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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 51-100 of 355
Page 2 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
RTXIndustrials0.6790.6390.7030.9860.559 moderate0.420 weak100%Jul 26, 2:00 AM
ROLConsumer Discretionary0.2730.3440.5530.7940.163 poor0.415 weak100%Jul 26, 2:00 AM
ROBO-0.4710.4860.7080.3950.162 poor
Ticker detail

AGIO

Health Care | v2 | as of 2026-07-10
Close

Research Detail

AGIO

AGIO

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
0.754
Correlation To Benchmark 1y
0.123
Inverse To Benchmark 1y
0.877
Drawdown Score 1m
0.747
Drawdown Score 3m
0.238
0.526 moderate
98%
Jul 26, 2:00 AM
RIOTFinancials0.5540.5220.1720.8720.096 poor0.829 strong100%Jul 26, 1:59 AM
RIOMaterials0.4680.4940.6760.8060.161 poor0.817 strong100%Jul 26, 1:59 AM
REGNHealth Care0.5120.4340.5130.9010.131 poor0.246 poor100%Jul 26, 1:59 AM
RCLConsumer Discretionary0.4510.4140.4830.9570.462 weak0.423 weak100%Jul 26, 1:58 AM
QQQ-0.5150.5450.7471.0000.358 weak0.555 moderate98%Jul 26, 1:58 AM
QCOMInformation Technology0.4820.4260.4411.0000.115 poor0.502 moderate100%Jul 26, 1:58 AM
QCLN-0.3710.4200.5520.3760.165 poor0.848 strong98%Jul 26, 1:58 AM
PRCT-0.2170.2330.2800.5410.051 poor0.094 poor100%Jul 26, 1:57 AM
PODDHealth Care0.4770.4080.4420.7870.127 poor0.181 poor100%Jul 26, 1:57 AM
PMConsumer Staples0.6330.5940.6840.9970.165 poor0.627 moderate100%Jul 26, 1:57 AM
PLTRInformation Technology0.4690.3600.3851.0000.756 good0.681 good100%Jul 26, 1:56 AM
PLDReal Estate0.5400.5770.7650.9270.331 poor0.271 poor100%Jul 26, 1:56 AM
PHIndustrials0.5760.5410.7010.9120.653 good0.581 moderate100%Jul 26, 1:56 AM
PGRFinancials0.4780.4370.6320.9600.163 poor0.095 poor100%Jul 26, 1:55 AM
PBREnergy0.6210.5960.6440.8010.077 poor0.679 good100%Jul 26, 1:55 AM
PBF-0.8790.7530.4780.6990.942 strong0.934 strong100%Jul 26, 1:55 AM
PAYCInformation Technology0.5360.4360.4350.7260.147 poor0.195 poor100%Jul 26, 1:55 AM
PATKConsumer Discretionary0.3440.3220.4550.6320.539 moderate0.504 moderate100%Jul 26, 1:54 AM
PARREnergy0.7470.6700.5450.5760.996 strong0.997 strong100%Jul 26, 1:54 AM
PANWInformation Technology0.7770.7360.5361.0000.958 strong0.917 strong100%Jul 26, 1:54 AM
PAGPEnergy0.5790.6150.7630.4940.860 strong0.784 good100%Jul 26, 1:53 AM
PAGConsumer Discretionary0.6560.6130.6390.5770.537 moderate0.405 weak100%Jul 26, 1:53 AM
PACSHealth Care0.7990.6760.3930.5350.872 strong0.889 strong100%Jul 26, 1:53 AM
OXYEnergy0.6220.5620.5980.9000.067 poor0.205 poor100%Jul 26, 1:53 AM
OVVEnergy0.5430.5570.6370.7450.523 moderate0.460 weak100%Jul 26, 1:52 AM
OUTReal Estate0.6790.7270.7250.6120.782 good0.742 good100%Jul 26, 1:52 AM
OTISIndustrials0.4640.4540.6290.8120.049 poor0.131 poor100%Jul 26, 1:52 AM
ORLAMaterials0.2910.2950.2020.5120.173 poor0.331 poor100%Jul 26, 1:51 AM
ORCLInformation Technology0.1140.1810.2751.0000.677 good0.593 moderate100%Jul 26, 1:51 AM
OPYFinancials0.7370.6730.6660.3910.835 strong0.781 good100%Jul 26, 1:51 AM
ONInformation Technology0.3980.4730.4251.0000.070 poor0.878 strong100%Jul 26, 1:50 AM
OMFFinancials0.5660.4430.5690.6140.604 moderate0.537 moderate100%Jul 26, 1:50 AM
OMCCommunication Services0.6170.4890.5820.8640.088 poor0.080 poor100%Jul 26, 1:50 AM
OKEEnergy0.6020.6010.6780.8330.080 poor0.248 poor100%Jul 26, 1:49 AM
NXPIInformation Technology0.5150.4930.5271.0000.094 poor0.218 poor100%Jul 26, 1:49 AM
NVOHealth Care0.5490.4560.3340.8920.194 poor0.225 poor100%Jul 26, 1:49 AM
NVDL-0.5610.4670.2830.8750.154 poor0.696 good98%Jul 26, 1:48 AM
NVDAInformation Technology0.5630.5320.5921.0000.630 moderate0.530 moderate100%Jul 26, 1:48 AM
NSCIndustrials0.6950.6590.7570.8440.159 poor0.394 weak100%Jul 26, 1:48 AM
NOWInformation Technology0.4060.3390.3771.0000.073 poor0.068 poor100%Jul 26, 1:47 AM
NOCIndustrials0.4900.4270.5470.9170.166 poor0.410 weak100%Jul 26, 1:47 AM
NLR-0.3260.3280.4490.5670.165 poor0.643 moderate98%Jul 26, 1:47 AM
NFLXCommunication Services0.3340.3450.5121.0000.520 moderate0.551 moderate100%Jul 26, 1:46 AM
NEEUtilities0.5440.5260.7240.9940.205 poor0.198 poor100%Jul 26, 1:46 AM
MUInformation Technology0.7090.7080.4251.0000.293 poor0.999 strong100%Jul 26, 1:46 AM
MSTRInformation Technology0.2160.2690.2071.0000.170 poor0.164 poor100%Jul 26, 1:45 AM
MSFTInformation Technology0.4580.4090.6191.0000.450 weak0.533 moderate100%Jul 26, 1:45 AM
PreviousPage 2 of 8Next
Drawdown Score 6m
0.444
Drawdown Score 1y
0.217
Drawdown Score 2y
0.203
Drawdown Score 5y
0.293
Return 1w
0.097
Return 1m
0.465
Return 3m
0.252
Return 6m
0.445
Return 1y
0.055
Return 2y
-0.033
Return 5y
-0.269
Sharpe 1m
6.795
Sharpe 3m
1.576
Sharpe 6m
1.506
Sharpe 1y
0.547
Sharpe 2y
0.360
Sharpe 5y
0.213
Trend 1w
0.024
Trend 1m
0.019
Trend 3m
0.005
Trend 6m
0.002
Trend 1y
-0.001
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
1.402
Volatility 1m
0.714
Volatility 3m
0.759
Volatility 6m
0.617
Volatility 1y
0.767
Volatility 2y
0.655
Volatility 5y
0.593
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
