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Vectors

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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 1-50 of 355
Page 1 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ZIMIndustrials0.5470.5260.5310.4770.115 poor0.396 weak100%Jul 26, 2:12 AM
XOMEnergy0.6500.5800.7131.0000.522 moderate0.389 weak100%Jul 26, 2:11 AM
XAR-0.5080.4690.6960.5800.170 poor
Ticker detail

TSN

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

Research Detail

TSN

Tyson Foods

Category

Sector: Consumer

Industry / Category: Packaged Foods & Meats

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Protein producer that can anchor an agriculture or consumer staple-oriented stock universe.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.013
Correlation To Benchmark 1y
0.007
Inverse To Benchmark 1y
0.993
Drawdown Score 1m
0.855
Drawdown Score 3m
0.534
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
0.661
Drawdown Score 1y
0.713
Drawdown Score 2y
0.746
Drawdown Score 5y
0.479
Return 1w
-0.019
Return 1m
-0.012
Return 3m
-0.113
Return 6m
-0.038
Return 1y
0.078
Return 2y
0.004
Return 5y
-0.076
Sharpe 1m
-0.843
Sharpe 3m
-1.499
Sharpe 6m
-0.161
Sharpe 1y
0.428
Sharpe 2y
0.126
Sharpe 5y
0.062
Trend 1w
-0.004
Trend 1m
-0.001
Trend 3m
-0.003
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.124
Volatility 1m
0.154
Volatility 3m
0.293
Volatility 6m
0.267
Volatility 1y
0.246
Volatility 2y
0.236
Volatility 5y
0.249
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
TSN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:07 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.313
Aptet Fit Raw Score
0.336
Aptet Fit Confidence
0.863
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.415
Force Fit Raw Score
0.435
Force Fit Confidence
0.908
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:07 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "TSN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TSN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "TSN",
    "hitRates": {
      "1": 0.6111111111111112,
      "5": 0.5277777777777778,
      "10": 0.5277777777777778
    },
    "hitRate1D": 0.6111111111111112,
    "comboQuality": 0.6030077074113752,
    "eligibleDays": 297,
    "fitnessScore": 0.4419628846527498,
    "lookbackDays": 63,
    "returnLift1D": 0.0027202046686955264,
    "hitRateLift1D": 0.11453576864535775,
    "activationRate": 0.12121212121212122,
    "activationCount": 36,
    "baselineHitRates": {
      "1": 0.4965753424657534,
      "5": 0.4583333333333333,
      "10": 0.49469964664310956
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2879291459249158,
    "avgForwardReturns": {
      "1": 0.003088229912402272,
      "5": 0.009396866218347285,
      "10": 0.019868658470622788
    },
    "shadowMaxDrawdown": -0.022285360952233324,
    "shadowTotalReturn": 0.1088353809790168,
    "avgForwardReturn1D": 0.003088229912402272,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-12-18",
      "2025-12-19",
      "2025-12-31",
      "2026-01-02",
      "2026-01-09",
      "2026-01-12",
      "2026-01-13",
      "2026-01-14",
      "2026-01-15",
      "2026-01-16"
    ],
    "horizonObservationCounts": {
      "1": 36,
      "5": 36,
      "10": 36
    },
    "baselineAvgForwardReturns": {
      "1": 0.00036802524370674555,
      "5": 0.0017897553038022829,
      "10": 0.0037307417149088917
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6030077074113752,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.27984090836270425,
    "bestRawFitnessScore": 0.4419628846527498,
    "upperQuartileComboQuality": 0.4260732286913934
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3132088468760319,
    "rawScore": 0.3362394768187577,
    "confidence": 0.8630105533078736,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 63
    },
    "profileBreadth": 0.050042039621665604,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.13666825094560703,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.6111111111111112,
        "5": 0.5277777777777778,
        "10": 0.5277777777777778
      },
      "hitRate1D": 0.6111111111111112,
      "comboQuality": 0.6030077074113752,
      "eligibleDays": 297,
      "fitnessScore": 0.4419628846527498,
      "lookbackDays": 63,
