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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

AGO

Financials | v2 | as of 2026-07-10
Close

Research Detail

AGO

AGO

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
0.167
Correlation To Benchmark 1y
0.096
Inverse To Benchmark 1y
0.904
Drawdown Score 1m
0.909
Drawdown Score 3m
0.669
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
0.668
Drawdown Score 1y
0.695
Drawdown Score 2y
0.725
Drawdown Score 5y
0.698
Return 1w
-0.019
Return 1m
0.090
Return 3m
-0.012
Return 6m
-0.078
Return 1y
-0.007
Return 2y
0.105
Return 5y
0.850
Sharpe 1m
5.091
Sharpe 3m
-0.014
Sharpe 6m
-0.540
Sharpe 1y
0.077
Sharpe 2y
0.328
Sharpe 5y
0.589
Trend 1w
-0.004
Trend 1m
0.005
Trend 3m
-0.001
Trend 6m
-0.001
Trend 1y
-0.000
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.116
Volatility 1m
0.207
Volatility 3m
0.293
Volatility 6m
0.246
Volatility 1y
0.220
Volatility 2y
0.241
Volatility 5y
0.272
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
AGO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:00 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.175
Aptet Fit Raw Score
0.190
Aptet Fit Confidence
0.839
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.181
Force Fit Raw Score
0.196
Force Fit Confidence
0.848
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:00 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AGO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AGO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AGO",
    "hitRates": {
      "1": 0.45454545454545453,
      "5": 0.6612903225806451,
      "10": 0.6140350877192983
    },
    "hitRate1D": 0.45454545454545453,
    "comboQuality": 0.33704762440625247,
    "eligibleDays": 330,
    "fitnessScore": 0.20117463829487517,
    "lookbackDays": 30,
    "returnLift1D": 0.0014993706376568055,
    "hitRateLift1D": -0.03481624758220503,
    "activationRate": 0.20303030303030303,
    "activationCount": 67,
    "baselineHitRates": {
      "1": 0.48936170212765956,
      "5": 0.5015384615384615,
      "10": 0.509375
    },
    "sampleConfidence": 0.9840796019900498,
    "shadowSharpeLike": 0.973985366721424,
    "avgForwardReturns": {
      "1": 0.0015084760574581503,
      "5": 0.010139461420411791,
      "10": 0.01204381995374951
    },
    "shadowMaxDrawdown": -0.04185190201211142,
    "shadowTotalReturn": 0.09474111459209245,
    "avgForwardReturn1D": 0.0015084760574581503,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30"
    ],
    "horizonObservationCounts": {
      "1": 66,
      "5": 62,
      "10": 57
    },
    "baselineAvgForwardReturns": {
      "1": 0.000009105419801344952,
      "5": 0.0004953917971761236,
      "10": 0.0016935594774534276
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.33704762440625247,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12272585682669856,
    "bestRawFitnessScore": 0.20117463829487517,
    "upperQuartileComboQuality": 0.20084145299715797
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17488435805022262,
    "rawScore": 0.19017079354257843,
    "confidence": 0.8392346668213987,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.20156471950835816,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.6612903225806451,
        "10": 0.6140350877192983
      },
      "hitRate1D": 0.45454545454545453,
      "comboQuality": 0.33704762440625247,
      "eligibleDays": 330,
      "fitnessScore": 0.20117463829487517,
      "lookbackDays": 30,
      "returnLift1D": 0.0014993706376568055,
      "hitRateLift1D": -0.03481624758220503,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5015384615384615,
        "10": 0.509375
      },
      "sampleConfidence": 0.9840796019900498,
      "shadowSharpeLike": 0.973985366721424,
      "avgForwardReturns": {
        "1": 0.0015084760574581503,
        "5": 0.010139461420411791,
        "10": 0.01204381995374951
      },
      "shadowMaxDrawdown": -0.04185190201211142,
      "shadowTotalReturn": 0.09474111459209245,
      "avgForwardReturn1D": 0.0015084760574581503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 62,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": 0.000009105419801344952,
        "5": 0.0004953917971761236,
        "10": 0.0016935594774534276
      }
    },
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6842105263157895,
        "10": 0.696969696969697
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.2754551517504141,
      "eligibleDays": 339,
      "fitnessScore": 0.13723385620891823,
      "lookbackDays": 21,
      "returnLift1D": 0.002152067193761438,
