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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

OPY

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

Research Detail

OPY

OPY

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.001
Correlation To Benchmark 1y
0.334
Inverse To Benchmark 1y
0.666
Drawdown Score 1m
0.702
Drawdown Score 3m
0.469
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
0.614
Drawdown Score 1y
0.674
Drawdown Score 2y
0.632
Drawdown Score 5y
0.550
Return 1w
0.052
Return 1m
0.152
Return 3m
0.105
Return 6m
0.586
Return 1y
0.762
Return 2y
1.414
Return 5y
1.479
Sharpe 1m
4.027
Sharpe 3m
1.084
Sharpe 6m
2.282
Sharpe 1y
1.693
Sharpe 2y
1.423
Sharpe 5y
0.715
Trend 1w
0.007
Trend 1m
0.006
Trend 3m
0.000
Trend 6m
0.003
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.490
Volatility 1m
0.448
Volatility 3m
0.471
Volatility 6m
0.448
Volatility 1y
0.376
Volatility 2y
0.353
Volatility 5y
0.330
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
OPY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:51 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.835
Aptet Fit Raw Score
0.855
Aptet Fit Confidence
0.954
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.781
Force Fit Raw Score
0.800
Force Fit Confidence
0.953
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:51 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OPY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OPY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "OPY",
    "hitRates": {
      "1": 0.5566502463054187,
      "5": 0.6059113300492611,
      "10": 0.61
    },
    "hitRate1D": 0.5566502463054187,
    "comboQuality": 0.9914188429992813,
    "eligibleDays": 297,
    "fitnessScore": 1.3949050345543508,
    "lookbackDays": 63,
    "returnLift1D": 0.00125365803365765,
    "hitRateLift1D": 0.016109705764878135,
    "activationRate": 0.6835016835016835,
    "activationCount": 203,
    "baselineHitRates": {
      "1": 0.5405405405405406,
      "5": 0.5924657534246576,
      "10": 0.5993031358885017
    },
    "sampleConfidence": 0.9990147783251232,
    "shadowSharpeLike": 1.771998920242097,
    "avgForwardReturns": {
      "1": 0.003410593408067603,
      "5": 0.01414339575494747,
      "10": 0.026579440959963393
    },
    "shadowMaxDrawdown": -0.19402949496127153,
    "shadowTotalReturn": 0.8608600943716,
    "avgForwardReturn1D": 0.003410593408067603,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-30",
      "2025-06-10",
      "2025-06-26",
      "2025-06-27",
      "2025-06-30"
    ],
    "horizonObservationCounts": {
      "1": 203,
      "5": 203,
      "10": 200
    },
    "baselineAvgForwardReturns": {
      "1": 0.002156935374409953,
      "5": 0.010917536705089222,
      "10": 0.023059766910521876
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9914188429992813,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8014204019916478,
    "bestRawFitnessScore": 1.3949050345543508,
    "upperQuartileComboQuality": 0.9063529605767009
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.834840255200393,
    "rawScore": 0.8546539623628939,
    "confidence": 0.9536333813799417,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.6503452227411566,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        63
      ]
    },
    "parameterStability": 0.7939236748608371,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5566502463054187,
        "5": 0.6059113300492611,
        "10": 0.61
      },
      "hitRate1D": 0.5566502463054187,
      "comboQuality": 0.9914188429992813,
      "eligibleDays": 297,
      "fitnessScore": 1.3949050345543508,
      "lookbackDays": 63,
      "returnLift1D": 0.00125365803365765,
      "hitRateLift1D": 0.016109705764878135,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.5993031358885017
      },
      "sampleConfidence": 0.9990147783251232,
      "shadowSharpeLike": 1.771998920242097,
      "avgForwardReturns": {
        "1": 0.003410593408067603,
        "5": 0.01414339575494747,
        "10": 0.026579440959963393
      },
      "shadowMaxDrawdown": -0.19402949496127153,
      "shadowTotalReturn": 0.8608600943716,
      "avgForwardReturn1D": 0.003410593408067603,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-30",
        "2025-06-10",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 200
      },
      "baselineAvgForwardReturns": {
        "1": 0.002156935374409953,