      "returnLift1D": 0.0027202046686955264,
      "hitRateLift1D": 0.11453576864535775,
      "activationRate": 0.12121212121212122,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.4965753424657534,
        "5": 0.4583333333333333,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2879291459249158,
      "avgForwardReturns": {
        "1": 0.003088229912402272,
        "5": 0.009396866218347285,
        "10": 0.019868658470622788
      },
      "shadowMaxDrawdown": -0.022285360952233324,
      "shadowTotalReturn": 0.1088353809790168,
      "avgForwardReturn1D": 0.003088229912402272,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-18",
        "2025-12-19",
        "2025-12-31",
        "2026-01-02",
        "2026-01-09",
        "2026-01-12",
        "2026-01-13",
        "2026-01-14",
        "2026-01-15",
        "2026-01-16"
      ],
      "horizonObservationCounts": {
        "1": 36,
        "5": 36,
        "10": 36
      },
      "baselineAvgForwardReturns": {
        "1": 0.00036802524370674555,
        "5": 0.0017897553038022829,
        "10": 0.0037307417149088917
      }
    },
    {
      "topN": 4,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5206611570247934,
        "5": 0.38333333333333336,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.5206611570247934,
      "comboQuality": 0.5235415307403479,
      "eligibleDays": 352,
      "fitnessScore": 0.3707318756936626,
      "lookbackDays": 14,
      "returnLift1D": 0.0012856869567336136,
      "hitRateLift1D": 0.03511202407681657,
      "activationRate": 0.34375,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.48554913294797686,
        "5": 0.4590643274853801,
        "10": 0.48520710059171596
      },
      "sampleConfidence": 0.9966942148760332,
      "shadowSharpeLike": 0.70583320326202,
      "avgForwardReturns": {
        "1": 0.001319027401006811,
        "5": -0.0018492750438702734,
        "10": 0.0013447370063568711
      },
      "shadowMaxDrawdown": -0.08653880661463531,
      "shadowTotalReturn": 0.13210326335566336,
      "avgForwardReturn1D": 0.001319027401006811,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 120,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003334044427319743,
        "5": 0.0005722595726786964,
        "10": 0.0018953443972873302
      }
    },
    {
      "topN": 2,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5466666666666666,
        "5": 0.47297297297297297,
        "10": 0.5405405405405406
      },
      "hitRate1D": 0.5466666666666666,
      "comboQuality": 0.47223885737590887,
      "eligibleDays": 352,
      "fitnessScore": 0.32554504450555566,
      "lookbackDays": 14,
      "returnLift1D": 0.0017977203460860399,
      "hitRateLift1D": 0.061117533718689776,
      "activationRate": 0.21306818181818182,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.48554913294797686,
        "5": 0.4590643274853801,
        "10": 0.48520710059171596
      },
      "sampleConfidence": 0.9982222222222223,
      "shadowSharpeLike": 0.694751595301481,
      "avgForwardReturns": {
        "1": 0.0018310607903592373,
        "5": 0.0022077737651669494,
        "10": 0.009164594852519563
      },
      "shadowMaxDrawdown": -0.09767570646036261,
      "shadowTotalReturn": 0.11589333631035825,
      "avgForwardReturn1D": 0.0018310607903592373,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-18",
        "2025-04-01",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 74,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003334044427319743,
        "5": 0.0005722595726786964,
        "10": 0.0018953443972873302
      }
    },
    {
      "topN": 5,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.3893129770992366,
        "10": 0.47244094488188976
      },
      "hitRate1D": 0.5151515151515151,
      "comboQuality": 0.4663303225105265,
      "eligibleDays": 352,
      "fitnessScore": 0.3203257759749117,
      "lookbackDays": 14,
      "returnLift1D": 0.0009537765298206192,
      "hitRateLift1D": 0.02960238220353828,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.48554913294797686,
        "5": 0.4590643274853801,
        "10": 0.48520710059171596
      },
      "sampleConfidence": 0.9969696969696971,
      "shadowSharpeLike": 0.5339498592471337,
      "avgForwardReturns": {
        "1": 0.0009871169740938166,
