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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

XOM

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

Research Detail

XOM

Exxon Mobil

Category

Sector: Energy

Industry / Category: Integrated Oil & Gas

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Integrated energy major with oil, gas, refining, and dividend income exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.443
Correlation To Benchmark 1y
-0.226
Inverse To Benchmark 1y
0.774
Drawdown Score 1m
0.881
Drawdown Score 3m
0.593
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
0.634
Drawdown Score 1y
0.691
Drawdown Score 2y
0.749
Drawdown Score 5y
0.795
Return 1w
0.075
Return 1m
0.123
Return 3m
0.057
Return 6m
0.190
Return 1y
0.492
Return 2y
0.410
Return 5y
2.199
Sharpe 1m
5.567
Sharpe 3m
0.901
Sharpe 6m
1.342
Sharpe 1y
1.731
Sharpe 2y
0.821
Sharpe 5y
1.004
Trend 1w
0.015
Trend 1m
0.006
Trend 3m
-0.001
Trend 6m
-0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.101
Volatility 1m
0.256
Volatility 3m
0.290
Volatility 6m
0.291
Volatility 1y
0.249
Volatility 2y
0.247
Volatility 5y
0.267
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
XOM
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
Energy
Sector Benchmark Ticker
XLE
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
0.522
Aptet Fit Raw Score
0.550
Aptet Fit Confidence
0.898
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.389
Force Fit Raw Score
0.415
Force Fit Confidence
0.879
Force Fit Label
weak
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",
      "XOM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "XOM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "XOM",
    "hitRates": {
      "1": 0.6310679611650486,
      "5": 0.6504854368932039,
      "10": 0.6407766990291263
    },
    "hitRate1D": 0.6310679611650486,
    "comboQuality": 0.8588138247668132,
    "eligibleDays": 297,
    "fitnessScore": 0.747204005548898,
    "lookbackDays": 63,
    "returnLift1D": 0.0013614355031730827,
    "hitRateLift1D": 0.06541139550848296,
    "activationRate": 0.3468013468013468,
    "activationCount": 103,
    "baselineHitRates": {
      "1": 0.5656565656565656,
      "5": 0.5938566552901023,
      "10": 0.6041666666666666
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.500984461650928,
    "avgForwardReturns": {
      "1": 0.002839450923063893,
      "5": 0.011561088271323168,
      "10": 0.02321494732281906
    },
    "shadowMaxDrawdown": -0.14565102484289671,
    "shadowTotalReturn": 0.3123278009848396,
    "avgForwardReturn1D": 0.002839450923063893,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03",
      "2025-11-10",
      "2025-11-11",
      "2025-11-12",
      "2025-11-13",
      "2025-11-14"
    ],
    "horizonObservationCounts": {
      "1": 103,
      "5": 103,
      "10": 103
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014780154198908103,
      "5": 0.007531032855545517,
      "10": 0.014879223111474913
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8588138247668132,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.443264177877589,
    "bestRawFitnessScore": 0.747204005548898,
    "upperQuartileComboQuality": 0.5951011396781504
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5222878331454979,
    "rawScore": 0.5503470302840201,
    "confidence": 0.8980308947100465,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.20013362045916736,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.47722000249212493,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.6310679611650486,
        "5": 0.6504854368932039,
        "10": 0.6407766990291263
      },
      "hitRate1D": 0.6310679611650486,
      "comboQuality": 0.8588138247668132,
      "eligibleDays": 297,
      "fitnessScore": 0.747204005548898,
      "lookbackDays": 63,
      "returnLift1D": 0.0013614355031730827,
      "hitRateLift1D": 0.06541139550848296,
      "activationRate": 0.3468013468013468,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5656565656565656,
        "5": 0.5938566552901023,
        "10": 0.6041666666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.500984461650928,
      "avgForwardReturns": {
        "1": 0.002839450923063893,
        "5": 0.011561088271323168,
        "10": 0.02321494732281906
      },
      "shadowMaxDrawdown": -0.14565102484289671,
      "shadowTotalReturn": 0.3123278009848396,
      "avgForwardReturn1D": 0.002839450923063893,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014780154198908103,
        "5": 0.007531032855545517,
        "10": 0.014879223111474913
      }
    },
    {
