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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

V

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

Research Detail

V

Visa

Category

Sector: Financials

Industry / Category: Payments

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Payments network with durable cash flow, global consumer spend exposure, and scale.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.387
Correlation To Benchmark 1y
0.224
Inverse To Benchmark 1y
0.776
Drawdown Score 1m
0.839
Drawdown Score 3m
0.837
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
0.795
Drawdown Score 1y
0.736
Drawdown Score 2y
0.745
Drawdown Score 5y
0.714
Return 1w
-0.037
Return 1m
0.070
Return 3m
0.132
Return 6m
0.085
Return 1y
0.007
Return 2y
0.326
Return 5y
0.468
Sharpe 1m
3.491
Sharpe 3m
2.017
Sharpe 6m
0.792
Sharpe 1y
0.141
Sharpe 2y
0.740
Sharpe 5y
0.449
Trend 1w
-0.007
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.142
Volatility 1m
0.242
Volatility 3m
0.262
Volatility 6m
0.244
Volatility 1y
0.220
Volatility 2y
0.225
Volatility 5y
0.229
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
V
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.171
Aptet Fit Raw Score
0.186
Aptet Fit Confidence
0.831
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.210
Force Fit Raw Score
0.224
Force Fit Confidence
0.876
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "V"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "V",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "V",
    "hitRates": {
      "1": 0.5185185185185185,
      "5": 0.52,
      "10": 0.7
    },
    "hitRate1D": 0.5185185185185185,
    "comboQuality": 0.3504654504517643,
    "eligibleDays": 315,
    "fitnessScore": 0.21426134214805537,
    "lookbackDays": 45,
    "returnLift1D": 0.0025016533881431855,
    "hitRateLift1D": 0.0010582010582009804,
    "activationRate": 0.08571428571428572,
    "activationCount": 27,
    "baselineHitRates": {
      "1": 0.5174603174603175,
      "5": 0.5176848874598071,
      "10": 0.5522875816993464
    },
    "sampleConfidence": 0.9777777777777779,
    "shadowSharpeLike": 0.8260207371139543,
    "avgForwardReturns": {
      "1": 0.002814805756711451,
      "5": 0.0028850563175189282,
      "10": 0.014028887630994007
    },
    "shadowMaxDrawdown": -0.03104982661499145,
    "shadowTotalReturn": 0.0665119773135161,
    "avgForwardReturn1D": 0.002814805756711451,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-09",
      "2025-05-12",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2026-05-18",
      "2026-05-19",
      "2026-05-20"
    ],
    "horizonObservationCounts": {
      "1": 27,
      "5": 25,
      "10": 20
    },
    "baselineAvgForwardReturns": {
      "1": 0.00031315236856826545,
      "5": 0.0014505199275278702,
      "10": 0.002514301945204646
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3504654504517643,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08359472755328308,
    "bestRawFitnessScore": 0.21426134214805537,
    "upperQuartileComboQuality": 0.1782911204575533
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1705185467719759,
    "rawScore": 0.186274462030166,
    "confidence": 0.830831182262241,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.2784698666334991,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "V",
      "hitRates": {
        "1": 0.5185185185185185,
        "5": 0.52,
        "10": 0.7
      },
      "hitRate1D": 0.5185185185185185,
      "comboQuality": 0.3504654504517643,
      "eligibleDays": 315,
      "fitnessScore": 0.21426134214805537,
      "lookbackDays": 45,
      "returnLift1D": 0.0025016533881431855,
      "hitRateLift1D": 0.0010582010582009804,
      "activationRate": 0.08571428571428572,
      "activationCount": 27,
      "baselineHitRates": {
        "1": 0.5174603174603175,
        "5": 0.5176848874598071,
        "10": 0.5522875816993464
      },
      "sampleConfidence": 0.9777777777777779,
      "shadowSharpeLike": 0.8260207371139543,
      "avgForwardReturns": {
        "1": 0.002814805756711451,
        "5": 0.0028850563175189282,
        "10": 0.014028887630994007
      },
      "shadowMaxDrawdown": -0.03104982661499145,
