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MonstraTM

Vectors

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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

SLB

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

Research Detail

SLB

Schlumberger

Category

Sector: Energy

Industry / Category: Oilfield Services

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Oilfield services leader tied to energy capex and international drilling activity.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.789
Correlation To Benchmark 1y
0.301
Inverse To Benchmark 1y
0.699
Drawdown Score 1m
0.774
Drawdown Score 3m
0.443
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
0.595
Drawdown Score 1y
0.657
Drawdown Score 2y
0.570
Drawdown Score 5y
0.534
Return 1w
0.003
Return 1m
-0.012
Return 3m
-0.127
Return 6m
-0.016
Return 1y
0.412
Return 2y
0.024
Return 5y
0.834
Sharpe 1m
-0.526
Sharpe 3m
-1.573
Sharpe 6m
0.078
Sharpe 1y
1.202
Sharpe 2y
0.209
Sharpe 5y
0.511
Trend 1w
0.002
Trend 1m
0.001
Trend 3m
-0.004
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.226
Volatility 1m
0.227
Volatility 3m
0.313
Volatility 6m
0.343
Volatility 1y
0.333
Volatility 2y
0.349
Volatility 5y
0.374
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
SLB
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:01 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.152
Aptet Fit Raw Score
0.185
Aptet Fit Confidence
0.639
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.408
Force Fit Raw Score
0.433
Force Fit Confidence
0.882
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:01 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SLB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SLB",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "SLB",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.5,
      "10": 0.8333333333333334
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.4864666000690127,
    "eligibleDays": 352,
    "fitnessScore": 0.33808769846188186,
    "lookbackDays": 14,
    "returnLift1D": 0.0054274374081136004,
    "hitRateLift1D": 0.1187214611872146,
    "activationRate": 0.017045454545454544,
    "activationCount": 6,
    "baselineHitRates": {
      "1": 0.547945205479452,
      "5": 0.6153846153846154,
      "10": 0.6
    },
    "sampleConfidence": 0.7512474066278414,
    "shadowSharpeLike": 0.9142807832186293,
    "avgForwardReturns": {
      "1": 0.007971949290810687,
      "5": -0.0034152176454737746,
      "10": 0.03538506507536097
    },
    "shadowMaxDrawdown": -0.019169214597228312,
    "shadowTotalReturn": 0.04597355972763961,
    "avgForwardReturn1D": 0.007971949290810687,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-07",
      "2026-04-08",
      "2026-04-09",
      "2026-04-10",
      "2026-05-04",
      "2026-05-05"
    ],
    "horizonObservationCounts": {
      "1": 6,
      "5": 6,
      "10": 6
    },
    "baselineAvgForwardReturns": {
      "1": 0.002544511882697086,
      "5": 0.013353594947204617,
      "10": 0.02226949861449837
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4864666000690127,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0834771627963059,
    "bestRawFitnessScore": 0.33808769846188186,
    "upperQuartileComboQuality": 0.16886221024710943
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15195571400162072,
    "rawScore": 0.1853959110544118,
    "confidence": 0.6392563691118653,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.18409751681880093,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0.8333333333333334
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.4864666000690127,
      "eligibleDays": 352,
      "fitnessScore": 0.33808769846188186,
      "lookbackDays": 14,
      "returnLift1D": 0.0054274374081136004,
      "hitRateLift1D": 0.1187214611872146,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.547945205479452,
        "5": 0.6153846153846154,
        "10": 0.6
      },
      "sampleConfidence": 0.7512474066278414,
      "shadowSharpeLike": 0.9142807832186293,
      "avgForwardReturns": {
        "1": 0.007971949290810687,
        "5": -0.0034152176454737746,
        "10": 0.03538506507536097
