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MonstraTM

Vectors

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

TMUS

Communication Services | v2 | as of 2026-07-23
Close

Research Detail

TMUS

TMUS

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
-0.359
Correlation To Benchmark 1y
-0.161
Inverse To Benchmark 1y
0.839
Drawdown Score 1m
0.484
Drawdown Score 3m
0.627
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
0.566
Drawdown Score 1y
0.477
Drawdown Score 2y
0.536
Drawdown Score 5y
0.629
Return 1w
-0.116
Return 1m
-0.077
Return 3m
-0.093
Return 6m
-0.062
Return 1y
-0.256
Return 2y
-0.034
Return 5y
0.201
Sharpe 1m
-1.580
Sharpe 3m
-0.819
Sharpe 6m
-0.218
Sharpe 1y
-0.901
Sharpe 2y
0.079
Sharpe 5y
0.272
Trend 1w
-0.019
Trend 1m
0.003
Trend 3m
-0.001
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.782
Volatility 1m
0.520
Volatility 3m
0.385
Volatility 6m
0.334
Volatility 1y
0.283
Volatility 2y
0.279
Volatility 5y
0.248
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
TMUS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:05 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
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
0.104
Aptet Fit Raw Score
0.114
Aptet Fit Confidence
0.819
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.137
Force Fit Raw Score
0.147
Force Fit Confidence
0.860
Force Fit Label
poor
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",
      "TMUS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TMUS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "TMUS",
    "hitRates": {
      "1": 0.6,
      "5": 0.2,
      "10": 0
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.28977063617735854,
    "eligibleDays": 297,
    "fitnessScore": 0.15277038165796378,
    "lookbackDays": 63,
    "returnLift1D": 0.00275818627465075,
    "hitRateLift1D": 0.09657534246575339,
    "activationRate": 0.016835016835016835,
    "activationCount": 5,
    "baselineHitRates": {
      "1": 0.5034246575342466,
      "5": 0.4513888888888889,
      "10": 0.4028268551236749
    },
    "sampleConfidence": 0.7250000000000001,
    "shadowSharpeLike": 0.33081955302829613,
    "avgForwardReturns": {
      "1": 0.002171813011835311,
      "5": -0.02126272781957561,
      "10": -0.04447299997219052
    },
    "shadowMaxDrawdown": -0.01256500323744314,
    "shadowTotalReturn": 0.0076501649603870625,
    "avgForwardReturn1D": 0.002171813011835311,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-03-13",
      "2026-03-16",
      "2026-03-24",
      "2026-03-25",
      "2026-03-27"
    ],
    "horizonObservationCounts": {
      "1": 5,
      "5": 5,
      "10": 5
    },
    "baselineAvgForwardReturns": {
      "1": -0.0005863732628154395,
      "5": -0.003190414373664688,
      "10": -0.007222353767004942
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.28977063617735854,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07862353757583629,
    "bestRawFitnessScore": 0.15277038165796378,
    "upperQuartileComboQuality": 0.13004535665718436
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10381886602323318,
    "rawScore": 0.1141270100339998,
    "confidence": 0.8193566271876271,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.033503302063827185,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.6,
        "5": 0.2,
        "10": 0
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.28977063617735854,
      "eligibleDays": 297,
      "fitnessScore": 0.15277038165796378,
      "lookbackDays": 63,
      "returnLift1D": 0.00275818627465075,
      "hitRateLift1D": 0.09657534246575339,
      "activationRate": 0.016835016835016835,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.4513888888888889,
        "10": 0.4028268551236749
      },
      "sampleConfidence": 0.7250000000000001,
      "shadowSharpeLike": 0.33081955302829613,
      "avgForwardReturns": {
        "1": 0.002171813011835311,
        "5": -0.02126272781957561,
        "10": -0.04447299997219052
      },
      "shadowMaxDrawdown": -0.01256500323744314,
      "shadowTotalReturn": 0.0076501649603870625,
      "avgForwardReturn1D": 0.002171813011835311,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-03-13",
        "2026-03-16",
        "2026-03-24",
