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MonstraTM

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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

THG

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

THG

THG

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.017
Correlation To Benchmark 1y
0.010
Inverse To Benchmark 1y
0.990
Drawdown Score 1m
0.831
Drawdown Score 3m
0.843
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
0.881
Drawdown Score 1y
0.846
Drawdown Score 2y
0.825
Drawdown Score 5y
0.696
Return 1w
-0.034
Return 1m
0.117
Return 3m
0.195
Return 6m
0.213
Return 1y
0.317
Return 2y
0.802
Return 5y
0.754
Sharpe 1m
5.810
Sharpe 3m
3.058
Sharpe 6m
1.890
Sharpe 1y
1.446
Sharpe 2y
1.428
Sharpe 5y
0.607
Trend 1w
-0.008
Trend 1m
0.006
Trend 3m
0.003
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.221
Volatility 1m
0.234
Volatility 3m
0.243
Volatility 6m
0.217
Volatility 1y
0.205
Volatility 2y
0.224
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
THG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 2:05 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.446
Aptet Fit Raw Score
0.469
Aptet Fit Confidence
0.900
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.482
Force Fit Raw Score
0.504
Force Fit Confidence
0.910
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:05 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "THG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "THG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "THG",
    "hitRates": {
      "1": 0.5546875,
      "5": 0.6451612903225806,
      "10": 0.5546218487394958
    },
    "hitRate1D": 0.5546875,
    "comboQuality": 0.6931293903481502,
    "eligibleDays": 315,
    "fitnessScore": 0.5292539100897171,
    "lookbackDays": 45,
    "returnLift1D": 0.0006132915879473292,
    "hitRateLift1D": 0.01647093949044587,
    "activationRate": 0.4095238095238095,
    "activationCount": 129,
    "baselineHitRates": {
      "1": 0.5382165605095541,
      "5": 0.5935483870967742,
      "10": 0.6065573770491803
    },
    "sampleConfidence": 0.9917312661498708,
    "shadowSharpeLike": 1.0635441624367157,
    "avgForwardReturns": {
      "1": 0.001647820842989766,
      "5": 0.006830545139658849,
      "10": 0.009877411114270079
    },
    "shadowMaxDrawdown": -0.0927510350320141,
    "shadowTotalReturn": 0.1954453613198459,
    "avgForwardReturn1D": 0.001647820842989766,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-07"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 124,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010345292550424368,
      "5": 0.0051606093416553984,
      "10": 0.009850125936984202
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6931293903481502,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.30070179415015497,
    "bestRawFitnessScore": 0.5292539100897171,
    "upperQuartileComboQuality": 0.4569384824095191
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.44574762058383094,
    "rawScore": 0.4691022992823349,
    "confidence": 0.9004282062388801,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.20039158564037618,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        45,
        63
      ]
    },
    "parameterStability": 0.6530877623383531,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5546875,
        "5": 0.6451612903225806,
        "10": 0.5546218487394958
      },
      "hitRate1D": 0.5546875,
      "comboQuality": 0.6931293903481502,
      "eligibleDays": 315,
      "fitnessScore": 0.5292539100897171,
      "lookbackDays": 45,
      "returnLift1D": 0.0006132915879473292,
      "hitRateLift1D": 0.01647093949044587,
      "activationRate": 0.4095238095238095,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.5935483870967742,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 0.9917312661498708,
      "shadowSharpeLike": 1.0635441624367157,
      "avgForwardReturns": {
        "1": 0.001647820842989766,
        "5": 0.006830545139658849,
        "10": 0.009877411114270079
      },
      "shadowMaxDrawdown": -0.0927510350320141,
      "shadowTotalReturn": 0.1954453613198459,
