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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

UNH

Health Care | v2 | as of 2026-07-23
Close

Research Detail

UNH

UnitedHealth Group

Category

Sector: Healthcare

Industry / Category: Managed Care

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Healthcare services and insurance platform with broad cash flow and defensive characteristics.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.550
Correlation To Benchmark 1y
0.176
Inverse To Benchmark 1y
0.824
Drawdown Score 1m
0.878
Drawdown Score 3m
0.849
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
0.514
Drawdown Score 1y
0.554
Drawdown Score 2y
0.233
Drawdown Score 5y
0.386
Return 1w
0.000
Return 1m
0.035
Return 3m
0.205
Return 6m
0.234
Return 1y
0.525
Return 2y
-0.215
Return 5y
0.101
Sharpe 1m
1.584
Sharpe 3m
3.033
Sharpe 6m
1.223
Sharpe 1y
1.268
Sharpe 2y
-0.067
Sharpe 5y
0.226
Trend 1w
0.002
Trend 1m
0.002
Trend 3m
0.003
Trend 6m
0.004
Trend 1y
0.001
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.341
Volatility 1m
0.285
Volatility 3m
0.257
Volatility 6m
0.421
Volatility 1y
0.397
Volatility 2y
0.420
Volatility 5y
0.320
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
UNH
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:08 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.518
Aptet Fit Raw Score
0.544
Aptet Fit Confidence
0.905
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.327
Force Fit Raw Score
0.346
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:08 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "UNH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "UNH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "UNH",
    "hitRates": {
      "1": 0.5179856115107914,
      "5": 0.5882352941176471,
      "10": 0.7022900763358778
    },
    "hitRate1D": 0.5179856115107914,
    "comboQuality": 0.8145464510801593,
    "eligibleDays": 330,
    "fitnessScore": 0.6755619435288336,
    "lookbackDays": 30,
    "returnLift1D": 0.00299947189187966,
    "hitRateLift1D": 0.02707652060170046,
    "activationRate": 0.4212121212121212,
    "activationCount": 139,
    "baselineHitRates": {
      "1": 0.4909090909090909,
      "5": 0.5245398773006135,
      "10": 0.5638629283489096
    },
    "sampleConfidence": 0.9947242206235013,
    "shadowSharpeLike": 1.0573265484257786,
    "avgForwardReturns": {
      "1": 0.002944815352479014,
      "5": 0.008934034493844075,
      "10": 0.018683342837715628
    },
    "shadowMaxDrawdown": -0.2423754465595498,
    "shadowTotalReturn": 0.4053972492544129,
    "avgForwardReturn1D": 0.002944815352479014,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 139,
      "5": 136,
      "10": 131
    },
    "baselineAvgForwardReturns": {
      "1": -0.0000546565394006461,
      "5": 0.000125375260116183,
      "10": -0.0011004187703954806
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8145464510801593,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4011629300336057,
    "bestRawFitnessScore": 0.6755619435288336,
    "upperQuartileComboQuality": 0.6221157797736064
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.518137840912896,
    "rawScore": 0.5439145639872297,
    "confidence": 0.9052177500621628,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0.29997241481710846,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.5286923968418094,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5179856115107914,
        "5": 0.5882352941176471,
        "10": 0.7022900763358778
      },
      "hitRate1D": 0.5179856115107914,
      "comboQuality": 0.8145464510801593,
      "eligibleDays": 330,
      "fitnessScore": 0.6755619435288336,
      "lookbackDays": 30,
      "returnLift1D": 0.00299947189187966,
      "hitRateLift1D": 0.02707652060170046,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9947242206235013,
      "shadowSharpeLike": 1.0573265484257786,
      "avgForwardReturns": {
        "1": 0.002944815352479014,
        "5": 0.008934034493844075,
        "10": 0.018683342837715628
      },
      "shadowMaxDrawdown": -0.2423754465595498,
      "shadowTotalReturn": 0.4053972492544129,
      "avgForwardReturn1D": 0.002944815352479014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5504587155963303,
        "5": 0.6226415094339622,
        "10": 0.6831683168316832
      },
      "hitRate1D": 0.5504587155963303,
      "comboQuality": 0.7994316951658675,
      "eligibleDays": 330,
      "fitnessScore": 0.6542041712522392,
      "lookbackDays": 30,
      "returnLift1D": 0.0035918947906374734,
      "hitRateLift1D": 0.0595496246872394,
