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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

GEV

Industrials | v2 | as of 2026-07-23
Close

Research Detail

GEV

GEV

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.
35 fields
Beta To Benchmark 1y
2.034
Correlation To Benchmark 1y
0.489
Inverse To Benchmark 1y
0.511
Drawdown Score 1m
0.354
Drawdown Score 3m
0.386
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
0.553
Drawdown Score 1y
0.622
Drawdown Score 2y
0.521
Drawdown Score 5y
0.617
Return 1w
-0.005
Return 1m
-0.004
Return 3m
-0.085
Return 6m
0.546
Return 1y
0.883
Return 2y
5.412
Return 5y
6.890
Sharpe 1m
0.229
Sharpe 3m
-0.377
Sharpe 6m
1.921
Sharpe 1y
1.457
Sharpe 2y
1.997
Trend 1w
-0.007
Trend 1m
-0.002
Trend 3m
-0.000
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.003
Trend 5y
0.004
Volatility 1w
0.817
Volatility 1m
0.622
Volatility 3m
0.547
Volatility 6m
0.525
Volatility 1y
0.529
Volatility 2y
0.539
Volatility 5y
0.536
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
GEV
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
582
Data Start Date
2024-03-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.978
Aptet Fit Raw Score
0.982
Aptet Fit Confidence
0.992
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.977
Force Fit Raw Score
0.986
Force Fit Confidence
0.982
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GEV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "GEV",
    "hitRates": {
      "1": 0.5579399141630901,
      "5": 0.6508620689655172,
      "10": 0.6594827586206896
    },
    "hitRate1D": 0.5579399141630901,
    "comboQuality": 0.9990291709219071,
    "eligibleDays": 315,
    "fitnessScore": 1.8760055428662992,
    "lookbackDays": 45,
    "returnLift1D": -0.00005723639795997184,
    "hitRateLift1D": 0.018257374480550426,
    "activationRate": 0.7396825396825397,
    "activationCount": 233,
    "baselineHitRates": {
      "1": 0.5396825396825397,
      "5": 0.6141479099678456,
      "10": 0.6274509803921569
    },
    "sampleConfidence": 0.9994277539341918,
    "shadowSharpeLike": 1.7891051281914652,
    "avgForwardReturns": {
      "1": 0.004090455757537488,
      "5": 0.020406137514720264,
      "10": 0.03973392582076669
    },
    "shadowMaxDrawdown": -0.22783845304642047,
    "shadowTotalReturn": 1.3055426651066697,
    "avgForwardReturn1D": 0.004090455757537488,
    "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": 233,
      "5": 232,
      "10": 232
    },
    "baselineAvgForwardReturns": {
      "1": 0.00414769215549746,
      "5": 0.019489101865044885,
      "10": 0.03813883683831382
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9990291709219071,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9759037152638257,
    "bestRawFitnessScore": 1.8760055428662992,
    "upperQuartileComboQuality": 0.9921064338372908
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9779041336560287,
    "rawScore": 0.9817754797381124,
    "confidence": 0.992113581644723,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.9499314626092497,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9676650476748666,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5579399141630901,
        "5": 0.6508620689655172,
        "10": 0.6594827586206896
      },
      "hitRate1D": 0.5579399141630901,
      "comboQuality": 0.9990291709219071,
      "eligibleDays": 315,
      "fitnessScore": 1.8760055428662992,
      "lookbackDays": 45,
      "returnLift1D": -0.00005723639795997184,
      "hitRateLift1D": 0.018257374480550426,
      "activationRate": 0.7396825396825397,
      "activationCount": 233,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6141479099678456,
        "10": 0.6274509803921569
      },
      "sampleConfidence": 0.9994277539341918,
      "shadowSharpeLike": 1.7891051281914652,
      "avgForwardReturns": {
        "1": 0.004090455757537488,
        "5": 0.020406137514720264,
        "10": 0.03973392582076669
      },
      "shadowMaxDrawdown": -0.22783845304642047,
      "shadowTotalReturn": 1.3055426651066697,
      "avgForwardReturn1D": 0.004090455757537488,
      "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": 233,
        "5": 232,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
        "10": 0.03813883683831382
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5550847457627118,
        "5": 0.6468085106382979,
        "10": 0.6553191489361702
      },
      "hitRate1D": 0.5550847457627118,