      "avgForwardReturn1D": 0.001647820842989766,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010345292550424368,
        "5": 0.0051606093416553984,
        "10": 0.009850125936984202
      }
    },
    {
      "topN": 5,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5328947368421053,
        "5": 0.6216216216216216,
        "10": 0.5804195804195804
      },
      "hitRate1D": 0.5328947368421053,
      "comboQuality": 0.6728963538957984,
      "eligibleDays": 315,
      "fitnessScore": 0.5086891306983464,
      "lookbackDays": 45,
      "returnLift1D": 0.000255366443538748,
      "hitRateLift1D": -0.005321823667448822,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.5935483870967742,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 0.9930283224400872,
      "shadowSharpeLike": 0.9715542881120216,
      "avgForwardReturns": {
        "1": 0.0012898956985811848,
        "5": 0.006017960069918724,
        "10": 0.010733863804648547
      },
      "shadowMaxDrawdown": -0.11086741178431259,
      "shadowTotalReturn": 0.18353443280048687,
      "avgForwardReturn1D": 0.0012898956985811848,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 148,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010345292550424368,
        "5": 0.0051606093416553984,
        "10": 0.009850125936984202
      }
    },
    {
      "topN": 3,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5875,
        "5": 0.6052631578947368,
        "10": 0.4647887323943662
      },
      "hitRate1D": 0.5875,
      "comboQuality": 0.6325245870289641,
      "eligibleDays": 297,
      "fitnessScore": 0.4694737895306197,
      "lookbackDays": 63,
      "returnLift1D": 0.0009928344570047734,
      "hitRateLift1D": 0.04695945945945945,
      "activationRate": 0.2727272727272727,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5856164383561644,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9868312757201647,
      "shadowSharpeLike": 1.1098720138081317,
      "avgForwardReturns": {
        "1": 0.0019777462655887687,
        "5": 0.00816496188194096,
        "10": 0.008349676219108284
      },
      "shadowMaxDrawdown": -0.0757841408694594,
      "shadowTotalReturn": 0.150509360707189,
      "avgForwardReturn1D": 0.0019777462655887687,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-10-01",
        "2025-10-02"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009849118085839953,
        "5": 0.00491084231388548,
        "10": 0.009305779170496156
      }
    },
    {
      "topN": 3,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5544554455445545,
        "5": 0.6185567010309279,
        "10": 0.4891304347826087
      },
      "hitRate1D": 0.5544554455445545,
      "comboQuality": 0.6089708997295851,
      "eligibleDays": 315,
      "fitnessScore": 0.4474574700908567,
      "lookbackDays": 45,
      "returnLift1D": 0.0006671647121208222,
      "hitRateLift1D": 0.016238885035000372,
      "activationRate": 0.3238095238095238,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.5935483870967742,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 0.9895424836601308,
      "shadowSharpeLike": 1.0239902161989631,
      "avgForwardReturns": {
        "1": 0.001701693967163259,
        "5": 0.00567929933727559,
        "10": 0.005791111826837514
      },
      "shadowMaxDrawdown": -0.08112753416829255,
      "shadowTotalReturn": 0.15740302480721224,
      "avgForwardReturn1D": 0.001701693967163259,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-09-04"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010345292550424368,
        "5": 0.0051606093416553984,
        "10": 0.009850125936984202
      }
    },
    {
      "topN": 4,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5494505494505495,
        "5": 0.5517241379310345,
        "10": 0.45121951219512196
      },
      "hitRate1D": 0.5494505494505495,
      "comboQuality": 0.47876459158895024,
      "eligibleDays": 297,
      "fitnessScore": 0.33130159264160136,
      "lookbackDays": 63,
      "returnLift1D": 0.00017068792769970578,
      "hitRateLift1D": 0.008910008910008926,