        "5": 0.010917536705089222,
        "10": 0.023059766910521876
      }
    },
    {
      "topN": 4,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5368421052631579,
        "5": 0.5947368421052631,
        "10": 0.5957446808510638
      },
      "hitRate1D": 0.5368421052631579,
      "comboQuality": 0.9605000618172681,
      "eligibleDays": 297,
      "fitnessScore": 1.0520540867243982,
      "lookbackDays": 63,
      "returnLift1D": 0.0007165158434463558,
      "hitRateLift1D": -0.0036984352773826723,
      "activationRate": 0.6397306397306397,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.5993031358885017
      },
      "sampleConfidence": 0.9992982456140351,
      "shadowSharpeLike": 1.4161840650830742,
      "avgForwardReturns": {
        "1": 0.002873451217856309,
        "5": 0.01461410706234059,
        "10": 0.02628849505739173
      },
      "shadowMaxDrawdown": -0.1940294949612711,
      "shadowTotalReturn": 0.6086292474836448,
      "avgForwardReturn1D": 0.002873451217856309,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-06-26",
        "2025-06-27",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 190,
        "10": 188
      },
      "baselineAvgForwardReturns": {
        "1": 0.002156935374409953,
        "5": 0.010917536705089222,
        "10": 0.023059766910521876
      }
    },
    {
      "topN": 5,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5434782608695652,
        "5": 0.6132596685082873,
        "10": 0.5965909090909091
      },
      "hitRate1D": 0.5434782608695652,
      "comboQuality": 0.9601001914786556,
      "eligibleDays": 352,
      "fitnessScore": 1.049746546448227,
      "lookbackDays": 14,
      "returnLift1D": 0.0011357485560462345,
      "hitRateLift1D": -0.002236024844720519,
      "activationRate": 0.5227272727272727,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.5457142857142857,
        "5": 0.615606936416185,
        "10": 0.6111111111111112
      },
      "sampleConfidence": 0.9960144927536232,
      "shadowSharpeLike": 1.4126711993853394,
      "avgForwardReturns": {
        "1": 0.0030185977084610073,
        "5": 0.011669439268756859,
        "10": 0.024439454612494384
      },
      "shadowMaxDrawdown": -0.1200220416309179,
      "shadowTotalReturn": 0.6254501046020637,
      "avgForwardReturn1D": 0.0030185977084610073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 181,
        "10": 176
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018828491524147729,
        "5": 0.010423881376391666,
        "10": 0.021906472736711105
      }
    },
    {
      "topN": 3,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5789473684210527,
        "5": 0.5657894736842105,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.5789473684210527,
      "comboQuality": 0.9275842981823271,
      "eligibleDays": 339,
      "fitnessScore": 0.9110353157348484,
      "lookbackDays": 21,
      "returnLift1D": 0.0009131476976201023,
      "hitRateLift1D": 0.03161009031454376,
      "activationRate": 0.45132743362831856,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.6107784431137725,
        "10": 0.6139817629179332
      },
      "sampleConfidence": 0.9965141612200437,
      "shadowSharpeLike": 1.3067954774875368,
      "avgForwardReturns": {
        "1": 0.0030491778338614843,
        "5": 0.008721521180515963,
        "10": 0.014145552443587252
      },
      "shadowMaxDrawdown": -0.14958588042801102,
      "shadowTotalReturn": 0.5002110387283196,
      "avgForwardReturn1D": 0.0030491778338614843,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.002136030136241382,
        "5": 0.010577371782107124,
        "10": 0.022582368059496684
      }
    },
    {
      "topN": 3,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5325443786982249,
        "5": 0.6035502958579881,
        "10": 0.5739644970414202
      },
      "hitRate1D": 0.5325443786982249,
      "comboQuality": 0.9090208576752618,
      "eligibleDays": 297,
      "fitnessScore": 0.8563823082183644,
      "lookbackDays": 63,
      "returnLift1D": 0.0005096328295944915,
      "hitRateLift1D": -0.007996161842315663,
      "activationRate": 0.569023569023569,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.5993031358885017
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2428467572468302,
      "avgForwardReturns": {
        "1": 0.0026665682040044447,
