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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

AGYS

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

AGYS

AGYS

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
0.521
Correlation To Benchmark 1y
0.123
Inverse To Benchmark 1y
0.877
Drawdown Score 1m
0.680
Drawdown Score 3m
0.747
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
0.121
Drawdown Score 1y
0.140
Drawdown Score 2y
0.298
Drawdown Score 5y
0.439
Return 1w
-0.017
Return 1m
0.209
Return 3m
0.719
Return 6m
-0.084
Return 1y
-0.051
Return 2y
0.058
Return 5y
0.913
Sharpe 1m
4.954
Sharpe 3m
4.221
Sharpe 6m
0.002
Sharpe 1y
0.167
Sharpe 2y
0.315
Sharpe 5y
0.508
Trend 1w
-0.006
Trend 1m
0.013
Trend 3m
0.009
Trend 6m
-0.000
Trend 1y
-0.002
Trend 2y
-0.001
Trend 5y
0.001
Volatility 1w
0.521
Volatility 1m
0.484
Volatility 3m
0.550
Volatility 6m
0.590
Volatility 1y
0.532
Volatility 2y
0.524
Volatility 5y
0.486
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
AGYS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:01 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.877
Aptet Fit Raw Score
0.898
Aptet Fit Confidence
0.953
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.911
Force Fit Raw Score
0.925
Force Fit Confidence
0.968
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:01 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AGYS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AGYS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AGYS",
    "hitRates": {
      "1": 0.5897435897435898,
      "5": 0.5657894736842105,
      "10": 0.54421768707483
    },
    "hitRate1D": 0.5897435897435898,
    "comboQuality": 0.9880258177337654,
    "eligibleDays": 315,
    "fitnessScore": 1.3208503143889214,
    "lookbackDays": 45,
    "returnLift1D": 0.0028929306403317574,
    "hitRateLift1D": 0.04515760248244327,
    "activationRate": 0.4984126984126984,
    "activationCount": 157,
    "baselineHitRates": {
      "1": 0.5445859872611465,
      "5": 0.5258064516129032,
      "10": 0.5114754098360655
    },
    "sampleConfidence": 0.9932059447983015,
    "shadowSharpeLike": 1.412209648691054,
    "avgForwardReturns": {
      "1": 0.0044735865792803935,
      "5": 0.020644168600083765,
      "10": 0.03362488797033279
    },
    "shadowMaxDrawdown": -0.15830087549900285,
    "shadowTotalReturn": 0.8276301947123303,
    "avgForwardReturn1D": 0.0044735865792803935,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22"
    ],
    "horizonObservationCounts": {
      "1": 156,
      "5": 152,
      "10": 147
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015806559389486363,
      "5": 0.008019304843003812,
      "10": 0.016949126537572873
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9880258177337654,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.898597282628457,
    "bestRawFitnessScore": 1.3208503143889214,
    "upperQuartileComboQuality": 0.9368996231883826
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8770631588883304,
    "rawScore": 0.8981625577055621,
    "confidence": 0.9530165254914833,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.7003399665980891,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.7814743309850939,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5897435897435898,
        "5": 0.5657894736842105,
        "10": 0.54421768707483
      },
      "hitRate1D": 0.5897435897435898,
      "comboQuality": 0.9880258177337654,
      "eligibleDays": 315,
      "fitnessScore": 1.3208503143889214,
      "lookbackDays": 45,
      "returnLift1D": 0.0028929306403317574,
      "hitRateLift1D": 0.04515760248244327,
      "activationRate": 0.4984126984126984,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.5258064516129032,
        "10": 0.5114754098360655
      },
      "sampleConfidence": 0.9932059447983015,
      "shadowSharpeLike": 1.412209648691054,
      "avgForwardReturns": {
        "1": 0.0044735865792803935,
        "5": 0.020644168600083765,
        "10": 0.03362488797033279
      },
      "shadowMaxDrawdown": -0.15830087549900285,
      "shadowTotalReturn": 0.8276301947123303,
      "avgForwardReturn1D": 0.0044735865792803935,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 152,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015806559389486363,
        "5": 0.008019304843003812,
        "10": 0.016949126537572873
      }
    },
    {
      "topN": 5,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5857142857142857,