      "activationRate": 0.3303030303030303,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9932721712538227,
      "shadowSharpeLike": 1.0437705378738953,
      "avgForwardReturns": {
        "1": 0.003537238251236827,
        "5": 0.01075149524633947,
        "10": 0.012589241048162381
      },
      "shadowMaxDrawdown": -0.2423754465595498,
      "shadowTotalReturn": 0.3792318818036624,
      "avgForwardReturn1D": 0.003537238251236827,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 106,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5222929936305732,
        "5": 0.5620915032679739,
        "10": 0.6418918918918919
      },
      "hitRate1D": 0.5222929936305732,
      "comboQuality": 0.7843406383909742,
      "eligibleDays": 330,
      "fitnessScore": 0.6340515217001631,
      "lookbackDays": 30,
      "returnLift1D": 0.002454390000298563,
      "hitRateLift1D": 0.03138390272148234,
      "activationRate": 0.47575757575757577,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": 0.9424748075092967,
      "avgForwardReturns": {
        "1": 0.002399733460897917,
        "5": 0.0046317229078345,
        "10": 0.009237525985562588
      },
      "shadowMaxDrawdown": -0.26300368569070187,
      "shadowTotalReturn": 0.35630568604747426,
      "avgForwardReturn1D": 0.002399733460897917,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
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        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.5734265734265734,
        "10": 0.6739130434782609
      },
      "hitRate1D": 0.5205479452054794,
      "comboQuality": 0.7235944529613101,
      "eligibleDays": 330,
      "fitnessScore": 0.5617196239461024,
      "lookbackDays": 30,
      "returnLift1D": 0.002397281248471968,
      "hitRateLift1D": 0.029638854296388517,
      "activationRate": 0.44242424242424244,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.4909090909090909,
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        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9949771689497717,
      "shadowSharpeLike": 0.8600620978825514,
      "avgForwardReturns": {
        "1": 0.002342624709071322,
        "5": 0.006796169139645115,
        "10": 0.015380200970995312
      },
      "shadowMaxDrawdown": -0.26300368569070187,
      "shadowTotalReturn": 0.3108265436061959,
      "avgForwardReturn1D": 0.002342624709071322,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
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        "2025-04-10",
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        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5299145299145299,
        "10": 0.6517857142857143
      },
      "hitRate1D": 0.49586776859504134,
      "comboQuality": 0.6916409397442969,
      "eligibleDays": 297,
      "fitnessScore": 0.5277164540192479,
      "lookbackDays": 63,
      "returnLift1D": 0.0005628440570244816,
      "hitRateLift1D": -0.009182736455463747,
      "activationRate": 0.4074074074074074,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5050505050505051,
        "5": 0.5494880546075085,
        "10": 0.6145833333333334
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": 1.231445291876212,
      "avgForwardReturns": {
        "1": 0.002253853662230837,
        "5": 0.004932563352711734,
        "10": 0.011440428959517144
      },
      "shadowMaxDrawdown": -0.15298011692680968,
      "shadowTotalReturn": 0.2818672336295709,
      "avgForwardReturn1D": 0.002253853662230837,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-18",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016910096052063556,
        "5": 0.008005354799901545,
        "10": 0.016656693652071355
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5252525252525253,
        "5": 0.5520833333333334,
        "10": 0.7127659574468085
      },
      "hitRate1D": 0.5252525252525253,
      "comboQuality": 0.5989407264500429,
      "eligibleDays": 315,
      "fitnessScore": 0.43823174983116114,
      "lookbackDays": 45,
      "returnLift1D": 0.001424163172608588,
      "hitRateLift1D": 0.03318903318903327,
      "activationRate": 0.3142857142857143,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.49206349206349204,
        "5": 0.5241157556270096,
        "10": 0.5816993464052288
      },
      "sampleConfidence": 0.9946127946127947,
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        "10": 0.5743440233236151
      },
      "sampleConfidence": 0.995983935742972,
      "shadowSharpeLike": 0.13597933319865319,
      "avgForwardReturns": {
        "1": 0.0004745769506728246,
        "5": 0.004923203152624432,