      },
      "shadowMaxDrawdown": -0.019169214597228312,
      "shadowTotalReturn": 0.04597355972763961,
      "avgForwardReturn1D": 0.007971949290810687,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-10",
        "2026-05-04",
        "2026-05-05"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 6,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
        "5": 0.013353594947204617,
        "10": 0.02226949861449837
      }
    },
    {
      "topN": 5,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.5483870967741935,
        "5": 0.5806451612903226,
        "10": 0.5333333333333333
      },
      "hitRate1D": 0.5483870967741935,
      "comboQuality": 0.23969464560572953,
      "eligibleDays": 352,
      "fitnessScore": 0.09604204709355245,
      "lookbackDays": 14,
      "returnLift1D": -0.0016030543398523112,
      "hitRateLift1D": 0.00044189129474148103,
      "activationRate": 0.08806818181818182,
      "activationCount": 31,
      "baselineHitRates": {
        "1": 0.547945205479452,
        "5": 0.6153846153846154,
        "10": 0.6
      },
      "sampleConfidence": 0.9978494623655915,
      "shadowSharpeLike": 0.22135611621379891,
      "avgForwardReturns": {
        "1": 0.0009414575428447749,
        "5": 0.003382953321751153,
        "10": 0.009243743941252073
      },
      "shadowMaxDrawdown": -0.10633520198945101,
      "shadowTotalReturn": 0.01945270296087087,
      "avgForwardReturn1D": 0.0009414575428447749,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-10",
        "2026-04-13",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 31,
        "5": 31,
        "10": 30
      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
        "5": 0.013353594947204617,
        "10": 0.02226949861449837
      }
    },
    {
      "topN": 2,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.6,
        "5": 0.4,
        "10": 1
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.2373957136184158,
      "eligibleDays": 339,
      "fitnessScore": 0.09325761483330701,
      "lookbackDays": 21,
      "returnLift1D": -0.001741955753443402,
      "hitRateLift1D": 0.05205479452054795,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.547945205479452,
        "5": 0.6153846153846154,
        "10": 0.6
      },
      "sampleConfidence": 0.685,
      "shadowSharpeLike": 0.03392594270460071,
      "avgForwardReturns": {
        "1": 0.0008025561292536842,
        "5": -0.004930706507954907,
        "10": 0.07503748379767827
      },
      "shadowMaxDrawdown": -0.01231900811860187,
      "shadowTotalReturn": 0.0006836583605209778,
      "avgForwardReturn1D": 0.0008025561292536842,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16",
        "2026-04-17",
        "2026-06-08",
        "2026-06-10",
        "2026-06-11"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
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    },
    {
      "topN": 2,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.5,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.19833884044267142,
      "eligibleDays": 330,
      "fitnessScore": 0.042723989014488616,
      "lookbackDays": 30,
      "returnLift1D": 0.00023842030736081566,
      "hitRateLift1D": -0.047945205479452024,
      "activationRate": 0.012121212121212121,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.547945205479452,
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      "sampleConfidence": 0.6959674775249769,
      "shadowSharpeLike": 0.3743836704092727,
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        "1": 0.002782932190057902,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-29",
        "2026-04-30",
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        "2026-05-04"
      ],
      "horizonObservationCounts": {
        "1": 4,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
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      }
    },
    {
      "topN": 3,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.5789473684210527,
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      "hitRate1D": 0.5789473684210527,
      "comboQuality": 0.17543243404627396,