      "topN": 5,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5774647887323944,
        "5": 0.6028368794326241,
        "10": 0.6099290780141844
      },
      "hitRate1D": 0.5774647887323944,
      "comboQuality": 0.839204521358218,
      "eligibleDays": 297,
      "fitnessScore": 0.7135106653899248,
      "lookbackDays": 63,
      "returnLift1D": 0.0006201920942968031,
      "hitRateLift1D": 0.011808223075828739,
      "activationRate": 0.4781144781144781,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5656565656565656,
        "5": 0.5938566552901023,
        "10": 0.6041666666666666
      },
      "sampleConfidence": 0.9990610328638498,
      "shadowSharpeLike": 1.317873808254274,
      "avgForwardReturns": {
        "1": 0.0020982075141876134,
        "5": 0.0072949785891157646,
        "10": 0.016706343224819876
      },
      "shadowMaxDrawdown": -0.14565102484289694,
      "shadowTotalReturn": 0.3073840847006404,
      "avgForwardReturn1D": 0.0020982075141876134,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-22",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014780154198908103,
        "5": 0.007531032855545517,
        "10": 0.014879223111474913
      }
    },
    {
      "topN": 4,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5859375,
        "5": 0.6015625,
        "10": 0.59375
      },
      "hitRate1D": 0.5859375,
      "comboQuality": 0.814509893836749,
      "eligibleDays": 297,
      "fitnessScore": 0.6755087067143197,
      "lookbackDays": 63,
      "returnLift1D": 0.0006958667453476456,
      "hitRateLift1D": 0.020280934343434365,
      "activationRate": 0.43097643097643096,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5656565656565656,
        "5": 0.5938566552901023,
        "10": 0.6041666666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.269423537977475,
      "avgForwardReturns": {
        "1": 0.002173882165238456,
        "5": 0.006539041138410113,
        "10": 0.017431590033592556
      },
      "shadowMaxDrawdown": -0.14565102484289671,
      "shadowTotalReturn": 0.2841413129113466,
      "avgForwardReturn1D": 0.002173882165238456,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-29",
        "2025-10-31",
        "2025-11-05"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014780154198908103,
        "5": 0.007531032855545517,
        "10": 0.014879223111474913
      }
    },
    {
      "topN": 4,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5774647887323944,
        "5": 0.5942028985507246,
        "10": 0.5298507462686567
      },
      "hitRate1D": 0.5774647887323944,
      "comboQuality": 0.6178931153452207,
      "eligibleDays": 352,
      "fitnessScore": 0.45573532590578547,
      "lookbackDays": 14,
      "returnLift1D": 0.000043506258595790845,
      "hitRateLift1D": 0.013362224629830277,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5641025641025641,
        "5": 0.6023054755043228,
        "10": 0.597667638483965
      },
      "sampleConfidence": 0.9943661971830986,
      "shadowSharpeLike": 0.6653354658967204,
      "avgForwardReturns": {
        "1": 0.0013411292775251879,
        "5": 0.003346464522588147,
        "10": 0.005421370380513105
      },
      "shadowMaxDrawdown": -0.17221124304110635,
      "shadowTotalReturn": 0.1559771829937171,
      "avgForwardReturn1D": 0.0013411292775251879,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 138,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.001297623018929397,
        "5": 0.006344282151817631,
        "10": 0.011248310056702853
      }
    },
    {
      "topN": 5,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5507246376811594,
        "5": 0.5869565217391305,
        "10": 0.6159420289855072
      },
      "hitRate1D": 0.5507246376811594,
      "comboQuality": 0.5993181149117024,
      "eligibleDays": 315,
      "fitnessScore": 0.4385774395739625,
      "lookbackDays": 45,
      "returnLift1D": -0.00017060281784388393,
      "hitRateLift1D": -0.014354727398205647,
      "activationRate": 0.4380952380952381,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5650793650793651,
        "5": 0.5852090032154341,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.72948494241145,
      "avgForwardReturns": {
        "1": 0.0012530689853108333,
        "5": 0.0066689863674936605,
        "10": 0.017534683875237933
      },
      "shadowMaxDrawdown": -0.1578966200737575,
      "shadowTotalReturn": 0.1484302609613144,
      "avgForwardReturn1D": 0.0012530689853108333,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-08",
        "2025-07-10",
        "2025-07-25",