        "10": 0.01426223972543662
      },
      "shadowMaxDrawdown": -0.33160942552773864,
      "shadowTotalReturn": -0.004573779087774343,
      "avgForwardReturn1D": 0.0004745769506728246,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 162,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011543387176563454,
        "5": 0.0006093873845140957,
        "10": 0.00016685754982827201
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.48695652173913045,
        "5": 0.6017699115044248,
        "10": 0.7207207207207207
      },
      "hitRate1D": 0.48695652173913045,
      "comboQuality": 0.20245900045004617,
      "eligibleDays": 352,
      "fitnessScore": 0.04838091425455377,
      "lookbackDays": 14,
      "returnLift1D": 0.0005523519238096131,
      "hitRateLift1D": -0.008769973987365287,
      "activationRate": 0.32670454545454547,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.49572649572649574,
        "5": 0.5331412103746398,
        "10": 0.5743440233236151
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      "sampleConfidence": 0.9965217391304348,
      "shadowSharpeLike": 0.15663331921252868,
      "avgForwardReturns": {
        "1": 0.0006677857955752477,
        "5": 0.008463376986356665,
        "10": 0.02012899304893648
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      "shadowMaxDrawdown": -0.31141552707499753,
      "shadowTotalReturn": 0.006064732071896728,
      "avgForwardReturn1D": 0.0006677857955752477,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-14",
        "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": 115,
        "5": 113,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011543387176563454,
        "5": 0.0006093873845140957,
        "10": 0.00016685754982827201
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    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5748502994011976,
        "10": 0.6625766871165644
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.11850827902096595,
      "eligibleDays": 339,
      "fitnessScore": -0.09145921303746417,
      "lookbackDays": 21,
      "returnLift1D": -0.00019615972217432214,
      "hitRateLift1D": -0.01599130569787305,
      "activationRate": 0.504424778761062,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.4896755162241888,
        "5": 0.5343283582089552,
        "10": 0.5757575757575758
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      "sampleConfidence": 0.9953216374269006,
      "shadowSharpeLike": -0.09515651785554742,
      "avgForwardReturns": {
        "1": -0.0001388682947344645,
        "5": 0.004335736378037984,
        "10": 0.011811766660863308
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      "shadowMaxDrawdown": -0.4562345093042067,
      "shadowTotalReturn": -0.1151624542693146,
      "avgForwardReturn1D": -0.0001388682947344645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.000057291427439857635,
        "5": 0.0006032876227072135,
        "10": 0.0009846103136566945
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.40107121420535685,
      "fitnessScore": 0.26177918611345546,
      "lookbackDays": 14,
      "returnLift1D": 0.0013325474193706698,
      "activationRate": 0.39488636363636365,
      "activationCount": 139,
      "sampleConfidence": 0.9971223021582735,
      "shadowTotalReturn": 0.13511131182737968,
      "avgForwardReturn1D": 0.0014479812911363044
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3896702156479275,
      "fitnessScore": 0.25128629465345725,
      "lookbackDays": 21,
      "returnLift1D": 0.0012321395453920836,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "sampleConfidence": 0.9947019867549669,
      "shadowTotalReturn": 0.12455545470179263,
      "avgForwardReturn1D": 0.0012894309728319414
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8145464510801593,
      "fitnessScore": 0.6755619435288336,
      "lookbackDays": 30,
      "returnLift1D": 0.00299947189187966,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "sampleConfidence": 0.9947242206235013,
      "shadowTotalReturn": 0.4053972492544129,
      "avgForwardReturn1D": 0.002944815352479014
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.5989407264500429,
      "fitnessScore": 0.43823174983116114,
      "lookbackDays": 45,
      "returnLift1D": 0.001424163172608588,
      "activationRate": 0.3142857142857143,
      "activationCount": 99,
      "sampleConfidence": 0.9946127946127947,
      "shadowTotalReturn": 0.1837335706399046,
      "avgForwardReturn1D": 0.0018979448052937524
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6916409397442969,
      "fitnessScore": 0.5277164540192479,