        "5": -0.0016255378119960752,
        "10": 0.001060439227119104
      },
      "shadowMaxDrawdown": -0.10355847679253072,
      "shadowTotalReturn": 0.09658300518747542,
      "avgForwardReturn1D": 0.0009871169740938166,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003334044427319743,
        "5": 0.0005722595726786964,
        "10": 0.0018953443972873302
      }
    },
    {
      "topN": 2,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.525,
        "5": 0.4875,
        "10": 0.4125
      },
      "hitRate1D": 0.525,
      "comboQuality": 0.42993211993143143,
      "eligibleDays": 339,
      "fitnessScore": 0.2879318166852655,
      "lookbackDays": 21,
      "returnLift1D": 0.001290908880754109,
      "hitRateLift1D": 0.030988023952095822,
      "activationRate": 0.2359882005899705,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.4940119760479042,
        "5": 0.46060606060606063,
        "10": 0.47384615384615386
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6421944964254452,
      "avgForwardReturns": {
        "1": 0.0014051077987042569,
        "5": 0.0008855528236756186,
        "10": -0.004001641929620911
      },
      "shadowMaxDrawdown": -0.07595225898718105,
      "shadowTotalReturn": 0.09836874629944536,
      "avgForwardReturn1D": 0.0014051077987042569,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011419891795014785,
        "5": 0.0005401527672911977,
        "10": 0.0006659264638289687
      }
    },
    {
      "topN": 3,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.509090909090909,
        "5": 0.4036697247706422,
        "10": 0.5
      },
      "hitRate1D": 0.509090909090909,
      "comboQuality": 0.4247869316113807,
      "eligibleDays": 352,
      "fitnessScore": 0.2833063795888265,
      "lookbackDays": 14,
      "returnLift1D": 0.0010324050140024248,
      "hitRateLift1D": 0.02354177614293218,
      "activationRate": 0.3125,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.48554913294797686,
        "5": 0.4590643274853801,
        "10": 0.48520710059171596
      },
      "sampleConfidence": 0.9969696969696971,
      "shadowSharpeLike": 0.522877662808254,
      "avgForwardReturns": {
        "1": 0.0010657454582756222,
        "5": -0.0010446289652903445,
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      "avgForwardReturns": {
        "1": -0.001068226774178126,
        "5": -0.004348306818346352,
        "10": -0.005660222589756434
      },
      "shadowMaxDrawdown": -0.149620883747832,
      "shadowTotalReturn": -0.149620883747832,
      "avgForwardReturn1D": -0.001068226774178126,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004889523897394926,
        "5": 0.000015279143130558557,
        "10": 0.0008568852211515492
      }
    },
    {
      "topN": 4,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.4424778761061947,
        "5": 0.3805309734513274,
        "10": 0.39823008849557523
      },
      "hitRate1D": 0.4424778761061947,
      "comboQuality": 0.08292968660087219,
      "eligibleDays": 330,
      "fitnessScore": -0.17870203046864216,
      "lookbackDays": 30,
      "returnLift1D": -0.0010936407541103847,
      "hitRateLift1D": -0.04982981620149762,
      "activationRate": 0.3424242424242424,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.49230769230769234,
        "5": 0.4517133956386293,
        "10": 0.4778481012658228
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7584575229433188,
      "avgForwardReturns": {
        "1": -0.001142535993084334,
        "5": -0.0038667785181674495,
        "10": -0.004996268470911653
      },
      "shadowMaxDrawdown": -0.14913549311559005,
      "shadowTotalReturn": -0.14913549311559005,
      "avgForwardReturn1D": -0.001142535993084334,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004889523897394926,
        "5": 0.000015279143130558557,
        "10": 0.0008568852211515492
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    },
    {
      "topN": 2,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.3939393939393939,
        "5": 0.3484848484848485,
        "10": 0.3787878787878788
      },
      "hitRate1D": 0.3939393939393939,
      "comboQuality": 0.03554359159755404,
      "eligibleDays": 330,
      "fitnessScore": -0.3761770471455007,
      "lookbackDays": 30,