        "5": 0.6102941176470589,
        "10": 0.6259541984732825
      },
      "hitRate1D": 0.5857142857142857,
      "comboQuality": 0.987773673629595,
      "eligibleDays": 330,
      "fitnessScore": 1.3162096554440388,
      "lookbackDays": 30,
      "returnLift1D": 0.0037076368680062457,
      "hitRateLift1D": 0.04772036474164132,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5379939209726444,
        "5": 0.52,
        "10": 0.51875
      },
      "sampleConfidence": 0.992434988179669,
      "shadowSharpeLike": 1.4147589866382915,
      "avgForwardReturns": {
        "1": 0.005098766383470046,
        "5": 0.025344851371927865,
        "10": 0.049558424039809125
      },
      "shadowMaxDrawdown": -0.15793671368991768,
      "shadowTotalReturn": 0.8524382419456555,
      "avgForwardReturn1D": 0.005098766383470046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013911295154638002,
        "5": 0.0077453338543346205,
        "10": 0.017644968087688895
      }
    },
    {
      "topN": 5,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.581081081081081,
        "5": 0.5972222222222222,
        "10": 0.6690647482014388
      },
      "hitRate1D": 0.581081081081081,
      "comboQuality": 0.9839592374616359,
      "eligibleDays": 339,
      "fitnessScore": 1.2556192925436118,
      "lookbackDays": 21,
      "returnLift1D": 0.0035438121744101447,
      "hitRateLift1D": 0.04853670238285612,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5325443786982249,
        "5": 0.5149700598802395,
        "10": 0.5045592705167173
      },
      "sampleConfidence": 0.9928411633109621,
      "shadowSharpeLike": 1.2871545659977384,
      "avgForwardReturns": {
        "1": 0.004787006126626852,
        "5": 0.02586983374545377,
        "10": 0.05987313700574452
      },
      "shadowMaxDrawdown": -0.1718061939800286,
      "shadowTotalReturn": 0.8098946247036953,
      "avgForwardReturn1D": 0.004787006126626852,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012431939522167073,
        "5": 0.0068235171375422,
        "10": 0.015187853743184572
      }
    },
    {
      "topN": 4,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5681818181818182,
        "5": 0.5801526717557252,
        "10": 0.6190476190476191
      },
      "hitRate1D": 0.5681818181818182,
      "comboQuality": 0.957276005197979,
      "eligibleDays": 352,
      "fitnessScore": 1.0340528320986575,
      "lookbackDays": 14,
      "returnLift1D": 0.003630609498370415,
      "hitRateLift1D": 0.03675324675324676,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5314285714285715,
        "5": 0.5202312138728323,
        "10": 0.49707602339181284
      },
      "sampleConfidence": 0.9964646464646465,
      "shadowSharpeLike": 1.1606754344792525,
      "avgForwardReturns": {
        "1": 0.004764720861104738,
        "5": 0.02130782443992807,
        "10": 0.05297768997061766
      },
      "shadowMaxDrawdown": -0.23722224238864276,
      "shadowTotalReturn": 0.6749249154635759,
      "avgForwardReturn1D": 0.004764720861104738,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-10",
        "2025-04-21",
        "2025-04-28",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341113627343228,
        "5": 0.006394917120609879,
        "10": 0.013748399759468956
      }
    },
    {
      "topN": 3,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5811965811965812,
        "5": 0.5775862068965517,
        "10": 0.6216216216216216
      },
      "hitRate1D": 0.5811965811965812,
      "comboQuality": 0.9466381762617485,
      "eligibleDays": 352,
      "fitnessScore": 0.9826807008521079,
      "lookbackDays": 14,
      "returnLift1D": 0.00394756385939471,
      "hitRateLift1D": 0.04976800976800977,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5314285714285715,
        "5": 0.5202312138728323,
        "10": 0.49707602339181284
      },
      "sampleConfidence": 0.9960113960113961,
      "shadowSharpeLike": 1.1248791942571588,
      "avgForwardReturns": {
        "1": 0.005081675222129033,
        "5": 0.020478928061586153,
        "10": 0.05757212779538528
      },
      "shadowMaxDrawdown": -0.24773213267018268,
      "shadowTotalReturn": 0.6310315547424097,
      "avgForwardReturn1D": 0.005081675222129033,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-28",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 116,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341113627343228,
        "5": 0.006394917120609879,
        "10": 0.013748399759468956
