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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

QQQ

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

QQQ

Invesco QQQ Trust

Category

Sector: Technology

Industry / Category: Growth ETF

Market Cap / ETF Type: Nasdaq-100 ETF

Type: ETF

Preview Performance

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

Description

Growth-heavy ETF tilted toward technology and large-cap innovation leaders.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.389
Correlation To Benchmark 1y
0.933
Inverse To Benchmark 1y
0.067
Drawdown Score 1m
0.759
Drawdown Score 3m
0.821
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
0.787
Drawdown Score 1y
0.816
Drawdown Score 2y
0.715
Drawdown Score 5y
0.649
Return 1w
-0.020
Return 1m
-0.030
Return 3m
0.057
Return 6m
0.125
Return 1y
0.239
Return 2y
0.458
Return 5y
0.978
Sharpe 1m
-1.492
Sharpe 3m
1.031
Sharpe 6m
1.183
Sharpe 1y
1.227
Sharpe 2y
0.957
Sharpe 5y
0.712
Trend 1w
-0.001
Trend 1m
-0.001
Trend 3m
0.001
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.236
Volatility 1m
0.231
Volatility 3m
0.245
Volatility 6m
0.220
Volatility 1y
0.189
Volatility 2y
0.223
Volatility 5y
0.228
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
QQQ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:58 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.358
Aptet Fit Raw Score
0.417
Aptet Fit Confidence
0.719
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.555
Force Fit Raw Score
0.621
Force Fit Confidence
0.786
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:58 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "QQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "QQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "QQQ",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.7575757575757576,
      "10": 0.8181818181818182
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.7446409668171788,
    "eligibleDays": 352,
    "fitnessScore": 0.5854509630708902,
    "lookbackDays": 14,
    "returnLift1D": 0.0024217833084353244,
    "hitRateLift1D": 0.11721611721611713,
    "activationRate": 0.09375,
    "activationCount": 33,
    "baselineHitRates": {
      "1": 0.5494505494505495,
      "5": 0.5977011494252874,
      "10": 0.6341463414634146
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 2.0370150452640394,
    "avgForwardReturns": {
      "1": 0.0041902336031679885,
      "5": 0.01674486275935663,
      "10": 0.03373598980490419
    },
    "shadowMaxDrawdown": -0.030240994896005402,
    "shadowTotalReturn": 0.14415280896974214,
    "avgForwardReturn1D": 0.0041902336031679885,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-17",
      "2026-04-20",
      "2026-04-21",
      "2026-04-22",
      "2026-04-23",
      "2026-04-24",
      "2026-04-27",
      "2026-04-28",
      "2026-04-29",
      "2026-04-30"
    ],
    "horizonObservationCounts": {
      "1": 33,
      "5": 33,
      "10": 33
    },
    "baselineAvgForwardReturns": {
      "1": 0.001768450294732664,
      "5": 0.009675994200141721,
      "10": 0.022749201398022806
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7446409668171788,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13675597801659806,
    "bestRawFitnessScore": 0.5854509630708902,
    "upperQuartileComboQuality": 0.5704238696855696
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3580158522680778,
    "rawScore": 0.4166470157660467,
    "confidence": 0.7185571417562192,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.3707781580549822,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21
      ]
    },
    "parameterStability": 0.5382125605771914,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.7575757575757576,
        "10": 0.8181818181818182
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.7446409668171788,
      "eligibleDays": 352,
      "fitnessScore": 0.5854509630708902,
      "lookbackDays": 14,
      "returnLift1D": 0.0024217833084353244,
      "hitRateLift1D": 0.11721611721611713,
      "activationRate": 0.09375,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.0370150452640394,
      "avgForwardReturns": {
        "1": 0.0041902336031679885,
        "5": 0.01674486275935663,
        "10": 0.03373598980490419
      },
      "shadowMaxDrawdown": -0.030240994896005402,
      "shadowTotalReturn": 0.14415280896974214,
      "avgForwardReturn1D": 0.0041902336031679885,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30"
      ],
      "horizonObservationCounts": {
        "1": 33,
        "5": 33,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 3,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.7,
        "10": 0.7333333333333333
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.6878812830941083,
      "eligibleDays": 339,
      "fitnessScore": 0.5238511832336086,
      "lookbackDays": 21,
      "returnLift1D": 0.0018790468203291216,
      "hitRateLift1D": 0.11721611721611713,
      "activationRate": 0.08849557522123894,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7465840707673637,