      "comboQuality": 0.9983352032762208,
      "eligibleDays": 315,
      "fitnessScore": 1.7572049346928227,
      "lookbackDays": 45,
      "returnLift1D": -0.000273576701047616,
      "hitRateLift1D": 0.015402206080172176,
      "activationRate": 0.7492063492063492,
      "activationCount": 236,
      "baselineHitRates": {
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      "sampleConfidence": 0.9994350282485877,
      "shadowSharpeLike": 1.707939008457389,
      "avgForwardReturns": {
        "1": 0.003874115454449844,
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        "10": 0.03883424999501837
      },
      "shadowMaxDrawdown": -0.2736989109948945,
      "shadowTotalReturn": 1.2174413502366255,
      "avgForwardReturn1D": 0.003874115454449844,
      "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": 236,
        "5": 235,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
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      }
    },
    {
      "topN": 5,
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      "hitRates": {
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      },
      "hitRate1D": 0.5584415584415584,
      "comboQuality": 0.9936889271138636,
      "eligibleDays": 339,
      "fitnessScore": 1.4630060734076376,
      "lookbackDays": 21,
      "returnLift1D": -0.0004521901409099767,
      "hitRateLift1D": 0.018618549592000933,
      "activationRate": 0.6814159292035398,
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      "baselineHitRates": {
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      },
      "sampleConfidence": 0.9988455988455989,
      "shadowSharpeLike": 1.3395475855839947,
      "avgForwardReturns": {
        "1": 0.0035612639641077223,
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      "shadowMaxDrawdown": -0.20923697979747813,
      "shadowTotalReturn": 0.9644035754523501,
      "avgForwardReturn1D": 0.0035612639641077223,
      "riskOffActivations": 0,
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        "2025-03-25",
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        "2025-04-03",
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        "2025-04-09",
        "2025-04-10",
        "2025-04-11"
      ],
      "horizonObservationCounts": {
        "1": 231,
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      },
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      "topN": 3,
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        "1": 0.5530973451327433,
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      },
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      "comboQuality": 0.9928378337939545,
      "eligibleDays": 315,
      "fitnessScore": 1.434986069943066,
      "lookbackDays": 45,
      "returnLift1D": -0.0007349618211128619,
      "hitRateLift1D": 0.013414805450203682,
      "activationRate": 0.7174603174603175,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.5396825396825397,
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      "sampleConfidence": 0.9994100294985251,
      "shadowSharpeLike": 1.5363025895213707,
      "avgForwardReturns": {
        "1": 0.0034127303343845982,
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      },
      "shadowMaxDrawdown": -0.26740771635070393,
      "shadowTotalReturn": 0.9429432500618258,
      "avgForwardReturn1D": 0.0034127303343845982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
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      ],
      "horizonObservationCounts": {
        "1": 226,
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        "10": 225
      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
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      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
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      },
      "hitRate1D": 0.5527426160337553,
      "comboQuality": 0.9922288682149374,
      "eligibleDays": 330,
      "fitnessScore": 1.416898355588033,
      "lookbackDays": 30,
      "returnLift1D": -0.000888146157060577,
      "hitRateLift1D": 0.010318373609512821,
      "activationRate": 0.7181818181818181,
      "activationCount": 237,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.6196319018404908,
        "10": 0.6417445482866043
      },
      "sampleConfidence": 0.9963431786216597,
      "shadowSharpeLike": 1.4124243492128714,
      "avgForwardReturns": {
        "1": 0.0033556218019198205,