      "returnLift1D": -0.00210404967967261,
      "hitRateLift1D": -0.09836829836829841,
      "activationRate": 0.2,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.49230769230769234,
        "5": 0.4517133956386293,
        "10": 0.4778481012658228
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.2747081348633558,
      "avgForwardReturns": {
        "1": -0.0021529449186465594,
        "5": -0.007374002557018496,
        "10": -0.009281188625029267
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      "shadowMaxDrawdown": -0.17790374126076003,
      "shadowTotalReturn": -0.14764704842897336,
      "avgForwardReturn1D": -0.0021529449186465594,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004889523897394926,
        "5": 0.000015279143130558557,
        "10": 0.0008568852211515492
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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": 4,
      "comboQuality": 0.5235415307403479,
      "fitnessScore": 0.3707318756936626,
      "lookbackDays": 14,
      "returnLift1D": 0.0012856869567336136,
      "activationRate": 0.34375,
      "activationCount": 121,
      "sampleConfidence": 0.9966942148760332,
      "shadowTotalReturn": 0.13210326335566336,
      "avgForwardReturn1D": 0.001319027401006811
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.42993211993143143,
      "fitnessScore": 0.2879318166852655,
      "lookbackDays": 21,
      "returnLift1D": 0.001290908880754109,
      "activationRate": 0.2359882005899705,
      "activationCount": 80,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09836874629944536,
      "avgForwardReturn1D": 0.0014051077987042569
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.11374862536782014,
      "fitnessScore": -0.10166212428293632,
      "lookbackDays": 30,
      "returnLift1D": -0.0004886190717869794,
      "activationRate": 0.26666666666666666,
      "activationCount": 88,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.07130177258597592,
      "avgForwardReturn1D": -0.0005375143107609286
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3309983854537221,
      "fitnessScore": 0.1951919452984625,
      "lookbackDays": 45,
      "returnLift1D": 0.0003761023574707973,
      "activationRate": 0.29523809523809524,
      "activationCount": 93,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.01954593892409684,
      "avgForwardReturn1D": 0.00044065701983882314
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6030077074113752,
      "fitnessScore": 0.4419628846527498,
      "lookbackDays": 63,
      "returnLift1D": 0.0027202046686955264,
      "activationRate": 0.12121212121212122,
      "activationCount": 36,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.1088353809790168,
      "avgForwardReturn1D": 0.003088229912402272
    }
  ],
  "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": "fc93580a16dd65e162fdfa30b9d99c1fa0510f91357b8cb55c2302dcb06b08f9",
    "size": 13,
    "members": [
      "SMH",
      "TSN",
      "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",
      "TSN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TSN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "TSN",
    "hitRates": {
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      "5": 0.41044776119402987,
      "10": 0.48872180451127817
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    "hitRate1D": 0.5373134328358209,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.6207393290835438,
    "eligibleDays": 375,
    "fitnessScore": 0.4583912454139887,
    "lookbackDays": 14,
    "returnLift1D": 0.0012111558025834877,
    "hitRateLift1D": 0.041313432835820896,
    "portfolioSize": 4,
    "activationRate": 0.35733333333333334,
    "activationCount": 134,
    "baselineHitRates": {
      "1": 0.496,
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      "10": 0.5
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    "sampleConfidence": 0.9995024875621891,
    "shadowSharpeLike": 0.8548320792280567,
    "avgForwardReturns": {
      "1": 0.0014993495792631835,
      "5": -0.0008574443361247324,
      "10": 0.0013443719086699076
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    "shadowMaxDrawdown": -0.08668553193861406,
    "shadowTotalReturn": 0.17753055921550942,