        "2025-07-29"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014236718031547173,
        "5": 0.006812774593530943,
        "10": 0.013380279686096954
      }
    },
    {
      "topN": 5,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.5548780487804879,
        "10": 0.5217391304347826
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.5936954812669664,
      "eligibleDays": 339,
      "fitnessScore": 0.43343799321237836,
      "lookbackDays": 21,
      "returnLift1D": -0.00034229328835887977,
      "hitRateLift1D": 0.008006742520016874,
      "activationRate": 0.49557522123893805,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5634218289085545,
        "5": 0.591044776119403,
        "10": 0.5848484848484848
      },
      "sampleConfidence": 0.9956349206349207,
      "shadowSharpeLike": 0.5108719994874595,
      "avgForwardReturns": {
        "1": 0.000864904718823026,
        "5": 0.001619742268426589,
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        "10": 0.004468721502794225
      },
      "shadowMaxDrawdown": -0.2035059910965058,
      "shadowTotalReturn": -0.04700890251113332,
      "avgForwardReturn1D": -0.00008065067858779455,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011009639221996718,
        "5": 0.005770377472937278,
        "10": 0.012502003014757951
      }
    },
    {
      "topN": 2,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5813953488372093,
        "5": 0.5,
        "10": 0.5232558139534884
      },
      "hitRate1D": 0.5813953488372093,
      "comboQuality": 0.26418675355384824,
      "eligibleDays": 330,
      "fitnessScore": 0.1246495796703937,
      "lookbackDays": 30,
      "returnLift1D": -0.0011401593305635865,
      "hitRateLift1D": 0.020789288231148784,
      "activationRate": 0.2606060606060606,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.5606060606060606,
        "5": 0.5858895705521472,
        "10": 0.5950155763239875
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.06631045381910741,
      "avgForwardReturns": {
        "1": -0.00003919540836391466,
        "5": -0.002476067931720976,
        "10": 0.007946985570509164
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      "shadowMaxDrawdown": -0.1922382773340161,
      "shadowTotalReturn": -0.028639507117341645,
      "avgForwardReturn1D": -0.00003919540836391466,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 86,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011009639221996718,
        "5": 0.005770377472937278,
        "10": 0.012502003014757951
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    },
    {
      "topN": 3,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5675675675675675,
        "5": 0.5045045045045045,
        "10": 0.5135135135135135
      },
      "hitRate1D": 0.5675675675675675,
      "comboQuality": 0.2553184100382233,
      "eligibleDays": 330,
      "fitnessScore": 0.11450203444958021,
      "lookbackDays": 30,
      "returnLift1D": -0.0012237466636788735,
      "hitRateLift1D": 0.006961506961506991,
      "activationRate": 0.33636363636363636,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5606060606060606,
        "5": 0.5858895705521472,
        "10": 0.5950155763239875
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.11577150373979864,
      "avgForwardReturns": {
        "1": -0.00012278274147920181,
        "5": -0.0005549518576625363,
        "10": 0.007350043121287706
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      "shadowMaxDrawdown": -0.21880009624296193,
      "shadowTotalReturn": -0.043532168154624795,
      "avgForwardReturn1D": -0.00012278274147920181,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-06-17",
        "2025-06-23",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011009639221996718,
        "5": 0.005770377472937278,
        "10": 0.012502003014757951
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.6178931153452207,
      "fitnessScore": 0.45573532590578547,
      "lookbackDays": 14,
      "returnLift1D": 0.000043506258595790845,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "sampleConfidence": 0.9943661971830986,
      "shadowTotalReturn": 0.1559771829937171,
      "avgForwardReturn1D": 0.0013411292775251879
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5936954812669664,
      "fitnessScore": 0.43343799321237836,
      "lookbackDays": 21,
      "returnLift1D": -0.00034229328835887977,
      "activationRate": 0.49557522123893805,
      "activationCount": 168,
      "sampleConfidence": 0.9956349206349207,
      "shadowTotalReturn": 0.1128065359182171,
      "avgForwardReturn1D": 0.000864904718823026