      "activationRate": 0.30976430976430974,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5856164383561644,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": 0.6930051251084415,
      "avgForwardReturns": {
        "1": 0.001155599736283701,
        "5": 0.0049799042798768615,
        "10": 0.007020425322108424
      },
      "shadowMaxDrawdown": -0.09711245380987665,
      "shadowTotalReturn": 0.09154562757225482,
      "avgForwardReturn1D": 0.001155599736283701,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-06-09",
        "2025-10-01"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 87,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009849118085839953,
        "5": 0.00491084231388548,
        "10": 0.009305779170496156
      }
    },
    {
      "topN": 4,
      "ticker": "THG",
      "hitRates": {
        "1": 0.576,
        "5": 0.628099173553719,
        "10": 0.5948275862068966
      },
      "hitRate1D": 0.576,
      "comboQuality": 0.4496631126830421,
      "eligibleDays": 330,
      "fitnessScore": 0.3055529711774955,
      "lookbackDays": 30,
      "returnLift1D": -0.00029624461487417055,
      "hitRateLift1D": 0.03192705167173249,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.5938461538461538,
        "10": 0.609375
      },
      "sampleConfidence": 0.9915343915343916,
      "shadowSharpeLike": 0.26318720223579856,
      "avgForwardReturns": {
        "1": 0.0005152812595137944,
        "5": 0.004930361274604902,
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      "sampleConfidence": 0.98989898989899,
      "shadowSharpeLike": -0.6879581834481033,
      "avgForwardReturns": {
        "1": -0.0013812547734320373,
        "5": -0.009221386382109691,
        "10": -0.009270317287124958
      },
      "shadowMaxDrawdown": -0.1361299278383149,
      "shadowTotalReturn": -0.10782867706785548,
      "avgForwardReturn1D": -0.0013812547734320373,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 63,
        "10": 59
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008674013383459822,
        "5": 0.004202853540289875,
        "10": 0.00804739183356679
      }
    },
    {
      "topN": 5,
      "ticker": "THG",
      "hitRates": {
        "1": 0.49700598802395207,
        "5": 0.47904191616766467,
        "10": 0.49696969696969695
      },
      "hitRate1D": 0.49700598802395207,
      "comboQuality": 0.11704366454090845,
      "eligibleDays": 352,
      "fitnessScore": -0.09456031021274393,
      "lookbackDays": 14,
      "returnLift1D": -0.001723754016051913,
      "hitRateLift1D": -0.048708297690333635,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5457142857142857,
        "5": 0.5982658959537572,
        "10": 0.6111111111111112
      },
      "sampleConfidence": 0.998015873015873,
      "shadowSharpeLike": -0.7778411287508774,
      "avgForwardReturns": {
        "1": -0.0008565339578856237,
        "5": -0.004223349475993552,
        "10": -0.0034136968057947416
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      "shadowMaxDrawdown": -0.2438465527897573,
      "shadowTotalReturn": -0.16690176188731776,
      "avgForwardReturn1D": -0.0008565339578856237,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008672200581662892,
        "5": 0.004376553325519148,
        "10": 0.008633375585747696
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    },
    {
      "topN": 5,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5,
        "5": 0.5486111111111112,
        "10": 0.5467625899280576
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.090467472513528,
      "eligibleDays": 339,
      "fitnessScore": -0.15774688692217784,
      "lookbackDays": 21,
      "returnLift1D": -0.002007817782527936,
      "hitRateLift1D": -0.050295857988165715,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5502958579881657,
        "5": 0.5988023952095808,
        "10": 0.601823708206687
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      "sampleConfidence": 0.9928411633109621,
      "shadowSharpeLike": -0.9776532289283323,
      "avgForwardReturns": {
        "1": -0.001140416444181954,
        "5": -0.0017984864789562832,
        "10": 0.0011199971310874139
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      "shadowMaxDrawdown": -0.2648199013959145,