        "5": 0.019625506523552903,
        "10": 0.04135347561757224
      },
      "shadowMaxDrawdown": -0.31027838390997464,
      "shadowTotalReturn": 0.9550508170002963,
      "avgForwardReturn1D": 0.0033556218019198205,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 237,
        "5": 233,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.0042437679589803975,
        "5": 0.021122468955190016,
        "10": 0.04276602909005944
      }
    },
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.6387665198237885,
        "10": 0.6576576576576577
      },
      "hitRate1D": 0.5584415584415584,
      "comboQuality": 0.9920656223780753,
      "eligibleDays": 330,
      "fitnessScore": 1.4122885548716242,
      "lookbackDays": 30,
      "returnLift1D": -0.0008048576173687685,
      "hitRateLift1D": 0.01601731601731593,
      "activationRate": 0.7,
      "activationCount": 231,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.6196319018404908,
        "10": 0.6417445482866043
      },
      "sampleConfidence": 0.9962481962481964,
      "shadowSharpeLike": 1.41206515401345,
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      "shadowSharpeLike": 0.8519196802465654,
      "avgForwardReturns": {
        "1": 0.002534829438972992,
        "5": 0.019873881237432566,
        "10": 0.03980411882639961
      },
      "shadowMaxDrawdown": -0.18070959397289987,
      "shadowTotalReturn": 0.4100502518526701,
      "avgForwardReturn1D": 0.002534829438972992,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-03",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.004013454105017699,
        "5": 0.019221626751273858,
        "10": 0.03999484599361887
      }
    },
    {
      "topN": 3,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5364583333333334,
        "5": 0.6321243523316062,
        "10": 0.6528497409326425
      },
      "hitRate1D": 0.5364583333333334,
      "comboQuality": 0.7066349512395758,
      "eligibleDays": 352,
      "fitnessScore": 0.5434012220658662,
      "lookbackDays": 14,
      "returnLift1D": -0.0021236757257074358,
      "hitRateLift1D": -0.0048522079772079785,
      "activationRate": 0.5482954545454546,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5413105413105413,
        "5": 0.6109510086455331,
        "10": 0.6239067055393586
      },
      "sampleConfidence": 0.9996545768566495,
      "shadowSharpeLike": 0.6621969854819854,
      "avgForwardReturns": {
        "1": 0.0019748899298825244,
        "5": 0.020015339212122032,
        "10": 0.04135771468816463
      },
      "shadowMaxDrawdown": -0.3110568651689197,
      "shadowTotalReturn": 0.2851915470269286,
      "avgForwardReturn1D": 0.0019748899298825244,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 193,
        "10": 193
      },
      "baselineAvgForwardReturns": {
        "1": 0.00409856565558996,
        "5": 0.020367733170929877,
        "10": 0.03790423215640375
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    },
    {
      "topN": 2,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.6369047619047619,
        "10": 0.6488095238095238
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.46554894352619963,
      "eligibleDays": 352,
      "fitnessScore": 0.3196349566236093,
      "lookbackDays": 14,
      "returnLift1D": -0.00291286134922657,
      "hitRateLift1D": 0.00035612535612528085,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5413105413105413,
        "5": 0.6109510086455331,
        "10": 0.6239067055393586
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3670885228921673,
      "avgForwardReturns": {
        "1": 0.00118570430636339,
        "5": 0.019510509296739136,
        "10": 0.040625434173436815
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      "shadowMaxDrawdown": -0.23426136319871416,
      "shadowTotalReturn": 0.09827177783667018,
      "avgForwardReturn1D": 0.00118570430636339,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.00409856565558996,
        "5": 0.020367733170929877,
        "10": 0.03790423215640375
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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": 0.9585196027663496,
      "fitnessScore": 1.0408371918699857,
      "lookbackDays": 14,
      "returnLift1D": -0.0011102344344267943,
      "activationRate": 0.6136363636363636,
      "activationCount": 216,
      "sampleConfidence": 0.9993827160493828,
      "shadowTotalReturn": 0.6521443635034565,