    "avgForwardReturn1D": 0.0014993495792631835,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26"
    ],
    "horizonObservationCounts": {
      "1": 134,
      "5": 134,
      "10": 133
    },
    "baselineAvgForwardReturns": {
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      "5": 0.0014020771949636239,
      "10": 0.0026955747714057015
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6207393290835438,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.22813068517101517,
    "bestRawFitnessScore": 0.4583912454139887,
    "upperQuartileComboQuality": 0.5047902867749658
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4145892306510598,
    "rawScore": 0.4346886438529706,
    "confidence": 0.9075227131596781,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
    },
    "profileBreadth": 0.14998439651263834,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.6206394936414574,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "TSN",
      "hitRates": {
        "1": 0.5373134328358209,
        "5": 0.41044776119402987,
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      "hitRate1D": 0.5373134328358209,
      "rankWeights": [
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      "comboQuality": 0.6207393290835438,
      "eligibleDays": 375,
      "fitnessScore": 0.4583912454139887,
      "lookbackDays": 14,
      "returnLift1D": 0.0012111558025834877,
      "hitRateLift1D": 0.041313432835820896,
      "portfolioSize": 4,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "baselineHitRates": {
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        "10": 0.5
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      "sampleConfidence": 0.9995024875621891,
      "shadowSharpeLike": 0.8548320792280567,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.08668553193861406,
      "shadowTotalReturn": 0.17753055921550942,
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      "riskOffActivations": 0,
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        "2025-02-04",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 134,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.0014020771949636239,
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5373134328358209,
      "rankWeights": [
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      "comboQuality": 0.6207393290835438,
      "eligibleDays": 375,
      "fitnessScore": 0.4583912454139887,
      "lookbackDays": 14,
      "returnLift1D": 0.0012111558025834877,
      "hitRateLift1D": 0.041313432835820896,
      "portfolioSize": 5,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
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        "10": 0.5
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      "sampleConfidence": 0.9995024875621891,
      "shadowSharpeLike": 0.8548320792280567,
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      "shadowMaxDrawdown": -0.08668553193861406,
      "shadowTotalReturn": 0.17753055921550942,
      "avgForwardReturn1D": 0.0014993495792631835,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "rankWeights": [
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      "comboQuality": 0.55740040592359,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-03-03",
        "2025-03-04",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.5422402181141545,
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      "lookbackDays": 21,
      "returnLift1D": 0.0013898515723797741,
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      "portfolioSize": 2,
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      "activationCount": 99,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8420568170274222,
      "avgForwardReturns": {
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        "10": -0.002157151484679391
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      "shadowMaxDrawdown": -0.0747730242268898,
      "shadowTotalReturn": 0.14980409542593498,
      "avgForwardReturn1D": 0.0016008878848576633,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
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        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
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      "horizonObservationCounts": {
        "1": 99,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRate1D": 0.5289256198347108,