      "hitRateLift1D": -0.06846999154691463,
      "activationRate": 0.12684365781710916,
      "activationCount": 43,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5059880239520959,
        "10": 0.5015197568389058
      },
      "sampleConfidence": 0.9751937984496125,
      "shadowSharpeLike": 0.9999722995475804,
      "avgForwardReturns": {
        "1": 0.0022367169710672645,
        "5": 0.005920058740237117,
        "10": 0.011641039760679395
      },
      "shadowMaxDrawdown": -0.032955710275817895,
      "shadowTotalReturn": 0.08932463533875268,
      "avgForwardReturn1D": 0.0022367169710672645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-31",
        "2025-04-29",
        "2025-05-02",
        "2025-08-07",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14",
        "2025-11-17"
      ],
      "horizonObservationCounts": {
        "1": 42,
        "5": 38,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.0000846497773058263,
        "5": 0.0002980694238578709,
        "10": -0.00003364631108321927
      }
    },
    {
      "topN": 3,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.45614035087719296,
        "5": 0.6792452830188679,
        "10": 0.6041666666666666
      },
      "hitRate1D": 0.45614035087719296,
      "comboQuality": 0.263517383729998,
      "eligibleDays": 330,
      "fitnessScore": 0.12389141526602869,
      "lookbackDays": 30,
      "returnLift1D": 0.0011181968158873895,
      "hitRateLift1D": -0.0332213512504666,
      "activationRate": 0.17575757575757575,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5015384615384615,
        "10": 0.509375
      },
      "sampleConfidence": 0.981609195402299,
      "shadowSharpeLike": 0.6380747300427246,
      "avgForwardReturns": {
        "1": 0.0011273022356887343,
        "5": 0.010829588831025081,
        "10": 0.010246967798617503
      },
      "shadowMaxDrawdown": -0.04668300860890351,
      "shadowTotalReturn": 0.05711369580816261,
      "avgForwardReturn1D": 0.0011273022356887343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.000009105419801344952,
        "5": 0.0004953917971761236,
        "10": 0.0016935594774534276
      }
    },
    {
      "topN": 4,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4268292682926829,
        "5": 0.5256410256410257,
        "10": 0.4794520547945205
      },
      "hitRate1D": 0.4268292682926829,
      "comboQuality": 0.2170741037372527,
      "eligibleDays": 352,
      "fitnessScore": 0.0677841620076385,
      "lookbackDays": 14,
      "returnLift1D": 0.0008087636240370039,
      "hitRateLift1D": -0.07317073170731708,
      "activationRate": 0.23579545454545456,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5086705202312138,
        "10": 0.5087719298245614
      },
      "sampleConfidence": 0.9871485943775101,
      "shadowSharpeLike": 0.34166427229306234,
      "avgForwardReturns": {
        "1": 0.0008201901653034103,
        "5": -0.00013411421972200696,
        "10": -0.0030636019777822397
      },
      "shadowMaxDrawdown": -0.07757954114114785,
      "shadowTotalReturn": 0.043178683394358375,
      "avgForwardReturn1D": 0.0008201901653034103,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-10",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.000011426541266406394,
        "5": 0.0006010618103584826,
        "10": 0.0004684243068537264
      }
    },
    {
      "topN": 4,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4262295081967213,
        "5": 0.631578947368421,
        "10": 0.5769230769230769
      },
      "hitRate1D": 0.4262295081967213,
      "comboQuality": 0.21348626158985745,
      "eligibleDays": 330,
      "fitnessScore": 0.06311170422805458,
      "lookbackDays": 30,
      "returnLift1D": 0.0008830191349215497,
      "hitRateLift1D": -0.06313219393093827,
      "activationRate": 0.18787878787878787,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5015384615384615,
        "10": 0.509375
      },
      "sampleConfidence": 0.9827956989247313,
      "shadowSharpeLike": 0.5071867250336562,
      "avgForwardReturns": {
        "1": 0.0008921245547228947,
        "5": 0.00905369156894833,
        "10": 0.008522687646991298
      },
      "shadowMaxDrawdown": -0.05382698395987451,
      "shadowTotalReturn": 0.04464538679927066,
      "avgForwardReturn1D": 0.0008921245547228947,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.000009105419801344952,
        "5": 0.0004953917971761236,
        "10": 0.0016935594774534276
      }
    },
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.6341463414634146,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.4444444444444444,