        "5": 0.013001859906329865,
        "10": 0.023661080811637755
      },
      "shadowMaxDrawdown": -0.18115044813690628,
      "shadowTotalReturn": 0.4696444296849285,
      "avgForwardReturn1D": 0.0026665682040044447,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-06-26",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 169,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.002156935374409953,
        "5": 0.010917536705089222,
        "10": 0.023059766910521876
      }
    },
    {
      "topN": 5,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5580110497237569,
        "5": 0.580110497237569,
        "10": 0.5454545454545454
      },
      "hitRate1D": 0.5580110497237569,
      "comboQuality": 0.9054636615438473,
      "eligibleDays": 339,
      "fitnessScore": 0.8470818272610716,
      "lookbackDays": 21,
      "returnLift1D": 0.00029107280871772936,
      "hitRateLift1D": 0.010673771617248029,
      "activationRate": 0.5368731563421829,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5473372781065089,
        "5": 0.6107784431137725,
        "10": 0.6139817629179332
      },
      "sampleConfidence": 0.9970695970695971,
      "shadowSharpeLike": 1.1502225809348081,
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      "sampleConfidence": 0.9924882629107982,
      "shadowSharpeLike": 0.35923760322652176,
      "avgForwardReturns": {
        "1": 0.0008916869071083501,
        "5": 0.006542499732603375,
        "10": 0.020921735638666117
      },
      "shadowMaxDrawdown": -0.1824193433796386,
      "shadowTotalReturn": 0.07655558793329464,
      "avgForwardReturn1D": 0.0008916869071083501,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-30",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-05"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.002439860480909259,
        "5": 0.012054702490986662,
        "10": 0.024987212123125078
      }
    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5034965034965035,
        "5": 0.5251798561151079,
        "10": 0.5149253731343284
      },
      "hitRate1D": 0.5034965034965035,
      "comboQuality": 0.36257884581492095,
      "eligibleDays": 330,
      "fitnessScore": 0.22587850066656248,
      "lookbackDays": 30,
      "returnLift1D": -0.0014150872131344552,
      "hitRateLift1D": -0.04361595850957545,
      "activationRate": 0.43636363636363634,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.547112462006079,
        "5": 0.6215384615384615,
        "10": 0.63125
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": 0.29503447777541747,
      "avgForwardReturns": {
        "1": 0.0007887321924281874,
        "5": 0.0031098665089067563,
        "10": 0.010122559742343768
      },
      "shadowMaxDrawdown": -0.18704204238363953,
      "shadowTotalReturn": 0.057714217373272314,
      "avgForwardReturn1D": 0.0007887321924281874,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022038194055626426,
        "5": 0.011666017160698545,
        "10": 0.025975189908380814
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    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.49514563106796117,
        "5": 0.5048543689320388,
        "10": 0.46601941747572817
      },
      "hitRate1D": 0.49514563106796117,
      "comboQuality": 0.3546342153774397,
      "eligibleDays": 297,
      "fitnessScore": 0.21827931531288197,
      "lookbackDays": 63,
      "returnLift1D": -0.0009936984783021113,
      "hitRateLift1D": -0.0453949094725794,
      "activationRate": 0.3468013468013468,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.5993031358885017
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.38108997872227196,
      "avgForwardReturns": {
        "1": 0.0011632368961078418,
        "5": 0.0031723542515663984,
        "10": 0.010675585405271953
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      "shadowMaxDrawdown": -0.150011087487797,
      "shadowTotalReturn": 0.07863120529543677,
      "avgForwardReturn1D": 0.0011632368961078418,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-14"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.002156935374409953,
        "5": 0.010917536705089222,
        "10": 0.023059766910521876
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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": 0.9601001914786556,
      "fitnessScore": 1.049746546448227,
      "lookbackDays": 14,