      "shadowTotalReturn": 0.0665119773135161,
      "avgForwardReturn1D": 0.002814805756711451,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-09",
        "2025-05-12",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2026-05-18",
        "2026-05-19",
        "2026-05-20"
      ],
      "horizonObservationCounts": {
        "1": 27,
        "5": 25,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031315236856826545,
        "5": 0.0014505199275278702,
        "10": 0.002514301945204646
      }
    },
    {
      "topN": 5,
      "ticker": "V",
      "hitRates": {
        "1": 0.5375,
        "5": 0.618421052631579,
        "10": 0.6619718309859155
      },
      "hitRate1D": 0.5375,
      "comboQuality": 0.34037657902405855,
      "eligibleDays": 315,
      "fitnessScore": 0.20444436827361614,
      "lookbackDays": 45,
      "returnLift1D": 0.0005037623370169934,
      "hitRateLift1D": 0.02003968253968247,
      "activationRate": 0.25396825396825395,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5174603174603175,
        "5": 0.5176848874598071,
        "10": 0.5522875816993464
      },
      "sampleConfidence": 0.9891666666666667,
      "shadowSharpeLike": 0.38472897625908786,
      "avgForwardReturns": {
        "1": 0.0008169147055852588,
        "5": 0.003961112834991669,
        "10": 0.010124995787183427
      },
      "shadowMaxDrawdown": -0.13558340511232558,
      "shadowTotalReturn": 0.04408654243413057,
      "avgForwardReturn1D": 0.0008169147055852588,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031315236856826545,
        "5": 0.0014505199275278702,
        "10": 0.002514301945204646
      }
    },
    {
      "topN": 3,
      "ticker": "V",
      "hitRates": {
        "1": 0.52,
        "5": 0.6521739130434783,
        "10": 0.5609756097560976
      },
      "hitRate1D": 0.52,
      "comboQuality": 0.27947597611927283,
      "eligibleDays": 330,
      "fitnessScore": 0.1416462670741414,
      "lookbackDays": 30,
      "returnLift1D": 0.0006694028716952309,
      "hitRateLift1D": 0.00787878787878793,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.5121212121212121,
        "5": 0.5153374233128835,
        "10": 0.5607476635514018
      },
      "sampleConfidence": 0.9826666666666667,
      "shadowSharpeLike": 0.3407136564610261,
      "avgForwardReturns": {
        "1": 0.0008265309425311784,
        "5": 0.0035029614526802654,
        "10": 0.004760046125067476
      },
      "shadowMaxDrawdown": -0.05511398899367104,
      "shadowTotalReturn": 0.027290000361146927,
      "avgForwardReturn1D": 0.0008265309425311784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 50,
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        "10": 41
      },
      "baselineAvgForwardReturns": {
        "1": 0.00015712807083594752,
        "5": 0.001292491699528658,
        "10": 0.003336760908306908
      }
    },
    {
      "topN": 4,
      "ticker": "V",
      "hitRates": {
        "1": 0.5098039215686274,
        "5": 0.6041666666666666,
        "10": 0.7209302325581395
      },
      "hitRate1D": 0.5098039215686274,
      "comboQuality": 0.2162795346935613,
      "eligibleDays": 315,
      "fitnessScore": 0.0667542472509936,
      "lookbackDays": 45,
      "returnLift1D": 0.0001756156941791812,
      "hitRateLift1D": -0.007656395891690093,
      "activationRate": 0.1619047619047619,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5174603174603175,
        "5": 0.5176848874598071,
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      },
      "sampleConfidence": 0.9856209150326798,
      "shadowSharpeLike": 0.09408709459672603,
      "avgForwardReturns": {
        "1": 0.0004887680627474467,
        "5": 0.003945311739523641,
        "10": 0.015709046694023048
      },
      "shadowMaxDrawdown": -0.11382486266271186,
      "shadowTotalReturn": 0.00554948569196112,
      "avgForwardReturn1D": 0.0004887680627474467,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 48,
        "10": 43
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031315236856826545,
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        "10": 0.002514301945204646
      }
    },
    {
      "topN": 5,