AGIO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:59 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.033
Aptet Fit Raw Score
0.035
Aptet Fit Confidence
0.845
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.024
Force Fit Raw Score
0.026
Force Fit Confidence
0.845
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:59 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AGIO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AGIO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AGIO",
    "hitRates": {
      "1": 0.5263157894736842,
      "5": 0.4732142857142857,
      "10": 0.4672897196261682
    },
    "hitRate1D": 0.5263157894736842,
    "comboQuality": 0.10127317038068495,
    "eligibleDays": 339,
    "fitnessScore": -0.13029467309053194,
    "lookbackDays": 21,
    "returnLift1D": -0.002165665070795884,
    "hitRateLift1D": -0.003270009342883906,
    "activationRate": 0.336283185840708,
    "activationCount": 114,
    "baselineHitRates": {
      "1": 0.5295857988165681,
      "5": 0.5808383233532934,
      "10": 0.6170212765957447
    },
    "sampleConfidence": 0.9947368421052633,
    "shadowSharpeLike": -0.1528624226986578,
    "avgForwardReturns": {
      "1": -0.0005205706830119763,
      "5": -0.01187828675623084,
      "10": -0.01787779368757769
    },
    "shadowMaxDrawdown": -0.356529561622969,
    "shadowTotalReturn": -0.1551703488749715,
    "avgForwardReturn1D": -0.0005205706830119763,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-01",
      "2025-05-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12"
    ],
    "horizonObservationCounts": {
      "1": 114,
      "5": 112,
      "10": 107
    },
    "baselineAvgForwardReturns": {
      "1": 0.0016450943877839078,
      "5": 0.0072091293008730364,
      "10": 0.014869906474757624
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.10127317038068495,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0157030801598817,
    "bestRawFitnessScore": -0.13029467309053194,
    "upperQuartileComboQuality": 0.02850687876571963
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.03256437463490914,
    "rawScore": 0.035300054010941766,
    "confidence": 0.8450042385099659,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.03350563349228217,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5263157894736842,
        "5": 0.4732142857142857,
        "10": 0.4672897196261682
      },
      "hitRate1D": 0.5263157894736842,
      "comboQuality": 0.10127317038068495,
      "eligibleDays": 339,
      "fitnessScore": -0.13029467309053194,
      "lookbackDays": 21,
      "returnLift1D": -0.002165665070795884,
      "hitRateLift1D": -0.003270009342883906,
      "activationRate": 0.336283185840708,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5808383233532934,
        "10": 0.6170212765957447
      },
      "sampleConfidence": 0.9947368421052633,
      "shadowSharpeLike": -0.1528624226986578,
      "avgForwardReturns": {
        "1": -0.0005205706830119763,
        "5": -0.01187828675623084,
        "10": -0.01787779368757769
      },
      "shadowMaxDrawdown": -0.356529561622969,
      "shadowTotalReturn": -0.1551703488749715,
      "avgForwardReturn1D": -0.0005205706830119763,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 112,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016450943877839078,
        "5": 0.0072091293008730364,
        "10": 0.014869906474757624
      }
    },
    {
      "topN": 5,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5402298850574713,
        "5": 0.5882352941176471,
        "10": 0.6121212121212121
      },
      "hitRate1D": 0.5402298850574713,
      "comboQuality": 0.060338162881942894,
      "eligibleDays": 330,
      "fitnessScore": -0.2540221606389264,
      "lookbackDays": 30,
      "returnLift1D": -0.0020174792913914266,
      "hitRateLift1D": 0.008314991440450004,
      "activationRate": 0.5303030303030303,
      "activationCount": 175,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.5969230769230769,
        "10": 0.634375
      },
      "sampleConfidence": 0.993904761904762,
      "shadowSharpeLike": -0.056597044848580164,
      "avgForwardReturns": {
        "1": -0.00014906638882604517,
        "5": 0.004198075243285258,
        "10": 0.01175335748575915
      },
      "shadowMaxDrawdown": -0.6073937744143645,
      "shadowTotalReturn": -0.29819854555198777,
      "avgForwardReturn1D": -0.00014906638882604517,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018684129025653812,
        "5": 0.009445366937643382,
        "10": 0.019625366267168726
      }
    },
    {
      "topN": 4,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5443037974683544,
        "5": 0.5974025974025974,
        "10": 0.6040268456375839
      },
      "hitRate1D": 0.5443037974683544,
      "comboQuality": 0.05172370363295832,
      "eligibleDays": 330,
      "fitnessScore": -0.2899205452235291,
      "lookbackDays": 30,
      "returnLift1D": -0.0022223276087615373,
      "hitRateLift1D": 0.012388903851333177,