        "2026-03-25",
        "2026-03-27"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005863732628154395,
        "5": -0.003190414373664688,
        "10": -0.007222353767004942
      }
    },
    {
      "topN": 2,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.6206896551724138,
        "5": 0.4482758620689655,
        "10": 0.27586206896551724
      },
      "hitRate1D": 0.6206896551724138,
      "comboQuality": 0.28736521799123765,
      "eligibleDays": 339,
      "fitnessScore": 0.1501926738951543,
      "lookbackDays": 21,
      "returnLift1D": 0.00027472724984892584,
      "hitRateLift1D": 0.11170761924427008,
      "activationRate": 0.1710914454277286,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.5089820359281437,
        "5": 0.4575757575757576,
        "10": 0.39076923076923076
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2214828640943619,
      "avgForwardReturns": {
        "1": -0.000412125598065883,
        "5": -0.010175069238091196,
        "10": -0.02387104545859416
      },
      "shadowMaxDrawdown": -0.11109144026821793,
      "shadowTotalReturn": -0.04331315421835058,
      "avgForwardReturn1D": -0.000412125598065883,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006868528479148088,
        "5": -0.003643232528721087,
        "10": -0.008543990539886135
      }
    },
    {
      "topN": 2,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.5636363636363636,
        "5": 0.5454545454545454,
        "10": 0.5178571428571429
      },
      "hitRate1D": 0.5636363636363636,
      "comboQuality": 0.26276943685169063,
      "eligibleDays": 352,
      "fitnessScore": 0.12304278563931188,
      "lookbackDays": 14,
      "returnLift1D": 0.0009823945977004557,
      "hitRateLift1D": 0.04918549658434046,
      "activationRate": 0.16193181818181818,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5144508670520231,
        "5": 0.4590643274853801,
        "10": 0.40236686390532544
      },
      "sampleConfidence": 0.9941520467836258,
      "shadowSharpeLike": 0.05796504931133156,
      "avgForwardReturns": {
        "1": 0.0005542709129838382,
        "5": 0.0069396356169759985,
        "10": 0.007997665103512325
      },
      "shadowMaxDrawdown": -0.1524368322444667,
      "shadowTotalReturn": -0.0012946388856041047,
      "avgForwardReturn1D": 0.0005542709129838382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-11",
        "2025-04-04",
        "2025-04-10",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 55,
        "5": 55,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004281236847166176,
        "5": -0.003261308505046925,
        "10": -0.0074299490223821525
      }
    },
    {
      "topN": 3,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.5657894736842105,
        "5": 0.47368421052631576,
        "10": 0.42105263157894735
      },
      "hitRate1D": 0.5657894736842105,
      "comboQuality": 0.18446480229951956,
      "eligibleDays": 352,
      "fitnessScore": 0.02299509976117611,
      "lookbackDays": 14,
      "returnLift1D": -0.00013923015954415627,
      "hitRateLift1D": 0.05133860663218737,
      "activationRate": 0.2215909090909091,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5144508670520231,
        "5": 0.4590643274853801,
        "10": 0.40236686390532544
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": -0.34018750304324763,
      "avgForwardReturns": {
        "1": -0.0005673538442607739,
        "5": -0.0014048376158915798,
        "10": -0.0020044050831264752
      },
      "shadowMaxDrawdown": -0.18711034724678977,
      "shadowTotalReturn": -0.07663855310231382,
      "avgForwardReturn1D": -0.0005673538442607739,
      "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",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004281236847166176,
        "5": -0.003261308505046925,
        "10": -0.0074299490223821525
      }
    },
    {
      "topN": 4,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.46236559139784944,
        "10": 0.40860215053763443
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.16272450110289968,
      "eligibleDays": 352,
      "fitnessScore": -0.010380806100310225,
      "lookbackDays": 14,
      "returnLift1D": -0.0001395726938918586,