      "shadowTotalReturn": -0.18974357481719917,
      "avgForwardReturn1D": -0.001140416444181954,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008674013383459822,
        "5": 0.004202853540289875,
        "10": 0.00804739183356679
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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": 3,
      "comboQuality": 0.22870141652337536,
      "fitnessScore": 0.0825551802517693,
      "lookbackDays": 14,
      "returnLift1D": -0.000963328083869066,
      "activationRate": 0.35795454545454547,
      "activationCount": 126,
      "sampleConfidence": 0.9978835978835979,
      "shadowTotalReturn": -0.04941111739982784,
      "avgForwardReturn1D": -0.00009610802570277688
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.19706954040083619,
      "fitnessScore": 0.040963481871050006,
      "lookbackDays": 21,
      "returnLift1D": -0.0013560541554722377,
      "activationRate": 0.35988200589970504,
      "activationCount": 122,
      "sampleConfidence": 0.9912568306010929,
      "shadowTotalReturn": -0.08889160038435873,
      "avgForwardReturn1D": -0.0004886528171262554
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.4496631126830421,
      "fitnessScore": 0.3055529711774955,
      "lookbackDays": 30,
      "returnLift1D": -0.00029624461487417055,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "sampleConfidence": 0.9915343915343916,
      "shadowTotalReturn": 0.0366358711900554,
      "avgForwardReturn1D": 0.0005152812595137944
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6931293903481502,
      "fitnessScore": 0.5292539100897171,
      "lookbackDays": 45,
      "returnLift1D": 0.0006132915879473292,
      "activationRate": 0.4095238095238095,
      "activationCount": 129,
      "sampleConfidence": 0.9917312661498708,
      "shadowTotalReturn": 0.1954453613198459,
      "avgForwardReturn1D": 0.001647820842989766
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6325245870289641,
      "fitnessScore": 0.4694737895306197,
      "lookbackDays": 63,
      "returnLift1D": 0.0009928344570047734,
      "activationRate": 0.2727272727272727,
      "activationCount": 81,
      "sampleConfidence": 0.9868312757201647,
      "shadowTotalReturn": 0.150509360707189,
      "avgForwardReturn1D": 0.0019777462655887687
    }
  ],
  "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": "3ff1abb75836741917707a4eedb82f13391d91dbd3d103180b241f60c1d2907c",
    "size": 13,
    "members": [
      "SMH",
      "THG",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "THG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "THG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "THG",
    "hitRates": {
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      "5": 0.6601307189542484,
      "10": 0.5675675675675675
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    "hitRate1D": 0.5796178343949044,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.6989383836578186,
    "eligibleDays": 344,
    "fitnessScore": 0.5352944807603126,
    "lookbackDays": 45,
    "returnLift1D": 0.0003485301286444409,
    "hitRateLift1D": 0.027292252999555622,
    "portfolioSize": 4,
    "activationRate": 0.4563953488372093,
    "activationCount": 157,
    "baselineHitRates": {
      "1": 0.5523255813953488,
      "5": 0.6058823529411764,
      "10": 0.608955223880597
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    "sampleConfidence": 0.99447983014862,
    "shadowSharpeLike": 0.7945007267401335,
    "avgForwardReturns": {
      "1": 0.0013224044496969968,
      "5": 0.005044961575922168,
      "10": 0.006821207322814041
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    "shadowMaxDrawdown": -0.1402039211725079,
    "shadowTotalReturn": 0.18132466675326708,
    "avgForwardReturn1D": 0.0013224044496969968,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 157,
      "5": 153,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.0009738743210525559,
      "5": 0.0046551715333568175,
      "10": 0.008718368216847303
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6989383836578186,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3235204364287694,