      "activationRate": 0.4818181818181818,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.5969230769230769,
        "10": 0.634375
      },
      "sampleConfidence": 0.9932914046121594,
      "shadowSharpeLike": -0.09184601245065502,
      "avgForwardReturns": {
        "1": -0.0003539147061961559,
        "5": 0.00439589112107677,
        "10": 0.009412839355163844
      },
      "shadowMaxDrawdown": -0.5942429206611368,
      "shadowTotalReturn": -0.31381810210136984,
      "avgForwardReturn1D": -0.0003539147061961559,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 154,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018684129025653812,
        "5": 0.009445366937643382,
        "10": 0.019625366267168726
      }
    },
    {
      "topN": 5,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5491329479768786,
        "5": 0.4764705882352941,
        "10": 0.503030303030303
      },
      "hitRate1D": 0.5491329479768786,
      "comboQuality": 0.032031288115967546,
      "eligibleDays": 352,
      "fitnessScore": -0.39986704882899865,
      "lookbackDays": 14,
      "returnLift1D": -0.0024990887694079558,
      "hitRateLift1D": 0.023418662262592926,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5257142857142857,
        "5": 0.5809248554913294,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9957610789980733,
      "shadowSharpeLike": -0.24536969979580117,
      "avgForwardReturns": {
        "1": -0.001030165100605818,
        "5": -0.011728155466387336,
        "10": -0.011136485540336694
      },
      "shadowMaxDrawdown": -0.6132223842017182,
      "shadowTotalReturn": -0.40562020327667836,
      "avgForwardReturn1D": -0.001030165100605818,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-12",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 170,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014689236688021378,
        "5": 0.0073179319207477,
        "10": 0.014588499342098197
      }
    },
    {
      "topN": 4,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5605095541401274,
        "5": 0.4838709677419355,
        "10": 0.4900662251655629
      },
      "hitRate1D": 0.5605095541401274,
      "comboQuality": 0.03066656139306972,
      "eligibleDays": 352,
      "fitnessScore": -0.4097558766707937,
      "lookbackDays": 14,
      "returnLift1D": -0.002654383282503933,
      "hitRateLift1D": 0.034795268425841686,
      "activationRate": 0.4460227272727273,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5257142857142857,
        "5": 0.5809248554913294,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9966029723991507,
      "shadowSharpeLike": -0.2556580976709494,
      "avgForwardReturns": {
        "1": -0.0011854596137017956,
        "5": -0.010768941779122838,
        "10": -0.013282771328647693
      },
      "shadowMaxDrawdown": -0.608293637357527,
      "shadowTotalReturn": -0.4056905257115764,
      "avgForwardReturn1D": -0.0011854596137017956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 155,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014689236688021378,
        "5": 0.0073179319207477,
        "10": 0.014588499342098197
      }
    },
    {
      "topN": 2,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5407407407407407,
        "5": 0.48507462686567165,
        "10": 0.46923076923076923
      },
      "hitRate1D": 0.5407407407407407,
      "comboQuality": 0.02778698455660293,
      "eligibleDays": 352,
      "fitnessScore": -0.43210158454838554,
      "lookbackDays": 14,
      "returnLift1D": -0.0027088362961866157,
      "hitRateLift1D": 0.015026455026455054,
      "activationRate": 0.3835227272727273,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5257142857142857,
        "5": 0.5809248554913294,
        "10": 0.6140350877192983
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      "hitRateLift1D": -0.01753760604548371,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5808383233532934,
        "10": 0.6170212765957447
      },
      "sampleConfidence": 0.9955823293172692,
      "shadowSharpeLike": -0.5959606690169779,
      "avgForwardReturns": {
        "1": -0.002744606045459835,
        "5": -0.008304845020749739,
        "10": -0.0004614743352722569
      },
      "shadowMaxDrawdown": -0.6509013725161801,
      "shadowTotalReturn": -0.5487320546108689,
      "avgForwardReturn1D": -0.002744606045459835,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-13",
        "2025-05-30",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 163,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016450943877839078,
        "5": 0.0072091293008730364,
        "10": 0.014869906474757624
      }
    },
    {
      "topN": 3,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5147058823529411,
        "5": 0.47368421052631576,
        "10": 0.4921875
      },
      "hitRate1D": 0.5147058823529411,
      "comboQuality": 0.0060351217205885915,
      "eligibleDays": 339,
      "fitnessScore": -0.7729032867473701,
      "lookbackDays": 21,
      "returnLift1D": -0.0056740512877368745,