      "ticker": "V",
      "hitRates": {
        "1": 0.5087719298245614,
        "5": 0.5471698113207547,
        "10": 0.5
      },
      "hitRate1D": 0.5087719298245614,
      "comboQuality": 0.19364712500515882,
      "eligibleDays": 297,
      "fitnessScore": 0.036173542581207994,
      "lookbackDays": 63,
      "returnLift1D": -0.00020762238456478233,
      "hitRateLift1D": 0.007088428141059699,
      "activationRate": 0.1919191919191919,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.49146757679180886,
        "10": 0.5243055555555556
      },
      "sampleConfidence": 0.984795321637427,
      "shadowSharpeLike": -0.19920190629293655,
      "avgForwardReturns": {
        "1": -0.00020786676277165386,
        "5": -0.0028054404212907377,
        "10": -0.004786952275946684
      },
      "shadowMaxDrawdown": -0.08256882952872535,
      "shadowTotalReturn": -0.025884917812038277,
      "avgForwardReturn1D": -0.00020786676277165386,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-30",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": -2.443782068715184e-7,
        "5": 0.00010873904673344295,
        "10": 0.00041512619278165586
      }
    },
    {
      "topN": 4,
      "ticker": "V",
      "hitRates": {
        "1": 0.5,
        "5": 0.4772727272727273,
        "10": 0.48717948717948717
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.17317245227501812,
      "eligibleDays": 297,
      "fitnessScore": 0.00607219296595793,
      "lookbackDays": 63,
      "returnLift1D": -0.0003984421071455996,
      "hitRateLift1D": -0.0016835016835017313,
      "activationRate": 0.16161616161616163,
      "activationCount": 48,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.49146757679180886,
        "10": 0.5243055555555556
      },
      "sampleConfidence": 0.9819444444444445,
      "shadowSharpeLike": -0.24836645173886124,
      "avgForwardReturns": {
        "1": -0.00039868648535247114,
        "5": -0.006662582148328638,
        "10": -0.00596701367407675
      },
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      "shadowSharpeLike": -1.5887644435347061,
      "avgForwardReturns": {
        "1": -0.0033589131233258585,
        "5": -0.012244760503772288,
        "10": -0.012965874643728965
      },
      "shadowMaxDrawdown": -0.2028200734921396,
      "shadowTotalReturn": -0.18494387034093362,
      "avgForwardReturn1D": -0.0033589131233258585,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-05-09",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 52,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002910131108584926,
        "5": 0.0012774477340426423,
        "10": 0.0022029297970180516
      }
    },
    {
      "topN": 2,
      "ticker": "V",
      "hitRates": {
        "1": 0.16666666666666666,
        "5": 0.5,
        "10": 0.75
      },
      "hitRate1D": 0.16666666666666666,
      "comboQuality": 0.016313318015782823,
      "eligibleDays": 297,
      "fitnessScore": -0.5518516327355728,
      "lookbackDays": 63,
      "returnLift1D": -0.008877164799252586,
      "hitRateLift1D": -0.3350168350168351,
      "activationRate": 0.020202020202020204,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.49146757679180886,
        "10": 0.5243055555555556
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      "sampleConfidence": 0.706802962183397,
      "shadowSharpeLike": -1.730665745481063,
      "avgForwardReturns": {
        "1": -0.008877409177459458,
        "5": -0.0028015972870256423,
        "10": 0.013978613404083517
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      "shadowMaxDrawdown": -0.0551437746818606,
      "shadowTotalReturn": -0.0551437746818606,
      "avgForwardReturn1D": -0.008877409177459458,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2026-07-21",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 4,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": -2.443782068715184e-7,
        "5": 0.00010873904673344295,
        "10": 0.00041512619278165586
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    },
    {
      "topN": 5,
      "ticker": "V",
      "hitRates": {
        "1": 0.40869565217391307,
        "5": 0.4690265486725664,
        "10": 0.44036697247706424
