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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

TSLA

Consumer Discretionary | v2 | as of 2026-07-23
Close

Research Detail

TSLA

Tesla

Category

Sector: Consumer

Industry / Category: Electric Vehicles & Energy Storage

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Electric vehicle and energy storage company with exposure to batteries, charging, and grid storage.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.242
Correlation To Benchmark 1y
0.606
Inverse To Benchmark 1y
0.394
Drawdown Score 1m
0.007
Drawdown Score 3m
0.295
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
0.475
Drawdown Score 1y
0.466
Drawdown Score 2y
0.328
Drawdown Score 5y
0.264
Return 1w
-0.183
Return 1m
-0.162
Return 3m
-0.175
Return 6m
-0.259
Return 1y
-0.037
Return 2y
0.283
Return 5y
0.474
Sharpe 1m
-2.444
Sharpe 3m
-1.078
Sharpe 6m
-0.992
Sharpe 1y
0.155
Sharpe 2y
0.507
Sharpe 5y
0.427
Trend 1w
-0.030
Trend 1m
-0.004
Trend 3m
-0.001
Trend 6m
-0.000
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
1.015
Volatility 1m
0.751
Volatility 3m
0.564
Volatility 6m
0.484
Volatility 1y
0.470
Volatility 2y
0.616
Volatility 5y
0.596
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
TSLA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:06 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.271
Aptet Fit Raw Score
0.291
Aptet Fit Confidence
0.864
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.262
Force Fit Raw Score
0.280
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:06 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TSLA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TSLA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "TSLA",
    "hitRates": {
      "1": 0.5234899328859061,
      "5": 0.4966442953020134,
      "10": 0.4899328859060403
    },
    "hitRate1D": 0.5234899328859061,
    "comboQuality": 0.6184336344427396,
    "eligibleDays": 330,
    "fitnessScore": 0.456239119830568,
    "lookbackDays": 30,
    "returnLift1D": 0.00034799336673419575,
    "hitRateLift1D": -0.0057408363448632205,
    "activationRate": 0.45151515151515154,
    "activationCount": 149,
    "baselineHitRates": {
      "1": 0.5292307692307693,
      "5": 0.49221183800623053,
      "10": 0.5126582278481012
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6516196837551895,
    "avgForwardReturns": {
      "1": 0.0021060877128015643,
      "5": 0.007967702403084333,
      "10": 0.009712670899820046
    },
    "shadowMaxDrawdown": -0.3073882711646815,
    "shadowTotalReturn": 0.24577793754925592,
    "avgForwardReturn1D": 0.0021060877128015643,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-22",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 149,
      "5": 149,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.0017580943460673685,
      "5": 0.008460946938163988,
      "10": 0.017899463631269895
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6184336344427396,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.23169477525063537,
    "bestRawFitnessScore": 0.456239119830568,
    "upperQuartileComboQuality": 0.2948646819983654
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2714841693582813,
    "rawScore": 0.291241758795145,
    "confidence": 0.8643217269487724,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.05006197937013349,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.16041316514444276,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5234899328859061,
        "5": 0.4966442953020134,
        "10": 0.4899328859060403
      },
      "hitRate1D": 0.5234899328859061,
      "comboQuality": 0.6184336344427396,
      "eligibleDays": 330,
      "fitnessScore": 0.456239119830568,
      "lookbackDays": 30,
      "returnLift1D": 0.00034799336673419575,
      "hitRateLift1D": -0.0057408363448632205,
      "activationRate": 0.45151515151515154,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5292307692307693,
        "5": 0.49221183800623053,
        "10": 0.5126582278481012
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6516196837551895,
      "avgForwardReturns": {
        "1": 0.0021060877128015643,
        "5": 0.007967702403084333,
        "10": 0.009712670899820046
      },
      "shadowMaxDrawdown": -0.3073882711646815,
