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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

TT

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

Research Detail

TT

TT

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.054
Correlation To Benchmark 1y
0.464
Inverse To Benchmark 1y
0.536
Drawdown Score 1m
0.720
Drawdown Score 3m
0.772
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
0.740
Drawdown Score 1y
0.690
Drawdown Score 2y
0.695
Drawdown Score 5y
0.595
Return 1w
0.010
Return 1m
0.011
Return 3m
0.008
Return 6m
0.219
Return 1y
0.079
Return 2y
0.476
Return 5y
1.654
Sharpe 1m
0.589
Sharpe 3m
0.250
Sharpe 6m
1.382
Sharpe 1y
0.408
Sharpe 2y
0.829
Sharpe 5y
0.846
Trend 1w
0.002
Trend 1m
-0.001
Trend 3m
0.000
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.148
Volatility 1m
0.305
Volatility 3m
0.304
Volatility 6m
0.325
Volatility 1y
0.289
Volatility 2y
0.284
Volatility 5y
0.275
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
TT
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
Industrials
Sector Benchmark Ticker
XLI
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
0.294
Aptet Fit Raw Score
0.313
Aptet Fit Confidence
0.878
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.353
Force Fit Raw Score
0.373
Force Fit Confidence
0.896
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",
      "TT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "TT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "TT",
    "hitRates": {
      "1": 0.5217391304347826,
      "5": 0.6086956521739131,
      "10": 0.5964912280701754
    },
    "hitRate1D": 0.5217391304347826,
    "comboQuality": 0.5021484231207617,
    "eligibleDays": 297,
    "fitnessScore": 0.35189062398178694,
    "lookbackDays": 63,
    "returnLift1D": 0.0007441143669452304,
    "hitRateLift1D": 0.018314472900536005,
    "activationRate": 0.3872053872053872,
    "activationCount": 115,
    "baselineHitRates": {
      "1": 0.5034246575342466,
      "5": 0.5381944444444444,
      "10": 0.48056537102473496
    },
    "sampleConfidence": 0.9994202898550726,
    "shadowSharpeLike": 0.5906788875128025,
    "avgForwardReturns": {
      "1": 0.0012357315398196283,
      "5": 0.005322797765543744,
      "10": 0.010882457653246816
    },
    "shadowMaxDrawdown": -0.13266528364951058,
    "shadowTotalReturn": 0.1192920914370792,
    "avgForwardReturn1D": 0.0012357315398196283,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 115,
      "5": 115,
      "10": 114
    },
    "baselineAvgForwardReturns": {
      "1": 0.0004916171728743979,
      "5": 0.0026299915955693954,
      "10": 0.00532108316704185
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5021484231207617,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.20704693415210135,
    "bestRawFitnessScore": 0.35189062398178694,
    "upperQuartileComboQuality": 0.3033094169260158
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2940028244628861,
    "rawScore": 0.31314083639877455,
    "confidence": 0.8777673831622724,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.395862225191579,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.6086956521739131,
        "10": 0.5964912280701754
      },
      "hitRate1D": 0.5217391304347826,
      "comboQuality": 0.5021484231207617,
      "eligibleDays": 297,
      "fitnessScore": 0.35189062398178694,
      "lookbackDays": 63,
      "returnLift1D": 0.0007441143669452304,
      "hitRateLift1D": 0.018314472900536005,
      "activationRate": 0.3872053872053872,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5381944444444444,
        "10": 0.48056537102473496
      },
      "sampleConfidence": 0.9994202898550726,
      "shadowSharpeLike": 0.5906788875128025,
      "avgForwardReturns": {
        "1": 0.0012357315398196283,
        "5": 0.005322797765543744,
        "10": 0.010882457653246816
      },
      "shadowMaxDrawdown": -0.13266528364951058,
      "shadowTotalReturn": 0.1192920914370792,
      "avgForwardReturn1D": 0.0012357315398196283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 115,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004916171728743979,
        "5": 0.0026299915955693954,
        "10": 0.00532108316704185
      }
    },
    {
      "topN": 5,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.547945205479452,
        "10": 0.503448275862069
      },
      "hitRate1D": 0.5205479452054794,
      "comboQuality": 0.4974632353959755,