      "avgForwardReturn1D": 0.002988331221163166
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9936889271138636,
      "fitnessScore": 1.4630060734076376,
      "lookbackDays": 21,
      "returnLift1D": -0.0004521901409099767,
      "activationRate": 0.6814159292035398,
      "activationCount": 231,
      "sampleConfidence": 0.9988455988455989,
      "shadowTotalReturn": 0.9644035754523501,
      "avgForwardReturn1D": 0.0035612639641077223
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9922288682149374,
      "fitnessScore": 1.416898355588033,
      "lookbackDays": 30,
      "returnLift1D": -0.000888146157060577,
      "activationRate": 0.7181818181818181,
      "activationCount": 237,
      "sampleConfidence": 0.9963431786216597,
      "shadowTotalReturn": 0.9550508170002963,
      "avgForwardReturn1D": 0.0033556218019198205
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9990291709219071,
      "fitnessScore": 1.8760055428662992,
      "lookbackDays": 45,
      "returnLift1D": -0.00005723639795997184,
      "activationRate": 0.7396825396825397,
      "activationCount": 233,
      "sampleConfidence": 0.9994277539341918,
      "shadowTotalReturn": 1.3055426651066697,
      "avgForwardReturn1D": 0.004090455757537488
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.97563548510221,
      "fitnessScore": 1.1617914798342308,
      "lookbackDays": 63,
      "returnLift1D": -0.00013809033921335446,
      "activationRate": 0.6430976430976431,
      "activationCount": 191,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7304642276953754,
      "avgForwardReturn1D": 0.0033233979644920397
    }
  ],
  "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": "6632c60dd51d022b678f8084510393f5edff1c2cffbcb2847719567e28545cde",
    "size": 13,
    "members": [
      "GEV",
      "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",
      "GEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "GEV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "GEV",
    "hitRates": {
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      "5": 0.646551724137931,
      "10": 0.6594827586206896
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    "hitRate1D": 0.5603448275862069,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9997469401764355,
    "eligibleDays": 344,
    "fitnessScore": 2.1719589406839206,
    "lookbackDays": 45,
    "returnLift1D": 0.00011367660853593958,
    "hitRateLift1D": 0.013833199679230135,
    "portfolioSize": 4,
    "activationRate": 0.6744186046511628,
    "activationCount": 232,
    "baselineHitRates": {
      "1": 0.5465116279069767,
      "5": 0.6147058823529412,
      "10": 0.6328358208955224
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.9525802425862835,
    "avgForwardReturns": {
      "1": 0.00456833166059725,
      "5": 0.020442236533957978,
      "10": 0.039736389434304326
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    "shadowMaxDrawdown": -0.17730463235438942,
    "shadowTotalReturn": 1.5816268597178618,
    "avgForwardReturn1D": 0.00456833166059725,
    "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": 232,
      "5": 232,
      "10": 232
    },
    "baselineAvgForwardReturns": {
      "1": 0.00445465505206131,
      "5": 0.02088112123955675,
      "10": 0.040607419419994094
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9997469401764355,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9776652376303785,
    "bestRawFitnessScore": 2.1719589406839206,
    "upperQuartileComboQuality": 0.9912209655995391
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9773231587101807,
    "rawScore": 0.9860201171606919,
    "confidence": 0.9823594705642424,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.7997473061652076,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9859336984109521,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
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        "5": 0.646551724137931,
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      "hitRate1D": 0.5603448275862069,
      "rankWeights": [
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      "comboQuality": 0.9997469401764355,
      "eligibleDays": 344,
      "fitnessScore": 2.1719589406839206,
      "lookbackDays": 45,
      "returnLift1D": 0.00011367660853593958,
      "hitRateLift1D": 0.013833199679230135,
      "portfolioSize": 4,
      "activationRate": 0.6744186046511628,
      "activationCount": 232,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.17730463235438942,