      },
      "hitRate1D": 0.40869565217391307,
      "comboQuality": 0.014856002913695633,
      "eligibleDays": 352,
      "fitnessScore": -0.5727644360534853,
      "lookbackDays": 14,
      "returnLift1D": -0.003050826953868776,
      "hitRateLift1D": -0.10982286634460542,
      "activationRate": 0.32954545454545453,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5273775216138329,
        "10": 0.5626822157434402
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      "sampleConfidence": 0.9936781609195403,
      "shadowSharpeLike": -1.8697436684244466,
      "avgForwardReturns": {
        "1": -0.0028084158817080836,
        "5": -0.007137301281178785,
        "10": -0.006419446796023278
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      "shadowMaxDrawdown": -0.362874561258411,
      "shadowTotalReturn": -0.3050807472775866,
      "avgForwardReturn1D": -0.0028084158817080836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.00024241107216069226,
        "5": 0.0013964423161878271,
        "10": 0.0027674359039681286
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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": 0.13123136217401743,
      "fitnessScore": -0.06582529149848923,
      "lookbackDays": 14,
      "returnLift1D": -0.0010267298299565897,
      "activationRate": 0.18181818181818182,
      "activationCount": 64,
      "sampleConfidence": 0.9906250000000001,
      "shadowTotalReturn": -0.07360057428404754,
      "avgForwardReturn1D": -0.0007843187577958973
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10883046429749683,
      "fitnessScore": -0.11260354517703032,
      "lookbackDays": 21,
      "returnLift1D": -0.0008753101577166297,
      "activationRate": 0.11504424778761062,
      "activationCount": 39,
      "sampleConfidence": 0.9777777777777779,
      "shadowTotalReturn": -0.03291636693014066,
      "avgForwardReturn1D": -0.0005842970468581371
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.27947597611927283,
      "fitnessScore": 0.1416462670741414,
      "lookbackDays": 30,
      "returnLift1D": 0.0006694028716952309,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "sampleConfidence": 0.9826666666666667,
      "shadowTotalReturn": 0.027290000361146927,
      "avgForwardReturn1D": 0.0008265309425311784
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3504654504517643,
      "fitnessScore": 0.21426134214805537,
      "lookbackDays": 45,
      "returnLift1D": 0.0025016533881431855,
      "activationRate": 0.08571428571428572,
      "activationCount": 27,
      "sampleConfidence": 0.9777777777777779,
      "shadowTotalReturn": 0.0665119773135161,
      "avgForwardReturn1D": 0.002814805756711451
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.19364712500515882,
      "fitnessScore": 0.036173542581207994,
      "lookbackDays": 63,
      "returnLift1D": -0.00020762238456478233,
      "activationRate": 0.1919191919191919,
      "activationCount": 57,
      "sampleConfidence": 0.984795321637427,
      "shadowTotalReturn": -0.025884917812038277,
      "avgForwardReturn1D": -0.00020786676277165386
    }
  ],
  "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": "aea6ac71492d355383ce67f745d029405db065589ddb7b61c5a0628304a201cc",
    "size": 13,
    "members": [
      "SMH",
      "V",
      "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",
      "V"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "V",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "V",
    "hitRates": {
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      "5": 0.5833333333333334,
      "10": 0.6865671641791045
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    "hitRate1D": 0.5394736842105263,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.2219486189391402,
    "eligibleDays": 326,
    "fitnessScore": 0.07404373576184443,
    "lookbackDays": 63,
    "returnLift1D": -0.00046296396248017823,
    "hitRateLift1D": 0.03333871488537299,
    "portfolioSize": 4,
    "activationRate": 0.2331288343558282,
    "activationCount": 76,
    "baselineHitRates": {
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      "5": 0.5093167701863354,
      "10": 0.5615141955835962