      "returnLift1D": 0.0011357485560462345,
      "activationRate": 0.5227272727272727,
      "activationCount": 184,
      "sampleConfidence": 0.9960144927536232,
      "shadowTotalReturn": 0.6254501046020637,
      "avgForwardReturn1D": 0.0030185977084610073
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9275842981823271,
      "fitnessScore": 0.9110353157348484,
      "lookbackDays": 21,
      "returnLift1D": 0.0009131476976201023,
      "activationRate": 0.45132743362831856,
      "activationCount": 153,
      "sampleConfidence": 0.9965141612200437,
      "shadowTotalReturn": 0.5002110387283196,
      "avgForwardReturn1D": 0.0030491778338614843
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8039961574458617,
      "fitnessScore": 0.6605212497122905,
      "lookbackDays": 30,
      "returnLift1D": -0.0003838346702102419,
      "activationRate": 0.5848484848484848,
      "activationCount": 193,
      "sampleConfidence": 0.9944732297063904,
      "shadowTotalReturn": 0.318327745153943,
      "avgForwardReturn1D": 0.0018199847353524007
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7988446465374338,
      "fitnessScore": 0.6533995755267854,
      "lookbackDays": 45,
      "returnLift1D": -0.0008615737773239891,
      "activationRate": 0.6825396825396826,
      "activationCount": 215,
      "sampleConfidence": 0.9950387596899225,
      "shadowTotalReturn": 0.30906210622539887,
      "avgForwardReturn1D": 0.0015782867035852698
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9914188429992813,
      "fitnessScore": 1.3949050345543508,
      "lookbackDays": 63,
      "returnLift1D": 0.00125365803365765,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "sampleConfidence": 0.9990147783251232,
      "shadowTotalReturn": 0.8608600943716,
      "avgForwardReturn1D": 0.003410593408067603
    }
  ],
  "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": "d176731e298e69c2139d415d560c82f020c54426c51082f41c2b43632dd92a86",
    "size": 13,
    "members": [
      "OPY",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OPY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "OPY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "OPY",
    "hitRates": {
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      "5": 0.5968586387434555,
      "10": 0.5978835978835979
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    "hitRate1D": 0.5392670157068062,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9573704655766856,
    "eligibleDays": 326,
    "fitnessScore": 1.034561486076972,
    "lookbackDays": 63,
    "returnLift1D": 0.0005154107438875375,
    "hitRateLift1D": -0.006745254231844022,
    "portfolioSize": 4,
    "activationRate": 0.5858895705521472,
    "activationCount": 191,
    "baselineHitRates": {
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      "5": 0.6273291925465838,
      "10": 0.637223974763407
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    "sampleConfidence": 0.999301919720768,
    "shadowSharpeLike": 1.368231960792136,
    "avgForwardReturns": {
      "1": 0.0028988397252693067,
      "5": 0.014574725481831552,
      "10": 0.02641207717244435
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    "shadowMaxDrawdown": -0.19402949496127164,
    "shadowTotalReturn": 0.6194376994732012,
    "avgForwardReturn1D": 0.0028988397252693067,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-15",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-06-26",
      "2025-06-27",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09"
    ],
    "horizonObservationCounts": {
      "1": 191,
      "5": 191,
      "10": 189
    },
    "baselineAvgForwardReturns": {
      "1": 0.002383428981381769,
      "5": 0.012866812073442847,
      "10": 0.02684831292075031
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9573704655766856,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7079252768439362,
    "bestRawFitnessScore": 1.034561486076972,
    "upperQuartileComboQuality": 0.8290220236072972
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7809115804839354,
    "rawScore": 0.7995986421297453,
    "confidence": 0.9532588959980309,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6004042371096547,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.827837278269218,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "OPY",
      "hitRates": {