      "shadowTotalReturn": 1.5816268597178618,
      "avgForwardReturn1D": 0.00456833166059725,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5603448275862069,
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      "comboQuality": 0.9997469401764355,
      "eligibleDays": 344,
      "fitnessScore": 2.1719589406839206,
      "lookbackDays": 45,
      "returnLift1D": 0.00011367660853593958,
      "hitRateLift1D": 0.013833199679230135,
      "portfolioSize": 5,
      "activationRate": 0.6744186046511628,
      "activationCount": 232,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.9525802425862835,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.17730463235438942,
      "shadowTotalReturn": 1.5816268597178618,
      "avgForwardReturn1D": 0.00456833166059725,
      "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"
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      "horizonObservationCounts": {
        "1": 232,
        "5": 232,
        "10": 232
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "comboQuality": 0.9983022330948411,
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    },
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      "comboQuality": 0.9921659813281662,
      "eligibleDays": 359,
      "fitnessScore": 1.4151112547898725,
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      "returnLift1D": 0.00004536185113914728,
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      "portfolioSize": 4,
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      "sampleConfidence": 0.9962643678160921,
      "shadowSharpeLike": 1.3858389387533752,
      "avgForwardReturns": {
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-17",
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      ],
      "horizonObservationCounts": {
        "1": 232,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9921659813281662,
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      "fitnessScore": 1.4151112547898725,
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      "returnLift1D": 0.00004536185113914728,
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      "shadowTotalReturn": 0.41992110262156657,
      "avgForwardReturn1D": 0.0025745515188050406,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-03",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.003416324087931616,
        "5": 0.01661708285887187,
        "10": 0.03358425886603358
      }
    },
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5380952380952381,
        "5": 0.6238095238095238,
        "10": 0.6476190476190476
      },
      "hitRate1D": 0.5380952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5262821729137982,
      "eligibleDays": 375,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "hitRateLift1D": 0.002095238095238039,
      "portfolioSize": 4,
      "activationRate": 0.56,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4444081946006468,
      "avgForwardReturns": {
        "1": 0.0014861253297612934,
        "5": 0.017162767077368,
        "10": 0.03808174689486294
      },
      "shadowMaxDrawdown": -0.3886287485504326,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 210,
        "5": 210,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5380952380952381,
        "5": 0.6238095238095238,
        "10": 0.6476190476190476
      },
      "hitRate1D": 0.5380952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5262821729137982,
      "eligibleDays": 375,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "hitRateLift1D": 0.002095238095238039,
      "portfolioSize": 5,
      "activationRate": 0.56,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4444081946006468,
      "avgForwardReturns": {
        "1": 0.0014861253297612934,
        "5": 0.017162767077368,
        "10": 0.03808174689486294
      },
      "shadowMaxDrawdown": -0.3886287485504326,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 210,
        "5": 210,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 3,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.6173469387755102,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.29710022538541253,
      "eligibleDays": 375,
      "fitnessScore": 0.1605481500621511,
      "lookbackDays": 14,
      "returnLift1D": -0.0021810444120034175,
      "hitRateLift1D": -0.00028571428571433355,
      "portfolioSize": 3,
      "activationRate": 0.5226666666666666,