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    "sampleConfidence": 0.9885964912280703,
    "shadowSharpeLike": -0.14527589324456122,
    "avgForwardReturns": {
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      "5": 0.003866858010031785,
      "10": 0.010912827982099877
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    "shadowMaxDrawdown": -0.12674193355531582,
    "shadowTotalReturn": -0.03333254146000941,
    "avgForwardReturn1D": -0.00021150527746371353,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21"
    ],
    "horizonObservationCounts": {
      "1": 76,
      "5": 72,
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    "baselineAvgForwardReturns": {
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      "10": 0.003717925076714657
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2219486189391402,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1162769135754268,
    "bestRawFitnessScore": 0.07404373576184443,
    "upperQuartileComboQuality": 0.14695354754958626
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.20999020459106407,
    "rawScore": 0.22384603754719312,
    "confidence": 0.8762021154543973,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.536522961943774,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "V",
      "hitRates": {
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        "5": 0.5833333333333334,
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      "hitRate1D": 0.5394736842105263,
      "rankWeights": [
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      "comboQuality": 0.2219486189391402,
      "eligibleDays": 326,
      "fitnessScore": 0.07404373576184443,
      "lookbackDays": 63,
      "returnLift1D": -0.00046296396248017823,
      "hitRateLift1D": 0.03333871488537299,
      "portfolioSize": 4,
      "activationRate": 0.2331288343558282,
      "activationCount": 76,
      "baselineHitRates": {
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      "sampleConfidence": 0.9885964912280703,
      "shadowSharpeLike": -0.14527589324456122,
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      "shadowMaxDrawdown": -0.12674193355531582,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 76,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5394736842105263,
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      "comboQuality": 0.2219486189391402,
      "eligibleDays": 326,
      "fitnessScore": 0.07404373576184443,
      "lookbackDays": 63,
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      "hitRateLift1D": 0.03333871488537299,
      "portfolioSize": 5,
      "activationRate": 0.2331288343558282,
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      "sampleConfidence": 0.9885964912280703,
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      "shadowMaxDrawdown": -0.12674193355531582,
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      "avgForwardReturn1D": -0.00021150527746371353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.16953010397566387,
      "eligibleDays": 344,
      "fitnessScore": 0.0004285437537982036,
      "lookbackDays": 45,
      "returnLift1D": -0.00034824185155456254,
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      "activationRate": 0.06976744186046512,
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        "2025-03-20",
        "2025-03-21",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "comboQuality": 0.16239052437322044,
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      "lookbackDays": 21,
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      "sampleConfidence": 0.992948717948718,
      "shadowSharpeLike": -1.0450811304838816,
      "avgForwardReturns": {
        "1": -0.001613913318276055,
        "5": -0.005829670516333336,
        "10": -0.007393124789673771
      },
      "shadowMaxDrawdown": -0.31452240179749835,
      "shadowTotalReturn": -0.18404245252778206,
      "avgForwardReturn1D": -0.001613913318276055,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.000322330603183205,
        "5": 0.0015076468531063567,
        "10": 0.002386196573498636
      }
    },
    {
      "topN": 5,
      "ticker": "V",
      "hitRates": {