      "eligibleDays": 352,
      "fitnessScore": 0.009526876054163917,
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      "returnLift1D": -0.0034834199028822743,
      "hitRateLift1D": 0.03100216294160063,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.547945205479452,
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      },
      "sampleConfidence": 0.986073688964493,
      "shadowSharpeLike": -0.23872504872123557,
      "avgForwardReturns": {
        "1": -0.0009389080201851883,
        "5": -0.002562339502201223,
        "10": 0.0033429238669192506
      },
      "shadowMaxDrawdown": -0.12118883457432628,
      "shadowTotalReturn": -0.024536663364318034,
      "avgForwardReturn1D": -0.0009389080201851883,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09",
        "2026-04-10",
        "2026-04-13",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 19,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
        "5": 0.013353594947204617,
        "10": 0.02226949861449837
      }
    },
    {
      "topN": 4,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.5,
        "5": 0.45454545454545453,
        "10": 0.23809523809523808
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16667213564738792,
      "eligibleDays": 330,
      "fitnessScore": -0.004067677983741937,
      "lookbackDays": 30,
      "returnLift1D": -0.0022985095796160936,
      "hitRateLift1D": -0.047945205479452024,
      "activationRate": 0.06666666666666667,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.547945205479452,
        "5": 0.6153846153846154,
        "10": 0.6
      },
      "sampleConfidence": 0.9969696969696971,
      "shadowSharpeLike": 0.03859469162248593,
      "avgForwardReturns": {
        "1": 0.0002460023030809923,
        "5": -0.006442525283430261,
        "10": -0.009334443364241295
      },
      "shadowMaxDrawdown": -0.05961175055832324,
      "shadowTotalReturn": 0.000436146103843571,
      "avgForwardReturn1D": 0.0002460023030809923,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05",
        "2026-05-06",
        "2026-05-14",
        "2026-05-15",
        "2026-05-18",
        "2026-05-19"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 22,
        "10": 21
      },
      "baselineAvgForwardReturns": {
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    {
      "topN": 5,
      "ticker": "SLB",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.011070240816770747,
      "eligibleDays": 297,
      "fitnessScore": -0.6383198174427616,
      "lookbackDays": 63,
      "returnLift1D": -0.02816558556068025,
      "hitRateLift1D": -0.547945205479452,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.547945205479452,
        "5": 0.6153846153846154,
        "10": 0.6
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -1.0435773961624104,
      "avgForwardReturns": {
        "1": -0.025621073677983164,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0519418586297421,
      "shadowTotalReturn": -0.0519418586297421,
      "avgForwardReturn1D": -0.025621073677983164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002544511882697086,
        "5": 0.013353594947204617,
        "10": 0.02226949861449837
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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": 2,
      "comboQuality": 0.4864666000690127,
      "fitnessScore": 0.33808769846188186,
      "lookbackDays": 14,
      "returnLift1D": 0.0054274374081136004,
      "activationRate": 0.017045454545454544,
      "activationCount": 6,
      "sampleConfidence": 0.7512474066278414,
      "shadowTotalReturn": 0.04597355972763961,
      "avgForwardReturn1D": 0.007971949290810687
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2373957136184158,
      "fitnessScore": 0.09325761483330701,
      "lookbackDays": 21,
      "returnLift1D": -0.001741955753443402,
      "activationRate": 0.014749262536873156,
      "activationCount": 5,
      "sampleConfidence": 0.685,
      "shadowTotalReturn": 0.0006836583605209778,
      "avgForwardReturn1D": 0.0008025561292536842
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.19833884044267142,