      "activationCount": 196,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.19394807848295378,
      "avgForwardReturns": {
        "1": 0.0007558673941311146,
        "5": 0.017157834668157047,
        "10": 0.03830074344338433
      },
      "shadowMaxDrawdown": -0.36365107251784834,
      "shadowTotalReturn": -0.009425987867352714,
      "avgForwardReturn1D": 0.0007558673941311146,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 196,
        "5": 196,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 2,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5321637426900585,
        "5": 0.6198830409356725,
        "10": 0.6432748538011696
      },
      "hitRate1D": 0.5321637426900585,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.12941402599533897,
      "eligibleDays": 375,
      "fitnessScore": -0.06935294489608573,
      "lookbackDays": 14,
      "returnLift1D": -0.0030604709351692385,
      "hitRateLift1D": -0.0038362573099415265,
      "portfolioSize": 2,
      "activationRate": 0.456,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.08641051269924073,
      "avgForwardReturns": {
        "1": -0.00012355912903470642,
        "5": 0.016901444866445278,
        "10": 0.038377414763359874
      },
      "shadowMaxDrawdown": -0.40536253991079085,
      "shadowTotalReturn": -0.1444925255457944,
      "avgForwardReturn1D": -0.00012355912903470642,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    }
  ],
  "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": 0.5262821729137982,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "activationRate": 0.56,
      "activationCount": 210,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934
    },
    {
      "comboQuality": 0.9706156444796863,
      "fitnessScore": 1.1194429924817388,
      "lookbackDays": 21,
      "returnLift1D": -0.0003932679716830488,
      "activationRate": 0.6114130434782609,
      "activationCount": 225,
      "sampleConfidence": 0.9985185185185186,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7028219457696689,
      "avgForwardReturn1D": 0.0030230561162485673
    },
    {
      "comboQuality": 0.9921659813281662,
      "fitnessScore": 1.4151112547898725,
      "lookbackDays": 30,
      "returnLift1D": 0.00004536185113914728,
      "activationRate": 0.6462395543175488,
      "activationCount": 232,
      "sampleConfidence": 0.9962643678160921,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9845307710202185,
      "avgForwardReturn1D": 0.0034980832918500853
    },
    {
      "comboQuality": 0.9997469401764355,
      "fitnessScore": 2.1719589406839206,
      "lookbackDays": 45,
      "returnLift1D": 0.00011367660853593958,
      "activationRate": 0.6744186046511628,
      "activationCount": 232,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.5816268597178618,
      "avgForwardReturn1D": 0.00456833166059725
    },
    {
      "comboQuality": 0.9909059603566633,
      "fitnessScore": 1.3820200927217678,
      "lookbackDays": 63,
      "returnLift1D": -0.0007052945156849747,
      "activationRate": 0.6288343558282209,
      "activationCount": 205,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.9268279249850604,
      "avgForwardReturn1D": 0.0036430516026431862
    }
  ],
  "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": "6632c60dd51d022b678f8084510393f5edff1c2cffbcb2847719567e28545cde",
    "size": 13,
    "members": [
      "GEV",
      "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
0.767
Liquidity
1
Momentum
0.567
Relative strength
0.622
Trend quality
0.569
Stability
0.553
Aggression
0.592
Downside risk
0.546
Drawdown state
0.871
Quality momentum
0.577
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.511
Benchmark Independence 3m Score
0.531
Beta 1y Profile Score
0.814
Beta 3m Profile Score
0.785
Beta Change Score
0.464
Correlation Change Score
0.490
Current Drawdown Score
0.812
Days Since 52w High Score
0.063
Distance From 52w High Score
0.812
Distance From Sma 20 Score
0.428
Distance From Sma 200 Score
0.916
Distance From Sma 50 Score
0.495
Downside Volatility 1m Score
0.811
Downside Volatility 1y Score
0.552
Downside Volatility 2y Score
0.636
Downside Volatility 3m Score
0.696
Downside Volatility 5y Score
0.618
Downside Volatility 6m Score
0.586
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
1
Excess Return 3m Score
0.291
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.357
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.767
Drawdown Score 1m
0.354