      "eligibleDays": 352,
      "fitnessScore": 0.34776762799405525,
      "lookbackDays": 14,
      "returnLift1D": 0.00007297385053556715,
      "hitRateLift1D": 0.0032069047430516306,
      "activationRate": 0.4147727272727273,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5173410404624278,
        "5": 0.5584795321637427,
        "10": 0.5118343195266272
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": 0.5112764918865057,
      "avgForwardReturns": {
        "1": 0.0012277257738333627,
        "5": 0.008653690826516784,
        "10": 0.01085373669340356
      },
      "shadowMaxDrawdown": -0.18190338567196607,
      "shadowTotalReturn": 0.1321126464723179,
      "avgForwardReturn1D": 0.0012277257738333627,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011547519232977955,
        "5": 0.005989152390505265,
        "10": 0.011142095577249758
      }
    },
    {
      "topN": 2,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5,
        "5": 0.5645161290322581,
        "10": 0.6935483870967742
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.35594669004846385,
      "eligibleDays": 315,
      "fitnessScore": 0.21953988350510867,
      "lookbackDays": 45,
      "returnLift1D": 0.0006718503130845822,
      "hitRateLift1D": -0.022580645161290325,
      "activationRate": 0.19682539682539682,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.5225806451612903,
        "5": 0.565359477124183,
        "10": 0.5116279069767442
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6847658057726429,
      "avgForwardReturns": {
        "1": 0.0019734247096814582,
        "5": 0.007357561373348311,
        "10": 0.01863796364248398
      },
      "shadowMaxDrawdown": -0.1429225073532826,
      "shadowTotalReturn": 0.10971821785552005,
      "avgForwardReturn1D": 0.0019734247096814582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 62,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.001301574396596876,
        "5": 0.006320945001422291,
        "10": 0.010944373613250761
      }
    },
    {
      "topN": 4,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5096153846153846,
        "5": 0.6057692307692307,
        "10": 0.6116504854368932
      },
      "hitRate1D": 0.5096153846153846,
      "comboQuality": 0.3311603225871938,
      "eligibleDays": 297,
      "fitnessScore": 0.1953528106213489,
      "lookbackDays": 63,
      "returnLift1D": 0.00009721954052829222,
      "hitRateLift1D": 0.006190727081137992,
      "activationRate": 0.3501683501683502,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5381944444444444,
        "10": 0.48056537102473496
      },
      "sampleConfidence": 0.9993589743589744,
      "shadowSharpeLike": 0.24211948446606893,
      "avgForwardReturns": {
        "1": 0.0005888367134026901,
        "5": 0.0049314948567998115,
        "10": 0.009401286218393775
      },
      "shadowMaxDrawdown": -0.13243097796278347,
      "shadowTotalReturn": 0.03304454529522993,
      "avgForwardReturn1D": 0.0005888367134026901,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 104,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004916171728743979,
        "5": 0.0026299915955693954,
        "10": 0.00532108316704185
      }
    },
    {
      "topN": 2,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5522388059701493,
        "5": 0.5373134328358209,
        "10": 0.5223880597014925
      },
      "hitRate1D": 0.5522388059701493,
      "comboQuality": 0.31339484725879346,
      "eligibleDays": 352,
      "fitnessScore": 0.17745499058302103,
      "lookbackDays": 14,
      "returnLift1D": -0.00008386289443262636,
      "hitRateLift1D": 0.0348977655077215,
      "activationRate": 0.1903409090909091,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.5173410404624278,
        "5": 0.5584795321637427,
        "10": 0.5118343195266272
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.26208998774826836,
      "avgForwardReturns": {
        "1": 0.0010708890288651692,
        "5": 0.0041577064478434955,
        "10": 0.0006780712427549983
      },
      "shadowMaxDrawdown": -0.13981858558691018,
      "shadowTotalReturn": 0.03881124208034348,
      "avgForwardReturn1D": 0.0010708890288651692,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-21",
        "2025-04-24",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011547519232977955,
        "5": 0.005989152390505265,
        "10": 0.011142095577249758