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        "5": 0.5968586387434555,
        "10": 0.5978835978835979
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      "hitRate1D": 0.5392670157068062,
      "rankWeights": [
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        0.10000000000000002
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      "comboQuality": 0.9573704655766856,
      "eligibleDays": 326,
      "fitnessScore": 1.034561486076972,
      "lookbackDays": 63,
      "returnLift1D": 0.0005154107438875375,
      "hitRateLift1D": -0.006745254231844022,
      "portfolioSize": 4,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "baselineHitRates": {
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        "10": 0.637223974763407
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      "sampleConfidence": 0.999301919720768,
      "shadowSharpeLike": 1.368231960792136,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19402949496127164,
      "shadowTotalReturn": 0.6194376994732012,
      "avgForwardReturn1D": 0.0028988397252693067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-06-26",
        "2025-06-27",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 191,
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        "10": 189
      },
      "baselineAvgForwardReturns": {
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        "5": 0.012866812073442847,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5392670157068062,
      "rankWeights": [
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      "comboQuality": 0.9573704655766856,
      "eligibleDays": 326,
      "fitnessScore": 1.034561486076972,
      "lookbackDays": 63,
      "returnLift1D": 0.0005154107438875375,
      "hitRateLift1D": -0.006745254231844022,
      "portfolioSize": 5,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
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      "sampleConfidence": 0.999301919720768,
      "shadowSharpeLike": 1.368231960792136,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19402949496127164,
      "shadowTotalReturn": 0.6194376994732012,
      "avgForwardReturn1D": 0.0028988397252693067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-06-26",
        "2025-06-27",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
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        "10": 189
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5352941176470588,
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      "comboQuality": 0.9035498851859872,
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      "fitnessScore": 0.8422071862452642,
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      "returnLift1D": 0.0003128809163269958,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2041568140355405,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.889794436548473,
      "eligibleDays": 368,
      "fitnessScore": 0.8095014787863819,
      "lookbackDays": 21,
      "returnLift1D": 0.001111581610388435,
      "hitRateLift1D": 0.033385093167701885,
      "portfolioSize": 3,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
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        "5": 0.5934065934065934,
        "10": 0.5821727019498607
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      "sampleConfidence": 0.997835497835498,
      "shadowSharpeLike": 1.1314705164187724,
      "avgForwardReturns": {
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        "5": 0.00808598468658897,
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      "shadowMaxDrawdown": -0.14958588042801113,
      "shadowTotalReturn": 0.43851052128013257,
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      "riskOffActivations": 0,
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        "2025-05-06",
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        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 149
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
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      "hitRate1D": 0.5801526717557252,
      "rankWeights": [
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      "comboQuality": 0.8810374736852988,
      "eligibleDays": 368,
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      "returnLift1D": 0.0014632005136814407,
      "hitRateLift1D": 0.042109193494855646,
      "portfolioSize": 2,