      "avgForwardReturns": {
        "1": 0.0036474971150617856,
        "5": 0.012269390349318128,
        "10": 0.027522340305662252
      },
      "shadowMaxDrawdown": -0.029791927296106357,
      "shadowTotalReturn": 0.11183707392194542,
      "avgForwardReturn1D": 0.0036474971150617856,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 30,
        "10": 30
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.625,
        "5": 0.725,
        "10": 0.775
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.6442500270032351,
      "eligibleDays": 352,
      "fitnessScore": 0.48064892068400056,
      "lookbackDays": 14,
      "returnLift1D": 0.0014474746956848542,
      "hitRateLift1D": 0.0755494505494505,
      "activationRate": 0.11363636363636363,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6832699717754633,
      "avgForwardReturns": {
        "1": 0.003215924990417518,
        "5": 0.014865655413713551,
        "10": 0.029302264886819796
      },
      "shadowMaxDrawdown": -0.05326256084747372,
      "shadowTotalReturn": 0.1326991506362889,
      "avgForwardReturn1D": 0.003215924990417518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 40,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 5,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.625,
        "5": 0.725,
        "10": 0.775
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.6442500270032351,
      "eligibleDays": 352,
      "fitnessScore": 0.48064892068400056,
      "lookbackDays": 14,
      "returnLift1D": 0.0014474746956848542,
      "hitRateLift1D": 0.0755494505494505,
      "activationRate": 0.11363636363636363,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.5494505494505495,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6832699717754633,
      "avgForwardReturns": {
        "1": 0.003215924990417518,
        "5": 0.014865655413713551,
        "10": 0.029302264886819796
      },
      "shadowMaxDrawdown": -0.05326256084747372,
      "shadowTotalReturn": 0.1326991506362889,
      "avgForwardReturn1D": 0.003215924990417518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 40,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6388888888888888,
        "5": 0.6944444444444444,
        "10": 0.75
      },
      "hitRate1D": 0.6388888888888888,
      "comboQuality": 0.5877676639906599,
      "eligibleDays": 339,
      "fitnessScore": 0.4280438181135948,
      "lookbackDays": 21,
      "returnLift1D": 0.001028972697830892,
      "hitRateLift1D": 0.08943833943833934,
      "activationRate": 0.10619469026548672,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2726811818799053,
      "avgForwardReturns": {
        "1": 0.002797422992563556,
        "5": 0.012649243241101742,
        "10": 0.027891863429128923
      },
      "shadowMaxDrawdown": -0.06408047515128001,
      "shadowTotalReturn": 0.10022277012700065,
      "avgForwardReturn1D": 0.002797422992563556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16",
        "2026-04-17",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30",
        "2026-05-01"
      ],
      "horizonObservationCounts": {
        "1": 36,
        "5": 36,
        "10": 36
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 5,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6097560975609756,
        "5": 0.6829268292682927,
        "10": 0.75
      },
      "hitRate1D": 0.6097560975609756,
      "comboQuality": 0.5646426049172061,
      "eligibleDays": 339,
      "fitnessScore": 0.407205649968588,
      "lookbackDays": 21,
      "returnLift1D": 0.0008750868721582117,
      "hitRateLift1D": 0.0603055481104261,
      "activationRate": 0.12094395280235988,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 0.9983739837398374,
      "shadowSharpeLike": 1.366052805021553,
      "avgForwardReturns": {
        "1": 0.0026435371668908757,
        "5": 0.0117459425449406,
        "10": 0.027082022896218506
      },
      "shadowMaxDrawdown": -0.06133425871745979,
      "shadowTotalReturn": 0.10867692736714085,
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        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08403549749295179,
      "eligibleDays": 297,
      "fitnessScore": -0.17552242873288612,
      "lookbackDays": 63,
      "returnLift1D": -0.001768450294732664,
      "hitRateLift1D": -0.5494505494505495,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    }
  ],
  "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": 3,
      "comboQuality": 0.7446409668171788,
      "fitnessScore": 0.5854509630708902,
      "lookbackDays": 14,
      "returnLift1D": 0.0024217833084353244,
      "activationRate": 0.09375,
      "activationCount": 33,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.14415280896974214,
      "avgForwardReturn1D": 0.0041902336031679885
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6878812830941083,
      "fitnessScore": 0.5238511832336086,
      "lookbackDays": 21,
      "returnLift1D": 0.0018790468203291216,
      "activationRate": 0.08849557522123894,