      "shadowTotalReturn": 0.24577793754925592,
      "avgForwardReturn1D": 0.0021060877128015643,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-22",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017580943460673685,
        "5": 0.008460946938163988,
        "10": 0.017899463631269895
      }
    },
    {
      "topN": 2,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5208333333333334,
        "10": 0.4375
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.5255728068595079,
      "eligibleDays": 315,
      "fitnessScore": 0.3725237234946017,
      "lookbackDays": 45,
      "returnLift1D": 0.0005514037960301634,
      "hitRateLift1D": 0.006182795698924659,
      "activationRate": 0.3047619047619048,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.535483870967742,
        "5": 0.49673202614379086,
        "10": 0.5083056478405316
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6083254043840224,
      "avgForwardReturns": {
        "1": 0.002540701843442735,
        "5": 0.004197250378500376,
        "10": 0.00033200618164409487
      },
      "shadowMaxDrawdown": -0.2545520666493136,
      "shadowTotalReturn": 0.19095696335538448,
      "avgForwardReturn1D": 0.002540701843442735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019892980474125717,
        "5": 0.008542211464367839,
        "10": 0.015982751290293168
      }
    },
    {
      "topN": 4,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5142857142857142,
        "5": 0.5,
        "10": 0.5071428571428571
      },
      "hitRate1D": 0.5142857142857142,
      "comboQuality": 0.40347194623347454,
      "eligibleDays": 330,
      "fitnessScore": 0.263975751398453,
      "lookbackDays": 30,
      "returnLift1D": -0.00022613259201457623,
      "hitRateLift1D": -0.014945054945055047,
      "activationRate": 0.42424242424242425,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5292307692307693,
        "5": 0.49221183800623053,
        "10": 0.5126582278481012
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4425120616655746,
      "avgForwardReturns": {
        "1": 0.0015319617540527923,
        "5": 0.009305471557225458,
        "10": 0.012419953970973712
      },
      "shadowMaxDrawdown": -0.3598858820868467,
      "shadowTotalReturn": 0.12973807741557497,
      "avgForwardReturn1D": 0.0015319617540527923,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-22",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017580943460673685,
        "5": 0.008460946938163988,
        "10": 0.017899463631269895
      }
    },
    {
      "topN": 2,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5544554455445545,
        "5": 0.5445544554455446,
        "10": 0.49504950495049505
      },
      "hitRate1D": 0.5544554455445545,
      "comboQuality": 0.40214253317987203,
      "eligibleDays": 297,
      "fitnessScore": 0.26275992624062816,
      "lookbackDays": 63,
      "returnLift1D": 0.0005254886847734486,
      "hitRateLift1D": 0.03048284280482849,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.523972602739726,
        "5": 0.4826388888888889,
        "10": 0.47703180212014135
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3229680889472088,
      "avgForwardReturns": {
        "1": 0.0012683228954690124,
        "5": 0.0040833095386019124,
        "10": 0.006323630380276418
      },
      "shadowMaxDrawdown": -0.21496898690558253,
      "shadowTotalReturn": 0.06265505390248016,
      "avgForwardReturn1D": 0.0012683228954690124,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007428342106955638,
        "5": 0.0040716101449863795,
        "10": 0.007838357241670238
      }
    },
    {
      "topN": 3,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5461538461538461,
        "5": 0.5193798449612403,
        "10": 0.46774193548387094
      },
      "hitRate1D": 0.5461538461538461,
      "comboQuality": 0.29654336231646977,
      "eligibleDays": 297,
      "fitnessScore": 0.1599611880346972,
      "lookbackDays": 63,
      "returnLift1D": -0.0003940143050263701,
      "hitRateLift1D": 0.02218124341412009,
      "activationRate": 0.4377104377104377,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.523972602739726,
        "5": 0.4826388888888889,
        "10": 0.47703180212014135
      },