      }
    },
    {
      "topN": 4,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.5570469798657718,
        "10": 0.5347222222222222
      },
      "hitRate1D": 0.5882352941176471,
      "comboQuality": 0.933653438830594,
      "eligibleDays": 315,
      "fitnessScore": 0.9317269453775792,
      "lookbackDays": 45,
      "returnLift1D": 0.0015422882367046489,
      "hitRateLift1D": 0.04364930685650059,
      "activationRate": 0.4888888888888889,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.5258064516129032,
        "10": 0.5114754098360655
      },
      "sampleConfidence": 0.9930735930735931,
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        "1": 0.0005487605132676155,
        "5": 0.0064521652416953375,
        "10": 0.010243912773045675
      },
      "shadowMaxDrawdown": -0.2774706662017624,
      "shadowTotalReturn": 0.0318117261430908,
      "avgForwardReturn1D": 0.0005487605132676155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009236853107153096,
        "5": 0.003632367425465679,
        "10": 0.0063905851081352966
      }
    },
    {
      "topN": 4,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5548387096774193,
        "5": 0.5231788079470199,
        "10": 0.4726027397260274
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      "hitRate1D": 0.5548387096774193,
      "comboQuality": 0.3216974234030587,
      "eligibleDays": 297,
      "fitnessScore": 0.18588395083534182,
      "lookbackDays": 63,
      "returnLift1D": -0.0008070945493472093,
      "hitRateLift1D": 0.021054925893635557,
      "activationRate": 0.5252525252525253,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5337837837837838,
        "5": 0.5,
        "10": 0.4808362369337979
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      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": 0.039337710841545415,
      "avgForwardReturns": {
        "1": 0.0001165907613681004,
        "5": 0.00790965280864195,
        "10": 0.012223278455185674
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      "shadowMaxDrawdown": -0.29182071188363445,
      "shadowTotalReturn": -0.0361841411897047,
      "avgForwardReturn1D": 0.0001165907613681004,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009236853107153096,
        "5": 0.003632367425465679,
        "10": 0.0063905851081352966
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    },
    {
      "topN": 2,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5565217391304348,
        "5": 0.46846846846846846,
        "10": 0.42452830188679247
      },
      "hitRate1D": 0.5565217391304348,
      "comboQuality": 0.121225693607205,
      "eligibleDays": 297,
      "fitnessScore": -0.08579229282747901,
      "lookbackDays": 63,
      "returnLift1D": -0.002223479670591021,
      "hitRateLift1D": 0.022737955346651018,
      "activationRate": 0.39057239057239057,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5337837837837838,
        "5": 0.5,
        "10": 0.4808362369337979
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      "sampleConfidence": 0.9908045977011495,
      "shadowSharpeLike": -0.5852452911764672,
      "avgForwardReturns": {
        "1": -0.0012997943598757114,
        "5": -0.005446950830331311,
        "10": -0.007117524585798292
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      "shadowMaxDrawdown": -0.29797008237216327,
      "shadowTotalReturn": -0.17359230621794886,
      "avgForwardReturn1D": -0.0012997943598757114,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009236853107153096,
        "5": 0.003632367425465679,
        "10": 0.0063905851081352966
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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": 0.957276005197979,
      "fitnessScore": 1.0340528320986575,
      "lookbackDays": 14,
      "returnLift1D": 0.003630609498370415,
      "activationRate": 0.375,
      "activationCount": 132,
      "sampleConfidence": 0.9964646464646465,
      "shadowTotalReturn": 0.6749249154635759,
      "avgForwardReturn1D": 0.004764720861104738
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9839592374616359,
      "fitnessScore": 1.2556192925436118,
      "lookbackDays": 21,
      "returnLift1D": 0.0035438121744101447,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "sampleConfidence": 0.9928411633109621,
      "shadowTotalReturn": 0.8098946247036953,
      "avgForwardReturn1D": 0.004787006126626852
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.987773673629595,