      "rankWeights": [
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      "comboQuality": 0.5321317418497378,
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      "fitnessScore": 0.37831495416877486,
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      "sampleConfidence": 0.9994490358126722,
      "shadowSharpeLike": 0.7100550097157693,
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      "shadowTotalReturn": -0.05418654997737926,
      "avgForwardReturn1D": -0.0005347276654958965,
      "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": 68,
        "5": 68,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.000007540135836343467,
        "5": 0.00039849949346526753,
        "10": 0.0007438662793369922
      }
    },
    {
      "topN": 4,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.4095238095238095,
        "10": 0.38095238095238093
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12925144206114095,
      "eligibleDays": 326,
      "fitnessScore": -0.06967058818485378,
      "lookbackDays": 63,
      "returnLift1D": -0.0011177059454588487,
      "hitRateLift1D": 0.03607946245983057,
      "portfolioSize": 4,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4503105590062112,
        "10": 0.47634069400630913
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6805416105140631,
      "avgForwardReturns": {
        "1": -0.0012091442739053937,
        "5": -0.004546651543942977,
        "10": -0.01091531434236423
      },
      "shadowMaxDrawdown": -0.159132299128384,
      "shadowTotalReturn": -0.14071254561893376,
      "avgForwardReturn1D": -0.0012091442739053937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.00009143832844654493,
        "5": 0.0006011783366603255,
        "10": 0.0009213937845445601
      }
    },
    {
      "topN": 5,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.4095238095238095,
        "10": 0.38095238095238093
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.12925144206114095,
      "eligibleDays": 326,
      "fitnessScore": -0.06967058818485378,
      "lookbackDays": 63,
      "returnLift1D": -0.0011177059454588487,
      "hitRateLift1D": 0.03607946245983057,
      "portfolioSize": 5,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4503105590062112,
        "10": 0.47634069400630913
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6805416105140631,
      "avgForwardReturns": {
        "1": -0.0012091442739053937,
        "5": -0.004546651543942977,
        "10": -0.01091531434236423
      },
      "shadowMaxDrawdown": -0.159132299128384,
      "shadowTotalReturn": -0.14071254561893376,
      "avgForwardReturn1D": -0.0012091442739053937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.00009143832844654493,
        "5": 0.0006011783366603255,
        "10": 0.0009213937845445601
      }
    },
    {
      "topN": 3,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.5443037974683544,
        "5": 0.45569620253164556,
        "10": 0.43037974683544306
      },
      "hitRate1D": 0.5443037974683544,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.12449576689717931,
      "eligibleDays": 326,
      "fitnessScore": -0.0791162199020981,
      "lookbackDays": 63,
      "returnLift1D": -0.0013434250601995752,
      "hitRateLift1D": 0.05657373611866118,
      "portfolioSize": 3,
      "activationRate": 0.24233128834355827,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4503105590062112,
        "10": 0.47634069400630913
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6781063074951624,
      "avgForwardReturns": {
        "1": -0.0014348633886461203,
        "5": -0.001929035417032888,
        "10": -0.0011065896481067992
      },
      "shadowMaxDrawdown": -0.17254658000142375,
      "shadowTotalReturn": -0.1275231607267776,
      "avgForwardReturn1D": -0.0014348633886461203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 79,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": -0.00009143832844654493,
        "5": 0.0006011783366603255,
        "10": 0.0009213937845445601
      }
    },
    {
      "topN": 2,
      "ticker": "TSN",
      "hitRates": {
        "1": 0.43956043956043955,
        "5": 0.42857142857142855,
        "10": 0.4175824175824176
      },