      "sampleConfidence": 0.9964102564102565,
      "shadowSharpeLike": 0.08508718840556918,
      "avgForwardReturns": {
        "1": 0.0003488199056691937,
        "5": 0.0010783081937715774,
        "10": 0.0018822632931141858
      },
      "shadowMaxDrawdown": -0.23236436213616996,
      "shadowTotalReturn": -0.037903605896873804,
      "avgForwardReturn1D": 0.0003488199056691937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007428342106955638,
        "5": 0.0040716101449863795,
        "10": 0.007838357241670238
      }
    },
    {
      "topN": 3,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5271317829457365,
        "5": 0.4881889763779528,
        "10": 0.5118110236220472
      },
      "hitRate1D": 0.5271317829457365,
      "comboQuality": 0.2943051218923306,
      "eligibleDays": 352,
      "fitnessScore": 0.1575955017008647,
      "lookbackDays": 14,
      "returnLift1D": -0.0008256029501150851,
      "hitRateLift1D": -0.0017699511583098015,
      "activationRate": 0.3664772727272727,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5289017341040463,
        "5": 0.48830409356725146,
        "10": 0.5088757396449705
      },
      "sampleConfidence": 0.9979328165374678,
      "shadowSharpeLike": 0.2205645197583247,
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      "sampleConfidence": 0.9990740740740741,
      "shadowSharpeLike": -0.4099958327710539,
      "avgForwardReturns": {
        "1": -0.001203108120494173,
        "5": 0.007114677401021912,
        "10": 0.021703526887329367
      },
      "shadowMaxDrawdown": -0.38357481611519273,
      "shadowTotalReturn": -0.23923927218843144,
      "avgForwardReturn1D": -0.001203108120494173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.002163917480439816,
        "5": 0.009550238371136882,
        "10": 0.017322993515786114
      }
    },
    {
      "topN": 3,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.4918032786885246,
        "5": 0.4426229508196721,
        "10": 0.5327868852459017
      },
      "hitRate1D": 0.4918032786885246,
      "comboQuality": 0.042346796113900693,
      "eligibleDays": 339,
      "fitnessScore": -0.33609044826127765,
      "lookbackDays": 21,
      "returnLift1D": -0.0038738114031287,
      "hitRateLift1D": -0.04113085304800235,
      "activationRate": 0.35988200589970504,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5329341317365269,
        "5": 0.49393939393939396,
        "10": 0.5107692307692308
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5020595557564322,
      "avgForwardReturns": {
        "1": -0.001709893922688884,
        "5": 0.0021579949548275797,
        "10": 0.017237124845294934
      },
      "shadowMaxDrawdown": -0.3984584732235076,
      "shadowTotalReturn": -0.2582480287750728,
      "avgForwardReturn1D": -0.001709893922688884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.002163917480439816,
        "5": 0.009550238371136882,
        "10": 0.017322993515786114
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    },
    {
      "topN": 4,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.49242424242424243,
        "5": 0.4621212121212121,
        "10": 0.5419847328244275
      },
      "hitRate1D": 0.49242424242424243,
      "comboQuality": 0.03963729521734091,
      "eligibleDays": 339,
      "fitnessScore": -0.35125892256739083,
      "lookbackDays": 21,
      "returnLift1D": -0.003968774180340177,
      "hitRateLift1D": -0.0405098893122845,
      "activationRate": 0.3893805309734513,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5329341317365269,
        "5": 0.49393939393939396,
        "10": 0.5107692307692308
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      "sampleConfidence": 0.9994949494949495,
      "shadowSharpeLike": -0.5677510693686296,
      "avgForwardReturns": {
        "1": -0.001804856699900361,
        "5": 0.004244282129602783,
        "10": 0.01840616652917516
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      "shadowMaxDrawdown": -0.3984584732235076,
      "shadowTotalReturn": -0.28349959008427206,
      "avgForwardReturn1D": -0.001804856699900361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 132,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.002163917480439816,
        "5": 0.009550238371136882,