      "comboQuality": 0.19662651679959148,
      "eligibleDays": 330,
      "fitnessScore": 0.040346999170964175,
      "lookbackDays": 30,
      "returnLift1D": 0.0007753180026625973,
      "hitRateLift1D": -0.04491725768321514,
      "activationRate": 0.1393939393939394,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5015384615384615,
        "10": 0.509375
      },
      "sampleConfidence": 0.9768115942028985,
      "shadowSharpeLike": 0.3731708043211806,
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      },
      "sampleConfidence": 0.980952380952381,
      "shadowSharpeLike": -0.5464991028692708,
      "avgForwardReturns": {
        "1": -0.0009020037173725257,
        "5": -0.0006446965045082186,
        "10": 0.0019522975444348826
      },
      "shadowMaxDrawdown": -0.12272521596790298,
      "shadowTotalReturn": -0.06580938429041394,
      "avgForwardReturn1D": -0.0009020037173725257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 55,
        "5": 51,
        "10": 46
      },
      "baselineAvgForwardReturns": {
        "1": 0.0000846497773058263,
        "5": 0.0002980694238578709,
        "10": -0.00003364631108321927
      }
    },
    {
      "topN": 4,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4084507042253521,
        "5": 0.5671641791044776,
        "10": 0.532258064516129
      },
      "hitRate1D": 0.4084507042253521,
      "comboQuality": 0.07086602295999803,
      "eligibleDays": 339,
      "fitnessScore": -0.21616160721360833,
      "lookbackDays": 21,
      "returnLift1D": -0.0011039445371297883,
      "hitRateLift1D": -0.08859071589299106,
      "activationRate": 0.21238938053097345,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5059880239520959,
        "10": 0.5015197568389058
      },
      "sampleConfidence": 0.9851851851851853,
      "shadowSharpeLike": -0.5862732484409828,
      "avgForwardReturns": {
        "1": -0.001019294759823962,
        "5": 0.00033030838080509695,
        "10": 0.002431377911199098
      },
      "shadowMaxDrawdown": -0.14509922320726243,
      "shadowTotalReturn": -0.08963497232653705,
      "avgForwardReturn1D": -0.001019294759823962,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 67,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.0000846497773058263,
        "5": 0.0002980694238578709,
        "10": -0.00003364631108321927
      }
    },
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.2,
        "5": 0.2,
        "10": 0
      },
      "hitRate1D": 0.2,
      "comboQuality": 0.023227420928874188,
      "eligibleDays": 297,
      "fitnessScore": -0.47256247323226824,
      "lookbackDays": 63,
      "returnLift1D": -0.006531864862801953,
      "hitRateLift1D": -0.2864864864864865,
      "activationRate": 0.016835016835016835,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.4864864864864865,
        "5": 0.5,
        "10": 0.5156794425087108
      },
      "sampleConfidence": 0.7250000000000001,
      "shadowSharpeLike": -1.4940294719765002,
      "avgForwardReturns": {
        "1": -0.00649177343503018,
        "5": -0.02676693709488682,
        "10": -0.04658724122352305
      },
      "shadowMaxDrawdown": -0.03507190635461188,
      "shadowTotalReturn": -0.03507190635461188,
      "avgForwardReturn1D": -0.00649177343503018,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-11-24",
        "2025-12-18",
        "2025-12-19",
        "2026-01-09",
        "2026-01-12"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.00004009142777177332,
        "5": 0.00037885950350539113,
        "10": 0.0005010208561587899
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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": 0.2170741037372527,
      "fitnessScore": 0.0677841620076385,
      "lookbackDays": 14,
      "returnLift1D": 0.0008087636240370039,
      "activationRate": 0.23579545454545456,
      "activationCount": 83,
      "sampleConfidence": 0.9871485943775101,
      "shadowTotalReturn": 0.043178683394358375,
      "avgForwardReturn1D": 0.0008201901653034103
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2754551517504141,
      "fitnessScore": 0.13723385620891823,
      "lookbackDays": 21,
      "returnLift1D": 0.002152067193761438,
      "activationRate": 0.12684365781710916,
      "activationCount": 43,
      "sampleConfidence": 0.9751937984496125,
      "shadowTotalReturn": 0.08932463533875268,
      "avgForwardReturn1D": 0.0022367169710672645
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.33704762440625247,