      "lookbackDays": 63,
      "returnLift1D": 0.0005628440570244816,
      "activationRate": 0.4074074074074074,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "shadowTotalReturn": 0.2818672336295709,
      "avgForwardReturn1D": 0.002253853662230837
    }
  ],
  "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": "e3146f4bbe17d173cac8f8f0b2f7c18dd024572da55007ede3e1775ea1ad6e6c",
    "size": 13,
    "members": [
      "SMH",
      "UNH",
      "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",
      "UNH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "UNH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "UNH",
    "hitRates": {
      "1": 0.5555555555555556,
      "5": 0.6285714285714286,
      "10": 0.68
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    "hitRate1D": 0.5555555555555556,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8014831352407172,
    "eligibleDays": 359,
    "fitnessScore": 0.6570297720181401,
    "lookbackDays": 30,
    "returnLift1D": 0.003677374299706783,
    "hitRateLift1D": 0.05137728257505414,
    "portfolioSize": 2,
    "activationRate": 0.3008356545961003,
    "activationCount": 108,
    "baselineHitRates": {
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      "5": 0.5464788732394367,
      "10": 0.5914285714285714
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    "sampleConfidence": 0.9932098765432099,
    "shadowSharpeLike": 1.0184367043464702,
    "avgForwardReturns": {
      "1": 0.003644167659143024,
      "5": 0.010740139974185435,
      "10": 0.01261988844879562
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    "shadowMaxDrawdown": -0.24285963049167258,
    "shadowTotalReturn": 0.389820474028288,
    "avgForwardReturn1D": 0.003644167659143024,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 108,
      "5": 105,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": -0.00003320664056375937,
      "5": 0.0009462666444611503,
      "10": 0.002825349555792455
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8014831352407172,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14765432123579886,
    "bestRawFitnessScore": 0.6570297720181401,
    "upperQuartileComboQuality": 0.3491646005922488
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.32688090857763624,
    "rawScore": 0.3462285883954439,
    "confidence": 0.8882375374750409,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0.19986234847758177,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.39826619733477303,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6285714285714286,
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      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
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      "comboQuality": 0.8014831352407172,
      "eligibleDays": 359,
      "fitnessScore": 0.6570297720181401,
      "lookbackDays": 30,
      "returnLift1D": 0.003677374299706783,
      "hitRateLift1D": 0.05137728257505414,
      "portfolioSize": 2,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "baselineHitRates": {
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        "10": 0.5914285714285714
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      "sampleConfidence": 0.9932098765432099,
      "shadowSharpeLike": 1.0184367043464702,
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      "shadowMaxDrawdown": -0.24285963049167258,
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      "riskOffActivations": 0,
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        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 108,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5925925925925926,
        "10": 0.7
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      "hitRate1D": 0.5179856115107914,
      "rankWeights": [
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      "comboQuality": 0.7866543948053748,
      "eligibleDays": 359,
      "fitnessScore": 0.6370726317855527,
      "lookbackDays": 30,
      "returnLift1D": 0.0029060899799796995,
      "hitRateLift1D": 0.013807338530289925,
      "portfolioSize": 3,
      "activationRate": 0.3871866295264624,
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        "10": 0.5914285714285714
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      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": 0.984704434902719,
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      "shadowMaxDrawdown": -0.24285963049167258,
      "shadowTotalReturn": 0.39138455938939054,
      "avgForwardReturn1D": 0.0028728833394159404,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