        "10": 0.017322993515786114
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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": 0.2943051218923306,
      "fitnessScore": 0.1575955017008647,
      "lookbackDays": 14,
      "returnLift1D": -0.0008256029501150851,
      "activationRate": 0.3664772727272727,
      "activationCount": 129,
      "sampleConfidence": 0.9979328165374678,
      "shadowTotalReturn": 0.029217518463575676,
      "avgForwardReturn1D": 0.0008494908658091597
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10751531615957692,
      "fitnessScore": -0.11560272862870818,
      "lookbackDays": 21,
      "returnLift1D": -0.0026438361154108476,
      "activationRate": 0.2861356932153392,
      "activationCount": 97,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.10977402523102164,
      "avgForwardReturn1D": -0.0004799186349710318
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6184336344427396,
      "fitnessScore": 0.456239119830568,
      "lookbackDays": 30,
      "returnLift1D": 0.00034799336673419575,
      "activationRate": 0.45151515151515154,
      "activationCount": 149,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.24577793754925592,
      "avgForwardReturn1D": 0.0021060877128015643
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.5255728068595079,
      "fitnessScore": 0.3725237234946017,
      "lookbackDays": 45,
      "returnLift1D": 0.0005514037960301634,
      "activationRate": 0.3047619047619048,
      "activationCount": 96,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.19095696335538448,
      "avgForwardReturn1D": 0.002540701843442735
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.40214253317987203,
      "fitnessScore": 0.26275992624062816,
      "lookbackDays": 63,
      "returnLift1D": 0.0005254886847734486,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.06265505390248016,
      "avgForwardReturn1D": 0.0012683228954690124
    }
  ],
  "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": "ff5e04c71c974964fd2327f7114598dd4db4c0d022418e533bc57b49c88116f5",
    "size": 13,
    "members": [
      "SMH",
      "TSLA",
      "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",
      "TSLA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TSLA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "TSLA",
    "hitRates": {
      "1": 0.5416666666666666,
      "5": 0.5208333333333334,
      "10": 0.4375
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    "hitRate1D": 0.5416666666666666,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.5136195598468172,
    "eligibleDays": 344,
    "fitnessScore": 0.3619881782068318,
    "lookbackDays": 45,
    "returnLift1D": 0.0008626485515066675,
    "hitRateLift1D": 0.015503875968992165,
    "portfolioSize": 2,
    "activationRate": 0.27906976744186046,
    "activationCount": 96,
    "baselineHitRates": {
      "1": 0.5261627906976745,
      "5": 0.48823529411764705,
      "10": 0.5134328358208955
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.5855010699027293,
    "avgForwardReturns": {
      "1": 0.0025531213199416238,
      "5": 0.004208357136995474,
      "10": 0.00037257109417679346
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    "shadowMaxDrawdown": -0.2548910773516778,
    "shadowTotalReturn": 0.1924834079368074,
    "avgForwardReturn1D": 0.0025531213199416238,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-02",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21"
    ],
    "horizonObservationCounts": {
      "1": 96,
      "5": 96,
      "10": 96
    },
    "baselineAvgForwardReturns": {
      "1": 0.0016904727684349562,
      "5": 0.008696544387871902,
      "10": 0.018104980542233712
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5136195598468172,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18740439798776942,
    "bestRawFitnessScore": 0.3619881782068318,
    "upperQuartileComboQuality": 0.25925788976367303
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.26220927379056114,
    "rawScore": 0.27996786587526057,
    "confidence": 0.8731383544380644,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.31574350131105994,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5208333333333334,
        "10": 0.4375