Drawdown Score 1y
0.622
Drawdown Score 2y
0.521
Drawdown Score 3m
0.386
Drawdown Score 5y
0.617
Drawdown Score 6m
0.553
Momentum Acceleration 1m Vs 3m Score
0.582
Momentum Acceleration 3m Vs 6m Score
0.102
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.163
Relative Strength Slope 3m Score
0.444
Relative Volume 20d Score
0.268
Return 1m Score
0.494
Return 1w Score
0.484
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.394
Return 5y Score
0.607
Return 6m Score
0.955
Return Skewness 1y Score
0.615
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.446
Sharpe 1y Score
0.691
Sharpe 2y Score
0.799
Sharpe 3m Score
0.325
Sharpe 6m Score
0.784
Sortino 1m Score
0.402
Sortino 1y Score
0.583
Sortino 2y Score
0.630
Sortino 3m Score
0.330
Sortino 6m Score
0.632
Trend R2 1m Score
0.166
Trend R2 1w Score
0.137
Trend R2 1y Score
0.817
Trend R2 2y Score
0.937
Trend R2 3m Score
0.006
Trend R2 5y Score
0.957
Trend R2 6m Score
0.703
Trend Slope 1m Score
0.345
Trend Slope 1w Score
0.074
Trend Slope 1y Score
0.681
Trend Slope 2y Score
0.715
Trend Slope 3m Score
0.484
Trend Slope 5y Score
0.725
Trend Slope 6m Score
0.701
Volatility 1m Score
0.762
Volatility 1w Score
1
Volatility 1y Score
0.638
Volatility 2y Score
0.652
Volatility 3m Score
0.663
Volatility 5y Score
0.647
Volatility 6m Score
0.633
Worst Day 1y Score
0.475
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,154,030,734.559
Best Day 1y
0.156
Beta To Benchmark 1y
2.034
Beta 3m
1.962
Beta Change
-0.072
Beta To Sector 1y
1.825
Correlation To Benchmark 1y
0.489
Correlation 3m
0.469
Correlation Change
-0.020
Correlation To Sector 1y
0.577
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.511
Benchmark Independence 3m Score
0.531
Beta 1y Profile Score
0.814
Beta 3m Profile Score
0.785
Beta Change Score
0.464
Correlation Change Score
0.490
Current Drawdown Score
0.812
Distance From Sma 20 Score
0.428
Distance From Sma 200 Score
0.916
Current Drawdown
-0.122
Days Since 52w High
16
Distance From 52w High
-0.122
Distance From Sma 20
-0.043
Distance From Sma 200
0.250
Distance From Sma 50
-0.003
Downside Capture 1y
0.452
Downside Volatility 1m
0.658
Downside Volatility 1w
-
Downside Volatility 1y
0.464
Downside Volatility 2y
0.527
Downside Volatility 3m
0.572
Downside Volatility 5y
0.514
Downside Volatility 6m
0.490
Drawdown Recovery
1
Excess Return 1m
-0.010
Excess Return 1y
0.696
Excess Return 3m
-0.126
Excess Return 6m
0.463
Expected Shortfall 95 1y
-0.064
Market Cap
270,262,001,319.75
Max Drawdown 1m
-0.162
Max Drawdown 1w
-0.087
Max Drawdown 1y
-0.246
Max Drawdown 2y
-0.383
Max Drawdown 3m
-0.246
Max Drawdown 5y
-0.383
Max Drawdown 6m
-0.246
Momentum Acceleration 1m Vs 3m
0.025
Momentum Acceleration 3m Vs 6m
-0.119
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.005
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.024
Return 1m
-0.004
Return 1w
-0.005
Return 1y
0.883
Return 2y
5.412
Return 3m
-0.085
Return 5y
6.890
Return 6m
0.546
Return Skewness 1y
0.691
Sector Excess Return 1y
0.662
Sharpe 1m
0.229
Sharpe 1y
1.457
Sharpe 2y
1.997
Sharpe 3m
-0.377
Sharpe 5y
-
Sharpe 6m
1.921
Sortino 1m
0.216
Sortino 1y
1.661
Sortino 2y
2.044
Sortino 3m
-0.361
Sortino 5y
-
Sortino 6m
2.059
Trend R2 1m
0.166
Trend R2 1w
0.137
Trend R2 1y
0.817
Trend R2 2y
0.937
Trend R2 3m
0.006
Trend R2 5y
0.957
Trend R2 6m
0.703
Trend 1m
-0.002
Trend 1w
-0.007
Trend 1y
0.003
Trend 2y
0.003
Trend 3m
-0.000
Trend 5y
0.004
Trend 6m
0.003
Upside Capture 1y
3.506
Value At Risk 95 1y
-0.045
Volatility 1m
0.622
Volatility 1w
0.817
Volatility 1y
0.529
Volatility 2y
0.539
Volatility 3m
0.547
Volatility 5y
0.536
Volatility 6m
0.525
Worst Day 1y
-0.105
Distance From Sma 50 Score
0.495
Downside Volatility 1y Score
0.552
Downside Volatility 3m Score
0.696
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
1
Excess Return 3m Score
0.291
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.357
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.767
Drawdown Score 1y
0.622
Drawdown Score 5y
0.617
Momentum Acceleration 1m Vs 3m Score
0.582
Momentum Acceleration 3m Vs 6m Score
0.102
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.163
Relative Volume 20d Score
0.268
Return 1m Score
0.494
Return 1y Score
1
Return 3m Score
0.394
Return 6m Score
0.955
Return Skewness 1y Score
0.615
Sortino 1y Score
0.583
Sortino 3m Score
0.330
Trend R2 1y Score
0.817
Trend R2 3m Score
0.006
Trend Slope 1y Score
0.681
Trend Slope 3m Score
0.484
Volatility 1y Score
0.638
Volatility 3m Score
0.663