      "fitnessScore": 1.3162096554440388,
      "lookbackDays": 30,
      "returnLift1D": 0.0037076368680062457,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "sampleConfidence": 0.992434988179669,
      "shadowTotalReturn": 0.8524382419456555,
      "avgForwardReturn1D": 0.005098766383470046
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9880258177337654,
      "fitnessScore": 1.3208503143889214,
      "lookbackDays": 45,
      "returnLift1D": 0.0028929306403317574,
      "activationRate": 0.4984126984126984,
      "activationCount": 157,
      "sampleConfidence": 0.9932059447983015,
      "shadowTotalReturn": 0.8276301947123303,
      "avgForwardReturn1D": 0.0044735865792803935
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6642352506115073,
      "fitnessScore": 0.5000896354551612,
      "lookbackDays": 63,
      "returnLift1D": 0.0006906456067488332,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "sampleConfidence": 0.9932489451476794,
      "shadowTotalReturn": 0.19615696748838385,
      "avgForwardReturn1D": 0.0016143309174641428
    }
  ],
  "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": "e014a0cdbf3db90db8bb21b61ea11b224216e2ab89de34c0a9c480e770b77ae4",
    "size": 13,
    "members": [
      "AGYS",
      "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",
      "AGYS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AGYS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "AGYS",
    "hitRates": {
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      "10": 0.6190476190476191
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    "hitRate1D": 0.5681818181818182,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9555921150039143,
    "eligibleDays": 375,
    "fitnessScore": 1.0251611064854558,
    "lookbackDays": 14,
    "returnLift1D": 0.004243279661523317,
    "hitRateLift1D": 0.04551515151515162,
    "portfolioSize": 4,
    "activationRate": 0.352,
    "activationCount": 132,
    "baselineHitRates": {
      "1": 0.5226666666666666,
      "5": 0.48787061994609165,
      "10": 0.4672131147540984
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    "sampleConfidence": 0.9964646464646465,
    "shadowSharpeLike": 1.1244315986255105,
    "avgForwardReturns": {
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      "5": 0.02130782443992807,
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    "shadowMaxDrawdown": -0.23722224238864276,
    "shadowTotalReturn": 0.6749249154635759,
    "avgForwardReturn1D": 0.004764720861104738,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-04-10",
      "2025-04-21",
      "2025-04-28",
      "2025-04-29",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
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    "horizonObservationCounts": {
      "1": 132,
      "5": 131,
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    "baselineAvgForwardReturns": {
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      "10": 0.008905359429415591
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9555921150039143,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8880949904675074,
    "bestRawFitnessScore": 1.0251611064854558,
    "upperQuartileComboQuality": 0.9274900171268301
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.91052809583678,
    "rawScore": 0.9252221504916166,
    "confidence": 0.9682366993764062,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
    },
    "profileBreadth": 0.7001871966755865,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9738641638615947,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AGYS",
      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.9555921150039143,
      "eligibleDays": 375,
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      "returnLift1D": 0.004243279661523317,
      "hitRateLift1D": 0.04551515151515162,
      "portfolioSize": 4,
      "activationRate": 0.352,
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      "riskOffActivations": 0,
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        "2025-04-10",
        "2025-04-21",
        "2025-04-28",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9555921150039143,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.04551515151515162,
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      "sampleConfidence": 0.9964646464646465,
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      "shadowMaxDrawdown": -0.23722224238864276,
