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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

WELL

Real Estate | v2 | as of 2026-07-23
Close

Research Detail

WELL

WELL

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.044
Correlation To Benchmark 1y
-0.025
Inverse To Benchmark 1y
0.975
Drawdown Score 1m
0.899
Drawdown Score 3m
0.718
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
0.806
Drawdown Score 2y
0.838
Drawdown Score 5y
0.592
Return 1w
0.023
Return 1m
0.135
Return 3m
0.241
Return 6m
0.337
Return 1y
0.557
Return 2y
1.415
Return 5y
2.154
Sharpe 1m
7.362
Sharpe 3m
3.281
Sharpe 6m
2.412
Sharpe 1y
2.083
Sharpe 2y
2.108
Sharpe 5y
1.081
Trend 1w
0.004
Trend 1m
0.005
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.089
Volatility 1m
0.210
Volatility 3m
0.275
Volatility 6m
0.255
Volatility 1y
0.225
Volatility 2y
0.221
Volatility 5y
0.239
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
WELL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:11 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
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
0.660
Aptet Fit Raw Score
0.689
Aptet Fit Confidence
0.916
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.596
Force Fit Raw Score
0.625
Force Fit Confidence
0.905
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:11 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "WELL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "WELL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "WELL",
    "hitRates": {
      "1": 0.6259541984732825,
      "5": 0.5669291338582677,
      "10": 0.5691056910569106
    },
    "hitRate1D": 0.6259541984732825,
    "comboQuality": 0.9410607787230516,
    "eligibleDays": 352,
    "fitnessScore": 0.9595102116208447,
    "lookbackDays": 14,
    "returnLift1D": 0.0013527235323585734,
    "hitRateLift1D": 0.030512603031687013,
    "activationRate": 0.375,
    "activationCount": 132,
    "baselineHitRates": {
      "1": 0.5954415954415955,
      "5": 0.6397694524495677,
      "10": 0.6559766763848397
    },
    "sampleConfidence": 0.9924242424242424,
    "shadowSharpeLike": 1.9960674594151095,
    "avgForwardReturns": {
      "1": 0.0031508068969881347,
      "5": 0.005391142997604495,
      "10": 0.010658960441945108
    },
    "shadowMaxDrawdown": -0.07210533021040388,
    "shadowTotalReturn": 0.45705755599927356,
    "avgForwardReturn1D": 0.0031508068969881347,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-17",
      "2025-03-12",
      "2025-03-17",
      "2025-03-18",
      "2025-03-27"
    ],
    "horizonObservationCounts": {
      "1": 131,
      "5": 127,
      "10": 123
    },
    "baselineAvgForwardReturns": {
      "1": 0.0017980833646295614,
      "5": 0.008608351405895154,
      "10": 0.016651708701518293
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9410607787230516,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5765274984901134,
    "bestRawFitnessScore": 0.9595102116208447,
    "upperQuartileComboQuality": 0.8009705811189152
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.65972551286887,
    "rawScore": 0.6887797950396017,
    "confidence": 0.9156354980794373,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.40026629931070884,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21
      ]
    },
    "parameterStability": 0.5838351677768495,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.6259541984732825,
        "5": 0.5669291338582677,
        "10": 0.5691056910569106
      },
      "hitRate1D": 0.6259541984732825,
      "comboQuality": 0.9410607787230516,
      "eligibleDays": 352,
      "fitnessScore": 0.9595102116208447,
      "lookbackDays": 14,
      "returnLift1D": 0.0013527235323585734,
      "hitRateLift1D": 0.030512603031687013,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5954415954415955,
        "5": 0.6397694524495677,
        "10": 0.6559766763848397
      },
      "sampleConfidence": 0.9924242424242424,
      "shadowSharpeLike": 1.9960674594151095,
      "avgForwardReturns": {
        "1": 0.0031508068969881347,
        "5": 0.005391142997604495,
        "10": 0.010658960441945108
      },
      "shadowMaxDrawdown": -0.07210533021040388,
      "shadowTotalReturn": 0.45705755599927356,
      "avgForwardReturn1D": 0.0031508068969881347,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 127,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017980833646295614,
        "5": 0.008608351405895154,
        "10": 0.016651708701518293
      }
    },
    {
      "topN": 4,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.6139240506329114,
        "5": 0.551948051948052,