      "hitRateLift1D": -0.014879916463626963,
      "activationRate": 0.40117994100294985,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5808383233532934,
        "10": 0.6170212765957447
      },
      "sampleConfidence": 0.9946078431372549,
      "shadowSharpeLike": -0.7175369185081707,
      "avgForwardReturns": {
        "1": -0.0040289568999529665,
        "5": -0.01780491956897246,
        "10": -0.015191442878859087
      },
      "shadowMaxDrawdown": -0.6500168808352779,
      "shadowTotalReturn": -0.5814839804142906,
      "avgForwardReturn1D": -0.0040289568999529665,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-09",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 133,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016450943877839078,
        "5": 0.0072091293008730364,
        "10": 0.014869906474757624
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    },
    {
      "topN": 2,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5192307692307693,
        "5": 0.41,
        "10": 0.3263157894736842
      },
      "hitRate1D": 0.5192307692307693,
      "comboQuality": 0.004100448282067482,
      "eligibleDays": 315,
      "fitnessScore": -0.8583610211171123,
      "lookbackDays": 45,
      "returnLift1D": -0.00802051948539415,
      "hitRateLift1D": -0.012616364527192503,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5903225806451613,
        "10": 0.6262295081967213
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      "sampleConfidence": 0.98984126984127,
      "shadowSharpeLike": -0.8732909036487253,
      "avgForwardReturns": {
        "1": -0.005960495533864816,
        "5": -0.03558133425615039,
        "10": -0.06620117020552196
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      "shadowMaxDrawdown": -0.6330931946433652,
      "shadowTotalReturn": -0.6016072122644532,
      "avgForwardReturn1D": -0.005960495533864816,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 100,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020600239515293343,
        "5": 0.009054686044101262,
        "10": 0.017176098261142258
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.032031288115967546,
      "fitnessScore": -0.39986704882899865,
      "lookbackDays": 14,
      "returnLift1D": -0.0024990887694079558,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "sampleConfidence": 0.9957610789980733,
      "shadowTotalReturn": -0.40562020327667836,
      "avgForwardReturn1D": -0.001030165100605818
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10127317038068495,
      "fitnessScore": -0.13029467309053194,
      "lookbackDays": 21,
      "returnLift1D": -0.002165665070795884,
      "activationRate": 0.336283185840708,
      "activationCount": 114,
      "sampleConfidence": 0.9947368421052633,
      "shadowTotalReturn": -0.1551703488749715,
      "avgForwardReturn1D": -0.0005205706830119763
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.060338162881942894,
      "fitnessScore": -0.2540221606389264,
      "lookbackDays": 30,
      "returnLift1D": -0.0020174792913914266,
      "activationRate": 0.5303030303030303,
      "activationCount": 175,
      "sampleConfidence": 0.993904761904762,
      "shadowTotalReturn": -0.29819854555198777,
      "avgForwardReturn1D": -0.00014906638882604517
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.014967639534733618,
      "fitnessScore": -0.571092477273846,
      "lookbackDays": 45,
      "returnLift1D": -0.004588948086687637,
      "activationRate": 0.4666666666666667,
      "activationCount": 147,
      "sampleConfidence": 0.9927437641723357,
      "shadowTotalReturn": -0.4985368460148303,
      "avgForwardReturn1D": -0.0025289241351583026
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.018453960951408603,
      "fitnessScore": -0.5242469749823077,
      "lookbackDays": 63,
      "returnLift1D": -0.004983923568714171,
      "activationRate": 0.41414141414141414,
      "activationCount": 123,
      "sampleConfidence": 0.9913279132791328,
      "shadowTotalReturn": -0.48760570330155206,
      "avgForwardReturn1D": -0.0029625098790189708
    }
  ],
  "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": "6e0a47a180a9485d26b68718b7f5dd82894edea7829966e29d6a574954d2660d",
    "size": 13,
    "members": [
      "AGIO",
      "SMH",
      "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
2026-07-13
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",
      "AGIO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AGIO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AGIO",
    "hitRates": {
      "1": 0.5172413793103449,
      "5": 0.4649122807017544,
      "10": 0.45871559633027525
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    "hitRate1D": 0.5172413793103449,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.08086094036486341,
    "eligibleDays": 368,
    "fitnessScore": -0.18475543736380506,
    "lookbackDays": 21,
    "returnLift1D": -0.002094884864405732,
    "hitRateLift1D": -0.012649925037481191,