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      "riskOffActivations": 0,
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        "2025-04-10",
        "2025-04-21",
        "2025-04-28",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9283753703365965,
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      "fitnessScore": 0.9136393708813447,
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      "returnLift1D": 0.003141694447767251,
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      "activationRate": 0.37228260869565216,
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      "sampleConfidence": 0.9936739659367397,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9283753703365965,
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      "shadowTotalReturn": 0.19049820891146063,
      "avgForwardReturn1D": 0.0019693413346431733,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.001286719369500741,
        "5": 0.007069656486968252,
        "10": 0.015293611288933705
      }
    },
    {
      "topN": 3,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5592105263157895,
        "5": 0.5202702702702703,
        "10": 0.46853146853146854
      },
      "hitRate1D": 0.5592105263157895,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.34866482612774746,
      "eligibleDays": 326,
      "fitnessScore": 0.2125190756319749,
      "lookbackDays": 63,
      "returnLift1D": -0.0010873054255250711,
      "hitRateLift1D": 0.019333225702292567,
      "portfolioSize": 3,
      "activationRate": 0.4662576687116564,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.5248447204968945,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 0.9942982456140351,
      "shadowSharpeLike": 0.14215616395091243,
      "avgForwardReturns": {
        "1": 0.0003609991486275839,
        "5": 0.007741247825252885,
        "10": 0.011921561222163724
      },
      "shadowMaxDrawdown": -0.2774706662017622,
      "shadowTotalReturn": 0.0019132051879200418,
      "avgForwardReturn1D": 0.0003609991486275839,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 148,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.001448304574152655,
        "5": 0.008397877955960293,
        "10": 0.018378420005315043
      }
    },
    {
      "topN": 4,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.554140127388535,
        "5": 0.5228758169934641,
        "10": 0.4797297297297297
      },
      "hitRate1D": 0.554140127388535,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.27302555729910183,
      "eligibleDays": 326,
      "fitnessScore": 0.1345482986641491,
      "lookbackDays": 63,
      "returnLift1D": -0.0014438226992104532,
      "hitRateLift1D": 0.014262826775038095,
      "portfolioSize": 4,
      "activationRate": 0.4815950920245399,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.5248447204968945,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": -0.01321354817028747,
      "avgForwardReturns": {
        "1": 0.000004481874942201762,
        "5": 0.009036095154678648,
        "10": 0.015496751889940177
      },
      "shadowMaxDrawdown": -0.291820711883634,
      "shadowTotalReturn": -0.05415178154136735,
      "avgForwardReturn1D": 0.000004481874942201762,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-19",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.001448304574152655,
        "5": 0.008397877955960293,
        "10": 0.018378420005315043
      }
    },
    {
      "topN": 5,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.554140127388535,
        "5": 0.5228758169934641,
        "10": 0.4797297297297297
      },
      "hitRate1D": 0.554140127388535,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.27302555729910183,
      "eligibleDays": 326,
      "fitnessScore": 0.1345482986641491,
      "lookbackDays": 63,
      "returnLift1D": -0.0014438226992104532,
      "hitRateLift1D": 0.014262826775038095,
      "portfolioSize": 5,
      "activationRate": 0.4815950920245399,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.5248447204968945,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": -0.01321354817028747,
      "avgForwardReturns": {
        "1": 0.000004481874942201762,
        "5": 0.009036095154678648,
        "10": 0.015496751889940177
      },
      "shadowMaxDrawdown": -0.291820711883634,
      "shadowTotalReturn": -0.05415178154136735,
      "avgForwardReturn1D": 0.000004481874942201762,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-19",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.001448304574152655,