      "activationCount": 30,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.11183707392194542,
      "avgForwardReturn1D": 0.0036474971150617856
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5249338651823241,
      "fitnessScore": 0.3719600167682122,
      "lookbackDays": 30,
      "returnLift1D": 0.001304120236211711,
      "activationRate": 0.11818181818181818,
      "activationCount": 39,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.123296312023355,
      "avgForwardReturn1D": 0.003072570530944375
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.12365113350351856,
      "fitnessScore": -0.08082602202724508,
      "lookbackDays": 45,
      "returnLift1D": -0.0015579749836558692,
      "activationRate": 0.08888888888888889,
      "activationCount": 28,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.002754759436641274,
      "avgForwardReturn1D": 0.00021047531107679492
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.14215499565532824,
      "fitnessScore": -0.045451199995485775,
      "lookbackDays": 63,
      "returnLift1D": -0.0021781396633168775,
      "activationRate": 0.09764309764309764,
      "activationCount": 29,
      "sampleConfidence": 0.9701149425287356,
      "shadowTotalReturn": -0.015189945566197016,
      "avgForwardReturn1D": -0.0004096893685842134
    }
  ],
  "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": "306d6a624d82a872b239dbdce777a2b20f2837a08d405495245ab48fe524d1cc",
    "size": 13,
    "members": [
      "QQQ",
      "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",
      "QQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "QQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "QQQ",
    "hitRates": {
      "1": 0.59375,
      "5": 0.7,
      "10": 0.73125
    },
    "hitRate1D": 0.59375,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.8878594460146272,
    "eligibleDays": 359,
    "fitnessScore": 0.8051932919914883,
    "lookbackDays": 30,
    "returnLift1D": 0.0012136993685884405,
    "hitRateLift1D": 0.028290389972144836,
    "portfolioSize": 4,
    "activationRate": 0.4456824512534819,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.5654596100278552,
      "5": 0.5830985915492958,
      "10": 0.6171428571428571
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.8223749496486568,
    "avgForwardReturns": {
      "1": 0.0020401619227671556,
      "5": 0.009544792019928505,
      "10": 0.019875659414535934
    },
    "shadowMaxDrawdown": -0.10292045695522933,
    "shadowTotalReturn": 0.34251908506838347,
    "avgForwardReturn1D": 0.0020401619227671556,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-04-30",
      "2025-05-02",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 160,
      "10": 160
    },
    "baselineAvgForwardReturns": {
      "1": 0.000826462554178715,
      "5": 0.004295245678385814,
      "10": 0.009656619838705338
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8878594460146272,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4677109686583909,
    "bestRawFitnessScore": 0.8051932919914883,
    "upperQuartileComboQuality": 0.6692554558243846
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5548321309204995,
    "rawScore": 0.6212362656288657,
    "confidence": 0.7862193874301704,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.3919099506757998,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        45
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.6682954865360952,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.59375,
        "5": 0.7,
        "10": 0.73125
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      "hitRate1D": 0.59375,
      "rankWeights": [
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      "comboQuality": 0.8878594460146272,
      "eligibleDays": 359,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "hitRateLift1D": 0.028290389972144836,
      "portfolioSize": 4,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5654596100278552,
        "5": 0.5830985915492958,
        "10": 0.6171428571428571
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8223749496486568,
      "avgForwardReturns": {
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        "5": 0.009544792019928505,
        "10": 0.019875659414535934
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      "shadowMaxDrawdown": -0.10292045695522933,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-04-30",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 160,
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        "10": 160
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.7,
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      "hitRate1D": 0.59375,
      "rankWeights": [
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      "comboQuality": 0.8878594460146272,
      "eligibleDays": 359,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "hitRateLift1D": 0.028290389972144836,