      "hitRateLift1D": 0.027215799614643488,
      "activationRate": 0.2784090909090909,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.5144508670520231,
        "5": 0.4590643274853801,
        "10": 0.40236686390532544
      },
      "sampleConfidence": 0.9918367346938777,
      "shadowSharpeLike": -0.37904072702529823,
      "avgForwardReturns": {
        "1": -0.0005676963786084762,
        "5": -0.0045542192483809685,
        "10": -0.0036692047774035917
      },
      "shadowMaxDrawdown": -0.22167623552430804,
      "shadowTotalReturn": -0.08966415072925349,
      "avgForwardReturn1D": -0.0005676963786084762,
      "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",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 93,
        "10": 93
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004281236847166176,
        "5": -0.003261308505046925,
        "10": -0.0074299490223821525
      }
    },
    {
      "topN": 5,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.5178571428571429,
        "5": 0.4166666666666667,
        "10": 0.37962962962962965
      },
      "hitRate1D": 0.5178571428571429,
      "comboQuality": 0.11915230850861261,
      "eligibleDays": 352,
      "fitnessScore": -0.09010607331434298,
      "lookbackDays": 14,
      "returnLift1D": -0.0004675692549109809,
      "hitRateLift1D": 0.003406275805119763,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.5144508670520231,
        "5": 0.4590643274853801,
        "10": 0.40236686390532544
      },
      "sampleConfidence": 0.991812865497076,
      "shadowSharpeLike": -0.5731380041105668,
      "avgForwardReturns": {
        "1": -0.0008956929396275985,
        "5": -0.007317898645610643,
        "10": -0.007984544150436399
      },
      "shadowMaxDrawdown": -0.2538260996305174,
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      "shadowSharpeLike": -1.78062721183545,
      "avgForwardReturns": {
        "1": -0.0054970228146206624,
        "5": -0.01927122249174152,
        "10": -0.03242657111398111
      },
      "shadowMaxDrawdown": -0.27082198236370825,
      "shadowTotalReturn": -0.2607976043940139,
      "avgForwardReturn1D": -0.0054970228146206624,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 52,
        "5": 52,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007274364107822458,
        "5": -0.003452446467976369,
        "10": -0.0075824422822732464
      }
    },
    {
      "topN": 2,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.01605126887360875,
      "eligibleDays": 297,
      "fitnessScore": -0.5554728956205202,
      "lookbackDays": 63,
      "returnLift1D": -0.011484665494006256,
      "hitRateLift1D": -0.5034246575342466,
      "activationRate": 0.003367003367003367,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.4513888888888889,
        "10": 0.4028268551236749
      },
      "sampleConfidence": 0.5729837387624885,
      "shadowSharpeLike": -0.9571411909794925,
      "avgForwardReturns": {
        "1": -0.012071038756821695,
        "5": -0.0408842845250208,
        "10": -0.030015724724817394
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      "shadowMaxDrawdown": -0.01306475323744316,
      "shadowTotalReturn": -0.01306475323744316,
      "avgForwardReturn1D": -0.012071038756821695,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-03-16"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 1,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005863732628154395,
        "5": -0.003190414373664688,
        "10": -0.007222353767004942
      }
    },
    {
      "topN": 4,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.26666666666666666,
        "10": 0.044444444444444446
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.01569701976944262,
      "eligibleDays": 315,
      "fitnessScore": -0.5604618348460738,
      "lookbackDays": 45,
      "returnLift1D": -0.005573896388787347,
      "hitRateLift1D": -0.03978494623655915,
      "activationRate": 0.14285714285714285,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.5064516129032258,
        "5": 0.4542483660130719,
        "10": 0.39867109634551495
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.7938831808257034,
      "avgForwardReturns": {