        "1": 0.4423076923076923,
        "5": 0.48514851485148514,
        "10": 0.46875
      },
      "hitRate1D": 0.4423076923076923,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04101067556702664,
      "eligibleDays": 375,
      "fitnessScore": -0.34345045667664126,
      "lookbackDays": 14,
      "returnLift1D": -0.00193624392145926,
      "hitRateLift1D": -0.06969230769230772,
      "portfolioSize": 5,
      "activationRate": 0.2773333333333333,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5256064690026954,
        "10": 0.5519125683060109
      },
      "sampleConfidence": 0.992948717948718,
      "shadowSharpeLike": -1.0450811304838816,
      "avgForwardReturns": {
        "1": -0.001613913318276055,
        "5": -0.005829670516333336,
        "10": -0.007393124789673771
      },
      "shadowMaxDrawdown": -0.31452240179749835,
      "shadowTotalReturn": -0.18404245252778206,
      "avgForwardReturn1D": -0.001613913318276055,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.000322330603183205,
        "5": 0.0015076468531063567,
        "10": 0.002386196573498636
      }
    },
    {
      "topN": 4,
      "ticker": "V",
      "hitRates": {
        "1": 0.4367816091954023,
        "5": 0.5301204819277109,
        "10": 0.47435897435897434
      },
      "hitRate1D": 0.4367816091954023,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.032456320893093075,
      "eligibleDays": 359,
      "fitnessScore": -0.39687037862232244,
      "lookbackDays": 30,
      "returnLift1D": -0.0025614436981892825,
      "hitRateLift1D": -0.06739666378509912,
      "portfolioSize": 4,
      "activationRate": 0.24233983286908078,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5041782729805014,
        "5": 0.5098591549295775,
        "10": 0.5342857142857143
      },
      "sampleConfidence": 0.9900383141762452,
      "shadowSharpeLike": -1.3320767530785593,
      "avgForwardReturns": {
        "1": -0.0024404085690023013,
        "5": -0.0034582788090534895,
        "10": -0.006023060761002936
      },
      "shadowMaxDrawdown": -0.24158073438676897,
      "shadowTotalReturn": -0.21378751238427784,
      "avgForwardReturn1D": -0.0024404085690023013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 83,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001210351291869812,
        "5": 0.0007039375878268412,
        "10": 0.0012012914753570796
      }
    },
    {
      "topN": 5,
      "ticker": "V",
      "hitRates": {
        "1": 0.4367816091954023,
        "5": 0.5301204819277109,
        "10": 0.47435897435897434
      },
      "hitRate1D": 0.4367816091954023,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.032456320893093075,
      "eligibleDays": 359,
      "fitnessScore": -0.39687037862232244,
      "lookbackDays": 30,
      "returnLift1D": -0.0025614436981892825,
      "hitRateLift1D": -0.06739666378509912,
      "portfolioSize": 5,
      "activationRate": 0.24233983286908078,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5041782729805014,
        "5": 0.5098591549295775,
        "10": 0.5342857142857143
      },
      "sampleConfidence": 0.9900383141762452,
      "shadowSharpeLike": -1.3320767530785593,
      "avgForwardReturns": {
        "1": -0.0024404085690023013,
        "5": -0.0034582788090534895,
        "10": -0.006023060761002936
      },
      "shadowMaxDrawdown": -0.24158073438676897,
      "shadowTotalReturn": -0.21378751238427784,
      "avgForwardReturn1D": -0.0024404085690023013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 83,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001210351291869812,
        "5": 0.0007039375878268412,
        "10": 0.0012012914753570796
      }
    },
    {
      "topN": 2,
      "ticker": "V",
      "hitRates": {
        "1": 0.38095238095238093,
        "5": 0.65,
        "10": 0.9
      },
      "hitRate1D": 0.38095238095238093,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.020625876934560954,
      "eligibleDays": 326,
      "fitnessScore": -0.49928079903732014,
      "lookbackDays": 63,
      "returnLift1D": -0.006543481275466294,
      "hitRateLift1D": -0.1251825883727724,
      "portfolioSize": 2,