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      "baselineAvgForwardReturns": {
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        "5": 0.0009462666444611503,
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    },
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.6866715971718419,
      "eligibleDays": 359,
      "fitnessScore": 0.5226129465763477,
      "lookbackDays": 30,
      "returnLift1D": 0.0023010668330791318,
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      "portfolioSize": 5,
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      "activationCount": 146,
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      "sampleConfidence": 0.9940639269406393,
      "shadowSharpeLike": 0.7949777928790164,
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      "shadowMaxDrawdown": -0.26333625824111684,
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      "riskOffActivations": 0,
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        "2025-04-11",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.3963356595951114,
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      "returnLift1D": 0.0014573655116661627,
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      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.502906976744186,
        "5": 0.5441176470588235,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.039617515358471356,
      "avgForwardReturns": {
        "1": -0.00008791887837221906,
        "5": -0.002767634024338959,
        "10": -0.001027548092836082
      },
      "shadowMaxDrawdown": -0.3746607850473258,
      "shadowTotalReturn": -0.08667427535710437,
      "avgForwardReturn1D": -0.00008791887837221906,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001880949897133385,
        "5": 0.0013741083471003445,
        "10": 0.0020690672379234352
      }
    },
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.48214285714285715,
        "5": 0.5,
        "10": 0.5533980582524272
      },
      "hitRate1D": 0.48214285714285715,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.13584379030397437,
      "eligibleDays": 326,
      "fitnessScore": -0.05705454368450621,
      "lookbackDays": 63,
      "returnLift1D": -0.000020544412310971144,
      "hitRateLift1D": -0.011722173531989455,
      "portfolioSize": 3,
      "activationRate": 0.34355828220858897,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5217391304347826,
        "10": 0.5615141955835962
      },
      "sampleConfidence": 0.9922619047619048,
      "shadowSharpeLike": -0.08601599671616812,
      "avgForwardReturns": {
        "1": -0.000188759883052819,
        "5": -0.005057890609769928,
        "10": -0.017381668519664994
      },
      "shadowMaxDrawdown": -0.3099563486701786,
      "shadowTotalReturn": -0.07293170129145732,
      "avgForwardReturn1D": -0.000188759883052819,
      "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": 112,
        "5": 108,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016821547074184786,
        "5": -0.0004277196819666298,
        "10": -0.002277021229117419
      }
    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47701149425287354,
        "5": 0.5705882352941176,
        "10": 0.6506024096385542
      },
      "hitRate1D": 0.47701149425287354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10232945395556345,
      "eligibleDays": 368,
      "fitnessScore": -0.12775322689305482,
      "lookbackDays": 21,
      "returnLift1D": -0.00011026996685237691,
      "hitRateLift1D": -0.022988505747126464,
      "portfolioSize": 4,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5357142857142857,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.13943303099932744,
      "avgForwardReturns": {
        "1": -0.00026636257706235083,
        "5": 0.004015331610151272,
        "10": 0.01017223139299182
      },
      "shadowMaxDrawdown": -0.4563802983510973,
      "shadowTotalReturn": -0.13563917634041656,
      "avgForwardReturn1D": -0.00026636257706235083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": -0.00015609261020997392,
        "5": -0.00003592929913029732,
        "10": 0.00016269074716973974
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47701149425287354,
        "5": 0.5705882352941176,
        "10": 0.6506024096385542
      },
      "hitRate1D": 0.47701149425287354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10232945395556345,
      "eligibleDays": 368,
      "fitnessScore": -0.12775322689305482,
      "lookbackDays": 21,
      "returnLift1D": -0.00011026996685237691,
      "hitRateLift1D": -0.022988505747126464,