        "10": 0.5733333333333334
      },
      "hitRate1D": 0.6139240506329114,
      "comboQuality": 0.9121928176439279,
      "eligibleDays": 352,
      "fitnessScore": 0.8649557797312729,
      "lookbackDays": 14,
      "returnLift1D": 0.0005580004395642154,
      "hitRateLift1D": 0.018482455191315972,
      "activationRate": 0.45170454545454547,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5954415954415955,
        "5": 0.6397694524495677,
        "10": 0.6559766763848397
      },
      "sampleConfidence": 0.9937106918238994,
      "shadowSharpeLike": 1.5936058498695571,
      "avgForwardReturns": {
        "1": 0.002356083804193777,
        "5": 0.0032295678577322216,
        "10": 0.008834102457958994
      },
      "shadowMaxDrawdown": -0.10398489170758995,
      "shadowTotalReturn": 0.38925746812160145,
      "avgForwardReturn1D": 0.002356083804193777,
      "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",
        "2025-03-12",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 154,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017980833646295614,
        "5": 0.008608351405895154,
        "10": 0.016651708701518293
      }
    },
    {
      "topN": 2,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.6153846153846154,
        "5": 0.56,
        "10": 0.5360824742268041
      },
      "hitRate1D": 0.6153846153846154,
      "comboQuality": 0.8214014612578545,
      "eligibleDays": 352,
      "fitnessScore": 0.6856917286428944,
      "lookbackDays": 14,
      "returnLift1D": 0.000981199564740805,
      "hitRateLift1D": 0.019943019943019946,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5954415954415955,
        "5": 0.6397694524495677,
        "10": 0.6559766763848397
      },
      "sampleConfidence": 0.9911111111111112,
      "shadowSharpeLike": 1.5071051195389757,
      "avgForwardReturns": {
        "1": 0.0027792829293703664,
        "5": 0.004247375728738648,
        "10": 0.009594639121036993
      },
      "shadowMaxDrawdown": -0.11247038151000366,
      "shadowTotalReturn": 0.2943687757175144,
      "avgForwardReturn1D": 0.0027792829293703664,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-18",
        "2025-03-31",
        "2025-04-02",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 100,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017980833646295614,
        "5": 0.008608351405895154,
        "10": 0.016651708701518293
      }
    },
    {
      "topN": 5,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5930232558139535,
        "5": 0.5357142857142857,
        "10": 0.5670731707317073
      },
      "hitRate1D": 0.5930232558139535,
      "comboQuality": 0.815960523079014,
      "eligibleDays": 352,
      "fitnessScore": 0.6776274522694394,
      "lookbackDays": 14,
      "returnLift1D": -0.00018717683815095863,
      "hitRateLift1D": -0.00241833962764193,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5954415954415955,
        "5": 0.6397694524495677,
        "10": 0.6559766763848397
      },
      "sampleConfidence": 0.9942196531791908,
      "shadowSharpeLike": 1.1223981249628832,
      "avgForwardReturns": {
        "1": 0.0016109065264786027,
        "5": 0.0020839146926715842,
        "10": 0.007475159390603843
      },
      "shadowMaxDrawdown": -0.1283110200572687,
      "shadowTotalReturn": 0.26304339333284044,
      "avgForwardReturn1D": 0.0016109065264786027,
      "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",
        "2025-03-12",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 168,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017980833646295614,
        "5": 0.008608351405895154,
        "10": 0.016651708701518293
      }
    },
    {
      "topN": 5,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5819209039548022,
        "5": 0.6184971098265896,
        "10": 0.6011904761904762
      },
      "hitRate1D": 0.5819209039548022,
      "comboQuality": 0.8047949493890659,
      "eligibleDays": 339,
      "fitnessScore": 0.6616381347288188,
      "lookbackDays": 21,
      "returnLift1D": -0.00021340817389721672,
      "hitRateLift1D": -0.010999450027498692,
      "activationRate": 0.5221238938053098,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5929203539823009,
        "5": 0.6388059701492538,
        "10": 0.6454545454545455
      },
      "sampleConfidence": 0.9951035781544256,
      "shadowSharpeLike": 1.070688011137308,
      "avgForwardReturns": {
        "1": 0.0014446693053382436,
        "5": 0.00507628002882136,
        "10": 0.005485847206428128
      },
      "shadowMaxDrawdown": -0.10005712505088549,
      "shadowTotalReturn": 0.23943686761940808,