      }
    },
    {
      "topN": 5,
      "ticker": "TT",
      "hitRates": {
        "1": 0.5033557046979866,
        "5": 0.5234899328859061,
        "10": 0.5100671140939598
      },
      "hitRate1D": 0.5033557046979866,
      "comboQuality": 0.2999476068150899,
      "eligibleDays": 315,
      "fitnessScore": 0.16353957987709528,
      "lookbackDays": 45,
      "returnLift1D": -0.000981200543291654,
      "hitRateLift1D": -0.019224940463303697,
      "activationRate": 0.473015873015873,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5225806451612903,
        "5": 0.565359477124183,
        "10": 0.5116279069767442
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.11829514092491587,
      "avgForwardReturns": {
        "1": 0.000320373853305222,
        "5": 0.0003990849386766338,
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        "5": 0.00437887038881733,
        "10": 0.0046359966864867284
      },
      "shadowMaxDrawdown": -0.22098197539718945,
      "shadowTotalReturn": -0.14230970206438265,
      "avgForwardReturn1D": -0.0007547694046547744,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011547519232977955,
        "5": 0.005989152390505265,
        "10": 0.011142095577249758
      }
    },
    {
      "topN": 2,
      "ticker": "TT",
      "hitRates": {
        "1": 0.4925373134328358,
        "5": 0.4090909090909091,
        "10": 0.4393939393939394
      },
      "hitRate1D": 0.4925373134328358,
      "comboQuality": 0.09569650048900813,
      "eligibleDays": 330,
      "fitnessScore": -0.1441163267299283,
      "lookbackDays": 30,
      "returnLift1D": -0.0021595533641367397,
      "hitRateLift1D": -0.02746268656716422,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5607476635514018,
        "10": 0.5284810126582279
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      "sampleConfidence": 0.9980099502487563,
      "shadowSharpeLike": -0.37670408471117794,
      "avgForwardReturns": {
        "1": -0.0009314864998373014,
        "5": -0.00825122877638616,
        "10": -0.012225126760647803
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      "shadowMaxDrawdown": -0.2511528497510561,
      "shadowTotalReturn": -0.08422306608335539,
      "avgForwardReturn1D": -0.0009314864998373014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-14",
        "2025-04-15",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012280668642994385,
        "5": 0.006437482822431026,
        "10": 0.013388404680664557
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    },
    {
      "topN": 3,
      "ticker": "TT",
      "hitRates": {
        "1": 0.46296296296296297,
        "5": 0.4380952380952381,
        "10": 0.4368932038834951
      },
      "hitRate1D": 0.46296296296296297,
      "comboQuality": 0.07044041255914346,
      "eligibleDays": 330,
      "fitnessScore": -0.21758762975017865,
      "lookbackDays": 30,
      "returnLift1D": -0.002424748288583467,
      "hitRateLift1D": -0.05703703703703705,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5607476635514018,
        "10": 0.5284810126582279
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      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": -0.6055609405943321,
      "avgForwardReturns": {
        "1": -0.0011966814242840285,
        "5": -0.004014622700411022,
        "10": -0.002683163778536772
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      "shadowMaxDrawdown": -0.2745466350176833,
      "shadowTotalReturn": -0.15295892326302718,
      "avgForwardReturn1D": -0.0011966814242840285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 105,
        "10": 103
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      "baselineAvgForwardReturns": {
        "1": 0.0012280668642994385,
        "5": 0.006437482822431026,
        "10": 0.013388404680664557
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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": 5,
      "comboQuality": 0.4974632353959755,
      "fitnessScore": 0.34776762799405525,
      "lookbackDays": 14,
      "returnLift1D": 0.00007297385053556715,
      "activationRate": 0.4147727272727273,
      "activationCount": 146,
      "sampleConfidence": 0.9995433789954339,
      "shadowTotalReturn": 0.1321126464723179,
      "avgForwardReturn1D": 0.0012277257738333627
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.23093154659874615,
      "fitnessScore": 0.08532709697032327,