        "1": -0.006301332799569593,
        "5": -0.020858050448846147,
        "10": -0.03545020429837161
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      "shadowMaxDrawdown": -0.2704845323231505,
      "shadowTotalReturn": -0.2604555152575555,
      "avgForwardReturn1D": -0.006301332799569593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 45,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007274364107822458,
        "5": -0.003452446467976369,
        "10": -0.0075824422822732464
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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": 0.26276943685169063,
      "fitnessScore": 0.12304278563931188,
      "lookbackDays": 14,
      "returnLift1D": 0.0009823945977004557,
      "activationRate": 0.16193181818181818,
      "activationCount": 57,
      "sampleConfidence": 0.9941520467836258,
      "shadowTotalReturn": -0.0012946388856041047,
      "avgForwardReturn1D": 0.0005542709129838382
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.28736521799123765,
      "fitnessScore": 0.1501926738951543,
      "lookbackDays": 21,
      "returnLift1D": 0.00027472724984892584,
      "activationRate": 0.1710914454277286,
      "activationCount": 58,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.04331315421835058,
      "avgForwardReturn1D": -0.000412125598065883
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10169720948101639,
      "fitnessScore": -0.12927161276017096,
      "lookbackDays": 30,
      "returnLift1D": -0.00206631824824424,
      "activationRate": 0.11212121212121212,
      "activationCount": 37,
      "sampleConfidence": 0.9945945945945946,
      "shadowTotalReturn": -0.10958246926298165,
      "avgForwardReturn1D": -0.002841493928874453
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06933971066476265,
      "fitnessScore": -0.22131284214668023,
      "lookbackDays": 45,
      "returnLift1D": -0.003762308441263294,
      "activationRate": 0.08888888888888889,
      "activationCount": 28,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.12806009907814297,
      "avgForwardReturn1D": -0.0044897448520455395
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.28977063617735854,
      "fitnessScore": 0.15277038165796378,
      "lookbackDays": 63,
      "returnLift1D": 0.00275818627465075,
      "activationRate": 0.016835016835016835,
      "activationCount": 5,
      "sampleConfidence": 0.7250000000000001,
      "shadowTotalReturn": 0.0076501649603870625,
      "avgForwardReturn1D": 0.002171813011835311
    }
  ],
  "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": "4f8d7c888fe0d512a9cbd63ec3a1050d4c6d62e676153e48c4e12a512da2ba23",
    "size": 13,
    "members": [
      "SMH",
      "TMUS",
      "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",
      "TMUS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TMUS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "TMUS",
    "hitRates": {
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      "5": 0.4883720930232558,
      "10": 0.36046511627906974
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    "hitRate1D": 0.5977011494252874,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.3272253986762441,
    "eligibleDays": 368,
    "fitnessScore": 0.19143255113464075,
    "lookbackDays": 21,
    "returnLift1D": 0.0008748190060673854,
    "hitRateLift1D": 0.07867941029485259,
    "portfolioSize": 2,
    "activationRate": 0.23641304347826086,
    "activationCount": 87,
    "baselineHitRates": {
      "1": 0.5190217391304348,
      "5": 0.46703296703296704,
      "10": 0.40947075208913647
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    "sampleConfidence": 0.9984674329501916,
    "shadowSharpeLike": 0.02534158259321727,
    "avgForwardReturns": {
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      "5": -0.002691109259895249,
      "10": -0.012245595715717096
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    "shadowMaxDrawdown": -0.1609395105806889,
    "shadowTotalReturn": -0.009288979868255276,
    "avgForwardReturn1D": 0.0002091706876638364,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 87,
      "5": 86,
      "10": 86
    },
    "baselineAvgForwardReturns": {