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      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
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      "comboQuality": 0.5136195598468172,
      "eligibleDays": 344,
      "fitnessScore": 0.3619881782068318,
      "lookbackDays": 45,
      "returnLift1D": 0.0008626485515066675,
      "hitRateLift1D": 0.015503875968992165,
      "portfolioSize": 2,
      "activationRate": 0.27906976744186046,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5261627906976745,
        "5": 0.48823529411764705,
        "10": 0.5134328358208955
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5855010699027293,
      "avgForwardReturns": {
        "1": 0.0025531213199416238,
        "5": 0.004208357136995474,
        "10": 0.00037257109417679346
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      "shadowMaxDrawdown": -0.2548910773516778,
      "shadowTotalReturn": 0.1924834079368074,
      "avgForwardReturn1D": 0.0025531213199416238,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 96,
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      "baselineAvgForwardReturns": {
        "1": 0.0016904727684349562,
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.5,
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      "hitRate1D": 0.5071428571428571,
      "rankWeights": [
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      "comboQuality": 0.38588307511423625,
      "eligibleDays": 359,
      "fitnessScore": 0.247776794946318,
      "lookbackDays": 30,
      "returnLift1D": 0.001161449323587156,
      "hitRateLift1D": -0.005391961798647094,
      "portfolioSize": 4,
      "activationRate": 0.38997214484679665,
      "activationCount": 140,
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        "1": 0.5125348189415042,
        "5": 0.4676056338028169,
        "10": 0.49142857142857144
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4256457028151206,
      "avgForwardReturns": {
        "1": 0.0015361440437648738,
        "5": 0.009320512663667015,
        "10": 0.012449934287489983
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      "shadowMaxDrawdown": -0.359275135317188,
      "shadowTotalReturn": 0.1304565379170286,
      "avgForwardReturn1D": 0.0015361440437648738,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-22",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.00037469472017771793,
        "5": 0.0032188577841173053,
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5,
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      "comboQuality": 0.38588307511423625,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4256457028151206,
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      "shadowMaxDrawdown": -0.359275135317188,
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      "riskOffActivations": 0,
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        "2025-04-23",
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        "2025-04-25",
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        "2025-05-02",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.3649602291080164,
      "eligibleDays": 326,
      "fitnessScore": 0.22814216676890597,
      "lookbackDays": 63,
      "returnLift1D": 0.00011341289265091826,
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      "portfolioSize": 2,
      "activationRate": 0.3098159509202454,
      "activationCount": 101,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.30692677681004626,
      "avgForwardReturns": {
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        "10": 0.006302340201725166
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      "shadowMaxDrawdown": -0.21546473941190014,
      "shadowTotalReturn": 0.0620952364304268,
      "avgForwardReturn1D": 0.0012598279244753262,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5230769230769231,
      "rankWeights": [
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      "comboQuality": 0.2679319138509057,
      "eligibleDays": 375,
      "fitnessScore": 0.12886906182639898,
      "lookbackDays": 14,
      "returnLift1D": 0.0007372862846830827,
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      "activationRate": 0.3466666666666667,
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      "sampleConfidence": 0.998974358974359,