      "fitnessScore": 0.20117463829487517,
      "lookbackDays": 30,
      "returnLift1D": 0.0014993706376568055,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "sampleConfidence": 0.9840796019900498,
      "shadowTotalReturn": 0.09474111459209245,
      "avgForwardReturn1D": 0.0015084760574581503
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.12937678728668572,
      "fitnessScore": -0.06942566884981273,
      "lookbackDays": 45,
      "returnLift1D": -0.00035608044321681274,
      "activationRate": 0.19682539682539682,
      "activationCount": 62,
      "sampleConfidence": 0.9849462365591398,
      "shadowTotalReturn": -0.022638412189729618,
      "avgForwardReturn1D": -0.0002452861092429383
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.13052229313339406,
      "fitnessScore": -0.06719670380470191,
      "lookbackDays": 63,
      "returnLift1D": -0.0004022962647458016,
      "activationRate": 0.13468013468013468,
      "activationCount": 40,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.018753626280315072,
      "avgForwardReturn1D": -0.00036220483697402826
    }
  ],
  "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": "1433f6ac7e234878bf2e8575dd80080601b37d227390b1fa9b82d0afccfe1b63",
    "size": 13,
    "members": [
      "AGO",
      "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",
      "AGO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AGO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AGO",
    "hitRates": {
      "1": 0.42857142857142855,
      "5": 0.6842105263157895,
      "10": 0.696969696969697
    },
    "hitRate1D": 0.42857142857142855,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.26960920516261144,
    "eligibleDays": 368,
    "fitnessScore": 0.1307466351064154,
    "lookbackDays": 21,
    "returnLift1D": 0.0023416663458461703,
    "hitRateLift1D": -0.07414596273291924,
    "portfolioSize": 2,
    "activationRate": 0.11413043478260869,
    "activationCount": 42,
    "baselineHitRates": {
      "1": 0.5027173913043478,
      "5": 0.49175824175824173,
      "10": 0.49025069637883006
    },
    "sampleConfidence": 0.9793650793650794,
    "shadowSharpeLike": 0.9597241855722897,
    "avgForwardReturns": {
      "1": 0.0022367169710672645,
      "5": 0.005920058740237117,
      "10": 0.011641039760679395
    },
    "shadowMaxDrawdown": -0.032955710275817895,
    "shadowTotalReturn": 0.08932463533875268,
    "avgForwardReturn1D": 0.0022367169710672645,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-31",
      "2025-04-29",
      "2025-05-02",
      "2025-08-07",
      "2025-11-10",
      "2025-11-11",
      "2025-11-12",
      "2025-11-13",
      "2025-11-14",
      "2025-11-17"
    ],
    "horizonObservationCounts": {
      "1": 42,
      "5": 38,
      "10": 33
    },
    "baselineAvgForwardReturns": {
      "1": -0.00010494937477890569,
      "5": -0.000665469738238246,
      "10": -0.0014036161919640984
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.26960920516261144,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1271169706491042,
    "bestRawFitnessScore": 0.1307466351064154,
    "upperQuartileComboQuality": 0.18035834841064743
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.18076669261613043,
    "rawScore": 0.19560263635681166,
    "confidence": 0.8483052783233659,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.29612440110058197,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.6842105263157895,
        "10": 0.696969696969697
      },
      "hitRate1D": 0.42857142857142855,
      "rankWeights": [
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        0.30000000000000004
      ],
      "comboQuality": 0.26960920516261144,
      "eligibleDays": 368,
      "fitnessScore": 0.1307466351064154,
      "lookbackDays": 21,
      "returnLift1D": 0.0023416663458461703,
      "hitRateLift1D": -0.07414596273291924,
      "portfolioSize": 2,
      "activationRate": 0.11413043478260869,
      "activationCount": 42,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.49175824175824173,
        "10": 0.49025069637883006
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      "sampleConfidence": 0.9793650793650794,
      "shadowSharpeLike": 0.9597241855722897,
      "avgForwardReturns": {
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        "5": 0.005920058740237117,
        "10": 0.011641039760679395
      },
      "shadowMaxDrawdown": -0.032955710275817895,
      "shadowTotalReturn": 0.08932463533875268,
      "avgForwardReturn1D": 0.0022367169710672645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-31",