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2900690124748138,
      "fitnessScore": 0.15308924289714912,
      "lookbackDays": 30,
      "returnLift1D": -0.0011479176332852923,
      "activationRate": 0.46060606060606063,
      "activationCount": 152,
      "sampleConfidence": 0.9982456140350878,
      "shadowTotalReturn": -0.04579193662180481,
      "avgForwardReturn1D": -0.000046953711085620375
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5993181149117024,
      "fitnessScore": 0.4385774395739625,
      "lookbackDays": 45,
      "returnLift1D": -0.00017060281784388393,
      "activationRate": 0.4380952380952381,
      "activationCount": 138,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.1484302609613144,
      "avgForwardReturn1D": 0.0012530689853108333
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8588138247668132,
      "fitnessScore": 0.747204005548898,
      "lookbackDays": 63,
      "returnLift1D": 0.0013614355031730827,
      "activationRate": 0.3468013468013468,
      "activationCount": 103,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3123278009848396,
      "avgForwardReturn1D": 0.002839450923063893
    }
  ],
  "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": "af958b199934ce7a7e23fbf0c44f952c299a7bc0ae1dea4e0ba6c3bd8d82fbe0",
    "size": 13,
    "members": [
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY",
      "XOM"
    ],
    "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",
      "XOM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "XOM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "XOM",
    "hitRates": {
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      "5": 0.6,
      "10": 0.591304347826087
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    "hitRate1D": 0.591304347826087,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.6358960332074638,
    "eligibleDays": 326,
    "fitnessScore": 0.47267103865879145,
    "lookbackDays": 63,
    "returnLift1D": 0.00026178847999161676,
    "hitRateLift1D": 0.026887169911976594,
    "portfolioSize": 3,
    "activationRate": 0.35276073619631904,
    "activationCount": 115,
    "baselineHitRates": {
      "1": 0.5644171779141104,
      "5": 0.5869565217391305,
      "10": 0.5867507886435331
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.7321169239528278,
    "avgForwardReturns": {
      "1": 0.0015440375935194437,
      "5": 0.007374844811371816,
      "10": 0.018318431379903032
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    "shadowMaxDrawdown": -0.14597304101938602,
    "shadowTotalReturn": 0.15938570045685685,
    "avgForwardReturn1D": 0.0015440375935194437,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-10",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-05-14"
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    "horizonObservationCounts": {
      "1": 115,
      "5": 115,
      "10": 115
    },
    "baselineAvgForwardReturns": {
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      "5": 0.006975206993103693,
      "10": 0.013577254525069289
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6358960332074638,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3872802834935583,
    "bestRawFitnessScore": 0.47267103865879145,
    "upperQuartileComboQuality": 0.4455639200369342
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.38935010448449486,
    "rawScore": 0.4145119471076891,
    "confidence": 0.8785953321791362,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.1498129837650513,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.2641222435995636,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "XOM",
      "hitRates": {
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        "5": 0.6,
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      "hitRate1D": 0.591304347826087,
      "rankWeights": [
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      "comboQuality": 0.6358960332074638,
      "eligibleDays": 326,
      "fitnessScore": 0.47267103865879145,
      "lookbackDays": 63,
      "returnLift1D": 0.00026178847999161676,
      "hitRateLift1D": 0.026887169911976594,
      "portfolioSize": 3,
      "activationRate": 0.35276073619631904,
      "activationCount": 115,
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        "1": 0.5644171779141104,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-04-07",
        "2025-04-10",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-14"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.581081081081081,
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      "comboQuality": 0.6017177970038297,