    "bestRawFitnessScore": 0.5352944807603126,
    "upperQuartileComboQuality": 0.5273081974423158
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.48165636140841656,
    "rawScore": 0.5044573596772399,
    "confidence": 0.9096018807876572,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.1999283509743262,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6919068909824027,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "THG",
      "hitRates": {
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        "5": 0.6601307189542484,
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      "hitRate1D": 0.5796178343949044,
      "rankWeights": [
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      "comboQuality": 0.6989383836578186,
      "eligibleDays": 344,
      "fitnessScore": 0.5352944807603126,
      "lookbackDays": 45,
      "returnLift1D": 0.0003485301286444409,
      "hitRateLift1D": 0.027292252999555622,
      "portfolioSize": 4,
      "activationRate": 0.4563953488372093,
      "activationCount": 157,
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      "sampleConfidence": 0.99447983014862,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1402039211725079,
      "shadowTotalReturn": 0.18132466675326708,
      "avgForwardReturn1D": 0.0013224044496969968,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5796178343949044,
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      "comboQuality": 0.6989383836578186,
      "eligibleDays": 344,
      "fitnessScore": 0.5352944807603126,
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      "returnLift1D": 0.0003485301286444409,
      "hitRateLift1D": 0.027292252999555622,
      "portfolioSize": 5,
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      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": 0.7945007267401335,
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      "shadowMaxDrawdown": -0.1402039211725079,
      "shadowTotalReturn": 0.18132466675326708,
      "avgForwardReturn1D": 0.0013224044496969968,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
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      "horizonObservationCounts": {
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    },
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      "sampleConfidence": 0.9933333333333334,
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      "comboQuality": 0.568174418709479,
      "eligibleDays": 326,
      "fitnessScore": 0.41036947115590644,
      "lookbackDays": 63,
      "returnLift1D": 0.0004372869465650636,
      "hitRateLift1D": 0.038873396542108196,
      "portfolioSize": 3,
      "activationRate": 0.3374233128834356,
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      "sampleConfidence": 0.9921212121212122,
      "shadowSharpeLike": 0.6531990627258994,
      "avgForwardReturns": {
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      "riskOffActivations": 0,
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        "2025-04-14",
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        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 106,
        "10": 101
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.5273081974423158,
      "eligibleDays": 359,
      "fitnessScore": 0.3740551512475693,
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      "returnLift1D": -0.00023201638192690247,
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      "portfolioSize": 4,
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        "5": 0.5956873315363881,
        "10": 0.6256830601092896
      },
      "sampleConfidence": 0.9989974937343359,
      "shadowSharpeLike": -0.3173920570151416,
      "avgForwardReturns": {
        "1": -0.00028643738891771786,
        "5": -0.0040738576050836205,
        "10": -0.004500875422368929
      },
      "shadowMaxDrawdown": -0.17355879173400424,
      "shadowTotalReturn": -0.07636244230500722,
      "avgForwardReturn1D": -0.00028643738891771786,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-25",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010755584416155457,