      "avgForwardReturn1D": 0.0014446693053382436,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-27",
        "2025-03-31",
        "2025-04-04",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 173,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016580774792354603,
        "5": 0.008412142261091438,
        "10": 0.01626710140886548
      }
    },
    {
      "topN": 5,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5851063829787234,
        "5": 0.5815217391304348,
        "10": 0.6033519553072626
      },
      "hitRate1D": 0.5851063829787234,
      "comboQuality": 0.7996957916955315,
      "eligibleDays": 297,
      "fitnessScore": 0.6545667113525593,
      "lookbackDays": 63,
      "returnLift1D": -0.0007215033887674354,
      "hitRateLift1D": -0.014220216347875958,
      "activationRate": 0.632996632996633,
      "activationCount": 188,
      "baselineHitRates": {
        "1": 0.5993265993265994,
        "5": 0.6416382252559727,
        "10": 0.6527777777777778
      },
      "sampleConfidence": 0.9953900709219858,
      "shadowSharpeLike": 1.0559476814929445,
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        "10": 0.6542056074766355
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      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": -0.8029215240007869,
      "avgForwardReturns": {
        "1": -0.0008270755286446545,
        "5": -0.0018904484979305903,
        "10": -0.0018881996425823585
      },
      "shadowMaxDrawdown": -0.2233598097906111,
      "shadowTotalReturn": -0.15263349158067663,
      "avgForwardReturn1D": -0.0008270755286446545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016370584893640751,
        "5": 0.008371557863064543,
        "10": 0.01756918180235495
      }
    },
    {
      "topN": 3,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5223880597014925,
        "5": 0.49230769230769234,
        "10": 0.464
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      "hitRate1D": 0.5223880597014925,
      "comboQuality": 0.1071656184693892,
      "eligibleDays": 330,
      "fitnessScore": -0.11640563787483114,
      "lookbackDays": 30,
      "returnLift1D": -0.0027218324562662388,
      "hitRateLift1D": -0.07458163726820444,
      "activationRate": 0.40606060606060607,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5969696969696969,
        "5": 0.6349693251533742,
        "10": 0.6542056074766355
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      "sampleConfidence": 0.9935323383084578,
      "shadowSharpeLike": -0.9602331722726671,
      "avgForwardReturns": {
        "1": -0.0010847739669021636,
        "5": -0.004636351328228546,
        "10": -0.003943167616471435
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      "shadowMaxDrawdown": -0.25436307410808723,
      "shadowTotalReturn": -0.1625616178534358,
      "avgForwardReturn1D": -0.0010847739669021636,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016370584893640751,
        "5": 0.008371557863064543,
        "10": 0.01756918180235495
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    },
    {
      "topN": 2,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5208333333333334,
        "5": 0.4782608695652174,
        "10": 0.45977011494252873
      },
      "hitRate1D": 0.5208333333333334,
      "comboQuality": 0.0913476482193126,
      "eligibleDays": 330,
      "fitnessScore": -0.15540380703361745,
      "lookbackDays": 30,
      "returnLift1D": -0.0030324623416419392,
      "hitRateLift1D": -0.07613636363636356,
      "activationRate": 0.2909090909090909,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5969696969696969,
        "5": 0.6349693251533742,
        "10": 0.6542056074766355
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      "sampleConfidence": 0.9909722222222223,
      "shadowSharpeLike": -0.943369932348416,
      "avgForwardReturns": {
        "1": -0.0013954038522778639,
        "5": -0.004604584999806822,
        "10": -0.006795345892031942
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      "shadowMaxDrawdown": -0.22692279049431419,
      "shadowTotalReturn": -0.14716746583940277,
      "avgForwardReturn1D": -0.0013954038522778639,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 87
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      "baselineAvgForwardReturns": {
        "1": 0.0016370584893640751,
        "5": 0.008371557863064543,
        "10": 0.01756918180235495
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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": 0.9410607787230516,
      "fitnessScore": 0.9595102116208447,
      "lookbackDays": 14,