        "2025-04-29",
        "2025-05-02",
        "2025-08-07",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14",
        "2025-11-17"
      ],
      "horizonObservationCounts": {
        "1": 42,
        "5": 38,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010494937477890569,
        "5": -0.000665469738238246,
        "10": -0.0014036161919640984
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    },
    {
      "topN": 3,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.45614035087719296,
        "5": 0.6792452830188679,
        "10": 0.6041666666666666
      },
      "hitRate1D": 0.45614035087719296,
      "rankWeights": [
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      ],
      "comboQuality": 0.2553973581210421,
      "eligibleDays": 359,
      "fitnessScore": 0.11459337579510388,
      "lookbackDays": 30,
      "returnLift1D": 0.0011722470806713962,
      "hitRateLift1D": -0.048037922103308484,
      "portfolioSize": 3,
      "activationRate": 0.15877437325905291,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5041782729805014,
        "5": 0.5014084507042254,
        "10": 0.49714285714285716
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      "sampleConfidence": 0.984795321637427,
      "shadowSharpeLike": 0.6117953569934937,
      "avgForwardReturns": {
        "1": 0.0011273022356887343,
        "5": 0.010829588831025081,
        "10": 0.010246967798617503
      },
      "shadowMaxDrawdown": -0.04668300860890351,
      "shadowTotalReturn": 0.05711369580816261,
      "avgForwardReturn1D": 0.0011273022356887343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004494484498266186,
        "5": -0.0003251633326664013,
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    },
    {
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      "hitRates": {
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        "5": 0.631578947368421,
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      "hitRate1D": 0.4262295081967213,
      "rankWeights": [
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      "comboQuality": 0.20614322903528876,
      "eligibleDays": 359,
      "fitnessScore": 0.0533669947615588,
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      "returnLift1D": 0.0009370693997055565,
      "hitRateLift1D": -0.07794876478378016,
      "portfolioSize": 4,
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      "sampleConfidence": 0.985792349726776,
      "shadowSharpeLike": 0.48630974698209867,
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      "shadowMaxDrawdown": -0.05382698395987451,
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        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
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        "2025-04-30",
        "2025-05-01",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.4262295081967213,
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      "comboQuality": 0.20614322903528876,
      "eligibleDays": 359,
      "fitnessScore": 0.0533669947615588,
      "lookbackDays": 30,
      "returnLift1D": 0.0009370693997055565,
      "hitRateLift1D": -0.07794876478378016,
      "portfolioSize": 5,
      "activationRate": 0.16991643454038996,
      "activationCount": 61,
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        "5": 0.5014084507042254,
        "10": 0.49714285714285716
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      "sampleConfidence": 0.985792349726776,
      "shadowSharpeLike": 0.48630974698209867,
      "avgForwardReturns": {
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        "5": 0.00905369156894833,
        "10": 0.008522687646991298
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      "shadowMaxDrawdown": -0.05382698395987451,
      "shadowTotalReturn": 0.04464538679927066,
      "avgForwardReturn1D": 0.0008921245547228947,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 57,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004494484498266186,
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        "10": -0.0009814959119300738
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    },
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
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        "10": 0.5833333333333334
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
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      "comboQuality": 0.1913511983190054,
      "eligibleDays": 359,
      "fitnessScore": 0.03292406843402261,
      "lookbackDays": 30,
      "returnLift1D": 0.0008293682674466042,