        "5": 0.005185075229465069,
        "10": 0.010279229814155183
      }
    },
    {
      "topN": 4,
      "ticker": "THG",
      "hitRates": {
        "1": 0.4936708860759494,
        "5": 0.4620253164556962,
        "10": 0.5
      },
      "hitRate1D": 0.4936708860759494,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.15323052011360958,
      "eligibleDays": 375,
      "fitnessScore": -0.02608670923817024,
      "lookbackDays": 14,
      "returnLift1D": -0.0015150310273127205,
      "hitRateLift1D": -0.04232911392405064,
      "portfolioSize": 4,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6256830601092896
      },
      "sampleConfidence": 0.99915611814346,
      "shadowSharpeLike": -0.43999338291336604,
      "avgForwardReturns": {
        "1": -0.00043947258569717484,
        "5": -0.004008172010493407,
        "10": -0.003315157322346709
      },
      "shadowMaxDrawdown": -0.20933699637597947,
      "shadowTotalReturn": -0.10546212822058942,
      "avgForwardReturn1D": -0.00043947258569717484,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-21",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010755584416155457,
        "5": 0.005185075229465069,
        "10": 0.010279229814155183
      }
    },
    {
      "topN": 5,
      "ticker": "THG",
      "hitRates": {
        "1": 0.4936708860759494,
        "5": 0.4620253164556962,
        "10": 0.5
      },
      "hitRate1D": 0.4936708860759494,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.15323052011360958,
      "eligibleDays": 375,
      "fitnessScore": -0.02608670923817024,
      "lookbackDays": 14,
      "returnLift1D": -0.0015150310273127205,
      "hitRateLift1D": -0.04232911392405064,
      "portfolioSize": 5,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6256830601092896
      },
      "sampleConfidence": 0.99915611814346,
      "shadowSharpeLike": -0.43999338291336604,
      "avgForwardReturns": {
        "1": -0.00043947258569717484,
        "5": -0.004008172010493407,
        "10": -0.003315157322346709
      },
      "shadowMaxDrawdown": -0.20933699637597947,
      "shadowTotalReturn": -0.10546212822058942,
      "avgForwardReturn1D": -0.00043947258569717484,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-21",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010755584416155457,
        "5": 0.005185075229465069,
        "10": 0.010279229814155183
      }
    },
    {
      "topN": 2,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5,
        "5": 0.4375,
        "10": 0.4787234042553192
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11903107868363998,
      "eligibleDays": 375,
      "fitnessScore": -0.0903602993443534,
      "lookbackDays": 14,
      "returnLift1D": -0.001801181455396668,
      "hitRateLift1D": -0.03600000000000003,
      "portfolioSize": 2,
      "activationRate": 0.256,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6256830601092896
      },
      "sampleConfidence": 0.9986111111111111,
      "shadowSharpeLike": -0.5250285379893133,
      "avgForwardReturns": {
        "1": -0.0007256230137811225,
        "5": -0.0033279570497181735,
        "10": -0.0033603871067244165
      },
      "shadowMaxDrawdown": -0.16079567702219477,
      "shadowTotalReturn": -0.10261369225852823,
      "avgForwardReturn1D": -0.0007256230137811225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-18",
        "2025-02-25",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010755584416155457,
        "5": 0.005185075229465069,
        "10": 0.010279229814155183
      }
    },
    {
      "topN": 2,
      "ticker": "THG",
      "hitRates": {
        "1": 0.5,
        "5": 0.4810126582278481,
        "10": 0.56
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11631953045743154,
      "eligibleDays": 368,
      "fitnessScore": -0.09610600328139106,
      "lookbackDays": 21,
      "returnLift1D": -0.0020166657885000968,
      "hitRateLift1D": -0.03804347826086951,
      "portfolioSize": 2,
      "activationRate": 0.22282608695652173,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5380434782608695,
        "5": 0.5961538461538461,
        "10": 0.6183844011142061
