
Volatility 6m
0.513
Worst Day 1y
-0.078
Distance From Sma 50 Score
0.563
Downside Volatility 1y Score
0.504
Downside Volatility 3m Score
0.648
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.913
Expected Shortfall 95 1y Score
0.454
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.855
Drawdown Score 1y
0.725
Drawdown Score 5y
0.431
Momentum Acceleration 1m Vs 3m Score
0.266
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.262
Relative Volume 20d Score
0.284
Return 1m Score
0.523
Return 1y Score
1
Return 3m Score
0.815
Return 6m Score
0.775
Return Skewness 1y Score
0.522
Sortino 1y Score
0.681
Sortino 3m Score
0.622
Trend R2 1y Score
0.932
Trend R2 3m Score
0.725
Trend Slope 1y Score
0.736
Trend Slope 3m Score
0.783
Volatility 1y Score
0.533
Volatility 3m Score
0.697