      "hitRateLift1D": -0.05973382853605702,
      "portfolioSize": 2,
      "activationRate": 0.12534818941504178,
      "activationCount": 45,
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      "shadowSharpeLike": -0.425401670590917,
      "avgForwardReturns": {
        "1": -0.0006884219581960329,
        "5": -0.004291185776766145,
        "10": -0.014704043769018045
      },
      "shadowMaxDrawdown": -0.07671409923392247,
      "shadowTotalReturn": -0.041198467490249135,
      "avgForwardReturn1D": -0.0006884219581960329,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-11-14",
        "2025-11-17",
        "2025-11-18",
        "2025-11-19"
      ],
      "horizonObservationCounts": {
        "1": 53,
        "5": 49,
        "10": 46
      },
      "baselineAvgForwardReturns": {
        "1": 0.00018948998616058412,
        "5": 0.0007249308392338241,
        "10": 0.0007028664312174054
      }
    },
    {
      "topN": 4,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4027777777777778,
        "5": 0.5588235294117647,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.4027777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05625437709953226,
      "eligibleDays": 368,
      "fitnessScore": -0.2703940180693933,
      "lookbackDays": 21,
      "returnLift1D": -0.00121284890896546,
      "hitRateLift1D": -0.09993961352656999,
      "portfolioSize": 4,
      "activationRate": 0.1956521739130435,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.49175824175824173,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.987962962962963,
      "shadowSharpeLike": -0.7054306106958514,
      "avgForwardReturns": {
        "1": -0.0013177982837443657,
        "5": -0.0001672052516231932,
        "10": 0.0018965929869955913
      },
      "shadowMaxDrawdown": -0.15728075957181542,
      "shadowTotalReturn": -0.11102858935659865,
      "avgForwardReturn1D": -0.0013177982837443657,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 68,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010494937477890569,
        "5": -0.000665469738238246,
        "10": -0.0014036161919640984
      }
    },
    {
      "topN": 5,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.4027777777777778,
        "5": 0.5588235294117647,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.4027777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05625437709953226,
      "eligibleDays": 368,
      "fitnessScore": -0.2703940180693933,
      "lookbackDays": 21,
      "returnLift1D": -0.00121284890896546,
      "hitRateLift1D": -0.09993961352656999,
      "portfolioSize": 5,
      "activationRate": 0.1956521739130435,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.49175824175824173,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.987962962962963,
      "shadowSharpeLike": -0.7054306106958514,
      "avgForwardReturns": {
        "1": -0.0013177982837443657,
        "5": -0.0001672052516231932,
        "10": 0.0018965929869955913
      },
      "shadowMaxDrawdown": -0.15728075957181542,
      "shadowTotalReturn": -0.11102858935659865,
      "avgForwardReturn1D": -0.0013177982837443657,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 68,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010494937477890569,
        "5": -0.000665469738238246,
        "10": -0.0014036161919640984
      }
    },
    {
      "topN": 3,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.39285714285714285,
        "5": 0.5769230769230769,
        "10": 0.574468085106383
      },
      "hitRate1D": 0.39285714285714285,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05599763835237529,
      "eligibleDays": 368,
      "fitnessScore": -0.27146021307059265,
      "lookbackDays": 21,
      "returnLift1D": -0.0011829390705350577,
      "hitRateLift1D": -0.10986024844720493,
      "portfolioSize": 3,
      "activationRate": 0.15217391304347827,
      "activationCount": 56,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.49175824175824173,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.9845238095238096,
      "shadowSharpeLike": -0.7017556488569221,
      "avgForwardReturns": {
        "1": -0.0012878884453139633,
        "5": -0.0012765411606584188,
        "10": 0.0012456513772421867
      },
      "shadowMaxDrawdown": -0.13522556100617045,
      "shadowTotalReturn": -0.0877629036568639,
      "avgForwardReturn1D": -0.0012878884453139633,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 52,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010494937477890569,
        "5": -0.000665469738238246,