      "portfolioSize": 5,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5654596100278552,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8223749496486568,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10292045695522933,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-04-30",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 160,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.588957055214724,
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      "comboQuality": 0.8272555693910242,
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      "returnLift1D": 0.0002846917424116145,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3974178099740024,
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      "shadowMaxDrawdown": -0.07031997684181479,
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      "riskOffActivations": 0,
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      "comboQuality": 0.8272555693910242,
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      "returnLift1D": 0.0002846917424116145,
      "hitRateLift1D": 0.016282636610072787,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.07031997684181479,
      "shadowTotalReturn": 0.24981811253529806,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.7373598939881127,
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      "activationDatesSample": [
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        "2025-06-02",
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      "horizonObservationCounts": {
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "topN": 2,
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      "comboQuality": 0.6377789793896509,
      "eligibleDays": 368,
      "fitnessScore": 0.4744621875970894,
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        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.000826462554178715,
        "5": 0.004295245678385814,
        "10": 0.009656619838705338
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08442323509242307,
      "eligibleDays": 344,
      "fitnessScore": -0.1744165409637484,
      "lookbackDays": 45,
      "returnLift1D": -0.001232262285453765,
      "hitRateLift1D": -0.5726744186046512,
      "portfolioSize": 2,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5726744186046512,
        "5": 0.6088235294117647,
        "10": 0.6447761194029851
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.001232262285453765,
        "5": 0.0062589076972794245,
        "10": 0.012782708402747867
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08427802359438602,
      "eligibleDays": 326,
      "fitnessScore": -0.1748301654648832,
      "lookbackDays": 63,
      "returnLift1D": -0.0014328074981251782,
      "hitRateLift1D": -0.5766871165644172,
      "portfolioSize": 2,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5766871165644172,
        "5": 0.6149068322981367,
        "10": 0.668769716088328
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014328074981251782,
        "5": 0.007823612872531494,
        "10": 0.015593531531688362
      }
    }
  ],
  "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": 0.5587876516864987,
      "fitnessScore": 0.4019735159285215,
      "lookbackDays": 14,
      "returnLift1D": 0.0015433479087594171,
      "activationRate": 0.2,
      "activationCount": 75,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.16138483392481584,
      "avgForwardReturn1D": 0.00236456901362453
    },
    {
      "comboQuality": 0.6377789793896509,
      "fitnessScore": 0.4744621875970894,
      "lookbackDays": 21,
      "returnLift1D": 0.006610936204628319,
      "activationRate": 0.01358695652173913,
      "activationCount": 5,
      "sampleConfidence": 0.7250000000000001,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03497116156789315,
      "avgForwardReturn1D": 0.007521304305092236
    },
    {
      "comboQuality": 0.8878594460146272,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556
    },
    {
      "comboQuality": 0.8272555693910242,
      "fitnessScore": 0.6945861004668654,
      "lookbackDays": 45,
      "returnLift1D": 0.0002846917424116145,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24981811253529806,
      "avgForwardReturn1D": 0.0015169540278653795
    },
    {
      "comboQuality": 0.4080784079623464,
      "fitnessScore": 0.268178733459583,
      "lookbackDays": 63,
      "returnLift1D": -0.0009090300769309162,
      "activationRate": 0.34662576687116564,
      "activationCount": 113,
      "sampleConfidence": 0.9976401179941004,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.04361790106508989,
      "avgForwardReturn1D": 0.000523777421194262
    }
  ],
  "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": "306d6a624d82a872b239dbdce777a2b20f2837a08d405495245ab48fe524d1cc",
    "size": 13,
    "members": [
      "QQQ",
      "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.
9 fields
Liquidity
1
Momentum
0.515
Relative strength
0.518
Trend quality
0.533
Stability
0.747
Aggression
0.413
Downside risk
0.636
Drawdown state
0.914
Quality momentum
0.545
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.079