    "portfolioSize": 2,
    "activationRate": 0.31521739130434784,
    "activationCount": 116,
    "baselineHitRates": {
      "1": 0.529891304347826,
      "5": 0.5659340659340659,
      "10": 0.5905292479108635
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    "sampleConfidence": 0.9948275862068966,
    "shadowSharpeLike": -0.20526888456290196,
    "avgForwardReturns": {
      "1": -0.0007633793056556137,
      "5": -0.01269975636926908,
      "10": -0.01924762841837364
    },
    "shadowMaxDrawdown": -0.3565295616229691,
    "shadowTotalReturn": -0.18052645425337188,
    "avgForwardReturn1D": -0.0007633793056556137,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-25",
      "2025-02-26",
      "2025-05-01",
      "2025-05-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10"
    ],
    "horizonObservationCounts": {
      "1": 116,
      "5": 114,
      "10": 109
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013315055587501184,
      "5": 0.0057947428640026345,
      "10": 0.011595499087834724
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08086094036486341,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.012895828592692176,
    "bestRawFitnessScore": -0.18475543736380506,
    "upperQuartileComboQuality": 0.017143277305023637
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.023678706774427873,
    "rawScore": 0.025666135028031986,
    "confidence": 0.8451322529525004,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.020464216049848463,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.4649122807017544,
        "10": 0.45871559633027525
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      "hitRate1D": 0.5172413793103449,
      "rankWeights": [
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      ],
      "comboQuality": 0.08086094036486341,
      "eligibleDays": 368,
      "fitnessScore": -0.18475543736380506,
      "lookbackDays": 21,
      "returnLift1D": -0.002094884864405732,
      "hitRateLift1D": -0.012649925037481191,
      "portfolioSize": 2,
      "activationRate": 0.31521739130434784,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.5659340659340659,
        "10": 0.5905292479108635
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      "sampleConfidence": 0.9948275862068966,
      "shadowSharpeLike": -0.20526888456290196,
      "avgForwardReturns": {
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        "10": -0.01924762841837364
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      "shadowMaxDrawdown": -0.3565295616229691,
      "shadowTotalReturn": -0.18052645425337188,
      "avgForwardReturn1D": -0.0007633793056556137,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-25",
        "2025-02-26",
        "2025-05-01",
        "2025-05-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 116,
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      "baselineAvgForwardReturns": {
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        "5": 0.0057947428640026345,
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    },
    {
      "topN": 4,
      "ticker": "AGIO",
      "hitRates": {
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        "5": 0.5935483870967742,
        "10": 0.6
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      "hitRate1D": 0.5408805031446541,
      "rankWeights": [
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      "comboQuality": 0.03607684355155745,
      "eligibleDays": 359,
      "fitnessScore": -0.37277928174122876,
      "lookbackDays": 30,
      "returnLift1D": -0.0021739213793114916,
      "hitRateLift1D": 0.014418107601478547,
      "portfolioSize": 4,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
      "baselineHitRates": {
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        "5": 0.5690140845070423,
        "10": 0.5857142857142857
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      "sampleConfidence": 0.9945492662473795,
      "shadowSharpeLike": -0.17239815768895483,
      "avgForwardReturns": {
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        "5": 0.0037938925122485393,
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      "shadowMaxDrawdown": -0.5942429206611368,
      "shadowTotalReturn": -0.3612044847250888,
      "avgForwardReturn1D": -0.0007799425661402998,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
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        "5": 155,
        "10": 150
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5408805031446541,
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      "comboQuality": 0.03607684355155745,
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      "fitnessScore": -0.37277928174122876,
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      "returnLift1D": -0.0021739213793114916,
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      "sampleConfidence": 0.9945492662473795,
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        "2025-05-21",
        "2025-05-22",