      "1": -0.000665648318403549,
      "5": -0.0024282168696065027,
      "10": -0.006186582330057318
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3272253986762441,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08122776366233728,
    "bestRawFitnessScore": 0.19143255113464075,
    "upperQuartileComboQuality": 0.10823261922499171
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13651682365590126,
    "rawScore": 0.14680409204003753,
    "confidence": 0.8598503864411269,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.19085510983709045,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "TMUS",
      "hitRates": {
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        "5": 0.4883720930232558,
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      "hitRate1D": 0.5977011494252874,
      "rankWeights": [
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      ],
      "comboQuality": 0.3272253986762441,
      "eligibleDays": 368,
      "fitnessScore": 0.19143255113464075,
      "lookbackDays": 21,
      "returnLift1D": 0.0008748190060673854,
      "hitRateLift1D": 0.07867941029485259,
      "portfolioSize": 2,
      "activationRate": 0.23641304347826086,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5190217391304348,
        "5": 0.46703296703296704,
        "10": 0.40947075208913647
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      "sampleConfidence": 0.9984674329501916,
      "shadowSharpeLike": 0.02534158259321727,
      "avgForwardReturns": {
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        "10": -0.012245595715717096
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      "shadowMaxDrawdown": -0.1609395105806889,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 86,
        "10": 86
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.43434343434343436,
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      "hitRate1D": 0.5784313725490197,
      "rankWeights": [
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      "comboQuality": 0.1771550672730205,
      "eligibleDays": 368,
      "fitnessScore": 0.012136687289516791,
      "lookbackDays": 21,
      "returnLift1D": -0.0000695789150020863,
      "hitRateLift1D": 0.05940963341858485,
      "portfolioSize": 3,
      "activationRate": 0.27717391304347827,
      "activationCount": 102,
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        "5": 0.46703296703296704,
        "10": 0.40947075208913647
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      "sampleConfidence": 0.9954248366013072,
      "shadowSharpeLike": -0.36065682665456533,
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        "5": -0.008360395508700543,
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      "shadowMaxDrawdown": -0.24567628488615856,
      "shadowTotalReturn": -0.10590064100996721,
      "avgForwardReturn1D": -0.0007352272334056353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.16398191350451924,
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      "sampleConfidence": 0.9930735930735931,
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        "2025-02-03",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.16175214326992077,
      "eligibleDays": 326,
      "fitnessScore": -0.011954701834381187,
      "lookbackDays": 63,
      "returnLift1D": -0.0011985726662102926,
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      "activationRate": 0.09202453987730061,
      "activationCount": 30,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4113221258502639,
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      "shadowMaxDrawdown": -0.13156763032836027,
      "shadowTotalReturn": -0.08367844416736236,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-07",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "TMUS",
      "hitRates": {
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      "comboQuality": 0.13748660720708447,
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      "sampleConfidence": 1,
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      "avgForwardReturn1D": -0.004505234214760238,
      "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": 70,
        "5": 69,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": -0.001062534734583581,