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        "5": 0.5849056603773585,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 0.9969298245614036,
      "shadowSharpeLike": 0.3427209392517276,
      "avgForwardReturns": {
        "1": 0.0009399949377799987,
        "5": 0.0062594944577429035,
        "10": 0.015786195866059637
      },
      "shadowMaxDrawdown": -0.16411580979019336,
      "shadowTotalReturn": 0.08132801459887307,
      "avgForwardReturn1D": 0.0009399949377799987,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 150,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014688740393940724,
        "5": 0.007462430918959808,
        "10": 0.016636329406852876
      }
    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5106382978723404,
        "5": 0.5693430656934306,
        "10": 0.5984848484848485
      },
      "hitRate1D": 0.5106382978723404,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3869571855324215,
      "eligibleDays": 344,
      "fitnessScore": 0.24877344106261337,
      "lookbackDays": 45,
      "returnLift1D": -0.0012301927871960405,
      "hitRateLift1D": -0.03587333003463633,
      "portfolioSize": 2,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5465116279069767,
        "5": 0.6176470588235294,
        "10": 0.6149253731343284
      },
      "sampleConfidence": 0.9938534278959812,
      "shadowSharpeLike": 0.3438006813525407,
      "avgForwardReturns": {
        "1": 0.0008916869071083501,
        "5": 0.006542499732603375,
        "10": 0.020921735638666117
      },
      "shadowMaxDrawdown": -0.1824193433796386,
      "shadowTotalReturn": 0.07655558793329464,
      "avgForwardReturn1D": 0.0008916869071083501,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-30",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-05"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021218796943043906,
        "5": 0.010803976275435717,
        "10": 0.022607061982089546
      }
    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5118110236220472,
        "5": 0.5476190476190477,
        "10": 0.5365853658536586
      },
      "hitRate1D": 0.5118110236220472,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3790932376694224,
      "eligibleDays": 375,
      "fitnessScore": 0.2414522761049035,
      "lookbackDays": 14,
      "returnLift1D": -0.00048301181755658514,
      "hitRateLift1D": -0.026855643044619404,
      "portfolioSize": 2,
      "activationRate": 0.33866666666666667,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5386666666666666,
        "5": 0.5849056603773585,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 0.9973753280839895,
      "shadowSharpeLike": 0.3361837856974149,
      "avgForwardReturns": {
        "1": 0.0009858622218374873,
        "5": 0.009205253529068922,
        "10": 0.01640927566931794
      },
      "shadowMaxDrawdown": -0.1291941592212862,
      "shadowTotalReturn": 0.0751278371177686,
      "avgForwardReturn1D": 0.0009858622218374873,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014688740393940724,
        "5": 0.007462430918959808,
        "10": 0.016636329406852876
      }
    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.5034965034965035,
        "5": 0.5251798561151079,
        "10": 0.5149253731343284
      },
      "hitRate1D": 0.5034965034965035,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3453014945751543,
      "eligibleDays": 359,
      "fitnessScore": 0.20925348202639285,
      "lookbackDays": 30,
      "returnLift1D": -0.000982266285016684,
      "hitRateLift1D": -0.03410795332800898,
      "portfolioSize": 2,
      "activationRate": 0.3983286908077994,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5376044568245125,
        "5": 0.6028169014084507,
        "10": 0.5885714285714285
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": 0.28289791649831697,
      "avgForwardReturns": {
        "1": 0.0007887321924281874,
        "5": 0.0031098665089067563,
        "10": 0.010122559742343768
      },
      "shadowMaxDrawdown": -0.18704204238363953,
      "shadowTotalReturn": 0.057714217373272314,
      "avgForwardReturn1D": 0.0007887321924281874,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017709984774448714,
        "5": 0.0091830675373347,
        "10": 0.019561037708657192
      }
    },
    {
      "topN": 2,
      "ticker": "OPY",
      "hitRates": {
        "1": 0.49514563106796117,