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        "2025-05-27",
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      "horizonObservationCounts": {
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    },
    {
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      "hitRate1D": 0.5529411764705883,
      "rankWeights": [
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      "comboQuality": 0.018074968790044926,
      "eligibleDays": 375,
      "fitnessScore": -0.528897122647569,
      "lookbackDays": 14,
      "returnLift1D": -0.0031500140370531587,
      "hitRateLift1D": 0.02760784313725495,
      "portfolioSize": 4,
      "activationRate": 0.4533333333333333,
      "activationCount": 170,
      "baselineHitRates": {
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        "5": 0.5606469002695418,
        "10": 0.5819672131147541
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      "sampleConfidence": 0.9968627450980393,
      "shadowSharpeLike": -0.42610193478945596,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.6082936373575272,
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      "riskOffActivations": 0,
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        "2025-01-27",
        "2025-02-06",
        "2025-02-07",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 168,
        "10": 164
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "AGIO",
      "hitRates": {
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      "hitRate1D": 0.5529411764705883,
      "rankWeights": [
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      "comboQuality": 0.010880470126216507,
      "eligibleDays": 359,
      "fitnessScore": -0.6421660612647798,
      "lookbackDays": 30,
      "returnLift1D": -0.004898821998289789,
      "hitRateLift1D": 0.02221017082850585,
      "portfolioSize": 2,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5264623955431755,
        "5": 0.5690140845070423,
        "10": 0.5857142857142857
      },
      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": -0.5233403321101646,
      "avgForwardReturns": {
        "1": -0.003504843185118597,
        "5": -0.011503522651766329,
        "10": -0.015837866623947598
      },
      "shadowMaxDrawdown": -0.5837862725400369,
      "shadowTotalReturn": -0.5062151800122883,
      "avgForwardReturn1D": -0.003504843185118597,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-05-22",
        "2025-06-05",
        "2025-06-09",
        "2025-06-11",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.001393978813171192,
        "5": 0.0059340758637360345,
        "10": 0.011124239070427415
      }
    },
    {
      "topN": 4,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.45038167938931295,
        "10": 0.42857142857142855
      },
      "hitRate1D": 0.5333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010258591053887729,
      "eligibleDays": 344,
      "fitnessScore": -0.6552522039547067,
      "lookbackDays": 45,
      "returnLift1D": -0.004786847159577479,
      "hitRateLift1D": 0.007170542635658861,
      "portfolioSize": 4,
      "activationRate": 0.39244186046511625,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5261627906976745,
        "5": 0.5794117647058824,
        "10": 0.608955223880597
      },
      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": -0.5627695128110666,
      "avgForwardReturns": {
        "1": -0.0032392766790692046,
        "5": -0.01775392416978066,
        "10": -0.03627572405592183
      },
      "shadowMaxDrawdown": -0.606466507500156,
      "shadowTotalReturn": -0.5290758001662479,
      "avgForwardReturn1D": -0.0032392766790692046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015475704805082747,
        "5": 0.007189038475593719,
        "10": 0.014022837683740293
      }
    },
    {
      "topN": 5,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.45038167938931295,
        "10": 0.42857142857142855
      },
      "hitRate1D": 0.5333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010258591053887729,
      "eligibleDays": 344,
      "fitnessScore": -0.6552522039547067,
      "lookbackDays": 45,
      "returnLift1D": -0.004786847159577479,
      "hitRateLift1D": 0.007170542635658861,
      "portfolioSize": 5,
      "activationRate": 0.39244186046511625,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5261627906976745,
        "5": 0.5794117647058824,
        "10": 0.608955223880597
      },
      "sampleConfidence": 0.9935802469135803,
      "shadowSharpeLike": -0.5627695128110666,
      "avgForwardReturns": {
        "1": -0.0032392766790692046,
        "5": -0.01775392416978066,
        "10": -0.03627572405592183
      },
      "shadowMaxDrawdown": -0.606466507500156,
      "shadowTotalReturn": -0.5290758001662479,
      "avgForwardReturn1D": -0.0032392766790692046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015475704805082747,
        "5": 0.007189038475593719,
        "10": 0.014022837683740293
      }
    },
    {