      "hitRate1D": 0.43956043956043955,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08446700564188904,
      "eligibleDays": 359,
      "fitnessScore": -0.17429199038568738,
      "lookbackDays": 30,
      "returnLift1D": -0.0011060345957570623,
      "hitRateLift1D": -0.053475772138724786,
      "portfolioSize": 2,
      "activationRate": 0.25348189415041783,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.49303621169916434,
        "5": 0.4647887323943662,
        "10": 0.48
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.62725548395772,
      "avgForwardReturns": {
        "1": -0.0008600444119885507,
        "5": -0.003179054766044907,
        "10": -0.0057230418155500016
      },
      "shadowMaxDrawdown": -0.1785031056506734,
      "shadowTotalReturn": -0.09402299698620531,
      "avgForwardReturn1D": -0.0008600444119885507,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 91,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": 0.00024599018376851155,
        "5": 0.0010432245085435867,
        "10": 0.0013858325470273258
      }
    }
  ],
  "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": 0.6207393290835438,
      "fitnessScore": 0.4583912454139887,
      "lookbackDays": 14,
      "returnLift1D": 0.0012111558025834877,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "sampleConfidence": 0.9995024875621891,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.17753055921550942,
      "avgForwardReturn1D": 0.0014993495792631835
    },
    {
      "comboQuality": 0.5422402181141545,
      "fitnessScore": 0.387260202602691,
      "lookbackDays": 21,
      "returnLift1D": 0.0013898515723797741,
      "activationRate": 0.26902173913043476,
      "activationCount": 99,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.14980409542593498,
      "avgForwardReturn1D": 0.0016008878848576633
    },
    {
      "comboQuality": 0.20626027018531046,
      "fitnessScore": 0.05352430565129419,
      "lookbackDays": 30,
      "returnLift1D": -0.00011336012603703325,
      "activationRate": 0.3203342618384401,
      "activationCount": 115,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.013125586341531381,
      "avgForwardReturn1D": 0.0001326300577314783
    },
    {
      "comboQuality": 0.3057846585632695,
      "fitnessScore": 0.1696217627082801,
      "lookbackDays": 45,
      "returnLift1D": 0.00031193576230917575,
      "activationRate": 0.35755813953488375,
      "activationCount": 123,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.011431627027194802,
      "avgForwardReturn1D": 0.00030439562647283227
    },
    {
      "comboQuality": 0.2350195934301491,
      "fitnessScore": 0.09036010647501287,
      "lookbackDays": 63,
      "returnLift1D": -0.000017468179463716907,
      "activationRate": 0.17484662576687116,
      "activationCount": 57,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.021612310568040694,
      "avgForwardReturn1D": -0.00010890650791026184
    }
  ],
  "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": "fc93580a16dd65e162fdfa30b9d99c1fa0510f91357b8cb55c2302dcb06b08f9",
    "size": 13,
    "members": [
      "SMH",
      "TSN",
      "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
0.515
Liquidity
0.738
Momentum
0.453
Relative strength
0.331
Trend quality
0.395
Stability
0.630
Aggression
0.347
Downside risk
0.567
Drawdown state
0.719
Quality momentum
0.431
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.993
Benchmark Independence 3m Score
0.763
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.228
Correlation Change Score
0.378
Current Drawdown Score
0.479
Days Since 52w High Score
0.218
Distance From 52w High Score
0.742
Distance From Sma 20 Score
0.466
Distance From Sma 200 Score
0.436
Distance From Sma 50 Score
0.423
Downside Volatility 1m Score
0.157
Downside Volatility 1y Score
0.235
Downside Volatility 2y Score
0.244
Downside Volatility 3m Score
0.280
Downside Volatility 5y Score
0.275
Downside Volatility 6m Score
0.263
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.319
Excess Return 3m Score
0.243
Excess Return 6m Score
0.298
Expected Shortfall 95 1y Score
0.698
Log Avg Dollar Volume 20d Score
0.738
Log Market Cap Score
0.515
Drawdown Score 1m
0.855
Drawdown Score 1y
0.713
Drawdown Score 2y
0.746
Drawdown Score 3m
0.534
Drawdown Score 5y
0.479
Drawdown Score 6m
0.661