        "5": 0.008397877955960293,
        "10": 0.018378420005315043
      }
    },
    {
      "topN": 2,
      "ticker": "AGYS",
      "hitRates": {
        "1": 0.5517241379310345,
        "5": 0.4732142857142857,
        "10": 0.42990654205607476
      },
      "hitRate1D": 0.5517241379310345,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09429606190455989,
      "eligibleDays": 326,
      "fitnessScore": -0.14770007013737674,
      "lookbackDays": 63,
      "returnLift1D": -0.002978195249133034,
      "hitRateLift1D": 0.01184683731753755,
      "portfolioSize": 2,
      "activationRate": 0.3558282208588957,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.5248447204968945,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 0.992528735632184,
      "shadowSharpeLike": -0.6564397951324221,
      "avgForwardReturns": {
        "1": -0.0015298906749803792,
        "5": -0.0036372781657014594,
        "10": -0.004713177243903665
      },
      "shadowMaxDrawdown": -0.2979700823721626,
      "shadowTotalReturn": -0.19753889174709072,
      "avgForwardReturn1D": -0.0015298906749803792,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-14",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 112,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.001448304574152655,
        "5": 0.008397877955960293,
        "10": 0.018378420005315043
      }
    }
  ],
  "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": 0.9555921150039143,
      "fitnessScore": 1.0251611064854558,
      "lookbackDays": 14,
      "returnLift1D": 0.004243279661523317,
      "activationRate": 0.352,
      "activationCount": 132,
      "sampleConfidence": 0.9964646464646465,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6749249154635759,
      "avgForwardReturn1D": 0.004764720861104738
    },
    {
      "comboQuality": 0.9283753703365965,
      "fitnessScore": 0.9136393708813447,
      "lookbackDays": 21,
      "returnLift1D": 0.003141694447767251,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "sampleConfidence": 0.9936739659367397,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5543016744211435,
      "avgForwardReturn1D": 0.003980363691961036
    },
    {
      "comboQuality": 0.902399522044107,
      "fitnessScore": 0.8393184913315218,
      "lookbackDays": 30,
      "returnLift1D": 0.0029894813160770252,
      "activationRate": 0.34540389972144847,
      "activationCount": 124,
      "sampleConfidence": 0.9930107526881721,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.48576224857061123,
      "avgForwardReturn1D": 0.003776138695592071
    },
    {
      "comboQuality": 0.9271948993902414,
      "fitnessScore": 0.9097631104674817,
      "lookbackDays": 45,
      "returnLift1D": 0.0018362248061525443,
      "activationRate": 0.44476744186046513,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4995836326441958,
      "avgForwardReturn1D": 0.003122944175653285
    },
    {
      "comboQuality": 0.34866482612774746,
      "fitnessScore": 0.2125190756319749,
      "lookbackDays": 63,
      "returnLift1D": -0.0010873054255250711,
      "activationRate": 0.4662576687116564,
      "activationCount": 152,
      "sampleConfidence": 0.9942982456140351,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.0019132051879200418,
      "avgForwardReturn1D": 0.0003609991486275839
    }
  ],
  "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": "e014a0cdbf3db90db8bb21b61ea11b224216e2ab89de34c0a9c480e770b77ae4",
    "size": 13,
    "members": [
      "AGYS",
      "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
0.333
Liquidity
0.528
Momentum
0.741
Relative strength
0.615
Trend quality
0.517
Stability
0.413
Aggression
0.494
Downside risk
0.521
Drawdown state
0.701
Quality momentum
0.610
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
0.930
Beta 1y Profile Score
0.209
Beta 3m Profile Score
0
Beta Change Score
0.093
Correlation Change Score
0.404
Current Drawdown Score
0.644
Days Since 52w High Score
0.690
Distance From 52w High Score
0.650
Distance From Sma 20 Score
0.676
Distance From Sma 200 Score
0.726
Distance From Sma 50 Score
0.947
Downside Volatility 1m Score
0.600
Downside Volatility 1y Score
0.645
Downside Volatility 2y Score
0.647
Downside Volatility 3m Score
0.566
Downside Volatility 5y Score
0.558
Downside Volatility 6m Score
0.783
Drawdown Recovery Score
1
Excess Return 1m Score
0.803
Excess Return 1y Score
0.044
Excess Return 3m Score
1