        "5": -0.0036783800685847557,
        "10": -0.007661683271468408
      }
    },
    {
      "topN": 4,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.4868421052631579,
        "5": 0.3466666666666667,
        "10": 0.18666666666666668
      },
      "hitRate1D": 0.4868421052631579,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.020771380457532938,
      "eligibleDays": 344,
      "fitnessScore": -0.4977015886049277,
      "lookbackDays": 45,
      "returnLift1D": -0.003301684322808502,
      "hitRateLift1D": -0.021878824969400246,
      "portfolioSize": 4,
      "activationRate": 0.22093023255813954,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.4588235294117647,
        "10": 0.4
      },
      "sampleConfidence": 0.9982456140350878,
      "shadowSharpeLike": -1.5578173184794426,
      "avgForwardReturns": {
        "1": -0.004364219057392083,
        "5": -0.014511333371171702,
        "10": -0.026466693137233564
      },
      "shadowMaxDrawdown": -0.3054998366043107,
      "shadowTotalReturn": -0.3008881388040635,
      "avgForwardReturn1D": -0.004364219057392083,
      "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": 76,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.001062534734583581,
        "5": -0.0036783800685847557,
        "10": -0.007661683271468408
      }
    },
    {
      "topN": 5,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.4868421052631579,
        "5": 0.3466666666666667,
        "10": 0.18666666666666668
      },
      "hitRate1D": 0.4868421052631579,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.020771380457532938,
      "eligibleDays": 344,
      "fitnessScore": -0.4977015886049277,
      "lookbackDays": 45,
      "returnLift1D": -0.003301684322808502,
      "hitRateLift1D": -0.021878824969400246,
      "portfolioSize": 5,
      "activationRate": 0.22093023255813954,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.4588235294117647,
        "10": 0.4
      },
      "sampleConfidence": 0.9982456140350878,
      "shadowSharpeLike": -1.5578173184794426,
      "avgForwardReturns": {
        "1": -0.004364219057392083,
        "5": -0.014511333371171702,
        "10": -0.026466693137233564
      },
      "shadowMaxDrawdown": -0.3054998366043107,
      "shadowTotalReturn": -0.3008881388040635,
      "avgForwardReturn1D": -0.004364219057392083,
      "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": 76,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.001062534734583581,
        "5": -0.0036783800685847557,
        "10": -0.007661683271468408
      }
    },
    {
      "topN": 4,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.504950495049505,
        "5": 0.3917525773195876,
        "10": 0.2708333333333333
      },
      "hitRate1D": 0.504950495049505,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013967806422066648,
      "eligibleDays": 359,
      "fitnessScore": -0.5865254501741959,
      "lookbackDays": 30,
      "returnLift1D": -0.003521289089885548,
      "hitRateLift1D": -0.010369839212333476,
      "portfolioSize": 4,
      "activationRate": 0.28133704735376047,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.4535211267605634,
        "10": 0.3942857142857143
      },
      "sampleConfidence": 0.994059405940594,
      "shadowSharpeLike": -1.7628071622426709,
      "avgForwardReturns": {
        "1": -0.004568639333423301,
        "5": -0.011048357989155017,
        "10": -0.019188296080336804
      },
      "shadowMaxDrawdown": -0.39742123138756125,
      "shadowTotalReturn": -0.3912333383879836,
      "avgForwardReturn1D": -0.004568639333423301,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010473502435377532,
        "5": -0.0038333438519869848,
        "10": -0.008071150741992415
      }
    },
    {
      "topN": 5,
      "ticker": "TMUS",
      "hitRates": {
        "1": 0.504950495049505,
        "5": 0.3917525773195876,
        "10": 0.2708333333333333
      },
      "hitRate1D": 0.504950495049505,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013967806422066648,
      "eligibleDays": 359,
      "fitnessScore": -0.5865254501741959,
      "lookbackDays": 30,
      "returnLift1D": -0.003521289089885548,