      "fitnessScore": 0.042723989014488616,
      "lookbackDays": 30,
      "returnLift1D": 0.00023842030736081566,
      "activationRate": 0.012121212121212121,
      "activationCount": 4,
      "sampleConfidence": 0.6959674775249769,
      "shadowTotalReturn": 0.009904266328008227,
      "avgForwardReturn1D": 0.002782932190057902
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0834771627963059,
      "fitnessScore": -0.17712305575806275,
      "lookbackDays": 45,
      "returnLift1D": -0.002544511882697086,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.0834771627963059,
      "fitnessScore": -0.17712305575806275,
      "lookbackDays": 63,
      "returnLift1D": -0.002544511882697086,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "f296a19cea32321d18abb15fe16c2d4283d70c2fc5a6512e86176d1b39c8d8f1",
    "size": 13,
    "members": [
      "SLB",
      "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",
      "SLB"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SLB",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "SLB",
    "hitRates": {
      "1": 0.48026315789473684,
      "5": 0.5131578947368421,
      "10": 0.5131578947368421
    },
    "hitRate1D": 0.48026315789473684,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5985620913366949,
    "eligibleDays": 359,
    "fitnessScore": 0.4378850261350695,
    "lookbackDays": 30,
    "returnLift1D": 0.0010195360903632951,
    "hitRateLift1D": -0.007202023163759008,
    "portfolioSize": 3,
    "activationRate": 0.4233983286908078,
    "activationCount": 152,
    "baselineHitRates": {
      "1": 0.48746518105849584,
      "5": 0.5408450704225352,
      "10": 0.5228571428571429
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8067629818672796,
    "avgForwardReturns": {
      "1": 0.0017313099290610112,
      "5": 0.0017023508372581788,
      "10": 0.0027154275575631257
    },
    "shadowMaxDrawdown": -0.17721010925472347,
    "shadowTotalReturn": 0.23739153310750738,
    "avgForwardReturn1D": 0.0017313099290610112,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-03-17",
      "2025-03-18",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 152,
      "5": 152,
      "10": 152
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007117738386977161,
      "5": 0.0034082647025662524,
      "10": 0.007381783343910034
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5985620913366949,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3930459748835406,
    "bestRawFitnessScore": 0.4378850261350695,
    "upperQuartileComboQuality": 0.4363099086330111
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4077523253825403,
    "rawScore": 0.4332894605533441,
    "confidence": 0.8821243649075107,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0.0500243973733484,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.3860463987058542,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.48026315789473684,
        "5": 0.5131578947368421,
        "10": 0.5131578947368421
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      "hitRate1D": 0.48026315789473684,
      "rankWeights": [
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      ],
      "comboQuality": 0.5985620913366949,
      "eligibleDays": 359,
      "fitnessScore": 0.4378850261350695,
      "lookbackDays": 30,
      "returnLift1D": 0.0010195360903632951,
      "hitRateLift1D": -0.007202023163759008,
      "portfolioSize": 3,
      "activationRate": 0.4233983286908078,
      "activationCount": 152,
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        "1": 0.48746518105849584,
        "5": 0.5408450704225352,
        "10": 0.5228571428571429
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8067629818672796,
      "avgForwardReturns": {
        "1": 0.0017313099290610112,
        "5": 0.0017023508372581788,
        "10": 0.0027154275575631257
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      "shadowMaxDrawdown": -0.17721010925472347,
      "shadowTotalReturn": 0.23739153310750738,
      "avgForwardReturn1D": 0.0017313099290610112,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-03-17",