      "eligibleDays": 375,
      "fitnessScore": 0.4407781056332661,
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      "returnLift1D": 0.000020615763046431682,
      "hitRateLift1D": 0.015747747747747676,
      "portfolioSize": 4,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
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        "1": 0.5653333333333334,
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      "sampleConfidence": 0.9950450450450451,
      "shadowSharpeLike": 0.6085850561449101,
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        "10": 0.00614530790268377
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      "shadowMaxDrawdown": -0.17266192281832637,
      "shadowTotalReturn": 0.14523791751188453,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-05",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "shadowSharpeLike": 0.36019673121005974,
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      "shadowMaxDrawdown": -0.20762053897328936,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.4455639200369342,
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      "avgForwardReturn1D": 0.0005623236844442555,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-25",
        "2025-05-14",
        "2025-09-03",
        "2025-11-17",
        "2025-12-31",
        "2026-01-02",
        "2026-01-05",
        "2026-01-06",
        "2026-01-12"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.001282249113527827,
        "5": 0.006975206993103693,
        "10": 0.013577254525069289
      }
    },
    {
      "topN": 4,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5177304964539007,
        "5": 0.6028368794326241,
        "10": 0.5886524822695035
      },
      "hitRate1D": 0.5177304964539007,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.27724048142132374,
      "eligibleDays": 344,
      "fitnessScore": 0.13919792340958664,
      "lookbackDays": 45,
      "returnLift1D": -0.0009149016530548633,
      "hitRateLift1D": -0.043316015174006295,
      "portfolioSize": 4,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.561046511627907,
        "5": 0.5941176470588235,
        "10": 0.5791044776119403
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.09785825114110572,
      "avgForwardReturns": {
        "1": 0.00032421253167634975,
        "5": 0.003560668384374856,
        "10": 0.010230213233090436
      },
      "shadowMaxDrawdown": -0.2437887368632592,
      "shadowTotalReturn": 0.0011633173036844635,
      "avgForwardReturn1D": 0.00032421253167634975,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012391141847312131,
        "5": 0.006061722615445267,
        "10": 0.010770562580134006
      }
    },
    {
      "topN": 5,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5177304964539007,
        "5": 0.6028368794326241,
        "10": 0.5886524822695035
      },
      "hitRate1D": 0.5177304964539007,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.27724048142132374,
      "eligibleDays": 344,
      "fitnessScore": 0.13919792340958664,
      "lookbackDays": 45,
      "returnLift1D": -0.0009149016530548633,
      "hitRateLift1D": -0.043316015174006295,
      "portfolioSize": 5,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.561046511627907,
        "5": 0.5941176470588235,
        "10": 0.5791044776119403
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.09785825114110572,
      "avgForwardReturns": {
        "1": 0.00032421253167634975,
        "5": 0.003560668384374856,
        "10": 0.010230213233090436
      },
      "shadowMaxDrawdown": -0.2437887368632592,
      "shadowTotalReturn": 0.0011633173036844635,
      "avgForwardReturn1D": 0.00032421253167634975,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012391141847312131,
        "5": 0.006061722615445267,
        "10": 0.010770562580134006
      }
    },
    {
      "topN": 3,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5254237288135594,
        "5": 0.6186440677966102,
        "10": 0.5847457627118644
      },
      "hitRate1D": 0.5254237288135594,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.22899765704013492,
      "eligibleDays": 344,
      "fitnessScore": 0.08292447916016918,
      "lookbackDays": 45,
      "returnLift1D": -0.00104105451822566,
      "hitRateLift1D": -0.03562278281434761,
      "portfolioSize": 3,
      "activationRate": 0.3430232558139535,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.561046511627907,
        "5": 0.5941176470588235,
        "10": 0.5791044776119403
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.03428197234609408,