      "hitRateLift1D": -0.010369839212333476,
      "portfolioSize": 5,
      "activationRate": 0.28133704735376047,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.4535211267605634,
        "10": 0.3942857142857143
      },
      "sampleConfidence": 0.994059405940594,
      "shadowSharpeLike": -1.7628071622426709,
      "avgForwardReturns": {
        "1": -0.004568639333423301,
        "5": -0.011048357989155017,
        "10": -0.019188296080336804
      },
      "shadowMaxDrawdown": -0.39742123138756125,
      "shadowTotalReturn": -0.3912333383879836,
      "avgForwardReturn1D": -0.004568639333423301,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010473502435377532,
        "5": -0.0038333438519869848,
        "10": -0.008071150741992415
      }
    }
  ],
  "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": 0.16398191350451924,
      "fitnessScore": -0.008356704019853901,
      "lookbackDays": 14,
      "returnLift1D": -0.0002162588781489948,
      "activationRate": 0.20533333333333334,
      "activationCount": 77,
      "sampleConfidence": 0.9930735930735931,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.0821017392569271,
      "avgForwardReturn1D": -0.0006039639364857558
    },
    {
      "comboQuality": 0.3272253986762441,
      "fitnessScore": 0.19143255113464075,
      "lookbackDays": 21,
      "returnLift1D": 0.0008748190060673854,
      "activationRate": 0.23641304347826086,
      "activationCount": 87,
      "sampleConfidence": 0.9984674329501916,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.009288979868255276,
      "avgForwardReturn1D": 0.0002091706876638364
    },
    {
      "comboQuality": 0.05508433231661588,
      "fitnessScore": -0.27529067858659767,
      "lookbackDays": 30,
      "returnLift1D": -0.002307961624383625,
      "activationRate": 0.19220055710306408,
      "activationCount": 69,
      "sampleConfidence": 0.9922705314009662,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2257133725977305,
      "avgForwardReturn1D": -0.003355311867921378
    },
    {
      "comboQuality": 0.06903506069089807,
      "fitnessScore": -0.22235356549668453,
      "lookbackDays": 45,
      "returnLift1D": -0.0019051843162918186,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.17147360582358206,
      "avgForwardReturn1D": -0.0029677190508753996
    },
    {
      "comboQuality": 0.16175214326992077,
      "fitnessScore": -0.011954701834381187,
      "lookbackDays": 63,
      "returnLift1D": -0.0011985726662102926,
      "activationRate": 0.09202453987730061,
      "activationCount": 30,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.08367844416736236,
      "avgForwardReturn1D": -0.0023398159649442845
    }
  ],
  "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": "4f8d7c888fe0d512a9cbd63ec3a1050d4c6d62e676153e48c4e12a512da2ba23",
    "size": 13,
    "members": [
      "SMH",
      "TMUS",
      "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
0.734
Liquidity
0.994
Momentum
0.393
Relative strength
0.286
Trend quality
0.320
Stability
0.591
Aggression
0.380
Downside risk
0.504
Drawdown state
0.443
Quality momentum
0.370
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.839
Benchmark Independence 3m Score
0.901
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.534
Correlation Change Score
0.531
Current Drawdown Score
0.444
Days Since 52w High Score
0.917
Distance From 52w High Score
0.493
Distance From Sma 20 Score
0.382
Distance From Sma 200 Score
0.261
Distance From Sma 50 Score
0.370
Downside Volatility 1m Score
0.904
Downside Volatility 1y Score
0.338
Downside Volatility 2y Score
0.350
Downside Volatility 3m Score
0.513
Downside Volatility 5y Score
0.277
Downside Volatility 6m Score
0.436
Drawdown Recovery Score
0.524
Excess Return 1m Score
0.362
Excess Return 1y Score
0
Excess Return 3m Score
0.277
Excess Return 6m Score
0.258
Expected Shortfall 95 1y Score
0.589
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.734
Drawdown Score 1m
0.484
Drawdown Score 1y
0.477
Drawdown Score 2y
0.536
Drawdown Score 3m
0.627
Drawdown Score 5y
0.629
Drawdown Score 6m
0.566
Momentum Acceleration 1m Vs 3m Score
0.348
Momentum Acceleration 3m Vs 6m Score
0.431
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.779