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.395
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.514
Relative Strength Slope 3m Score
0.285
Relative Volume 20d Score
0.207
Return 1m Score
0.481
Return 1w Score
0.438
Return 1y Score
0.549
Return 2y Score
0.287
Return 3m Score
0.358
Return 5y Score
0.071
Return 6m Score
0.468
Return Skewness 1y Score
0.602
Sector Excess Return 1y Score
0.551
Sharpe 1m Score
0.231
Sharpe 1y Score
0.486
Sharpe 2y Score
0.425
Sharpe 3m Score
0.100
Sharpe 5y Score
0.412
Sharpe 6m Score
0.368
Sortino 1m Score
0.278
Sortino 1y Score
0.433
Sortino 2y Score
0.391
Sortino 3m Score
0.164
Sortino 5y Score
0.383
Sortino 6m Score
0.353
Trend R2 1m Score
0.235
Trend R2 1w Score
0.767
Trend R2 1y Score
0.459
Trend R2 2y Score
0.082
Trend R2 3m Score
0.629
Trend R2 5y Score
0.166
Trend R2 6m Score
0.244
Trend Slope 1m Score
0.451
Trend Slope 1w Score
0.236
Trend Slope 1y Score
0.548
Trend Slope 2y Score
0.508
Trend Slope 3m Score
0.325
Trend Slope 5y Score
0.489
Trend Slope 6m Score
0.456
Volatility 1m Score
0.138
Volatility 1w Score
0.099
Volatility 1y Score
0.261
Volatility 2y Score
0.248
Volatility 3m Score
0.324
Volatility 5y Score
0.265
Volatility 6m Score
0.289
Worst Day 1y Score
0.696
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
163,325,711.142
Best Day 1y
0.080
Beta To Benchmark 1y
0.013
Beta 3m
-0.531
Beta Change
-0.543
Beta To Sector 1y
0.683
Correlation To Benchmark 1y
0.007
Correlation 3m
-0.237
Correlation Change
-0.243
Correlation To Sector 1y
0.384
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.993
Benchmark Independence 3m Score
0.763
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.228
Correlation Change Score
0.378
Current Drawdown Score
0.479
Distance From Sma 20 Score
0.466
Distance From Sma 200 Score
0.436
Current Drawdown
-0.338
Days Since 52w High
55
Distance From 52w High
-0.168
Distance From Sma 20
-0.020
Distance From Sma 200
-0.038
Distance From Sma 50
-0.046
Downside Capture 1y
2.153
Downside Volatility 1m
0.167
Downside Volatility 1w
-
Downside Volatility 1y
0.226
Downside Volatility 2y
0.233
Downside Volatility 3m
0.260
Downside Volatility 5y
0.256
Downside Volatility 6m
0.248
Drawdown Recovery
1
Excess Return 1m
-0.018
Excess Return 1y
-0.109
Excess Return 3m
-0.154
Excess Return 6m
-0.121
Expected Shortfall 95 1y
-0.030
Market Cap
20,229,834,144.9
Max Drawdown 1m
-0.036
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.187
Max Drawdown 2y
-0.203
Max Drawdown 3m
-0.187
Max Drawdown 5y
-0.521
Max Drawdown 6m
-0.187
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
-0.031
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.859
Return 1m
-0.012
Return 1w
-0.019
Return 1y
0.078
Return 2y
0.004
Return 3m
-0.113
Return 5y
-0.076
Return 6m
-0.038
Return Skewness 1y
0.613
Sector Excess Return 1y
0.030
Sharpe 1m
-0.843
Sharpe 1y
0.428
Sharpe 2y
0.126
Sharpe 3m
-1.499
Sharpe 5y
0.062
Sharpe 6m
-0.161
Sortino 1m
-0.774
Sortino 1y
0.465
Sortino 2y
0.128
Sortino 3m
-1.687
Sortino 5y
0.060
Sortino 6m
-0.174
Trend R2 1m
0.235
Trend R2 1w
0.767
Trend R2 1y
0.459
Trend R2 2y
0.082
Trend R2 3m
0.629
Trend R2 5y
0.166
Trend R2 6m
0.244
Trend 1m
-0.001
Trend 1w
-0.004
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
-0.003
Trend 5y
-0.000
Trend 6m
-0.001
Upside Capture 1y
0.422
Value At Risk 95 1y
-0.022
Volatility 1m
0.154
Volatility 1w
0.124
Volatility 1y
0.246
Volatility 2y
0.236
Volatility 3m
0.293
Volatility 5y
0.249
Volatility 6m
0.267
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.423
Downside Volatility 1y Score
0.235
Downside Volatility 3m Score
0.280
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.319
Excess Return 3m Score
0.243
Excess Return 6m Score
0.298
Expected Shortfall 95 1y Score
0.698
Log Avg Dollar Volume 20d Score
0.738
Log Market Cap Score
0.515
Drawdown Score 1y
0.713
Drawdown Score 5y
0.479
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.395
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.514
Relative Volume 20d Score
0.207
Return 1m Score
0.481
Return 1y Score
0.549
Return 3m Score
0.358
Return 6m Score
0.468
Return Skewness 1y Score
0.602
Sortino 1y Score
0.433
Sortino 3m Score
0.164
Trend R2 1y Score
0.459
Trend R2 3m Score
0.629
Trend Slope 1y Score
0.548
Trend Slope 3m Score
0.325
Volatility 1y Score
0.261
Volatility 3m Score
0.324