        "5": 0.5048543689320388,
        "10": 0.46601941747572817
      },
      "hitRate1D": 0.49514563106796117,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.33515237941178105,
      "eligibleDays": 326,
      "fitnessScore": 0.199306032376984,
      "lookbackDays": 63,
      "returnLift1D": -0.0012201920852739274,
      "hitRateLift1D": -0.050866638870689096,
      "portfolioSize": 2,
      "activationRate": 0.3159509202453988,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5460122699386503,
        "5": 0.6273291925465838,
        "10": 0.637223974763407
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.36379023136021793,
      "avgForwardReturns": {
        "1": 0.0011632368961078418,
        "5": 0.0031723542515663984,
        "10": 0.010675585405271953
      },
      "shadowMaxDrawdown": -0.150011087487797,
      "shadowTotalReturn": 0.07863120529543677,
      "avgForwardReturn1D": 0.0011632368961078418,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-14"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.002383428981381769,
        "5": 0.012866812073442847,
        "10": 0.02684831292075031
      }
    }
  ],
  "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": 0.7079252768439362,
      "fitnessScore": 0.5447723527623347,
      "lookbackDays": 14,
      "returnLift1D": 0.00016453170768369646,
      "activationRate": 0.48,
      "activationCount": 180,
      "sampleConfidence": 0.9970370370370372,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2491752104159779,
      "avgForwardReturn1D": 0.0016334057470777689
    },
    {
      "comboQuality": 0.889794436548473,
      "fitnessScore": 0.8095014787863819,
      "lookbackDays": 21,
      "returnLift1D": 0.001111581610388435,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.997835497835498,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.43851052128013257,
      "avgForwardReturn1D": 0.002743368348902114
    },
    {
      "comboQuality": 0.4994585315304114,
      "fitnessScore": 0.3495235075604928,
      "lookbackDays": 30,
      "returnLift1D": -0.0007428627161591699,
      "activationRate": 0.48467966573816157,
      "activationCount": 174,
      "sampleConfidence": 0.9950191570881226,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.12436536822870625,
      "avgForwardReturn1D": 0.0010281357612857015
    },
    {
      "comboQuality": 0.7371041679236069,
      "fitnessScore": 0.5768136958348915,
      "lookbackDays": 45,
      "returnLift1D": -0.00045557135756882274,
      "activationRate": 0.5668604651162791,
      "activationCount": 195,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.29672480543423707,
      "avgForwardReturn1D": 0.0016663083367355678
    },
    {
      "comboQuality": 0.9573704655766856,
      "fitnessScore": 1.034561486076972,
      "lookbackDays": 63,
      "returnLift1D": 0.0005154107438875375,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "sampleConfidence": 0.999301919720768,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6194376994732012,
      "avgForwardReturn1D": 0.0028988397252693067
    }
  ],
  "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": "d176731e298e69c2139d415d560c82f020c54426c51082f41c2b43632dd92a86",
    "size": 13,
    "members": [
      "OPY",
      "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
0.244
Liquidity
0.391
Momentum
0.737
Relative strength
0.741
Trend quality
0.599
Stability
0.666
Aggression
0.541
Downside risk
0.587
Drawdown state
0.993
Quality momentum
0.673
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.666
Benchmark Independence 3m Score
0.781
Beta 1y Profile Score
0.400
Beta 3m Profile Score
0.316
Beta Change Score
0.394
Correlation Change Score
0.443
Current Drawdown Score
0.991
Days Since 52w High Score
0.004
Distance From 52w High Score
0.991
Distance From Sma 20 Score
0.597
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.720
Downside Volatility 1m Score
0.466
Downside Volatility 1y Score
0.399
Downside Volatility 2y Score
0.370
Downside Volatility 3m Score
0.602
Downside Volatility 5y Score
0.375
Downside Volatility 6m Score
0.483
Drawdown Recovery Score
1
Excess Return 1m Score
0.709
Excess Return 1y Score
1
Excess Return 3m Score
0.487
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.514
Log Avg Dollar Volume 20d Score
0.391
Log Market Cap Score
0.244
Drawdown Score 1m
0.702
Drawdown Score 1y
0.674
Drawdown Score 2y