      "lookbackDays": 21,
      "returnLift1D": -0.00090635172226235,
      "activationRate": 0.23303834808259588,
      "activationCount": 79,
      "sampleConfidence": 0.9983122362869199,
      "shadowTotalReturn": -0.014325304782765946,
      "avgForwardReturn1D": 0.00023244028762073074
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.19287291748182087,
      "fitnessScore": 0.03508108409961222,
      "lookbackDays": 30,
      "returnLift1D": -0.0012565029814460573,
      "activationRate": 0.3787878787878788,
      "activationCount": 125,
      "sampleConfidence": 0.9941333333333334,
      "shadowTotalReturn": -0.03681943076585703,
      "avgForwardReturn1D": -0.000028436117146618757
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.35594669004846385,
      "fitnessScore": 0.21953988350510867,
      "lookbackDays": 45,
      "returnLift1D": 0.0006718503130845822,
      "activationRate": 0.19682539682539682,
      "activationCount": 62,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.10971821785552005,
      "avgForwardReturn1D": 0.0019734247096814582
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5021484231207617,
      "fitnessScore": 0.35189062398178694,
      "lookbackDays": 63,
      "returnLift1D": 0.0007441143669452304,
      "activationRate": 0.3872053872053872,
      "activationCount": 115,
      "sampleConfidence": 0.9994202898550726,
      "shadowTotalReturn": 0.1192920914370792,
      "avgForwardReturn1D": 0.0012357315398196283
    }
  ],
  "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": "a84a54895563566ad287ec6c269b6a4bd0bc91448c1cd6e8f9f4c2f0ab15bfd5",
    "size": 13,
    "members": [
      "SMH",
      "TT",
      "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",
      "TT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "TT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "TT",
    "hitRates": {
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      "5": 0.6470588235294118,
      "10": 0.6554621848739496
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    "hitRate1D": 0.5462184873949579,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.732978234160609,
    "eligibleDays": 326,
    "fitnessScore": 0.5721528830802467,
    "lookbackDays": 63,
    "returnLift1D": 0.0009789032031869112,
    "hitRateLift1D": 0.018611125431767794,
    "portfolioSize": 4,
    "activationRate": 0.36503067484662577,
    "activationCount": 119,
    "baselineHitRates": {
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      "10": 0.5299684542586751
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.0436837390491753,
    "avgForwardReturns": {
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      "5": 0.011326565664960691,
      "10": 0.01772609142705424
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    "shadowMaxDrawdown": -0.13404295512366193,
    "shadowTotalReturn": 0.2737822725488237,
    "avgForwardReturn1D": 0.0023150167542424715,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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      "10": 0.013308257904782244
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.732978234160609,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.19943369864680094,
    "bestRawFitnessScore": 0.5721528830802467,
    "upperQuartileComboQuality": 0.3178743248871885
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.35348755133439125,
    "rawScore": 0.372963985163706,
    "confidence": 0.895558635127915,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.10007204746627443,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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        5
      ]
    },
    "parameterStability": 0.5188759467954855,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.732978234160609,
      "eligibleDays": 326,
      "fitnessScore": 0.5721528830802467,
      "lookbackDays": 63,
      "returnLift1D": 0.0009789032031869112,
      "hitRateLift1D": 0.018611125431767794,
      "portfolioSize": 4,
      "activationRate": 0.36503067484662577,
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      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.732978234160609,
      "eligibleDays": 326,
      "fitnessScore": 0.5721528830802467,
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      "returnLift1D": 0.0009789032031869112,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