      "shadowSharpeLike": 0.17671695573959975,
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      "shadowTotalReturn": -0.17671555840948916,
      "avgForwardReturn1D": -0.0007119263788401442,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000119115094888483,
        "5": 0.001473014755502893,
        "10": 0.0038782524409531295
      }
    },
    {
      "topN": 2,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.4864864864864865,
        "5": 0.46846846846846846,
        "10": 0.509090909090909
      },
      "hitRate1D": 0.4864864864864865,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07321417392675385,
      "eligibleDays": 375,
      "fitnessScore": -0.20843336206578028,
      "lookbackDays": 14,
      "returnLift1D": -0.000984839220293337,
      "hitRateLift1D": -0.020180180180180196,
      "portfolioSize": 2,
      "activationRate": 0.296,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.4555256064690027,
        "10": 0.46994535519125685
      },
      "sampleConfidence": 0.9993993993993995,
      "shadowSharpeLike": -0.307176852168105,
      "avgForwardReturns": {
        "1": -0.0009967507297821852,
        "5": 0.0053436595511110446,
        "10": 0.012285556669045112
      },
      "shadowMaxDrawdown": -0.31266122209304537,
      "shadowTotalReturn": -0.17137170248425215,
      "avgForwardReturn1D": -0.0009967507297821852,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000119115094888483,
        "5": 0.001473014755502893,
        "10": 0.0038782524409531295
      }
    },
    {
      "topN": 3,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.48360655737704916,
        "5": 0.4426229508196721,
        "10": 0.5327868852459017
      },
      "hitRate1D": 0.48360655737704916,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04036150485589025,
      "eligibleDays": 368,
      "fitnessScore": -0.34710963638121384,
      "lookbackDays": 21,
      "returnLift1D": -0.0019022228396768674,
      "hitRateLift1D": -0.024545616535994297,
      "portfolioSize": 3,
      "activationRate": 0.33152173913043476,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5081521739130435,
        "5": 0.4642857142857143,
        "10": 0.479108635097493
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.48649739709928924,
      "avgForwardReturns": {
        "1": -0.0017250833908034778,
        "5": 0.0021512661184111036,
        "10": 0.01725345436258741
      },
      "shadowMaxDrawdown": -0.399622233398623,
      "shadowTotalReturn": -0.25948900042543976,
      "avgForwardReturn1D": -0.0017250833908034778,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.00017713944887338962,
        "5": 0.0022762660097956178,
        "10": 0.006352233682242395
      }
    },
    {
      "topN": 4,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.48484848484848486,
        "5": 0.4621212121212121,
        "10": 0.5419847328244275
      },
      "hitRate1D": 0.48484848484848486,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03763913376344462,
      "eligibleDays": 368,
      "fitnessScore": -0.3630959440934374,
      "lookbackDays": 21,
      "returnLift1D": -0.002001030118855815,
      "hitRateLift1D": -0.023303689064558597,
      "portfolioSize": 4,
      "activationRate": 0.358695652173913,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5081521739130435,
        "5": 0.4642857142857143,
        "10": 0.479108635097493
      },
      "sampleConfidence": 0.9994949494949495,
      "shadowSharpeLike": -0.5509517428440269,
      "avgForwardReturns": {
        "1": -0.0018238906699824253,
        "5": 0.0042385462548496225,
        "10": 0.018435588679166507
      },
      "shadowMaxDrawdown": -0.399622233398623,
      "shadowTotalReturn": -0.28517141139533386,
      "avgForwardReturn1D": -0.0018238906699824253,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 132,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.00017713944887338962,
        "5": 0.0022762660097956178,
        "10": 0.006352233682242395
      }
    },
    {
      "topN": 5,
      "ticker": "TSLA",
      "hitRates": {
        "1": 0.48484848484848486,
        "5": 0.4621212121212121,
        "10": 0.5419847328244275
      },