0.632
Drawdown Score 3m
0.469
Drawdown Score 5y
0.550
Drawdown Score 6m
0.614
Momentum Acceleration 1m Vs 3m Score
0.891
Momentum Acceleration 3m Vs 6m Score
0.291
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.687
Relative Strength Slope 3m Score
0.437
Relative Volume 20d Score
0.396
Return 1m Score
0.754
Return 1w Score
0.672
Return 1y Score
0.976
Return 2y Score
0.690
Return 3m Score
0.632
Return 5y Score
0.191
Return 6m Score
0.988
Return Skewness 1y Score
0.538
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.739
Sharpe 2y Score
0.685
Sharpe 3m Score
0.617
Sharpe 5y Score
0.543
Sharpe 6m Score
0.856
Sortino 1m Score
0.939
Sortino 1y Score
0.603
Sortino 2y Score
0.567
Sortino 3m Score
0.502
Sortino 5y Score
0.464
Sortino 6m Score
0.685
Trend R2 1m Score
0.634
Trend R2 1w Score
0.376
Trend R2 1y Score
0.749
Trend R2 2y Score
0.840
Trend R2 3m Score
0.002
Trend R2 5y Score
0.667
Trend R2 6m Score
0.643
Trend Slope 1m Score
0.853
Trend Slope 1w Score
0.942
Trend Slope 1y Score
0.629
Trend Slope 2y Score
0.590
Trend Slope 3m Score
0.511
Trend Slope 5y Score
0.547
Trend Slope 6m Score
0.670
Volatility 1m Score
0.530
Volatility 1w Score
0.587
Volatility 1y Score
0.435
Volatility 2y Score
0.405
Volatility 3m Score
0.562
Volatility 5y Score
0.374
Volatility 6m Score
0.531
Worst Day 1y Score
0.600
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
14,917,791.988
Best Day 1y
0.103
Beta To Benchmark 1y
1.001
Beta 3m
0.790
Beta Change
-0.211
Beta To Sector 1y
1.413
Correlation To Benchmark 1y
0.334
Correlation 3m
0.219
Correlation Change
-0.115
Correlation To Sector 1y
0.555
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.666
Benchmark Independence 3m Score
0.781
Beta 1y Profile Score
0.400
Beta 3m Profile Score
0.316
Beta Change Score
0.394
Correlation Change Score
0.443
Current Drawdown Score
0.991
Distance From Sma 20 Score
0.597
Distance From Sma 200 Score
1
Current Drawdown
-0.006
Days Since 52w High
1
Distance From 52w High
-0.006
Distance From Sma 20
0.058
Distance From Sma 200
0.353
Distance From Sma 50
0.132
Downside Capture 1y
1.123
Downside Volatility 1m
0.400
Downside Volatility 1w
-
Downside Volatility 1y
0.349
Downside Volatility 2y
0.327
Downside Volatility 3m
0.502
Downside Volatility 5y
0.331
Downside Volatility 6m
0.412
Drawdown Recovery
1
Excess Return 1m
0.125
Excess Return 1y
0.538
Excess Return 3m
-0.008
Excess Return 6m
0.485
Expected Shortfall 95 1y
-0.049
Market Cap
1,239,719,295.214
Max Drawdown 1m
-0.074
Max Drawdown 1w
-0.027
Max Drawdown 1y
-0.212
Max Drawdown 2y
-0.294
Max Drawdown 3m
-0.212
Max Drawdown 5y
-0.450
Max Drawdown 6m
-0.212
Momentum Acceleration 1m Vs 3m
0.117
Momentum Acceleration 3m Vs 6m
-0.063
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.368
Return 1m
0.152
Return 1w
0.052
Return 1y
0.762
Return 2y
1.414
Return 3m
0.105
Return 5y
1.479
Return 6m
0.586
Return Skewness 1y
0.226
Sector Excess Return 1y
0.682
Sharpe 1m
4.027
Sharpe 1y
1.693
Sharpe 2y
1.423
Sharpe 3m
1.084
Sharpe 5y
0.715
Sharpe 6m
2.282
Sortino 1m
4.510
Sortino 1y
1.825
Sortino 2y
1.536
Sortino 3m
1.018
Sortino 5y
0.713
Sortino 6m
2.483
Trend R2 1m
0.634
Trend R2 1w
0.376
Trend R2 1y
0.749
Trend R2 2y
0.840
Trend R2 3m
0.002
Trend R2 5y
0.667
Trend R2 6m
0.643
Trend 1m
0.006
Trend 1w
0.007
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
1.283
Value At Risk 95 1y
-0.032
Volatility 1m
0.448
Volatility 1w
0.490
Volatility 1y
0.376
Volatility 2y
0.353
Volatility 3m
0.471
Volatility 5y
0.330
Volatility 6m
0.448
Worst Day 1y
-0.080
Distance From Sma 50 Score
0.720
Downside Volatility 1y Score
0.399
Downside Volatility 3m Score
0.602
Drawdown Recovery Score
1
Excess Return 1m Score
0.709
Excess Return 1y Score
1
Excess Return 3m Score
0.487
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.514
Log Avg Dollar Volume 20d Score
0.391
Log Market Cap Score
0.244
Drawdown Score 1y
0.674
Drawdown Score 5y
0.550
Momentum Acceleration 1m Vs 3m Score
0.891
Momentum Acceleration 3m Vs 6m Score
0.291
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.687
Relative Volume 20d Score
0.396
Return 1m Score
0.754
Return 1y Score
0.976
Return 3m Score
0.632
Return 6m Score
0.988
Return Skewness 1y Score
0.538
Sortino 1y Score
0.603
Sortino 3m Score
0.502
Trend R2 1y Score
0.749
Trend R2 3m Score
0.002
Trend Slope 1y Score
0.629
Trend Slope 3m Score
0.511
Volatility 1y Score
0.435
Volatility 3m Score
0.562