Excess Return 6m Score
0.192
Expected Shortfall 95 1y Score
0.269
Log Avg Dollar Volume 20d Score
0.528
Log Market Cap Score
0.333
Drawdown Score 1m
0.680
Drawdown Score 1y
0.140
Drawdown Score 2y
0.298
Drawdown Score 3m
0.747
Drawdown Score 5y
0.439
Drawdown Score 6m
0.121
Momentum Acceleration 1m Vs 3m Score
0.398
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.998
Relative Volume 20d Score
0.266
Return 1m Score
0.848
Return 1w Score
0.445
Return 1y Score
0.468
Return 2y Score
0.302
Return 3m Score
1
Return 5y Score
0.147
Return 6m Score
0.430
Return Skewness 1y Score
0.577
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.433
Sharpe 2y Score
0.463
Sharpe 3m Score
1
Sharpe 5y Score
0.502
Sharpe 6m Score
0.400
Sortino 1m Score
0.974
Sortino 1y Score
0.396
Sortino 2y Score
0.414
Sortino 3m Score
0.987
Sortino 5y Score
0.441
Sortino 6m Score
0.375
Trend R2 1m Score
0.736
Trend R2 1w Score
0.256
Trend R2 1y Score
0.420
Trend R2 2y Score
0.127
Trend R2 3m Score
0.896
Trend R2 5y Score
0.592
Trend R2 6m Score
0.003
Trend Slope 1m Score
1
Trend Slope 1w Score
0.154
Trend Slope 1y Score
0.377
Trend Slope 2y Score
0.468
Trend Slope 3m Score
1
Trend Slope 5y Score
0.546
Trend Slope 6m Score
0.484
Volatility 1m Score
0.579
Volatility 1w Score
0.628
Volatility 1y Score
0.642
Volatility 2y Score
0.631
Volatility 3m Score
0.667
Volatility 5y Score
0.582
Volatility 6m Score
0.720
Worst Day 1y Score
0.001
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
38,403,758.211
Best Day 1y
0.226
Beta To Benchmark 1y
0.521
Beta 3m
-0.293
Beta Change
-0.815
Beta To Sector 1y
0.183
Correlation To Benchmark 1y
0.123
Correlation 3m
-0.070
Correlation Change
-0.193
Correlation To Sector 1y
0.084
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.930
Beta 1y Profile Score
0.209
Beta 3m Profile Score
0
Beta Change Score
0.093
Correlation Change Score
0.404
Current Drawdown Score
0.644
Distance From Sma 20 Score
0.676
Distance From Sma 200 Score
0.726
Current Drawdown
-0.231
Days Since 52w High
174
Distance From 52w High
-0.228
Distance From Sma 20
0.105
Distance From Sma 200
0.136
Distance From Sma 50
0.268
Downside Capture 1y
1.281
Downside Volatility 1m
0.500
Downside Volatility 1w
-
Downside Volatility 1y
0.534
Downside Volatility 2y
0.535
Downside Volatility 3m
0.475
Downside Volatility 5y
0.468
Downside Volatility 6m
0.637
Drawdown Recovery
1
Excess Return 1m
0.182
Excess Return 1y
-0.274
Excess Return 3m
0.606
Excess Return 6m
-0.185
Expected Shortfall 95 1y
-0.073
Market Cap
3,095,442,084.74
Max Drawdown 1m
-0.080
Max Drawdown 1w
-0.058
Max Drawdown 1y
-0.559
Max Drawdown 2y
-0.561
Max Drawdown 3m
-0.101
Max Drawdown 5y
-0.561
Max Drawdown 6m
-0.483
Momentum Acceleration 1m Vs 3m
-0.031
Momentum Acceleration 3m Vs 6m
0.254
Moving Average Alignment
0.500
Relative Strength Acceleration
0.014
Relative Strength Slope 3m
0.008
Relative Volume 20d
1.017
Return 1m
0.209
Return 1w
-0.017
Return 1y
-0.051
Return 2y
0.058
Return 3m
0.719
Return 5y
0.913
Return 6m
-0.084
Return Skewness 1y
0.461
Sector Excess Return 1y
-0.499
Sharpe 1m
4.954
Sharpe 1y
0.167
Sharpe 2y
0.315
Sharpe 3m
4.221
Sharpe 5y
0.508
Sharpe 6m
0.002
Sortino 1m
4.796
Sortino 1y
0.166
Sortino 2y
0.309
Sortino 3m
4.893
Sortino 5y
0.528
Sortino 6m
0.002
Trend R2 1m
0.736
Trend R2 1w
0.256
Trend R2 1y
0.420
Trend R2 2y
0.127
Trend R2 3m
0.896
Trend R2 5y
0.592
Trend R2 6m
0.003
Trend 1m
0.013
Trend 1w
-0.006
Trend 1y
-0.002
Trend 2y
-0.001
Trend 3m
0.009
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.606
Value At Risk 95 1y
-0.049
Volatility 1m
0.484
Volatility 1w
0.521
Volatility 1y
0.532
Volatility 2y
0.524
Volatility 3m
0.550
Volatility 5y
0.486
Volatility 6m
0.590
Worst Day 1y
-0.200
Distance From Sma 50 Score
0.947
Downside Volatility 1y Score
0.645
Downside Volatility 3m Score
0.566
Drawdown Recovery Score
1
Excess Return 1m Score
0.803
Excess Return 1y Score
0.044
Excess Return 3m Score
1
Excess Return 6m Score
0.192
Expected Shortfall 95 1y Score
0.269
Log Avg Dollar Volume 20d Score
0.528
Log Market Cap Score
0.333
Drawdown Score 1y
0.140
Drawdown Score 5y
0.439
Momentum Acceleration 1m Vs 3m Score
0.398
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.266
Return 1m Score
0.848
Return 1y Score
0.468
Return 3m Score
1
Return 6m Score
0.430
Return Skewness 1y Score
0.577
Sortino 1y Score
0.396
Sortino 3m Score
0.987
Trend R2 1y Score
0.420
Trend R2 3m Score
0.896
Trend Slope 1y Score
0.377
Trend Slope 3m Score
1
Volatility 1y Score
0.642
Volatility 3m Score
0.667