      "topN": 3,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5106382978723404,
        "5": 0.463768115942029,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5106382978723404,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.004887459271103347,
      "eligibleDays": 368,
      "fitnessScore": -0.8195603139052989,
      "lookbackDays": 21,
      "returnLift1D": -0.00557656112268599,
      "hitRateLift1D": -0.019253006475485668,
      "portfolioSize": 3,
      "activationRate": 0.38315217391304346,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.5659340659340659,
        "10": 0.5905292479108635
      },
      "sampleConfidence": 0.9947990543735226,
      "shadowSharpeLike": -0.7489514705766394,
      "avgForwardReturns": {
        "1": -0.004245055563935871,
        "5": -0.018240039448222504,
        "10": -0.01772571292927979
      },
      "shadowMaxDrawdown": -0.6604494311071055,
      "shadowTotalReturn": -0.6046535673076097,
      "avgForwardReturn1D": -0.004245055563935871,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-03",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 138,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013315055587501184,
        "5": 0.0057947428640026345,
        "10": 0.011595499087834724
      }
    },
    {
      "topN": 2,
      "ticker": "AGIO",
      "hitRates": {
        "1": 0.5192307692307693,
        "5": 0.41,
        "10": 0.3263157894736842
      },
      "hitRate1D": 0.5192307692307693,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0038910952140845494,
      "eligibleDays": 344,
      "fitnessScore": -0.8699365045385865,
      "lookbackDays": 45,
      "returnLift1D": -0.00750806601437309,
      "hitRateLift1D": -0.006932021466905192,
      "portfolioSize": 2,
      "activationRate": 0.3023255813953488,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.5261627906976745,
        "5": 0.5794117647058824,
        "10": 0.608955223880597
      },
      "sampleConfidence": 0.9916666666666667,
      "shadowSharpeLike": -0.8356755852602908,
      "avgForwardReturns": {
        "1": -0.005960495533864816,
        "5": -0.03558133425615039,
        "10": -0.06620117020552196
      },
      "shadowMaxDrawdown": -0.6330931946433652,
      "shadowTotalReturn": -0.6016072122644532,
      "avgForwardReturn1D": -0.005960495533864816,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 100,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015475704805082747,
        "5": 0.007189038475593719,
        "10": 0.014022837683740293
      }
    }
  ],
  "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": 0.018074968790044926,
      "fitnessScore": -0.528897122647569,
      "lookbackDays": 14,
      "returnLift1D": -0.0031500140370531587,
      "activationRate": 0.4533333333333333,
      "activationCount": 170,
      "sampleConfidence": 0.9968627450980393,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.49328395130449953,
      "avgForwardReturn1D": -0.0019763942854789975
    },
    {
      "comboQuality": 0.08086094036486341,
      "fitnessScore": -0.18475543736380506,
      "lookbackDays": 21,
      "returnLift1D": -0.002094884864405732,
      "activationRate": 0.31521739130434784,
      "activationCount": 116,
      "sampleConfidence": 0.9948275862068966,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.18052645425337188,
      "avgForwardReturn1D": -0.0007633793056556137
    },
    {
      "comboQuality": 0.03607684355155745,
      "fitnessScore": -0.37277928174122876,
      "lookbackDays": 30,
      "returnLift1D": -0.0021739213793114916,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
      "sampleConfidence": 0.9945492662473795,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.3612044847250888,
      "avgForwardReturn1D": -0.0007799425661402998
    },
    {
      "comboQuality": 0.011905941328742746,
      "fitnessScore": -0.622122876440068,
      "lookbackDays": 45,
      "returnLift1D": -0.0046024711168041015,
      "activationRate": 0.3866279069767442,
      "activationCount": 133,
      "sampleConfidence": 0.993483709273183,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.5140876260473322,
      "avgForwardReturn1D": -0.003054900636295827
    },
    {
      "comboQuality": 0.01683271347668321,
      "fitnessScore": -0.544840113524829,
      "lookbackDays": 63,
      "returnLift1D": -0.005009338514903322,
      "activationRate": 0.37423312883435583,
      "activationCount": 122,
      "sampleConfidence": 0.992896174863388,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.48760570330155206,
      "avgForwardReturn1D": -0.0029625098790189708
    }
  ],
  "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": "6e0a47a180a9485d26b68718b7f5dd82894edea7829966e29d6a574954d2660d",
    "size": 13,
    "members": [
      "AGIO",
      "SMH",
      "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
0.308
Liquidity
0.564
Momentum
0.829
Relative strength
0.788
Trend quality
0.402
Stability
0.269
Aggression
0.650
Downside risk
0.406
Drawdown state
0.715
Quality momentum