        "2025-03-18",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 152,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "SLB",
      "hitRates": {
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        "5": 0.5238095238095238,
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      "hitRate1D": 0.45714285714285713,
      "rankWeights": [
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      "comboQuality": 0.4768125540700545,
      "eligibleDays": 359,
      "fitnessScore": 0.3295804008388373,
      "lookbackDays": 30,
      "returnLift1D": 0.0014927983665187772,
      "hitRateLift1D": -0.030322323915638716,
      "portfolioSize": 2,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8312739881837001,
      "avgForwardReturns": {
        "1": 0.0022045722052164932,
        "5": 0.00431814644914336,
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      "shadowMaxDrawdown": -0.1578947989750784,
      "shadowTotalReturn": 0.2128481143509029,
      "avgForwardReturn1D": 0.0022045722052164932,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-03-17",
        "2025-03-18",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 105,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "SLB",
      "hitRates": {
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      "comboQuality": 0.47447947185576833,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "returnLift1D": 0.00023559096272852183,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.4363099086330111,
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      "activationRate": 0.38858695652173914,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.5494505494505495,
        "10": 0.5236768802228412
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.19994365083586466,
      "avgForwardReturns": {
        "1": -0.00028281168116253404,
        "5": 0.00026523964070971435,
        "10": 0.007217564879094725
      },
      "shadowMaxDrawdown": -0.29830483482071335,
      "shadowTotalReturn": -0.09131139515798459,
      "avgForwardReturn1D": -0.00028281168116253404,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-11",
        "2025-03-03",
        "2025-03-10",
        "2025-03-11",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008218111894425536,
        "5": 0.00393958223617495,
        "10": 0.007653206128326678
      }
    },
    {
      "topN": 4,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.4409937888198758,
        "5": 0.515527950310559,
        "10": 0.5031055900621118
      },
      "hitRate1D": 0.4409937888198758,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.104517656595743,
      "eligibleDays": 368,
      "fitnessScore": -0.12256142659232522,
      "lookbackDays": 21,
      "returnLift1D": -0.0011029818165449944,
      "hitRateLift1D": -0.04813664596273293,
      "portfolioSize": 4,
      "activationRate": 0.4375,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.5494505494505495,
        "10": 0.5236768802228412
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.17882968186521395,
      "avgForwardReturns": {
        "1": -0.00028117062710244074,
        "5": -0.0001270427213760275,
        "10": 0.0033850613160509285
      },
      "shadowMaxDrawdown": -0.3370173003450314,
      "shadowTotalReturn": -0.1031394024590544,
      "avgForwardReturn1D": -0.00028117062710244074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-11",
        "2025-03-03",
        "2025-03-10",
        "2025-03-11",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008218111894425536,
        "5": 0.00393958223617495,
        "10": 0.007653206128326678
      }
    },
    {
      "topN": 5,
      "ticker": "SLB",
      "hitRates": {
        "1": 0.4409937888198758,
        "5": 0.515527950310559,
        "10": 0.5031055900621118
      },
      "hitRate1D": 0.4409937888198758,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.104517656595743,
      "eligibleDays": 368,
      "fitnessScore": -0.12256142659232522,
      "lookbackDays": 21,
      "returnLift1D": -0.0011029818165449944,
      "hitRateLift1D": -0.04813664596273293,
      "portfolioSize": 5,
      "activationRate": 0.4375,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.5494505494505495,