      "activationRate": 0.06441717791411043,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5093167701863354,
        "10": 0.5615141955835962
      },
      "sampleConfidence": 0.9936507936507937,
      "shadowSharpeLike": -1.1580187217207638,
      "avgForwardReturns": {
        "1": -0.006292022590449829,
        "5": 0.013693558096924536,
        "10": 0.02765456223386111
      },
      "shadowMaxDrawdown": -0.133012861795216,
      "shadowTotalReturn": -0.133012861795216,
      "avgForwardReturn1D": -0.006292022590449829,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 20,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002514586850164647,
        "5": 0.0021581425792929765,
        "10": 0.003717925076714657
      }
    }
  ],
  "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": 0.14180788860837487,
      "fitnessScore": -0.04607804191780392,
      "lookbackDays": 14,
      "returnLift1D": -0.0005681731621328978,
      "activationRate": 0.21066666666666667,
      "activationCount": 79,
      "sampleConfidence": 0.9924050632911393,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.047526913723263675,
      "avgForwardReturn1D": -0.00024584255894969276
    },
    {
      "comboQuality": 0.16239052437322044,
      "fitnessScore": -0.010920536625664851,
      "lookbackDays": 21,
      "returnLift1D": -0.00016824791950542184,
      "activationRate": 0.15760869565217392,
      "activationCount": 58,
      "sampleConfidence": 0.9850574712643678,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.011800057232431271,
      "avgForwardReturn1D": 0.000017068878353018065
    },
    {
      "comboQuality": 0.11619529645562618,
      "fitnessScore": -0.09637202479016393,
      "lookbackDays": 30,
      "returnLift1D": -0.0008366833161206435,
      "activationRate": 0.17827298050139276,
      "activationCount": 64,
      "sampleConfidence": 0.9864583333333334,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.06072103117960004,
      "avgForwardReturn1D": -0.0007156481869336623
    },
    {
      "comboQuality": 0.20718064491959398,
      "fitnessScore": 0.05475905337991871,
      "lookbackDays": 45,
      "returnLift1D": -0.00007650723361424906,
      "activationRate": 0.14244186046511628,
      "activationCount": 49,
      "sampleConfidence": 0.9850340136054423,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.013031990147393313,
      "avgForwardReturn1D": 0.00014941530870489806
    },
    {
      "comboQuality": 0.2219486189391402,
      "fitnessScore": 0.07404373576184443,
      "lookbackDays": 63,
      "returnLift1D": -0.00046296396248017823,
      "activationRate": 0.2331288343558282,
      "activationCount": 76,
      "sampleConfidence": 0.9885964912280703,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.03333254146000941,
      "avgForwardReturn1D": -0.00021150527746371353
    }
  ],
  "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": "aea6ac71492d355383ce67f745d029405db065589ddb7b61c5a0628304a201cc",
    "size": 13,
    "members": [
      "SMH",
      "V",
      "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
0.856
Liquidity
1
Momentum
0.603
Relative strength
0.534
Trend quality
0.413
Stability
0.680
Aggression
0.354
Downside risk
0.656
Drawdown state
0.954
Quality momentum
0.549
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.776
Benchmark Independence 3m Score
0.847
Beta 1y Profile Score
0.155
Beta 3m Profile Score
0
Beta Change Score
0.153
Correlation Change Score
0.312
Current Drawdown Score
0.922
Days Since 52w High Score
0.020
Distance From 52w High Score
0.943
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
0.615
Distance From Sma 50 Score
0.578
Downside Volatility 1m Score
0.164
Downside Volatility 1y Score
0.199
Downside Volatility 2y Score
0.238
Downside Volatility 3m Score
0.158
Downside Volatility 5y Score
0.240
Downside Volatility 6m Score
0.227
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.201
Excess Return 3m Score
0.652
Excess Return 6m Score
0.504
Expected Shortfall 95 1y Score
0.717
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.856
Drawdown Score 1m
0.839
Drawdown Score 1y
0.736
Drawdown Score 2y
0.745
Drawdown Score 3m
0.837
Drawdown Score 5y
0.714
Drawdown Score 6m
0.795
Momentum Acceleration 1m Vs 3m Score