0.627
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.977
Beta 1y Profile Score
0.301
Beta 3m Profile Score
0.053
Beta Change Score
0.189
Correlation Change Score
0.450
Current Drawdown Score
0.491
Days Since 52w High Score
0.631
Distance From 52w High Score
0.856
Distance From Sma 20 Score
0.721
Distance From Sma 200 Score
0.991
Distance From Sma 50 Score
1
Downside Volatility 1m Score
0.356
Downside Volatility 1y Score
1
Downside Volatility 2y Score
0.946
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.720
Downside Volatility 6m Score
0.712
Drawdown Recovery Score
1
Excess Return 1m Score
1
Excess Return 1y Score
0.220
Excess Return 3m Score
0.732
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.564
Log Market Cap Score
0.308
Drawdown Score 1m
0.747
Drawdown Score 1y
0.217
Drawdown Score 2y
0.203
Drawdown Score 3m
0.238
Drawdown Score 5y
0.293
Drawdown Score 6m
0.444
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.533
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.715
Relative Volume 20d Score
0.315
Return 1m Score
1
Return 1w Score
0.824
Return 1y Score
0.535
Return 2y Score
0.276
Return 3m Score
0.816
Return 5y Score
0.056
Return 6m Score
0.871
Return Skewness 1y Score
0
Sector Excess Return 1y Score
0.246
Sharpe 1m Score
1
Sharpe 1y Score
0.509
Sharpe 2y Score
0.472
Sharpe 3m Score
0.715
Sharpe 5y Score
0.443
Sharpe 6m Score
0.701
Sortino 1m Score
1
Sortino 1y Score
0.433
Sortino 2y Score
0.414
Sortino 3m Score
0.555
Sortino 5y Score
0.402
Sortino 6m Score
0.574
Trend R2 1m Score
0.917
Trend R2 1w Score
0.408
Trend R2 1y Score
0.252
Trend R2 2y Score
0.381
Trend R2 3m Score
0.350
Trend R2 5y Score
0.007
Trend R2 6m Score
0.256
Trend Slope 1m Score
1
Trend Slope 1w Score
1
Trend Slope 1y Score
0.425
Trend Slope 2y Score
0.444
Trend Slope 3m Score
0.789
Trend Slope 5y Score
0.504
Trend Slope 6m Score
0.601
Volatility 1m Score
0.885
Volatility 1w Score
1
Volatility 1y Score
0.956
Volatility 2y Score
0.807
Volatility 3m Score
0.946
Volatility 5y Score
0.725
Volatility 6m Score
0.756
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
49,142,432.636
Best Day 1y
0.186
Beta To Benchmark 1y
0.754
Beta 3m
0.132
Beta Change
-0.622
Beta To Sector 1y
1.193
Correlation To Benchmark 1y
0.123
Correlation 3m
0.023
Correlation Change
-0.101
Correlation To Sector 1y
0.245
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.977
Beta 1y Profile Score
0.301
Beta 3m Profile Score
0.053
Beta Change Score
0.189
Correlation Change Score
0.450
Current Drawdown Score
0.491
Distance From Sma 20 Score
0.721
Distance From Sma 200 Score
0.991
Current Drawdown
-0.331
Days Since 52w High
159
Distance From 52w High
-0.094
Distance From Sma 20
0.132
Distance From Sma 200
0.295
Distance From Sma 50
0.310
Downside Capture 1y
1.487
Downside Volatility 1m
0.317
Downside Volatility 1w
-
Downside Volatility 1y
0.909
Downside Volatility 2y
0.759
Downside Volatility 3m
0.831
Downside Volatility 5y
0.590
Downside Volatility 6m
0.584
Drawdown Recovery
1
Excess Return 1m
0.438
Excess Return 1y
-0.168
Excess Return 3m
0.139
Excess Return 6m
0.344
Expected Shortfall 95 1y
-0.105
Market Cap
2,393,732,262.25
Max Drawdown 1m
-0.063
Max Drawdown 1w
-0.063
Max Drawdown 1y
-0.509
Max Drawdown 2y
-0.638
Max Drawdown 3m
-0.305
Max Drawdown 5y
-0.707
Max Drawdown 6m
-0.306
Momentum Acceleration 1m Vs 3m
0.381
Momentum Acceleration 3m Vs 6m
0.010
Moving Average Alignment
0.500
Relative Strength Acceleration
0.018
Relative Strength Slope 3m
0.003
Relative Volume 20d
1.152
Return 1m
0.465
Return 1w
0.097
Return 1y
0.055
Return 2y
-0.033
Return 3m
0.252
Return 5y
-0.269
Return 6m
0.445
Return Skewness 1y
-4.584
Sector Excess Return 1y
-0.153
Sharpe 1m
6.795
Sharpe 1y
0.547
Sharpe 2y
0.360
Sharpe 3m
1.576
Sharpe 5y
0.213
Sharpe 6m
1.506
Sortino 1m
15.291
Sortino 1y
0.461
Sortino 2y
0.310
Sortino 3m
1.440
Sortino 5y
0.214
Sortino 6m
1.590
Trend R2 1m
0.917
Trend R2 1w
0.408
Trend R2 1y
0.252
Trend R2 2y
0.381
Trend R2 3m
0.350
Trend R2 5y
0.007
Trend R2 6m
0.256
Trend 1m
0.019
Trend 1w
0.024
Trend 1y
-0.001
Trend 2y
-0.001
Trend 3m
0.005
Trend 5y
0.000
Trend 6m
0.002
Upside Capture 1y
0.580
Value At Risk 95 1y
-0.039
Volatility 1m
0.714
Volatility 1w
1.402
Volatility 1y
0.767
Volatility 2y
0.655
Volatility 3m
0.759
Volatility 5y
0.593
Volatility 6m
0.617
Worst Day 1y
-0.509
Distance From Sma 50 Score
1
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
1
Excess Return 1y Score
0.220
Excess Return 3m Score
0.732
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.564
Log Market Cap Score
0.308
Drawdown Score 1y
0.217
Drawdown Score 5y
0.293
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.533
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.315
Return 1m Score
1
Return 1y Score
0.535
Return 3m Score
0.816
Return 6m Score
0.871
Return Skewness 1y Score
0
Sortino 1y Score
0.433
Sortino 3m Score
0.555
Trend R2 1y Score
0.252
Trend R2 3m Score
0.350
Trend Slope 1y Score
0.425
Trend Slope 3m Score
0.789
Volatility 1y Score
0.956
Volatility 3m Score
0.946