        "10": -0.0014036161919640984
      }
    },
    {
      "topN": 2,
      "ticker": "AGO",
      "hitRates": {
        "1": 0.2,
        "5": 0.2,
        "10": 0
      },
      "hitRate1D": 0.2,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.023369717616858045,
      "eligibleDays": 326,
      "fitnessScore": -0.4711867606328193,
      "lookbackDays": 63,
      "returnLift1D": -0.006641506884088145,
      "hitRateLift1D": -0.2938650306748466,
      "portfolioSize": 2,
      "activationRate": 0.015337423312883436,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5062111801242236,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 0.7250000000000001,
      "shadowSharpeLike": -1.4256805596972488,
      "avgForwardReturns": {
        "1": -0.00649177343503018,
        "5": -0.02676693709488682,
        "10": -0.04658724122352305
      },
      "shadowMaxDrawdown": -0.03507190635461188,
      "shadowTotalReturn": -0.03507190635461188,
      "avgForwardReturn1D": -0.00649177343503018,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-11-24",
        "2025-12-18",
        "2025-12-19",
        "2026-01-09",
        "2026-01-12"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001497334490579652,
        "5": 0.0014603184313543174,
        "10": 0.002327345362799627
      }
    }
  ],
  "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": 0.17669406510786145,
      "fitnessScore": 0.011440224254264266,
      "lookbackDays": 14,
      "returnLift1D": 0.0006305583641747431,
      "activationRate": 0.232,
      "activationCount": 87,
      "sampleConfidence": 0.9900383141762452,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.022035048808829005,
      "avgForwardReturn1D": 0.0005528611254532771
    },
    {
      "comboQuality": 0.26960920516261144,
      "fitnessScore": 0.1307466351064154,
      "lookbackDays": 21,
      "returnLift1D": 0.0023416663458461703,
      "activationRate": 0.11413043478260869,
      "activationCount": 42,
      "sampleConfidence": 0.9793650793650794,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.08932463533875268,
      "avgForwardReturn1D": 0.0022367169710672645
    },
    {
      "comboQuality": 0.2553973581210421,
      "fitnessScore": 0.11459337579510388,
      "lookbackDays": 30,
      "returnLift1D": 0.0011722470806713962,
      "activationRate": 0.15877437325905291,
      "activationCount": 57,
      "sampleConfidence": 0.984795321637427,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.05711369580816261,
      "avgForwardReturn1D": 0.0011273022356887343
    },
    {
      "comboQuality": 0.11026706731465546,
      "fitnessScore": -0.10936352751060727,
      "lookbackDays": 45,
      "returnLift1D": -0.0003997161671063996,
      "activationRate": 0.10465116279069768,
      "activationCount": 36,
      "sampleConfidence": 0.9833333333333334,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.014316903410503512,
      "avgForwardReturn1D": -0.0002102261809458155
    },
    {
      "comboQuality": 0.1271169706491042,
      "fitnessScore": -0.0738726510831401,
      "lookbackDays": 63,
      "returnLift1D": -0.0005119382860319934,
      "activationRate": 0.12269938650306748,
      "activationCount": 40,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.018753626280315072,
      "avgForwardReturn1D": -0.00036220483697402826
    }
  ],
  "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": "1433f6ac7e234878bf2e8575dd80080601b37d227390b1fa9b82d0afccfe1b63",
    "size": 13,
    "members": [
      "AGO",
      "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
0.351
Liquidity
0.501
Momentum
0.562
Relative strength
0.345
Trend quality
0.304
Stability
0.648
Aggression
0.401
Downside risk
0.614
Drawdown state
0.783
Quality momentum
0.454
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.904
Benchmark Independence 3m Score
0.809
Beta 1y Profile Score
0.067
Beta 3m Profile Score
0
Beta Change Score
0.202
Correlation Change Score
0.357
Current Drawdown Score
0.808
Days Since 52w High Score
0.548
Distance From 52w High Score
0.845
Distance From Sma 20 Score
0.555
Distance From Sma 200 Score
0.482
Distance From Sma 50 Score
0.588
Downside Volatility 1m Score
0.101
Downside Volatility 1y Score
0.238
Downside Volatility 2y Score
0.261
Downside Volatility 3m Score
0.358
Downside Volatility 5y Score
0.309
Downside Volatility 6m Score
0.303
Drawdown Recovery Score
0.806
Excess Return 1m Score
0.604
Excess Return 1y Score
0.116
Excess Return 3m Score
0.292
Excess Return 6m Score
0.202
Expected Shortfall 95 1y Score
0.682
Log Avg Dollar Volume 20d Score