      "avgForwardReturns": {
        "1": 0.00019805966650555316,
        "5": 0.0037635653568024443,
        "10": 0.009773104321525658
      },
      "shadowMaxDrawdown": -0.26914571878832605,
      "shadowTotalReturn": -0.01357242841992079,
      "avgForwardReturn1D": 0.00019805966650555316,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012391141847312131,
        "5": 0.006061722615445267,
        "10": 0.010770562580134006
      }
    },
    {
      "topN": 2,
      "ticker": "XOM",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.611764705882353,
        "10": 0.5764705882352941
      },
      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2057432122837589,
      "eligibleDays": 344,
      "fitnessScore": 0.052828846537149574,
      "lookbackDays": 45,
      "returnLift1D": -0.0011482355871296462,
      "hitRateLift1D": -0.031634746922024615,
      "portfolioSize": 2,
      "activationRate": 0.24709302325581395,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.561046511627907,
        "5": 0.5941176470588235,
        "10": 0.5791044776119403
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.034088954828404086,
      "avgForwardReturns": {
        "1": 0.00009087859760156705,
        "5": 0.0006298210394799575,
        "10": 0.0022672724546811346
      },
      "shadowMaxDrawdown": -0.19510009737927014,
      "shadowTotalReturn": -0.02383924822608785,
      "avgForwardReturn1D": 0.00009087859760156705,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 85,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012391141847312131,
        "5": 0.006061722615445267,
        "10": 0.010770562580134006
      }
    }
  ],
  "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": 0.6017177970038297,
      "fitnessScore": 0.4407781056332661,
      "lookbackDays": 14,
      "returnLift1D": 0.000020615763046431682,
      "activationRate": 0.39466666666666667,
      "activationCount": 148,
      "sampleConfidence": 0.9950450450450451,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14523791751188453,
      "avgForwardReturn1D": 0.0012306999187522134
    },
    {
      "comboQuality": 0.4455639200369342,
      "fitnessScore": 0.30190562199400073,
      "lookbackDays": 21,
      "returnLift1D": -0.0006346183499357113,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.9956709956709957,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.05880966546638966,
      "avgForwardReturn1D": 0.0006730061293182788
    },
    {
      "comboQuality": 0.41132105422016113,
      "fitnessScore": 0.2711284846181829,
      "lookbackDays": 30,
      "returnLift1D": -0.0006281974413784351,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "sampleConfidence": 0.9991111111111112,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06049959049819931,
      "avgForwardReturn1D": 0.0006544792329319822
    },
    {
      "comboQuality": 0.27724048142132374,
      "fitnessScore": 0.13919792340958664,
      "lookbackDays": 45,
      "returnLift1D": -0.0009149016530548633,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0011633173036844635,
      "avgForwardReturn1D": 0.00032421253167634975
    },
    {
      "comboQuality": 0.6358960332074638,
      "fitnessScore": 0.47267103865879145,
      "lookbackDays": 63,
      "returnLift1D": 0.00026178847999161676,
      "activationRate": 0.35276073619631904,
      "activationCount": 115,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.15938570045685685,
      "avgForwardReturn1D": 0.0015440375935194437
    }
  ],
  "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": "af958b199934ce7a7e23fbf0c44f952c299a7bc0ae1dea4e0ba6c3bd8d82fbe0",
    "size": 13,
    "members": [
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY",
      "XOM"
    ],
    "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
0.852
Liquidity
1
Momentum
0.650
Relative strength
0.674
Trend quality
0.375
Stability
0.713
Aggression
0.392
Downside risk
0.612
Drawdown state
0.890
Quality momentum
0.580
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.774
Benchmark Independence 3m Score
0.559
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.231
Correlation Change Score
0.392
Current Drawdown Score
0.879
Days Since 52w High Score
0.313
Distance From 52w High Score
0.879
Distance From Sma 20 Score
0.665
Distance From Sma 200 Score
0.746
Distance From Sma 50 Score
0.620
Downside Volatility 1m Score
0.194
Downside Volatility 1y Score
0.280
Downside Volatility 2y Score
0.282
Downside Volatility 3m Score
0.324
Downside Volatility 5y Score
0.297
Downside Volatility 6m Score
0.345
Drawdown Recovery Score
1
Excess Return 1m Score
0.694