      "portfolioSize": 5,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5357142857142857,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.13943303099932744,
      "avgForwardReturns": {
        "1": -0.00026636257706235083,
        "5": 0.004015331610151272,
        "10": 0.01017223139299182
      },
      "shadowMaxDrawdown": -0.4563802983510973,
      "shadowTotalReturn": -0.13563917634041656,
      "avgForwardReturn1D": -0.00026636257706235083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": -0.00015609261020997392,
        "5": -0.00003592929913029732,
        "10": 0.00016269074716973974
      }
    },
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5039370078740157,
        "5": 0.5528455284552846,
        "10": 0.6440677966101694
      },
      "hitRate1D": 0.5039370078740157,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0779968209228956,
      "eligibleDays": 344,
      "fitnessScore": -0.19337373268493196,
      "lookbackDays": 45,
      "returnLift1D": -0.0010637729053916737,
      "hitRateLift1D": 0.0010300311298296894,
      "portfolioSize": 3,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.502906976744186,
        "5": 0.5441176470588235,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": -0.28148591832858616,
      "avgForwardReturns": {
        "1": -0.0008756779156783353,
        "5": -0.0024505060535438255,
        "10": -0.000051750062454623515
      },
      "shadowMaxDrawdown": -0.4353334472923289,
      "shadowTotalReturn": -0.17035721370273138,
      "avgForwardReturn1D": -0.0008756779156783353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001880949897133385,
        "5": 0.0013741083471003445,
        "10": 0.0020690672379234352
      }
    }
  ],
  "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": 0.3161404014356407,
      "fitnessScore": 0.18025543423028786,
      "lookbackDays": 14,
      "returnLift1D": 0.0011224230393867983,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "sampleConfidence": 0.9976689976689977,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.07667823508535854,
      "avgForwardReturn1D": 0.001061471667167781
    },
    {
      "comboQuality": 0.3963356595951114,
      "fitnessScore": 0.2574334955979463,
      "lookbackDays": 21,
      "returnLift1D": 0.0014573655116661627,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.9952380952380953,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12894552034524498,
      "avgForwardReturn1D": 0.0013012729014561888
    },
    {
      "comboQuality": 0.8014831352407172,
      "fitnessScore": 0.6570297720181401,
      "lookbackDays": 30,
      "returnLift1D": 0.003677374299706783,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "sampleConfidence": 0.9932098765432099,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.389820474028288,
      "avgForwardReturn1D": 0.003644167659143024
    },
    {
      "comboQuality": 0.1936518100546211,
      "fitnessScore": 0.03618014338277044,
      "lookbackDays": 45,
      "returnLift1D": -0.00010934449184272876,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.04232885637518058,
      "avgForwardReturn1D": 0.00007875049787060973
    },
    {
      "comboQuality": 0.14427153240712542,
      "fitnessScore": -0.04165630885969216,
      "lookbackDays": 63,
      "returnLift1D": -0.000016762671481474237,
      "activationRate": 0.3067484662576687,
      "activationCount": 100,
      "sampleConfidence": 0.9913333333333334,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06618390322977752,
      "avgForwardReturn1D": -0.0001849781422233221
    }
  ],
  "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": "e3146f4bbe17d173cac8f8f0b2f7c18dd024572da55007ede3e1775ea1ad6e6c",
    "size": 13,
    "members": [
      "SMH",
      "UNH",
      "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
0.800
Liquidity
1
Momentum
0.637
Relative strength
0.724
Trend quality
0.680
Stability
0.513
Aggression
0.331
Downside risk
0.638
Drawdown state
0.827
Quality momentum
0.670
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.824
Benchmark Independence 3m Score
0.969
Beta 1y Profile Score
0.220
Beta 3m Profile Score
0
Beta Change Score
0.194
Correlation Change Score
0.396
Current Drawdown Score
0.548
Days Since 52w High Score
0.008
Distance From 52w High Score
0.955
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.913
Distance From Sma 50 Score
0.572
Downside Volatility 1m Score
0.209
Downside Volatility 1y Score
0.465
Downside Volatility 2y Score
0.573
Downside Volatility 3m Score
0.186
Downside Volatility 5y Score
0.406
Downside Volatility 6m Score