        "10": 0.5236768802228412
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.17882968186521395,
      "avgForwardReturns": {
        "1": -0.00028117062710244074,
        "5": -0.0001270427213760275,
        "10": 0.0033850613160509285
      },
      "shadowMaxDrawdown": -0.3370173003450314,
      "shadowTotalReturn": -0.1031394024590544,
      "avgForwardReturn1D": -0.00028117062710244074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-11",
        "2025-03-03",
        "2025-03-10",
        "2025-03-11",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008218111894425536,
        "5": 0.00393958223617495,
        "10": 0.007653206128326678
      }
    }
  ],
  "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": 0.4122056162359271,
      "fitnessScore": 0.27193192070693023,
      "lookbackDays": 14,
      "returnLift1D": 0.0003768949519054821,
      "activationRate": 0.4053333333333333,
      "activationCount": 152,
      "sampleConfidence": 0.9973684210526317,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11626465111215278,
      "avgForwardReturn1D": 0.0010637869053904893
    },
    {
      "comboQuality": 0.1335305089505254,
      "fitnessScore": -0.061421321505470625,
      "lookbackDays": 21,
      "returnLift1D": -0.00039244312189916136,
      "activationRate": 0.2826086956521739,
      "activationCount": 104,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.004001785323480389,
      "avgForwardReturn1D": 0.0004293680675433923
    },
    {
      "comboQuality": 0.5985620913366949,
      "fitnessScore": 0.4378850261350695,
      "lookbackDays": 30,
      "returnLift1D": 0.0010195360903632951,
      "activationRate": 0.4233983286908078,
      "activationCount": 152,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.23739153310750738,
      "avgForwardReturn1D": 0.0017313099290610112
    },
    {
      "comboQuality": 0.4166655103038906,
      "fitnessScore": 0.2759750612694112,
      "lookbackDays": 45,
      "returnLift1D": 0.0005818250040926697,
      "activationRate": 0.37790697674418605,
      "activationCount": 130,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.13580475423616112,
      "avgForwardReturn1D": 0.0013588419124205301
    },
    {
      "comboQuality": 0.47447947185576833,
      "fitnessScore": 0.32752240218730866,
      "lookbackDays": 63,
      "returnLift1D": 0.0017635617301169353,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.20445944780923742,
      "avgForwardReturn1D": 0.0027191618468992733
    }
  ],
  "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": "f296a19cea32321d18abb15fe16c2d4283d70c2fc5a6512e86176d1b39c8d8f1",
    "size": 13,
    "members": [
      "SLB",
      "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
0.646
Liquidity
0.921
Momentum
0.467
Relative strength
0.415
Trend quality
0.550
Stability
0.641
Aggression
0.424
Downside risk
0.578
Drawdown state
0.801
Quality momentum
0.497
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.699
Benchmark Independence 3m Score
0.774
Beta 1y Profile Score
0.316
Beta 3m Profile Score
0.216
Beta Change Score
0.376
Correlation Change Score
0.463
Current Drawdown Score
0.714
Days Since 52w High Score
0.131
Distance From 52w High Score
0.714
Distance From Sma 20 Score
0.514
Distance From Sma 200 Score
0.548
Distance From Sma 50 Score
0.363
Downside Volatility 1m Score
0.248
Downside Volatility 1y Score
0.357
Downside Volatility 2y Score
0.394
Downside Volatility 3m Score
0.423
Downside Volatility 5y Score
0.432
Downside Volatility 6m Score
0.413
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.876
Excess Return 3m Score
0.221
Excess Return 6m Score
0.336
Expected Shortfall 95 1y Score
0.544
Log Avg Dollar Volume 20d Score
0.921
Log Market Cap Score
0.646
Drawdown Score 1m
0.774
Drawdown Score 1y
0.657
Drawdown Score 2y
0.570
Drawdown Score 3m
0.443
Drawdown Score 5y
0.534
Drawdown Score 6m
0.595
Momentum Acceleration 1m Vs 3m Score
0.601
Momentum Acceleration 3m Vs 6m Score
0.368
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.545
Relative Strength Slope 3m Score
0.232
Relative Volume 20d Score
0.219