      },
      "sampleConfidence": 0.9918699186991871,
      "shadowSharpeLike": -0.531502265901639,
      "avgForwardReturns": {
        "1": -0.0009224512766925039,
        "5": -0.006216989129441281,
        "10": -0.0047265008751462955
      },
      "shadowMaxDrawdown": -0.13612992783831535,
      "shadowTotalReturn": -0.09812309905953542,
      "avgForwardReturn1D": -0.0009224512766925039,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 79,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.001094214511807593,
        "5": 0.004931119971110777,
        "10": 0.009514117417044578
      }
    }
  ],
  "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": 0.1809920443070654,
      "fitnessScore": 0.017879041265276143,
      "lookbackDays": 14,
      "returnLift1D": -0.0013619958305332636,
      "activationRate": 0.3546666666666667,
      "activationCount": 133,
      "sampleConfidence": 0.9989974937343359,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07636244230500722,
      "avgForwardReturn1D": -0.00028643738891771786
    },
    {
      "comboQuality": 0.2604732550690954,
      "fitnessScore": 0.12042774291212996,
      "lookbackDays": 21,
      "returnLift1D": -0.0010159913950827221,
      "activationRate": 0.38858695652173914,
      "activationCount": 143,
      "sampleConfidence": 0.993939393939394,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.02849776449607455,
      "avgForwardReturn1D": 0.00007822311672487106
    },
    {
      "comboQuality": 0.5273081974423158,
      "fitnessScore": 0.3740551512475693,
      "lookbackDays": 30,
      "returnLift1D": -0.00023201638192690247,
      "activationRate": 0.4206128133704735,
      "activationCount": 151,
      "sampleConfidence": 0.9942604856512142,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07943978093573989,
      "avgForwardReturn1D": 0.0007213995592833515
    },
    {
      "comboQuality": 0.6989383836578186,
      "fitnessScore": 0.5352944807603126,
      "lookbackDays": 45,
      "returnLift1D": 0.0003485301286444409,
      "activationRate": 0.4563953488372093,
      "activationCount": 157,
      "sampleConfidence": 0.99447983014862,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.18132466675326708,
      "avgForwardReturn1D": 0.0013224044496969968
    },
    {
      "comboQuality": 0.568174418709479,
      "fitnessScore": 0.41036947115590644,
      "lookbackDays": 63,
      "returnLift1D": 0.0004372869465650636,
      "activationRate": 0.3374233128834356,
      "activationCount": 110,
      "sampleConfidence": 0.9921212121212122,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12127977164637094,
      "avgForwardReturn1D": 0.001277174716083203
    }
  ],
  "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": "3ff1abb75836741917707a4eedb82f13391d91dbd3d103180b241f60c1d2907c",
    "size": 13,
    "members": [
      "SMH",
      "THG",
      "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
0.420
Liquidity
0.623
Momentum
0.691
Relative strength
0.662
Trend quality
0.782
Stability
0.740
Aggression
0.332
Downside risk
0.658
Drawdown state
0.964
Quality momentum
0.700
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.990
Benchmark Independence 3m Score
0.824
Beta 1y Profile Score
0.007
Beta 3m Profile Score
0
Beta Change Score
0.328
Correlation Change Score
0.407
Current Drawdown Score
0.947
Days Since 52w High Score
0.020
Distance From 52w High Score
0.947
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.808
Distance From Sma 50 Score
0.646
Downside Volatility 1m Score
0.195
Downside Volatility 1y Score
0.200
Downside Volatility 2y Score
0.229
Downside Volatility 3m Score
0.205
Downside Volatility 5y Score
0.236
Downside Volatility 6m Score
0.203
Drawdown Recovery Score
1
Excess Return 1m Score
0.651
Excess Return 1y Score
0.657
Excess Return 3m Score
0.637
Excess Return 6m Score
0.688
Expected Shortfall 95 1y Score
0.744
Log Avg Dollar Volume 20d Score
0.623
Log Market Cap Score
0.420
Drawdown Score 1m
0.831
Drawdown Score 1y
0.846
Drawdown Score 2y
0.825
Drawdown Score 3m
0.843
Drawdown Score 5y
0.696
Drawdown Score 6m
0.881
Momentum Acceleration 1m Vs 3m Score
0.674