0.540
Drawdown Recovery Score
1
Excess Return 1m Score
0.548
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.753
Expected Shortfall 95 1y Score
0.476
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1m
0.878
Drawdown Score 1y
0.554
Drawdown Score 2y
0.233
Drawdown Score 3m
0.849
Drawdown Score 5y
0.386
Drawdown Score 6m
0.514
Momentum Acceleration 1m Vs 3m Score
0.389
Momentum Acceleration 3m Vs 6m Score
0.597
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.359
Relative Strength Slope 3m Score
0.652
Relative Volume 20d Score
0.225
Return 1m Score
0.558
Return 1w Score
0.501
Return 1y Score
0.828
Return 2y Score
0.224
Return 3m Score
0.756
Return 5y Score
0.085
Return 6m Score
0.695
Return Skewness 1y Score
0.281
Sector Excess Return 1y Score
0.992
Sharpe 1m Score
0.717
Sharpe 1y Score
0.654
Sharpe 2y Score
0.387
Sharpe 3m Score
1
Sharpe 5y Score
0.445
Sharpe 6m Score
0.645
Sortino 1m Score
0.648
Sortino 1y Score
0.533
Sortino 2y Score
0.368
Sortino 3m Score
0.889
Sortino 5y Score
0.400
Sortino 6m Score
0.516
Trend R2 1m Score
0.362
Trend R2 1w Score
0.087
Trend R2 1y Score
0.317
Trend R2 2y Score
0.463
Trend R2 3m Score
0.872
Trend R2 5y Score
0.164
Trend R2 6m Score
0.783
Trend Slope 1m Score
0.600
Trend Slope 1w Score
0.631
Trend Slope 1y Score
0.571
Trend Slope 2y Score
0.423
Trend Slope 3m Score
0.692
Trend Slope 5y Score
0.486
Trend Slope 6m Score
0.760
Volatility 1m Score
0.313
Volatility 1w Score
0.388
Volatility 1y Score
0.462
Volatility 2y Score
0.494
Volatility 3m Score
0.276
Volatility 5y Score
0.360
Volatility 6m Score
0.494
Worst Day 1y Score
0.020
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,598,604,562.066
Best Day 1y
0.120
Beta To Benchmark 1y
0.550
Beta 3m
-0.061
Beta Change
-0.611
Beta To Sector 1y
1.025
Correlation To Benchmark 1y
0.176
Correlation 3m
-0.031
Correlation Change
-0.207
Correlation To Sector 1y
0.408
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.824
Benchmark Independence 3m Score
0.969
Beta 1y Profile Score
0.220
Beta 3m Profile Score
0
Beta Change Score
0.194
Correlation Change Score
0.396
Current Drawdown Score
0.548
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.913
Current Drawdown
-0.294
Days Since 52w High
2
Distance From 52w High
-0.029
Distance From Sma 20
-0.003
Distance From Sma 200
0.248
Distance From Sma 50
0.043
Downside Capture 1y
1.703
Downside Volatility 1m
0.207
Downside Volatility 1w
-
Downside Volatility 1y
0.399
Downside Volatility 2y
0.480
Downside Volatility 3m
0.189
Downside Volatility 5y
0.355
Downside Volatility 6m
0.455
Drawdown Recovery
1
Excess Return 1m
0.029
Excess Return 1y
0.338
Excess Return 3m
0.164
Excess Return 6m
0.152
Expected Shortfall 95 1y
-0.052
Market Cap
382,092,676,538.96
Max Drawdown 1m
-0.030
Max Drawdown 1w
-0.029
Max Drawdown 1y
-0.290
Max Drawdown 2y
-0.614
Max Drawdown 3m
-0.061
Max Drawdown 5y
-0.614
Max Drawdown 6m
-0.267
Momentum Acceleration 1m Vs 3m
-0.033
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.908
Return 1m
0.035
Return 1w
0.000
Return 1y
0.525
Return 2y
-0.215
Return 3m
0.205
Return 5y
0.101
Return 6m
0.234
Return Skewness 1y
-1.315
Sector Excess Return 1y
0.295
Sharpe 1m
1.584
Sharpe 1y
1.268
Sharpe 2y
-0.067
Sharpe 3m
3.033
Sharpe 5y
0.226
Sharpe 6m
1.223
Sortino 1m
2.181
Sortino 1y
1.261
Sortino 2y
-0.059
Sortino 3m
4.115
Sortino 5y
0.204
Sortino 6m
1.130
Trend R2 1m
0.362
Trend R2 1w
0.087
Trend R2 1y
0.317
Trend R2 2y
0.463
Trend R2 3m
0.872
Trend R2 5y
0.164
Trend R2 6m
0.783
Trend 1m
0.002
Trend 1w
0.002
Trend 1y
0.001
Trend 2y
-0.001
Trend 3m
0.003
Trend 5y
-0.000
Trend 6m
0.004
Upside Capture 1y
0.755
Value At Risk 95 1y
-0.029
Volatility 1m
0.285
Volatility 1w
0.341
Volatility 1y
0.397
Volatility 2y
0.420
Volatility 3m
0.257
Volatility 5y
0.320
Volatility 6m
0.421
Worst Day 1y
-0.196
Distance From Sma 50 Score
0.572
Downside Volatility 1y Score
0.465
Downside Volatility 3m Score
0.186
Drawdown Recovery Score
1
Excess Return 1m Score
0.548
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.753
Expected Shortfall 95 1y Score
0.476
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1y
0.554
Drawdown Score 5y
0.386
Momentum Acceleration 1m Vs 3m Score
0.389
Momentum Acceleration 3m Vs 6m Score
0.597
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.359
Relative Volume 20d Score
0.225
Return 1m Score
0.558
Return 1y Score
0.828
Return 3m Score
0.756
Return 6m Score
0.695
Return Skewness 1y Score
0.281
Sortino 1y Score
0.533
Sortino 3m Score
0.889
Trend R2 1y Score
0.317
Trend R2 3m Score
0.872
Trend Slope 1y Score
0.571
Trend Slope 3m Score
0.692
Volatility 1y Score
0.462
Volatility 3m Score
0.276