      "returnLift1D": 0.0013527235323585734,
      "activationRate": 0.375,
      "activationCount": 132,
      "sampleConfidence": 0.9924242424242424,
      "shadowTotalReturn": 0.45705755599927356,
      "avgForwardReturn1D": 0.0031508068969881347
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8047949493890659,
      "fitnessScore": 0.6616381347288188,
      "lookbackDays": 21,
      "returnLift1D": -0.00021340817389721672,
      "activationRate": 0.5221238938053098,
      "activationCount": 177,
      "sampleConfidence": 0.9951035781544256,
      "shadowTotalReturn": 0.23943686761940808,
      "avgForwardReturn1D": 0.0014446693053382436
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4319636750104716,
      "fitnessScore": 0.2897543485916783,
      "lookbackDays": 30,
      "returnLift1D": -0.0014311481753151397,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "sampleConfidence": 0.9952380952380953,
      "shadowTotalReturn": 0.0036433992865498865,
      "avgForwardReturn1D": 0.00020591031404893544
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7767551243360492,
      "fitnessScore": 0.6243082934373999,
      "lookbackDays": 45,
      "returnLift1D": -0.000734911453191887,
      "activationRate": 0.6063492063492063,
      "activationCount": 191,
      "sampleConfidence": 0.9954624781849913,
      "shadowTotalReturn": 0.1942325700434666,
      "avgForwardReturn1D": 0.0010914464493226664
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7996957916955315,
      "fitnessScore": 0.6545667113525593,
      "lookbackDays": 63,
      "returnLift1D": -0.0007215033887674354,
      "activationRate": 0.632996632996633,
      "activationCount": 188,
      "sampleConfidence": 0.9953900709219858,
      "shadowTotalReturn": 0.20619845102077394,
      "avgForwardReturn1D": 0.0011633950969942646
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  ],
  "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": "6c2b4b7667ee37362fd8ecca41cff67fafdf16e5e0e3cf3c306e7a00d2d6fea4",
    "size": 13,
    "members": [
      "SMH",
      "WELL",
      "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",
      "WELL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "WELL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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      "5": 0.6013513513513513,
      "10": 0.5625
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    "hitRate1D": 0.625,
    "rankWeights": [
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    "comboQuality": 0.9366914741489538,
    "eligibleDays": 375,
    "fitnessScore": 0.9427534686689462,
    "lookbackDays": 14,
    "returnLift1D": 0.0008824497584908953,
    "hitRateLift1D": 0.030333333333333323,
    "portfolioSize": 3,
    "activationRate": 0.4053333333333333,
    "activationCount": 152,
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    "sampleConfidence": 0.9947368421052633,
    "shadowSharpeLike": 1.8067077408469376,
    "avgForwardReturns": {
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      "10": 0.01234462898102281
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    "shadowMaxDrawdown": -0.10039658199240808,
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    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9366914741489538,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.490510090163749,
    "bestRawFitnessScore": 0.9427534686689462,
    "upperQuartileComboQuality": 0.6532978462327543
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  "algorithmFit": {
    "label": "moderate",
    "score": 0.5955711144046755,
    "rawScore": 0.6251198238990034,
    "confidence": 0.9054622542282329,
    "bestProfile": {
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      "portfolioSize": 3
    },
    "profileBreadth": 0.20000621634653204,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6254380257648607,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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        "5": 0.6013513513513513,
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      "comboQuality": 0.9366914741489538,
      "eligibleDays": 375,
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      "returnLift1D": 0.0008824497584908953,
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      "sampleConfidence": 0.9947368421052633,
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        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
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        "2025-02-05",
        "2025-02-06",
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      "horizonObservationCounts": {