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.787
Relative Strength Slope 3m Score
0.627
Relative Volume 20d Score
0.312
Return 1m Score
0.696
Return 1w Score
0.385
Return 1y Score
0.698
Return 2y Score
0.515
Return 3m Score
0.744
Return 5y Score
0.135
Return 6m Score
0.678
Return Skewness 1y Score
0.524
Sharpe 1m Score
1
Sharpe 1y Score
0.689
Sharpe 2y Score
0.686
Sharpe 3m Score
1
Sharpe 5y Score
0.521
Sharpe 6m Score
0.778
Sortino 1m Score
1
Sortino 1y Score
0.560
Sortino 2y Score
0.556
Sortino 3m Score
0.831
Sortino 5y Score
0.451
Sortino 6m Score
0.629
Trend R2 1m Score
0.838
Trend R2 1w Score
0.755
Trend R2 1y Score
0.518
Trend R2 2y Score
0.827
Trend R2 3m Score
0.840
Trend R2 5y Score
0.596
Trend R2 6m Score
0.770
Trend Slope 1m Score
0.893
Trend Slope 1w Score
0
Trend Slope 1y Score
0.539
Trend Slope 2y Score
0.545
Trend Slope 3m Score
0.701
Trend Slope 5y Score
0.524
Trend Slope 6m Score
0.609
Volatility 1m Score
0.246
Volatility 1w Score
0.228
Volatility 1y Score
0.207
Volatility 2y Score
0.232
Volatility 3m Score
0.258
Volatility 5y Score
0.237
Volatility 6m Score
0.223
Worst Day 1y Score
0.813
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
73,892,506.588
Best Day 1y
0.057
Beta To Benchmark 1y
0.017
Beta 3m
-0.327
Beta Change
-0.344
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.010
Correlation 3m
-0.176
Correlation Change
-0.186
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.990
Benchmark Independence 3m Score
0.824
Beta 1y Profile Score
0.007
Beta 3m Profile Score
0
Beta Change Score
0.328
Correlation Change Score
0.407
Current Drawdown Score
0.947
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.808
Current Drawdown
-0.034
Days Since 52w High
5
Distance From 52w High
-0.034
Distance From Sma 20
0.025
Distance From Sma 200
0.185
Distance From Sma 50
0.087
Downside Capture 1y
2.094
Downside Volatility 1m
0.196
Downside Volatility 1w
-
Downside Volatility 1y
0.200
Downside Volatility 2y
0.221
Downside Volatility 3m
0.204
Downside Volatility 5y
0.227
Downside Volatility 6m
0.202
Drawdown Recovery
1
Excess Return 1m
0.091
Excess Return 1y
0.094
Excess Return 3m
0.082
Excess Return 6m
0.113
Expected Shortfall 95 1y
-0.026
Market Cap
7,586,884,974.492
Max Drawdown 1m
-0.042
Max Drawdown 1w
-0.042
Max Drawdown 1y
-0.100
Max Drawdown 2y
-0.140
Max Drawdown 3m
-0.063
Max Drawdown 5y
-0.304
Max Drawdown 6m
-0.066
Momentum Acceleration 1m Vs 3m
0.052
Momentum Acceleration 3m Vs 6m
0.030
Moving Average Alignment
1
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.143
Return 1m
0.117
Return 1w
-0.034
Return 1y
0.317
Return 2y
0.802
Return 3m
0.195
Return 5y
0.754
Return 6m
0.213
Return Skewness 1y
0.144
Sector Excess Return 1y
-
Sharpe 1m
5.810
Sharpe 1y
1.446
Sharpe 2y
1.428
Sharpe 3m
3.058
Sharpe 5y
0.607
Sharpe 6m
1.890
Sortino 1m
6.941
Sortino 1y
1.481
Sortino 2y
1.444
Sortino 3m
3.646
Sortino 5y
0.609
Sortino 6m
2.029
Trend R2 1m
0.838
Trend R2 1w
0.755
Trend R2 1y
0.518
Trend R2 2y
0.827
Trend R2 3m
0.840
Trend R2 5y
0.596
Trend R2 6m
0.770
Trend 1m
0.006
Trend 1w
-0.008
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.002
Upside Capture 1y
0.514
Value At Risk 95 1y
-0.021
Volatility 1m
0.234
Volatility 1w
0.221
Volatility 1y
0.205
Volatility 2y
0.224
Volatility 3m
0.243
Volatility 5y
0.228
Volatility 6m
0.217
Worst Day 1y
-0.037
Distance From Sma 50 Score
0.646
Downside Volatility 1y Score
0.200
Downside Volatility 3m Score
0.205
Drawdown Recovery Score
1
Excess Return 1m Score
0.651
Excess Return 1y Score
0.657
Excess Return 3m Score
0.637
Excess Return 6m Score
0.688
Expected Shortfall 95 1y Score
0.744
Log Avg Dollar Volume 20d Score
0.623
Log Market Cap Score
0.420
Drawdown Score 1y
0.846
Drawdown Score 5y
0.696
Momentum Acceleration 1m Vs 3m Score
0.674
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.787
Relative Volume 20d Score
0.312
Return 1m Score
0.696
Return 1y Score
0.698
Return 3m Score
0.744
Return 6m Score
0.678
Return Skewness 1y Score
0.524
Sortino 1y Score
0.560
Sortino 3m Score
0.831
Trend R2 1y Score
0.518
Trend R2 3m Score
0.840
Trend Slope 1y Score
0.539
Trend Slope 3m Score
0.701
Volatility 1y Score
0.207
Volatility 3m Score
0.258