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      "horizonObservationCounts": {
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    },
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      "sampleConfidence": 1,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.13698960724312148,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 2,
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      "comboQuality": 0.32420682022865804,
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      "sampleConfidence": 1,
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      "shadowTotalReturn": -0.20173719659958567,
      "avgForwardReturn1D": -0.001237024937549456,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.000692420278294534,
        "5": 0.0038638521327957445,
        "10": 0.008880132126648883
      }
    },
    {
      "topN": 5,
      "ticker": "TT",
      "hitRates": {
        "1": 0.4962962962962963,
        "5": 0.5111111111111111,
        "10": 0.4740740740740741
      },
      "hitRate1D": 0.4962962962962963,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08194516866986257,
      "eligibleDays": 375,
      "fitnessScore": -0.1815654892043697,
      "lookbackDays": 14,
      "returnLift1D": -0.00192944521584399,
      "hitRateLift1D": -0.018370370370370426,
      "portfolioSize": 5,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5256064690026954,
        "10": 0.5027322404371585
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6392287872836875,
      "avgForwardReturns": {
        "1": -0.001237024937549456,
        "5": 0.0038015853537150227,
        "10": 0.0039716382580765345
      },
      "shadowMaxDrawdown": -0.2188687117556335,
      "shadowTotalReturn": -0.20173719659958567,
      "avgForwardReturn1D": -0.001237024937549456,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.000692420278294534,
        "5": 0.0038638521327957445,
        "10": 0.008880132126648883
      }
    },
    {
      "topN": 3,
      "ticker": "TT",
      "hitRates": {
        "1": 0.49056603773584906,
        "5": 0.5377358490566038,
        "10": 0.5094339622641509
      },
      "hitRate1D": 0.49056603773584906,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07084423678217025,
      "eligibleDays": 375,
      "fitnessScore": -0.2162344101667788,
      "lookbackDays": 14,
      "returnLift1D": -0.002187135086031339,
      "hitRateLift1D": -0.024100628930817658,
      "portfolioSize": 3,
      "activationRate": 0.2826666666666667,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5256064690026954,
        "10": 0.5027322404371585
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6977637338889049,
      "avgForwardReturns": {
        "1": -0.0014947148077368048,
        "5": 0.0038275322377000435,
        "10": 0.003059390760622448
      },
      "shadowMaxDrawdown": -0.193846163339931,
      "shadowTotalReturn": -0.19121255844312368,
      "avgForwardReturn1D": -0.0014947148077368048,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.000692420278294534,
        "5": 0.0038638521327957445,
        "10": 0.008880132126648883
      }
    },
    {
      "topN": 3,
      "ticker": "TT",
      "hitRates": {
        "1": 0.4818181818181818,
        "5": 0.41818181818181815,
        "10": 0.4339622641509434
      },
      "hitRate1D": 0.4818181818181818,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.06709487546306458,
      "eligibleDays": 359,
      "fitnessScore": -0.22908308428403476,
      "lookbackDays": 30,
      "returnLift1D": -0.0023718432168506214,
      "hitRateLift1D": -0.03907318308432517,
      "portfolioSize": 3,
      "activationRate": 0.3064066852367688,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.520891364902507,
        "5": 0.5295774647887324,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9975757575757577,
      "shadowSharpeLike": -0.6644743858242123,
      "avgForwardReturns": {
        "1": -0.0013895319711210153,
        "5": -0.0035996448469695326,
        "10": -0.0023851689620262746
      },
      "shadowMaxDrawdown": -0.2744918425414248,
      "shadowTotalReturn": -0.1733407089242872,
      "avgForwardReturn1D": -0.0013895319711210153,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009823112457296062,
        "5": 0.004603707882329456,
        "10": 0.010312623766940423
      }
    },
    {
      "topN": 2,
      "ticker": "TT",
      "hitRates": {
        "1": 0.4714285714285714,
        "5": 0.37142857142857144,