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.692
Beta Change Score
0.670
Correlation Change Score
0.494
Current Drawdown Score
0.890
Days Since 52w High Score
0.139
Distance From 52w High Score
0.890
Distance From Sma 20 Score
0.450
Distance From Sma 200 Score
0.631
Distance From Sma 50 Score
0.439
Downside Volatility 1m Score
0.242
Downside Volatility 1y Score
0.199
Downside Volatility 2y Score
0.243
Downside Volatility 3m Score
0.268
Downside Volatility 5y Score
0.247
Downside Volatility 6m Score
0.233
Drawdown Recovery Score
1
Excess Return 1m Score
0.439
Excess Return 1y Score
0.587
Excess Return 3m Score
0.528
Excess Return 6m Score
0.571
Expected Shortfall 95 1y Score
0.751
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1m
0.759
Drawdown Score 1y
0.816
Drawdown Score 2y
0.715
Drawdown Score 3m
0.821
Drawdown Score 5y
0.649
Drawdown Score 6m
0.787
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.494
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.320
Relative Strength Slope 3m Score
0.517
Relative Volume 20d Score
0.220
Return 1m Score
0.449
Return 1w Score
0.434
Return 1y Score
0.649
Return 2y Score
0.417
Return 3m Score
0.572
Return 5y Score
0.152
Return 6m Score
0.605
Return Skewness 1y Score
0.447
Sharpe 1m Score
0.102
Sharpe 1y Score
0.645
Sharpe 2y Score
0.591
Sharpe 3m Score
0.606
Sharpe 5y Score
0.542
Sharpe 6m Score
0.637
Sortino 1m Score
0.189
Sortino 1y Score
0.521
Sortino 2y Score
0.490
Sortino 3m Score
0.501
Sortino 5y Score
0.461
Sortino 6m Score
0.520
Trend R2 1m Score
0.279
Trend R2 1w Score
0.043
Trend R2 1y Score
0.679
Trend R2 2y Score
0.840
Trend R2 3m Score
0.252
Trend R2 5y Score
0.775
Trend R2 6m Score
0.701
Trend Slope 1m Score
0.422
Trend Slope 1w Score
0.431
Trend Slope 1y Score
0.557
Trend Slope 2y Score
0.554
Trend Slope 3m Score
0.557
Trend Slope 5y Score
0.542
Trend Slope 6m Score
0.621
Volatility 1m Score
0.241
Volatility 1w Score
0.247
Volatility 1y Score
0.186
Volatility 2y Score
0.230
Volatility 3m Score
0.261
Volatility 5y Score
0.237
Volatility 6m Score
0.227
Worst Day 1y Score
0.760
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,347,339,125.933
Best Day 1y
0.034
Beta To Benchmark 1y
1.389
Beta 3m
1.729
Beta Change
0.340
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.933
Correlation 3m
0.921
Correlation Change
-0.012
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.079
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.692
Beta Change Score
0.670
Correlation Change Score
0.494
Current Drawdown Score
0.890
Distance From Sma 20 Score
0.450
Distance From Sma 200 Score
0.631
Current Drawdown
-0.072
Days Since 52w High
35
Distance From 52w High
-0.072
Distance From Sma 20
-0.030
Distance From Sma 200
0.079
Distance From Sma 50
-0.037
Downside Capture 1y
0.739
Downside Volatility 1m
0.231
Downside Volatility 1w
-
Downside Volatility 1y
0.199
Downside Volatility 2y
0.232
Downside Volatility 3m
0.251
Downside Volatility 5y
0.235
Downside Volatility 6m
0.225
Drawdown Recovery
1
Excess Return 1m
-0.037
Excess Return 1y
0.052
Excess Return 3m
0.017
Excess Return 6m
0.043
Expected Shortfall 95 1y
-0.025
Market Cap
-
Max Drawdown 1m
-0.060
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.120
Max Drawdown 2y
-0.228
Max Drawdown 3m
-0.072
Max Drawdown 5y
-0.351
Max Drawdown 6m
-0.117
Momentum Acceleration 1m Vs 3m
-0.050
Momentum Acceleration 3m Vs 6m
-0.002
Moving Average Alignment
0
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.893
Return 1m
-0.030
Return 1w
-0.020
Return 1y
0.239
Return 2y
0.458
Return 3m
0.057
Return 5y
0.978
Return 6m
0.125
Return Skewness 1y
-0.321
Sector Excess Return 1y
-
Sharpe 1m
-1.492
Sharpe 1y
1.227
Sharpe 2y
0.957
Sharpe 3m
1.031
Sharpe 5y
0.712
Sharpe 6m
1.183
Sortino 1m
-1.491
Sortino 1y
1.165
Sortino 2y
0.919
Sortino 3m
1.009
Sortino 5y
0.690
Sortino 6m
1.159
Trend R2 1m
0.279
Trend R2 1w
0.043
Trend R2 1y
0.679
Trend R2 2y
0.840
Trend R2 3m
0.252
Trend R2 5y
0.775
Trend R2 6m
0.701
Trend 1m
-0.001
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
1.413
Value At Risk 95 1y
-0.019
Volatility 1m
0.231
Volatility 1w
0.236
Volatility 1y
0.189
Volatility 2y
0.223
Volatility 3m
0.245
Volatility 5y
0.228
Volatility 6m
0.220
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.439
Downside Volatility 1y Score
0.199
Downside Volatility 3m Score
0.268
Drawdown Recovery Score
1
Excess Return 1m Score
0.439
Excess Return 1y Score
0.587
Excess Return 3m Score
0.528
Excess Return 6m Score
0.571
Expected Shortfall 95 1y Score
0.751
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1y
0.816
Drawdown Score 5y
0.649
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.494
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.320
Relative Volume 20d Score
0.220
Return 1m Score
0.449
Return 1y Score
0.649
Return 3m Score
0.572
Return 6m Score
0.605
Return Skewness 1y Score
0.447
Sortino 1y Score
0.521
Sortino 3m Score
0.501
Trend R2 1y Score
0.679
Trend R2 3m Score
0.252
Trend Slope 1y Score
0.557
Trend Slope 3m Score
0.557
Volatility 1y Score
0.186
Volatility 3m Score
0.261