Excess Return 1y Score
1
Excess Return 3m Score
0.527
Excess Return 6m Score
0.679
Expected Shortfall 95 1y Score
0.646
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.852
Drawdown Score 1m
0.881
Drawdown Score 1y
0.691
Drawdown Score 2y
0.749
Drawdown Score 3m
0.593
Drawdown Score 5y
0.795
Drawdown Score 6m
0.634
Momentum Acceleration 1m Vs 3m Score
0.847
Momentum Acceleration 3m Vs 6m Score
0.457
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.898
Relative Strength Slope 3m Score
0.389
Relative Volume 20d Score
0.226
Return 1m Score
0.705
Return 1w Score
0.750
Return 1y Score
0.807
Return 2y Score
0.403
Return 3m Score
0.571
Return 5y Score
0.246
Return 6m Score
0.658
Return Skewness 1y Score
0.443
Sector Excess Return 1y Score
0.598
Sharpe 1m Score
1
Sharpe 1y Score
0.746
Sharpe 2y Score
0.564
Sharpe 3m Score
0.580
Sharpe 5y Score
0.601
Sharpe 6m Score
0.668
Sortino 1m Score
1
Sortino 1y Score
0.582
Sortino 2y Score
0.472
Sortino 3m Score
0.487
Sortino 5y Score
0.498
Sortino 6m Score
0.533
Trend R2 1m Score
0.781
Trend R2 1w Score
0.973
Trend R2 1y Score
0.770
Trend R2 2y Score
0.569
Trend R2 3m Score
0.224
Trend R2 5y Score
0.765
Trend R2 6m Score
0.008
Trend Slope 1m Score
0.871
Trend Slope 1w Score
1
Trend Slope 1y Score
0.611
Trend Slope 2y Score
0.547
Trend Slope 3m Score
0.429
Trend Slope 5y Score
0.542
Trend Slope 6m Score
0.492
Volatility 1m Score
0.275
Volatility 1w Score
0.068
Volatility 1y Score
0.265
Volatility 2y Score
0.262
Volatility 3m Score
0.320
Volatility 5y Score
0.290
Volatility 6m Score
0.321
Worst Day 1y Score
0.738
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,204,270,311.895
Best Day 1y
0.041
Beta To Benchmark 1y
-0.443
Beta 3m
-0.980
Beta Change
-0.537
Beta To Sector 1y
1.082
Correlation To Benchmark 1y
-0.226
Correlation 3m
-0.441
Correlation Change
-0.215
Correlation To Sector 1y
0.910
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.774
Benchmark Independence 3m Score
0.559
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.231
Correlation Change Score
0.392
Current Drawdown Score
0.879
Distance From Sma 20 Score
0.665
Distance From Sma 200 Score
0.746
Current Drawdown
-0.079
Days Since 52w High
79
Distance From 52w High
-0.079
Distance From Sma 20
0.099
Distance From Sma 200
0.148
Distance From Sma 50
0.072
Downside Capture 1y
3.622
Downside Volatility 1m
0.196
Downside Volatility 1w
-
Downside Volatility 1y
0.260
Downside Volatility 2y
0.261
Downside Volatility 3m
0.293
Downside Volatility 5y
0.272
Downside Volatility 6m
0.309
Drawdown Recovery
1
Excess Return 1m
0.117
Excess Return 1y
0.305
Excess Return 3m
0.016
Excess Return 6m
0.107
Expected Shortfall 95 1y
-0.035
Market Cap
650,508,007,604.28
Max Drawdown 1m
-0.030
Max Drawdown 1w
0
Max Drawdown 1y
-0.201
Max Drawdown 2y
-0.201
Max Drawdown 3m
-0.163
Max Drawdown 5y
-0.205
Max Drawdown 6m
-0.201
Momentum Acceleration 1m Vs 3m
0.104
Momentum Acceleration 3m Vs 6m
-0.013
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.911
Return 1m
0.123
Return 1w
0.075
Return 1y
0.492
Return 2y
0.410
Return 3m
0.057
Return 5y
2.199
Return 6m
0.190
Return Skewness 1y
-0.342
Sector Excess Return 1y
0.059
Sharpe 1m
5.567
Sharpe 1y
1.731
Sharpe 2y
0.821
Sharpe 3m
0.901
Sharpe 5y
1.004
Sharpe 6m
1.342
Sortino 1m
7.276
Sortino 1y
1.660
Sortino 2y
0.774
Sortino 3m
0.893
Sortino 5y
0.985
Sortino 6m
1.263
Trend R2 1m
0.781
Trend R2 1w
0.973
Trend R2 1y
0.770
Trend R2 2y
0.569
Trend R2 3m
0.224
Trend R2 5y
0.765
Trend R2 6m
0.008
Trend 1m
0.006
Trend 1w
0.015
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.347
Value At Risk 95 1y
-0.026
Volatility 1m
0.256
Volatility 1w
0.101
Volatility 1y
0.249
Volatility 2y
0.247
Volatility 3m
0.290
Volatility 5y
0.267
Volatility 6m
0.291
Worst Day 1y
-0.052
Distance From Sma 50 Score
0.620
Downside Volatility 1y Score
0.280
Downside Volatility 3m Score
0.324
Drawdown Recovery Score
1
Excess Return 1m Score
0.694
Excess Return 1y Score
1
Excess Return 3m Score
0.527
Excess Return 6m Score
0.679
Expected Shortfall 95 1y Score
0.646
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.852
Drawdown Score 1y
0.691
Drawdown Score 5y
0.795
Momentum Acceleration 1m Vs 3m Score
0.847
Momentum Acceleration 3m Vs 6m Score
0.457
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.898
Relative Volume 20d Score
0.226
Return 1m Score
0.705
Return 1y Score
0.807
Return 3m Score
0.571
Return 6m Score
0.658
Return Skewness 1y Score
0.443
Sortino 1y Score
0.582
Sortino 3m Score
0.487
Trend R2 1y Score
0.770
Trend R2 3m Score
0.224
Trend Slope 1y Score
0.611
Trend Slope 3m Score
0.429
Volatility 1y Score
0.265
Volatility 3m Score
0.320