        "10": 0.43478260869565216
      },
      "hitRate1D": 0.4714285714285714,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0468901720180766,
      "eligibleDays": 359,
      "fitnessScore": -0.3126228487662041,
      "lookbackDays": 30,
      "returnLift1D": -0.0031682069529036473,
      "hitRateLift1D": -0.04946279347393556,
      "portfolioSize": 2,
      "activationRate": 0.19498607242339833,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.520891364902507,
        "5": 0.5295774647887324,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9990476190476191,
      "shadowSharpeLike": -0.7746049615433739,
      "avgForwardReturns": {
        "1": -0.0021858957071740413,
        "5": -0.009485691611257745,
        "10": -0.012364804498397625
      },
      "shadowMaxDrawdown": -0.2681106959509494,
      "shadowTotalReturn": -0.16662049022358694,
      "avgForwardReturn1D": -0.0021858957071740413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 70,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009823112457296062,
        "5": 0.004603707882329456,
        "10": 0.010312623766940423
      }
    }
  ],
  "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": 0.31576349310669866,
      "fitnessScore": 0.17987177044538366,
      "lookbackDays": 14,
      "returnLift1D": 0.00044651474086577537,
      "activationRate": 0.18666666666666668,
      "activationCount": 70,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.04717522424443721,
      "avgForwardReturn1D": 0.0011389350191603094
    },
    {
      "comboQuality": 0.2250409104760012,
      "fitnessScore": 0.0779638333483229,
      "lookbackDays": 21,
      "returnLift1D": -0.0007354195732512622,
      "activationRate": 0.21467391304347827,
      "activationCount": 79,
      "sampleConfidence": 0.99915611814346,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.013507128033052207,
      "avgForwardReturn1D": 0.000244326125948332
    },
    {
      "comboQuality": 0.1800224090209388,
      "fitnessScore": 0.01643695169615462,
      "lookbackDays": 30,
      "returnLift1D": -0.0011704232411923299,
      "activationRate": 0.35376044568245124,
      "activationCount": 127,
      "sampleConfidence": 0.9968503937007874,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.05854063943863075,
      "avgForwardReturn1D": -0.00018811199546272362
    },
    {
      "comboQuality": 0.32420682022865804,
      "fitnessScore": 0.18840880408771993,
      "lookbackDays": 45,
      "returnLift1D": 0.0007600956432874417,
      "activationRate": 0.18023255813953487,
      "activationCount": 62,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.10996771731494714,
      "avgForwardReturn1D": 0.001976506002352845
    },
    {
      "comboQuality": 0.732978234160609,
      "fitnessScore": 0.5721528830802467,
      "lookbackDays": 63,
      "returnLift1D": 0.0009789032031869112,
      "activationRate": 0.36503067484662577,
      "activationCount": 119,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2737822725488237,
      "avgForwardReturn1D": 0.0023150167542424715
    }
  ],
  "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": "a84a54895563566ad287ec6c269b6a4bd0bc91448c1cd6e8f9f4c2f0ab15bfd5",
    "size": 13,
    "members": [
      "SMH",
      "TT",
      "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
0.676
Liquidity
0.923
Momentum
0.532
Relative strength
0.508
Trend quality
0.451
Stability
0.661
Aggression
0.424
Downside risk
0.635
Drawdown state
0.945
Quality momentum
0.527
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.536
Benchmark Independence 3m Score
0.474
Beta 1y Profile Score
0.421
Beta 3m Profile Score
0.490
Beta Change Score
0.585
Correlation Change Score
0.531
Current Drawdown Score
0.927
Days Since 52w High Score
0.075
Distance From 52w High Score
0.927
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.662
Distance From Sma 50 Score
0.536
Downside Volatility 1m Score
0.348
Downside Volatility 1y Score
0.333
Downside Volatility 2y Score
0.321
Downside Volatility 3m Score
0.344
Downside Volatility 5y Score
0.302
Downside Volatility 6m Score
0.357
Drawdown Recovery Score
1
Excess Return 1m Score
0.508
Excess Return 1y Score
0.320
Excess Return 3m Score
0.445
Excess Return 6m Score
0.727
Expected Shortfall 95 1y Score
0.572
Log Avg Dollar Volume 20d Score
0.923
Log Market Cap Score
0.676
Drawdown Score 1m
0.720
Drawdown Score 1y
0.690
Drawdown Score 2y
0.695