0.588
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.690
Relative Strength Slope 3m Score
0.585
Relative Volume 20d Score
0.264
Return 1m Score
0.617
Return 1w Score
0.376
Return 1y Score
0.504
Return 2y Score
0.379
Return 3m Score
0.665
Return 5y Score
0.113
Return 6m Score
0.571
Return Skewness 1y Score
0.652
Sector Excess Return 1y Score
0.385
Sharpe 1m Score
1
Sharpe 1y Score
0.428
Sharpe 2y Score
0.548
Sharpe 3m Score
0.803
Sharpe 5y Score
0.490
Sharpe 6m Score
0.558
Sortino 1m Score
0.987
Sortino 1y Score
0.394
Sortino 2y Score
0.466
Sortino 3m Score
0.767
Sortino 5y Score
0.431
Sortino 6m Score
0.485
Trend R2 1m Score
0.571
Trend R2 1w Score
0.897
Trend R2 1y Score
0.135
Trend R2 2y Score
0.266
Trend R2 3m Score
0.684
Trend R2 5y Score
0.831
Trend R2 6m Score
0.333
Trend Slope 1m Score
0.718
Trend Slope 1w Score
0.062
Trend Slope 1y Score
0.485
Trend Slope 2y Score
0.520
Trend Slope 3m Score
0.626
Trend Slope 5y Score
0.533
Trend Slope 6m Score
0.547
Volatility 1m Score
0.256
Volatility 1w Score
0.123
Volatility 1y Score
0.226
Volatility 2y Score
0.233
Volatility 3m Score
0.283
Volatility 5y Score
0.239
Volatility 6m Score
0.259
Worst Day 1y Score
0.775
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,003,372,980.858
Best Day 1y
0.083
Beta To Benchmark 1y
0.387
Beta 3m
-0.307
Beta Change
-0.694
Beta To Sector 1y
0.942
Correlation To Benchmark 1y
0.224
Correlation 3m
-0.153
Correlation Change
-0.377
Correlation To Sector 1y
0.627
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.776
Benchmark Independence 3m Score
0.847
Beta 1y Profile Score
0.155
Beta 3m Profile Score
0
Beta Change Score
0.153
Correlation Change Score
0.312
Current Drawdown Score
0.922
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
0.615
Current Drawdown
-0.051
Days Since 52w High
5
Distance From 52w High
-0.037
Distance From Sma 20
-0.000
Distance From Sma 200
0.069
Distance From Sma 50
0.047
Downside Capture 1y
1.541
Downside Volatility 1m
0.173
Downside Volatility 1w
-
Downside Volatility 1y
0.199
Downside Volatility 2y
0.228
Downside Volatility 3m
0.169
Downside Volatility 5y
0.230
Downside Volatility 6m
0.220
Drawdown Recovery
1
Excess Return 1m
0.064
Excess Return 1y
-0.180
Excess Return 3m
0.091
Excess Return 6m
0.003
Expected Shortfall 95 1y
-0.028
Market Cap
676,526,339,412
Max Drawdown 1m
-0.040
Max Drawdown 1w
-0.037
Max Drawdown 1y
-0.172
Max Drawdown 2y
-0.204
Max Drawdown 3m
-0.065
Max Drawdown 5y
-0.286
Max Drawdown 6m
-0.113
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
0.030
Moving Average Alignment
0
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.013
Return 1m
0.070
Return 1w
-0.037
Return 1y
0.007
Return 2y
0.326
Return 3m
0.132
Return 5y
0.468
Return 6m
0.085
Return Skewness 1y
0.909
Sector Excess Return 1y
-0.069
Sharpe 1m
3.491
Sharpe 1y
0.141
Sharpe 2y
0.740
Sharpe 3m
2.017
Sharpe 5y
0.449
Sharpe 6m
0.792
Sortino 1m
4.894
Sortino 1y
0.155
Sortino 2y
0.729
Sortino 3m
3.135
Sortino 5y
0.447
Sortino 6m
0.878
Trend R2 1m
0.571
Trend R2 1w
0.897
Trend R2 1y
0.135
Trend R2 2y
0.266
Trend R2 3m
0.684
Trend R2 5y
0.831
Trend R2 6m
0.333
Trend 1m
0.003
Trend 1w
-0.007
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.551
Value At Risk 95 1y
-0.018
Volatility 1m
0.242
Volatility 1w
0.142
Volatility 1y
0.220
Volatility 2y
0.225
Volatility 3m
0.262
Volatility 5y
0.229
Volatility 6m
0.244
Worst Day 1y
-0.045
Distance From Sma 50 Score
0.578
Downside Volatility 1y Score
0.199
Downside Volatility 3m Score
0.158
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.201
Excess Return 3m Score
0.652
Excess Return 6m Score
0.504
Expected Shortfall 95 1y Score
0.717
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.856
Drawdown Score 1y
0.736
Drawdown Score 5y
0.714
Momentum Acceleration 1m Vs 3m Score
0.588
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.690
Relative Volume 20d Score
0.264
Return 1m Score
0.617
Return 1y Score
0.504
Return 3m Score
0.665
Return 6m Score
0.571
Return Skewness 1y Score
0.652
Sortino 1y Score
0.394
Sortino 3m Score
0.767
Trend R2 1y Score
0.135
Trend R2 3m Score
0.684
Trend Slope 1y Score
0.485
Trend Slope 3m Score
0.626
Volatility 1y Score
0.226
Volatility 3m Score
0.283