      "hitRate1D": 0.48484848484848486,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03763913376344462,
      "eligibleDays": 368,
      "fitnessScore": -0.3630959440934374,
      "lookbackDays": 21,
      "returnLift1D": -0.002001030118855815,
      "hitRateLift1D": -0.023303689064558597,
      "portfolioSize": 5,
      "activationRate": 0.358695652173913,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5081521739130435,
        "5": 0.4642857142857143,
        "10": 0.479108635097493
      },
      "sampleConfidence": 0.9994949494949495,
      "shadowSharpeLike": -0.5509517428440269,
      "avgForwardReturns": {
        "1": -0.0018238906699824253,
        "5": 0.0042385462548496225,
        "10": 0.018435588679166507
      },
      "shadowMaxDrawdown": -0.399622233398623,
      "shadowTotalReturn": -0.28517141139533386,
      "avgForwardReturn1D": -0.0018238906699824253,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 132,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.00017713944887338962,
        "5": 0.0022762660097956178,
        "10": 0.006352233682242395
      }
    }
  ],
  "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": 0.2679319138509057,
      "fitnessScore": 0.12886906182639898,
      "lookbackDays": 14,
      "returnLift1D": 0.0007372862846830827,
      "activationRate": 0.3466666666666667,
      "activationCount": 130,
      "sampleConfidence": 0.998974358974359,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.012757867596858485,
      "avgForwardReturn1D": 0.0007253747751942344
    },
    {
      "comboQuality": 0.10884701302108735,
      "fitnessScore": -0.11256600922943676,
      "lookbackDays": 21,
      "returnLift1D": -0.000667323207509811,
      "activationRate": 0.26358695652173914,
      "activationCount": 97,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.11063421513005456,
      "avgForwardReturn1D": -0.0004901837586364214
    },
    {
      "comboQuality": 0.38588307511423625,
      "fitnessScore": 0.247776794946318,
      "lookbackDays": 30,
      "returnLift1D": 0.001161449323587156,
      "activationRate": 0.38997214484679665,
      "activationCount": 140,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1304565379170286,
      "avgForwardReturn1D": 0.0015361440437648738
    },
    {
      "comboQuality": 0.5136195598468172,
      "fitnessScore": 0.3619881782068318,
      "lookbackDays": 45,
      "returnLift1D": 0.0008626485515066675,
      "activationRate": 0.27906976744186046,
      "activationCount": 96,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.1924834079368074,
      "avgForwardReturn1D": 0.0025531213199416238
    },
    {
      "comboQuality": 0.3649602291080164,
      "fitnessScore": 0.22814216676890597,
      "lookbackDays": 63,
      "returnLift1D": 0.00011341289265091826,
      "activationRate": 0.3098159509202454,
      "activationCount": 101,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0620952364304268,
      "avgForwardReturn1D": 0.0012598279244753262
    }
  ],
  "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": "ff5e04c71c974964fd2327f7114598dd4db4c0d022418e533bc57b49c88116f5",
    "size": 13,
    "members": [
      "SMH",
      "TSLA",
      "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
0.914
Liquidity
1
Momentum
0.306
Relative strength
0.154
Trend quality
0.093
Stability
0.394
Aggression
0.576
Downside risk
0.467
Drawdown state
0.547
Quality momentum
0.247
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.394
Benchmark Independence 3m Score
0.307
Beta 1y Profile Score
0.897
Beta 3m Profile Score
1
Beta Change Score
0.872
Correlation Change Score
0.543
Current Drawdown Score
0.466
Days Since 52w High Score
0.591
Distance From 52w High Score
0.466
Distance From Sma 20 Score
0.193
Distance From Sma 200 Score
0.116
Distance From Sma 50 Score
0.149
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.586
Downside Volatility 2y Score
0.709
Downside Volatility 3m Score
0.787
Downside Volatility 5y Score
0.714
Downside Volatility 6m Score
0.645
Drawdown Recovery Score
0.813
Excess Return 1m Score
0.219
Excess Return 1y Score
0.126
Excess Return 3m Score
0.141
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.354
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.914
Drawdown Score 1m
0.007
Drawdown Score 1y
0.466
Drawdown Score 2y
0.328
Drawdown Score 3m