Relative Strength Slope 3m Score
0.412
Relative Volume 20d Score
0.250
Return 1m Score
0.372
Return 1w Score
0.112
Return 1y Score
0.340
Return 2y Score
0.276
Return 3m Score
0.384
Return 5y Score
0.092
Return 6m Score
0.448
Return Skewness 1y Score
0.404
Sector Excess Return 1y Score
0.092
Sharpe 1m Score
0.084
Sharpe 1y Score
0.220
Sharpe 2y Score
0.416
Sharpe 3m Score
0.236
Sharpe 5y Score
0.454
Sharpe 6m Score
0.356
Sortino 1m Score
0.234
Sortino 1y Score
0.270
Sortino 2y Score
0.384
Sortino 3m Score
0.284
Sortino 5y Score
0.408
Sortino 6m Score
0.351
Trend R2 1m Score
0.230
Trend R2 1w Score
0.496
Trend R2 1y Score
0.707
Trend R2 2y Score
0.087
Trend R2 3m Score
0.174
Trend R2 5y Score
0.754
Trend R2 6m Score
0.399
Trend Slope 1m Score
0.691
Trend Slope 1w Score
0
Trend Slope 1y Score
0.430
Trend Slope 2y Score
0.486
Trend Slope 3m Score
0.452
Trend Slope 5y Score
0.538
Trend Slope 6m Score
0.430
Volatility 1m Score
0.626
Volatility 1w Score
0.977
Volatility 1y Score
0.311
Volatility 2y Score
0.305
Volatility 3m Score
0.447
Volatility 5y Score
0.264
Volatility 6m Score
0.378
Worst Day 1y Score
0.463
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
959,765,020.746
Best Day 1y
0.061
Beta To Benchmark 1y
-0.359
Beta 3m
-0.292
Beta Change
0.067
Beta To Sector 1y
0.373
Correlation To Benchmark 1y
-0.161
Correlation 3m
-0.099
Correlation Change
0.062
Correlation To Sector 1y
0.189
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.839
Benchmark Independence 3m Score
0.901
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.534
Correlation Change Score
0.531
Current Drawdown Score
0.444
Distance From Sma 20 Score
0.382
Distance From Sma 200 Score
0.261
Current Drawdown
-0.361
Days Since 52w High
231
Distance From 52w High
-0.330
Distance From Sma 20
-0.071
Distance From Sma 200
-0.143
Distance From Sma 50
-0.078
Downside Capture 1y
2.613
Downside Volatility 1m
0.728
Downside Volatility 1w
-
Downside Volatility 1y
0.303
Downside Volatility 2y
0.312
Downside Volatility 3m
0.435
Downside Volatility 5y
0.258
Downside Volatility 6m
0.377
Drawdown Recovery
0.047
Excess Return 1m
-0.083
Excess Return 1y
-0.442
Excess Return 3m
-0.134
Excess Return 6m
-0.145
Expected Shortfall 95 1y
-0.041
Market Cap
193,177,430,785.17
Max Drawdown 1m
-0.129
Max Drawdown 1w
-0.129
Max Drawdown 1y
-0.340
Max Drawdown 2y
-0.371
Max Drawdown 3m
-0.149
Max Drawdown 5y
-0.371
Max Drawdown 6m
-0.239
Momentum Acceleration 1m Vs 3m
-0.046
Momentum Acceleration 3m Vs 6m
-0.021
Moving Average Alignment
-1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.976
Return 1m
-0.077
Return 1w
-0.116
Return 1y
-0.256
Return 2y
-0.034
Return 3m
-0.093
Return 5y
0.201
Return 6m
-0.062
Return Skewness 1y
-0.575
Sector Excess Return 1y
-0.245
Sharpe 1m
-1.580
Sharpe 1y
-0.901
Sharpe 2y
0.079
Sharpe 3m
-0.819
Sharpe 5y
0.272
Sharpe 6m
-0.218
Sortino 1m
-1.129
Sortino 1y
-0.840
Sortino 2y
0.070
Sortino 3m
-0.726
Sortino 5y
0.262
Sortino 6m
-0.193
Trend R2 1m
0.230
Trend R2 1w
0.496
Trend R2 1y
0.707
Trend R2 2y
0.087
Trend R2 3m
0.174
Trend R2 5y
0.754
Trend R2 6m
0.399
Trend 1m
0.003
Trend 1w
-0.019
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
0.240
Value At Risk 95 1y
-0.028
Volatility 1m
0.520
Volatility 1w
0.782
Volatility 1y
0.283
Volatility 2y
0.279
Volatility 3m
0.385
Volatility 5y
0.248
Volatility 6m
0.334
Worst Day 1y
-0.107
Distance From Sma 50 Score
0.370
Downside Volatility 1y Score
0.338
Downside Volatility 3m Score
0.513
Drawdown Recovery Score
0.524
Excess Return 1m Score
0.362
Excess Return 1y Score
0
Excess Return 3m Score
0.277
Excess Return 6m Score
0.258
Expected Shortfall 95 1y Score
0.589
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.734
Drawdown Score 1y
0.477
Drawdown Score 5y
0.629
Momentum Acceleration 1m Vs 3m Score
0.348
Momentum Acceleration 3m Vs 6m Score
0.431
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.779
Relative Volume 20d Score
0.250
Return 1m Score
0.372
Return 1y Score
0.340
Return 3m Score
0.384
Return 6m Score
0.448
Return Skewness 1y Score
0.404
Sortino 1y Score
0.270
Sortino 3m Score
0.284
Trend R2 1y Score
0.707
Trend R2 3m Score
0.174
Trend Slope 1y Score
0.430
Trend Slope 3m Score
0.452
Volatility 1y Score
0.311
Volatility 3m Score
0.447