Drawdown Score 3m
0.772
Drawdown Score 5y
0.595
Drawdown Score 6m
0.740
Momentum Acceleration 1m Vs 3m Score
0.529
Momentum Acceleration 3m Vs 6m Score
0.387
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.371
Relative Strength Slope 3m Score
0.471
Relative Volume 20d Score
0.224
Return 1m Score
0.519
Return 1w Score
0.533
Return 1y Score
0.549
Return 2y Score
0.422
Return 3m Score
0.509
Return 5y Score
0.204
Return 6m Score
0.683
Return Skewness 1y Score
0.449
Sector Excess Return 1y Score
0.265
Sharpe 1m Score
0.518
Sharpe 1y Score
0.482
Sharpe 2y Score
0.566
Sharpe 3m Score
0.450
Sharpe 5y Score
0.569
Sharpe 6m Score
0.676
Sortino 1m Score
0.447
Sortino 1y Score
0.424
Sortino 2y Score
0.476
Sortino 3m Score
0.406
Sortino 5y Score
0.480
Sortino 6m Score
0.551
Trend R2 1m Score
0.267
Trend R2 1w Score
0.204
Trend R2 1y Score
0.361
Trend R2 2y Score
0.591
Trend R2 3m Score
0.014
Trend R2 5y Score
0.865
Trend R2 6m Score
0.431
Trend Slope 1m Score
0.418
Trend Slope 1w Score
0.636
Trend Slope 1y Score
0.537
Trend Slope 2y Score
0.536
Trend Slope 3m Score
0.511
Trend Slope 5y Score
0.569
Trend Slope 6m Score
0.566
Volatility 1m Score
0.341
Volatility 1w Score
0.131
Volatility 1y Score
0.318
Volatility 2y Score
0.311
Volatility 3m Score
0.339
Volatility 5y Score
0.301
Volatility 6m Score
0.366
Worst Day 1y Score
0.580
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
587,381,671.701
Best Day 1y
0.081
Beta To Benchmark 1y
1.054
Beta 3m
1.224
Beta Change
0.171
Beta To Sector 1y
1.217
Correlation To Benchmark 1y
0.464
Correlation 3m
0.526
Correlation Change
0.062
Correlation To Sector 1y
0.706
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.536
Benchmark Independence 3m Score
0.474
Beta 1y Profile Score
0.421
Beta 3m Profile Score
0.490
Beta Change Score
0.585
Correlation Change Score
0.531
Current Drawdown Score
0.927
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.662
Current Drawdown
-0.047
Days Since 52w High
19
Distance From 52w High
-0.047
Distance From Sma 20
0.001
Distance From Sma 200
0.097
Distance From Sma 50
0.022
Downside Capture 1y
0.940
Downside Volatility 1m
0.311
Downside Volatility 1w
-
Downside Volatility 1y
0.299
Downside Volatility 2y
0.290
Downside Volatility 3m
0.308
Downside Volatility 5y
0.277
Downside Volatility 6m
0.318
Drawdown Recovery
1
Excess Return 1m
0.005
Excess Return 1y
-0.108
Excess Return 3m
-0.033
Excess Return 6m
0.136
Expected Shortfall 95 1y
-0.043
Market Cap
106,325,473,882.23
Max Drawdown 1m
-0.070
Max Drawdown 1w
-0.014
Max Drawdown 1y
-0.202
Max Drawdown 2y
-0.244
Max Drawdown 3m
-0.091
Max Drawdown 5y
-0.405
Max Drawdown 6m
-0.143
Momentum Acceleration 1m Vs 3m
0.009
Momentum Acceleration 3m Vs 6m
-0.034
Moving Average Alignment
1
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.905
Return 1m
0.011
Return 1w
0.010
Return 1y
0.079
Return 2y
0.476
Return 3m
0.008
Return 5y
1.654
Return 6m
0.219
Return Skewness 1y
-0.306
Sector Excess Return 1y
-0.141
Sharpe 1m
0.589
Sharpe 1y
0.408
Sharpe 2y
0.829
Sharpe 3m
0.250
Sharpe 5y
0.846
Sharpe 6m
1.382
Sortino 1m
0.578
Sortino 1y
0.393
Sortino 2y
0.809
Sortino 3m
0.246
Sortino 5y
0.842
Sortino 6m
1.411
Trend R2 1m
0.267
Trend R2 1w
0.204
Trend R2 1y
0.361
Trend R2 2y
0.591
Trend R2 3m
0.014
Trend R2 5y
0.865
Trend R2 6m
0.431
Trend 1m
-0.001
Trend 1w
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.968
Value At Risk 95 1y
-0.030
Volatility 1m
0.305
Volatility 1w
0.148
Volatility 1y
0.289
Volatility 2y
0.284
Volatility 3m
0.304
Volatility 5y
0.275
Volatility 6m
0.325
Worst Day 1y
-0.084
Distance From Sma 50 Score
0.536
Downside Volatility 1y Score
0.333
Downside Volatility 3m Score
0.344
Drawdown Recovery Score
1
Excess Return 1m Score
0.508
Excess Return 1y Score
0.320
Excess Return 3m Score
0.445
Excess Return 6m Score
0.727
Expected Shortfall 95 1y Score
0.572
Log Avg Dollar Volume 20d Score
0.923
Log Market Cap Score
0.676
Drawdown Score 1y
0.690
Drawdown Score 5y
0.595
Momentum Acceleration 1m Vs 3m Score
0.529
Momentum Acceleration 3m Vs 6m Score
0.387
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.371
Relative Volume 20d Score
0.224
Return 1m Score
0.519
Return 1y Score
0.549
Return 3m Score
0.509
Return 6m Score
0.683
Return Skewness 1y Score
0.449
Sortino 1y Score
0.424
Sortino 3m Score
0.406
Trend R2 1y Score
0.361
Trend R2 3m Score
0.014
Trend Slope 1y Score
0.537
Trend Slope 3m Score
0.511
Volatility 1y Score
0.318
Volatility 3m Score
0.339