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    },
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      "hitRate1D": 0.6166666666666667,
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      "comboQuality": 0.9243119790524511,
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      "sampleConfidence": 0.9951851851851853,
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      "riskOffActivations": 0,
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        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "sampleConfidence": 0.9936,
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.6532978462327543,
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      "shadowSharpeLike": -0.5780196157989218,
      "avgForwardReturns": {
        "1": -0.0005533119712587519,
        "5": -0.001073042344317229,
        "10": -0.0035841893813452212
      },
      "shadowMaxDrawdown": -0.22572675268367204,
      "shadowTotalReturn": -0.13266480110845236,
      "avgForwardReturn1D": -0.0005533119712587519,
      "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": 190,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015607299625030825,
        "5": 0.007867194953556835,
        "10": 0.01505013611852508
      }
    },
    {
      "topN": 5,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.531578947368421,
        "5": 0.553763440860215,
        "10": 0.4861878453038674
      },
      "hitRate1D": 0.531578947368421,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.19193532082544373,
      "eligibleDays": 359,
      "fitnessScore": 0.03375359496995849,
      "lookbackDays": 30,
      "returnLift1D": -0.0021140419337618344,
      "hitRateLift1D": -0.058950300542442435,
      "portfolioSize": 5,
      "activationRate": 0.5292479108635098,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5905292479108635,
        "5": 0.6394366197183099,
        "10": 0.6342857142857142
      },
      "sampleConfidence": 0.9954385964912281,
      "shadowSharpeLike": -0.5780196157989218,
      "avgForwardReturns": {
        "1": -0.0005533119712587519,
        "5": -0.001073042344317229,
        "10": -0.0035841893813452212
      },
      "shadowMaxDrawdown": -0.22572675268367204,
      "shadowTotalReturn": -0.13266480110845236,
      "avgForwardReturn1D": -0.0005533119712587519,
      "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": 190,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015607299625030825,
        "5": 0.007867194953556835,
        "10": 0.01505013611852508
      }
    },
    {
      "topN": 2,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5465116279069767,
        "5": 0.524390243902439,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.5465116279069767,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1905113121722781,
      "eligibleDays": 326,
      "fitnessScore": 0.03172793061799746,
      "lookbackDays": 63,
      "returnLift1D": -0.0022392214989653166,
      "hitRateLift1D": -0.05164788129547726,
      "portfolioSize": 2,
      "activationRate": 0.26380368098159507,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.598159509202454,
        "5": 0.6428571428571429,
        "10": 0.6624605678233438
      },
      "sampleConfidence": 0.9937984496124032,
      "shadowSharpeLike": -0.41950562713522216,
      "avgForwardReturns": {
        "1": -0.0005930839417811538,
        "5": -0.0009726659208105578,
        "10": -0.001950426438704973
      },
      "shadowMaxDrawdown": -0.11793672738879035,
      "shadowTotalReturn": -0.0710684959474095,
      "avgForwardReturn1D": -0.0005930839417811538,
      "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": 86,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": 0.001646137557184163,
        "5": 0.009308910645208989,
        "10": 0.018023206570643296
      }
    },
    {
      "topN": 3,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5370370370370371,
        "5": 0.5253164556962026,
        "10": 0.45098039215686275
      },
      "hitRate1D": 0.5370370370370371,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.16067206336711476,
      "eligibleDays": 359,
      "fitnessScore": -0.01371193802435647,
      "lookbackDays": 30,
      "returnLift1D": -0.002239367084619036,
      "hitRateLift1D": -0.053492210873826385,
      "portfolioSize": 3,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5905292479108635,
        "5": 0.6394366197183099,
        "10": 0.6342857142857142
      },
      "sampleConfidence": 0.9946502057613169,
      "shadowSharpeLike": -0.6459905440742871,
      "avgForwardReturns": {
        "1": -0.0006786371221159536,