0.501
Log Market Cap Score
0.351
Drawdown Score 1m
0.909
Drawdown Score 1y
0.695
Drawdown Score 2y
0.725
Drawdown Score 3m
0.669
Drawdown Score 5y
0.698
Drawdown Score 6m
0.668
Momentum Acceleration 1m Vs 3m Score
0.812
Momentum Acceleration 3m Vs 6m Score
0.531
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.899
Relative Strength Slope 3m Score
0.384
Relative Volume 20d Score
0.243
Return 1m Score
0.649
Return 1w Score
0.437
Return 1y Score
0.495
Return 2y Score
0.316
Return 3m Score
0.485
Return 5y Score
0.142
Return 6m Score
0.435
Return Skewness 1y Score
0.396
Sector Excess Return 1y Score
0.355
Sharpe 1m Score
1
Sharpe 1y Score
0.415
Sharpe 2y Score
0.466
Sharpe 3m Score
0.397
Sharpe 5y Score
0.518
Sharpe 6m Score
0.292
Sortino 1m Score
1
Sortino 1y Score
0.384
Sortino 2y Score
0.415
Sortino 3m Score
0.373
Sortino 5y Score
0.446
Sortino 6m Score
0.315
Trend R2 1m Score
0.873
Trend R2 1w Score
0.764
Trend R2 1y Score
0.097
Trend R2 2y Score
0.000
Trend R2 3m Score
0.084
Trend R2 5y Score
0.804
Trend R2 6m Score
0.535
Trend Slope 1m Score
0.835
Trend Slope 1w Score
0.231
Trend Slope 1y Score
0.487
Trend Slope 2y Score
0.500
Trend Slope 3m Score
0.458
Trend Slope 5y Score
0.537
Trend Slope 6m Score
0.440
Volatility 1m Score
0.209
Volatility 1w Score
0.088
Volatility 1y Score
0.227
Volatility 2y Score
0.254
Volatility 3m Score
0.324
Volatility 5y Score
0.296
Volatility 6m Score
0.261
Worst Day 1y Score
0.552
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
31,898,796.054
Best Day 1y
0.065
Beta To Benchmark 1y
0.167
Beta 3m
-0.428
Beta Change
-0.596
Beta To Sector 1y
0.681
Correlation To Benchmark 1y
0.096
Correlation 3m
-0.191
Correlation Change
-0.287
Correlation To Sector 1y
0.458
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.904
Benchmark Independence 3m Score
0.809
Beta 1y Profile Score
0.067
Beta 3m Profile Score
0
Beta Change Score
0.202
Correlation Change Score
0.357
Current Drawdown Score
0.808
Distance From Sma 20 Score
0.555
Distance From Sma 200 Score
0.482
Current Drawdown
-0.125
Days Since 52w High
138
Distance From 52w High
-0.101
Distance From Sma 20
0.033
Distance From Sma 200
-0.011
Distance From Sma 50
0.053
Downside Capture 1y
1.677
Downside Volatility 1m
0.126
Downside Volatility 1w
-
Downside Volatility 1y
0.228
Downside Volatility 2y
0.246
Downside Volatility 3m
0.319
Downside Volatility 5y
0.282
Downside Volatility 6m
0.277
Drawdown Recovery
0.613
Excess Return 1m
0.063
Excess Return 1y
-0.230
Excess Return 3m
-0.125
Excess Return 6m
-0.179
Expected Shortfall 95 1y
-0.032
Market Cap
3,712,420,328.898
Max Drawdown 1m
-0.023
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.198
Max Drawdown 2y
-0.220
Max Drawdown 3m
-0.132
Max Drawdown 5y
-0.302
Max Drawdown 6m
-0.183
Momentum Acceleration 1m Vs 3m
0.093
Momentum Acceleration 3m Vs 6m
0.009
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.957
Return 1m
0.090
Return 1w
-0.019
Return 1y
-0.007
Return 2y
0.105
Return 3m
-0.012
Return 5y
0.850
Return 6m
-0.078
Return Skewness 1y
-0.624
Sector Excess Return 1y
-0.087
Sharpe 1m
5.091
Sharpe 1y
0.077
Sharpe 2y
0.328
Sharpe 3m
-0.014
Sharpe 5y
0.589
Sharpe 6m
-0.540
Sortino 1m
8.347
Sortino 1y
0.074
Sortino 2y
0.322
Sortino 3m
-0.013
Sortino 5y
0.568
Sortino 6m
-0.480
Trend R2 1m
0.873
Trend R2 1w
0.764
Trend R2 1y
0.097
Trend R2 2y
0.000
Trend R2 3m
0.084
Trend R2 5y
0.804
Trend R2 6m
0.535
Trend 1m
0.005
Trend 1w
-0.004
Trend 1y
-0.000
Trend 2y
-0.000
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
0.484
Value At Risk 95 1y
-0.021
Volatility 1m
0.207
Volatility 1w
0.116
Volatility 1y
0.220
Volatility 2y
0.241
Volatility 3m
0.293
Volatility 5y
0.272
Volatility 6m
0.246
Worst Day 1y
-0.090
Distance From Sma 50 Score
0.588
Downside Volatility 1y Score
0.238
Downside Volatility 3m Score
0.358
Drawdown Recovery Score
0.806
Excess Return 1m Score
0.604
Excess Return 1y Score
0.116
Excess Return 3m Score
0.292
Excess Return 6m Score
0.202
Expected Shortfall 95 1y Score
0.682
Log Avg Dollar Volume 20d Score
0.501
Log Market Cap Score
0.351
Drawdown Score 1y
0.695
Drawdown Score 5y
0.698
Momentum Acceleration 1m Vs 3m Score
0.812
Momentum Acceleration 3m Vs 6m Score
0.531
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.899
Relative Volume 20d Score
0.243
Return 1m Score
0.649
Return 1y Score
0.495
Return 3m Score
0.485
Return 6m Score
0.435
Return Skewness 1y Score
0.396
Sortino 1y Score
0.384
Sortino 3m Score
0.373
Trend R2 1y Score
0.097
Trend R2 3m Score
0.084
Trend Slope 1y Score
0.487
Trend Slope 3m Score
0.458
Volatility 1y Score
0.227
Volatility 3m Score
0.324