0.295
Drawdown Score 5y
0.264
Drawdown Score 6m
0.475
Momentum Acceleration 1m Vs 3m Score
0.154
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.301
Relative Strength Slope 3m Score
0.412
Relative Volume 20d Score
0.220
Return 1m Score
0.230
Return 1w Score
0
Return 1y Score
0.477
Return 2y Score
0.366
Return 3m Score
0.281
Return 5y Score
0.113
Return 6m Score
0.284
Return Skewness 1y Score
0.435
Sector Excess Return 1y Score
0.484
Sharpe 1m Score
0
Sharpe 1y Score
0.431
Sharpe 2y Score
0.501
Sharpe 3m Score
0.184
Sharpe 5y Score
0.485
Sharpe 6m Score
0.202
Sortino 1m Score
0.094
Sortino 1y Score
0.394
Sortino 2y Score
0.442
Sortino 3m Score
0.256
Sortino 5y Score
0.429
Sortino 6m Score
0.262
Trend R2 1m Score
0.166
Trend R2 1w Score
0.595
Trend R2 1y Score
0.031
Trend R2 2y Score
0.499
Trend R2 3m Score
0.057
Trend R2 5y Score
0.203
Trend R2 6m Score
0.032
Trend Slope 1m Score
0.263
Trend Slope 1w Score
0
Trend Slope 1y Score
0.516
Trend Slope 2y Score
0.572
Trend Slope 3m Score
0.453
Trend Slope 5y Score
0.524
Trend Slope 6m Score
0.481
Volatility 1m Score
0.935
Volatility 1w Score
1
Volatility 1y Score
0.561
Volatility 2y Score
0.755
Volatility 3m Score
0.685
Volatility 5y Score
0.727
Volatility 6m Score
0.579
Worst Day 1y Score
0.274
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
16,587,884,461.641
Best Day 1y
0.085
Beta To Benchmark 1y
2.242
Beta 3m
2.987
Beta Change
0.745
Beta To Sector 1y
1.782
Correlation To Benchmark 1y
0.606
Correlation 3m
0.693
Correlation Change
0.087
Correlation To Sector 1y
0.729
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.394
Benchmark Independence 3m Score
0.307
Beta 1y Profile Score
0.897
Beta 3m Profile Score
1
Beta Change Score
0.872
Correlation Change Score
0.543
Current Drawdown Score
0.466
Distance From Sma 20 Score
0.193
Distance From Sma 200 Score
0.116
Current Drawdown
-0.347
Days Since 52w High
149
Distance From 52w High
-0.347
Distance From Sma 20
-0.184
Distance From Sma 200
-0.230
Distance From Sma 50
-0.211
Downside Capture 1y
0.398
Downside Volatility 1m
0.818
Downside Volatility 1w
-
Downside Volatility 1y
0.490
Downside Volatility 2y
0.581
Downside Volatility 3m
0.640
Downside Volatility 5y
0.586
Downside Volatility 6m
0.534
Drawdown Recovery
0.626
Excess Return 1m
-0.169
Excess Return 1y
-0.224
Excess Return 3m
-0.216
Excess Return 6m
-0.342
Expected Shortfall 95 1y
-0.065
Market Cap
1,236,326,820,743.82
Max Drawdown 1m
-0.248
Max Drawdown 1w
-0.183
Max Drawdown 1y
-0.347
Max Drawdown 2y
-0.538
Max Drawdown 3m
-0.282
Max Drawdown 5y
-0.736
Max Drawdown 6m
-0.289
Momentum Acceleration 1m Vs 3m
-0.104
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.895
Return 1m
-0.162
Return 1w
-0.183
Return 1y
-0.037
Return 2y
0.283
Return 3m
-0.175
Return 5y
0.474
Return 6m
-0.259
Return Skewness 1y
-0.392
Sector Excess Return 1y
-0.010
Sharpe 1m
-2.444
Sharpe 1y
0.155
Sharpe 2y
0.507
Sharpe 3m
-1.078
Sharpe 5y
0.427
Sharpe 6m
-0.992
Sortino 1m
-2.244
Sortino 1y
0.149
Sortino 2y
0.537
Sortino 3m
-0.949
Sortino 5y
0.434
Sortino 6m
-0.900
Trend R2 1m
0.166
Trend R2 1w
0.595
Trend R2 1y
0.031
Trend R2 2y
0.499
Trend R2 3m
0.057
Trend R2 5y
0.203
Trend R2 6m
0.032
Trend 1m
-0.004
Trend 1w
-0.030
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
2.036
Value At Risk 95 1y
-0.046
Volatility 1m
0.751
Volatility 1w
1.015
Volatility 1y
0.470
Volatility 2y
0.616
Volatility 3m
0.564
Volatility 5y
0.596
Volatility 6m
0.484
Worst Day 1y
-0.145
Distance From Sma 50 Score
0.149
Downside Volatility 1y Score
0.586
Downside Volatility 3m Score
0.787
Drawdown Recovery Score
0.813
Excess Return 1m Score
0.219
Excess Return 1y Score
0.126
Excess Return 3m Score
0.141
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.354
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.914
Drawdown Score 1y
0.466
Drawdown Score 5y
0.264
Momentum Acceleration 1m Vs 3m Score
0.154
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.301
Relative Volume 20d Score
0.220
Return 1m Score
0.230
Return 1y Score
0.477
Return 3m Score
0.281
Return 6m Score
0.284
Return Skewness 1y Score
0.435
Sortino 1y Score
0.394
Sortino 3m Score
0.256
Trend R2 1y Score
0.031
Trend R2 3m Score
0.057
Trend Slope 1y Score
0.516
Trend Slope 3m Score
0.453
Volatility 1y Score
0.561
Volatility 3m Score
0.685