        "5": -0.0032455472133768896,
        "10": -0.0057991021119407574
      },
      "shadowMaxDrawdown": -0.24285053725361816,
      "shadowTotalReturn": -0.1338235022617168,
      "avgForwardReturn1D": -0.0006786371221159536,
      "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": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015607299625030825,
        "5": 0.007867194953556835,
        "10": 0.01505013611852508
      }
    },
    {
      "topN": 2,
      "ticker": "WELL",
      "hitRates": {
        "1": 0.5284552845528455,
        "5": 0.5210084033613446,
        "10": 0.43859649122807015
      },
      "hitRate1D": 0.5284552845528455,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11720124280766224,
      "eligibleDays": 359,
      "fitnessScore": -0.09422505277301736,
      "lookbackDays": 30,
      "returnLift1D": -0.0025575326315184508,
      "hitRateLift1D": -0.06207396335801796,
      "portfolioSize": 2,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5905292479108635,
        "5": 0.6394366197183099,
        "10": 0.6342857142857142
      },
      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": -0.7482860504523318,
      "avgForwardReturns": {
        "1": -0.0009968026690153683,
        "5": -0.002960679961135619,
        "10": -0.008272776874271479
      },
      "shadowMaxDrawdown": -0.23142262590761264,
      "shadowTotalReturn": -0.13947032117945524,
      "avgForwardReturn1D": -0.0009968026690153683,
      "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": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015607299625030825,
        "5": 0.007867194953556835,
        "10": 0.01505013611852508
      }
    }
  ],
  "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": 0.9366914741489538,
      "fitnessScore": 0.9427534686689462,
      "lookbackDays": 14,
      "returnLift1D": 0.0008824497584908953,
      "activationRate": 0.4053333333333333,
      "activationCount": 152,
      "sampleConfidence": 0.9947368421052633,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.45350800337549324,
      "avgForwardReturn1D": 0.00271892689397137
    },
    {
      "comboQuality": 0.6532978462327543,
      "fitnessScore": 0.48938475764973366,
      "lookbackDays": 21,
      "returnLift1D": -0.000663004979874514,
      "activationRate": 0.4701086956521739,
      "activationCount": 173,
      "sampleConfidence": 0.994990366088632,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.145507465071675,
      "avgForwardReturn1D": 0.0010423506372131248
    },
    {
      "comboQuality": 0.19193532082544373,
      "fitnessScore": 0.03375359496995849,
      "lookbackDays": 30,
      "returnLift1D": -0.0021140419337618344,
      "activationRate": 0.5292479108635098,
      "activationCount": 190,
      "sampleConfidence": 0.9954385964912281,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.13266480110845236,
      "avgForwardReturn1D": -0.0005533119712587519
    },
    {
      "comboQuality": 0.6488322462922639,
      "fitnessScore": 0.4850602358420569,
      "lookbackDays": 45,
      "returnLift1D": -0.0008444642177674723,
      "activationRate": 0.4883720930232558,
      "activationCount": 168,
      "sampleConfidence": 0.9952380952380953,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11290315215790336,
      "avgForwardReturn1D": 0.0008405136364645878
    },
    {
      "comboQuality": 0.490510090163749,
      "fitnessScore": 0.3416478763426746,
      "lookbackDays": 63,
      "returnLift1D": -0.0013549649316418934,
      "activationRate": 0.5766871165644172,
      "activationCount": 188,
      "sampleConfidence": 0.9953900709219858,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.016365554818696726,
      "avgForwardReturn1D": 0.0002911726255422696
    }
  ],
  "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": "6c2b4b7667ee37362fd8ecca41cff67fafdf16e5e0e3cf3c306e7a00d2d6fea4",
    "size": 13,
    "members": [
      "SMH",
      "WELL",
      "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
0.726
Liquidity
0.947
Momentum
0.732
Relative strength
0.830
Trend quality
0.747
Stability
0.770
Aggression
0.355
Downside risk
0.649
Drawdown state
1
Quality momentum
0.743
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.975
Benchmark Independence 3m Score
0.703
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.209
Correlation Change Score
0.364
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.581
Distance From Sma 200 Score
0.881
Distance From Sma 50 Score
0.698
Downside Volatility 1m Score
0.142
Downside Volatility 1y Score
0.240
Downside Volatility 2y Score
0.231
Downside Volatility 3m Score
0.292