Return 1m Score
0.480
Return 1w Score
0.510
Return 1y Score
0.758
Return 2y Score
0.293
Return 3m Score
0.342
Return 5y Score
0.141
Return 6m Score
0.487
Return Skewness 1y Score
0.512
Sector Excess Return 1y Score
0.466
Sharpe 1m Score
0.295
Sharpe 1y Score
0.640
Sharpe 2y Score
0.442
Sharpe 3m Score
0.085
Sharpe 5y Score
0.502
Sharpe 6m Score
0.416
Sortino 1m Score
0.312
Sortino 1y Score
0.533
Sortino 2y Score
0.401
Sortino 3m Score
0.208
Sortino 5y Score
0.439
Sortino 6m Score
0.384
Trend R2 1m Score
0.056
Trend R2 1w Score
0.117
Trend R2 1y Score
0.785
Trend R2 2y Score
0.187
Trend R2 3m Score
0.655
Trend R2 5y Score
0.139
Trend R2 6m Score
0.010
Trend Slope 1m Score
0.538
Trend Slope 1w Score
0.611
Trend Slope 1y Score
0.648
Trend Slope 2y Score
0.530
Trend Slope 3m Score
0.272
Trend Slope 5y Score
0.513
Trend Slope 6m Score
0.512
Volatility 1m Score
0.236
Volatility 1w Score
0.234
Volatility 1y Score
0.378
Volatility 2y Score
0.398
Volatility 3m Score
0.351
Volatility 5y Score
0.432
Volatility 6m Score
0.391
Worst Day 1y Score
0.625
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
578,682,979.85
Best Day 1y
0.090
Beta To Benchmark 1y
0.789
Beta 3m
0.541
Beta Change
-0.248
Beta To Sector 1y
0.901
Correlation To Benchmark 1y
0.301
Correlation 3m
0.226
Correlation Change
-0.075
Correlation To Sector 1y
0.566
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.699
Benchmark Independence 3m Score
0.774
Beta 1y Profile Score
0.316
Beta 3m Profile Score
0.216
Beta Change Score
0.376
Correlation Change Score
0.463
Current Drawdown Score
0.714
Distance From Sma 20 Score
0.514
Distance From Sma 200 Score
0.548
Current Drawdown
-0.186
Days Since 52w High
33
Distance From 52w High
-0.186
Distance From Sma 20
0.008
Distance From Sma 200
0.029
Distance From Sma 50
-0.082
Downside Capture 1y
1.261
Downside Volatility 1m
0.236
Downside Volatility 1w
-
Downside Volatility 1y
0.318
Downside Volatility 2y
0.346
Downside Volatility 3m
0.367
Downside Volatility 5y
0.374
Downside Volatility 6m
0.360
Drawdown Recovery
1
Excess Return 1m
-0.018
Excess Return 1y
0.225
Excess Return 3m
-0.167
Excess Return 6m
-0.099
Expected Shortfall 95 1y
-0.046
Market Cap
77,791,280,000
Max Drawdown 1m
-0.056
Max Drawdown 1w
-0.015
Max Drawdown 1y
-0.223
Max Drawdown 2y
-0.344
Max Drawdown 3m
-0.223
Max Drawdown 5y
-0.466
Max Drawdown 6m
-0.223
Momentum Acceleration 1m Vs 3m
0.030
Momentum Acceleration 3m Vs 6m
-0.040
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.892
Return 1m
-0.012
Return 1w
0.003
Return 1y
0.412
Return 2y
0.024
Return 3m
-0.127
Return 5y
0.834
Return 6m
-0.016
Return Skewness 1y
0.073
Sector Excess Return 1y
-0.021
Sharpe 1m
-0.526
Sharpe 1y
1.202
Sharpe 2y
0.209
Sharpe 3m
-1.573
Sharpe 5y
0.511
Sharpe 6m
0.078
Sortino 1m
-0.506
Sortino 1y
1.261
Sortino 2y
0.210
Sortino 3m
-1.340
Sortino 5y
0.512
Sortino 6m
0.074
Trend R2 1m
0.056
Trend R2 1w
0.117
Trend R2 1y
0.785
Trend R2 2y
0.187
Trend R2 3m
0.655
Trend R2 5y
0.139
Trend R2 6m
0.010
Trend 1m
0.001
Trend 1w
0.002
Trend 1y
0.002
Trend 2y
0.000
Trend 3m
-0.004
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.944
Value At Risk 95 1y
-0.034
Volatility 1m
0.227
Volatility 1w
0.226
Volatility 1y
0.333
Volatility 2y
0.349
Volatility 3m
0.313
Volatility 5y
0.374
Volatility 6m
0.343
Worst Day 1y
-0.075
Distance From Sma 50 Score
0.363
Downside Volatility 1y Score
0.357
Downside Volatility 3m Score
0.423
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.876
Excess Return 3m Score
0.221
Excess Return 6m Score
0.336
Expected Shortfall 95 1y Score
0.544
Log Avg Dollar Volume 20d Score
0.921
Log Market Cap Score
0.646
Drawdown Score 1y
0.657
Drawdown Score 5y
0.534
Momentum Acceleration 1m Vs 3m Score
0.601
Momentum Acceleration 3m Vs 6m Score
0.368
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.545
Relative Volume 20d Score
0.219
Return 1m Score
0.480
Return 1y Score
0.758
Return 3m Score
0.342
Return 6m Score
0.487
Return Skewness 1y Score
0.512
Sortino 1y Score
0.533
Sortino 3m Score
0.208
Trend R2 1y Score
0.785
Trend R2 3m Score
0.655
Trend Slope 1y Score
0.648
Trend Slope 3m Score
0.272
Volatility 1y Score
0.378
Volatility 3m Score
0.351