Downside Volatility 5y Score
0.254
Downside Volatility 6m Score
0.280
Drawdown Recovery Score
1
Excess Return 1m Score
0.715
Excess Return 1y Score
1
Excess Return 3m Score
0.835
Excess Return 6m Score
0.925
Expected Shortfall 95 1y Score
0.700
Log Avg Dollar Volume 20d Score
0.947
Log Market Cap Score
0.726
Drawdown Score 1m
0.899
Drawdown Score 1y
0.806
Drawdown Score 2y
0.838
Drawdown Score 3m
0.718
Drawdown Score 5y
0.592
Drawdown Score 6m
0.795
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.581
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.742
Relative Strength Slope 3m Score
0.599
Relative Volume 20d Score
0.202
Return 1m Score
0.725
Return 1w Score
0.577
Return 1y Score
0.848
Return 2y Score
0.690
Return 3m Score
0.802
Return 5y Score
0.243
Return 6m Score
0.781
Return Skewness 1y Score
0.477
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.817
Sharpe 2y Score
0.822
Sharpe 3m Score
1
Sharpe 5y Score
0.616
Sharpe 6m Score
0.882
Sortino 1m Score
1
Sortino 1y Score
0.630
Sortino 2y Score
0.635
Sortino 3m Score
0.794
Sortino 5y Score
0.509
Sortino 6m Score
0.670
Trend R2 1m Score
0.872
Trend R2 1w Score
0.825
Trend R2 1y Score
0.862
Trend R2 2y Score
0.961
Trend R2 3m Score
0.495
Trend R2 5y Score
0.818
Trend R2 6m Score
0.632
Trend Slope 1m Score
0.816
Trend Slope 1w Score
0.754
Trend Slope 1y Score
0.588
Trend Slope 2y Score
0.589
Trend Slope 3m Score
0.640
Trend Slope 5y Score
0.562
Trend Slope 6m Score
0.593
Volatility 1m Score
0.213
Volatility 1w Score
0.052
Volatility 1y Score
0.233
Volatility 2y Score
0.228
Volatility 3m Score
0.300
Volatility 5y Score
0.252
Volatility 6m Score
0.273
Worst Day 1y Score
0.754
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
692,529,231.679
Best Day 1y
0.048
Beta To Benchmark 1y
-0.044
Beta 3m
-0.626
Beta Change
-0.582
Beta To Sector 1y
0.959
Correlation To Benchmark 1y
-0.025
Correlation 3m
-0.297
Correlation Change
-0.272
Correlation To Sector 1y
0.607
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.975
Benchmark Independence 3m Score
0.703
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.209
Correlation Change Score
0.364
Current Drawdown Score
1
Distance From Sma 20 Score
0.581
Distance From Sma 200 Score
0.881
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.049
Distance From Sma 200
0.229
Distance From Sma 50
0.119
Downside Capture 1y
2.890
Downside Volatility 1m
0.156
Downside Volatility 1w
-
Downside Volatility 1y
0.230
Downside Volatility 2y
0.224
Downside Volatility 3m
0.269
Downside Volatility 5y
0.241
Downside Volatility 6m
0.260
Drawdown Recovery
1
Excess Return 1m
0.129
Excess Return 1y
0.370
Excess Return 3m
0.201
Excess Return 6m
0.255
Expected Shortfall 95 1y
-0.030
Market Cap
177,939,855,411.5
Max Drawdown 1m
-0.025
Max Drawdown 1w
-0.005
Max Drawdown 1y
-0.126
Max Drawdown 2y
-0.130
Max Drawdown 3m
-0.113
Max Drawdown 5y
-0.408
Max Drawdown 6m
-0.113
Momentum Acceleration 1m Vs 3m
0.055
Momentum Acceleration 3m Vs 6m
0.024
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.846
Return 1m
0.135
Return 1w
0.023
Return 1y
0.557
Return 2y
1.415
Return 3m
0.241
Return 5y
2.154
Return 6m
0.337
Return Skewness 1y
-0.140
Sector Excess Return 1y
0.469
Sharpe 1m
7.362
Sharpe 1y
2.083
Sharpe 2y
2.108
Sharpe 3m
3.281
Sharpe 5y
1.081
Sharpe 6m
2.412
Sortino 1m
9.871
Sortino 1y
2.038
Sortino 2y
2.083
Sortino 3m
3.355
Sortino 5y
1.074
Sortino 6m
2.362
Trend R2 1m
0.872
Trend R2 1w
0.825
Trend R2 1y
0.862
Trend R2 2y
0.961
Trend R2 3m
0.495
Trend R2 5y
0.818
Trend R2 6m
0.632
Trend 1m
0.005
Trend 1w
0.004
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.454
Value At Risk 95 1y
-0.022
Volatility 1m
0.210
Volatility 1w
0.089
Volatility 1y
0.225
Volatility 2y
0.221
Volatility 3m
0.275
Volatility 5y
0.239
Volatility 6m
0.255
Worst Day 1y
-0.049
Distance From Sma 50 Score
0.698
Downside Volatility 1y Score
0.240
Downside Volatility 3m Score
0.292
Drawdown Recovery Score
1
Excess Return 1m Score
0.715
Excess Return 1y Score
1
Excess Return 3m Score
0.835
Excess Return 6m Score
0.925
Expected Shortfall 95 1y Score
0.700
Log Avg Dollar Volume 20d Score
0.947
Log Market Cap Score
0.726
Drawdown Score 1y
0.806
Drawdown Score 5y
0.592
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.581
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.742
Relative Volume 20d Score
0.202
Return 1m Score
0.725
Return 1y Score
0.848
Return 3m Score
0.802
Return 6m Score
0.781
Return Skewness 1y Score
0.477
Sortino 1y Score
0.630
Sortino 3m Score
0.794
Trend R2 1y Score
0.862
Trend R2 3m Score
0.495
Trend Slope 1y Score
0.588
Trend Slope 3m Score
0.640
Volatility 1y Score
0.233
Volatility 3m Score
0.300