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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

ALC

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

Research Detail

ALC

ALC

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
0.629
Correlation To Benchmark 1y
0.270
Inverse To Benchmark 1y
0.730
Drawdown Score 1m
0.778
Drawdown Score 3m
0.416
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
0.482
Drawdown Score 1y
0.501
Drawdown Score 2y
0.526
Drawdown Score 5y
0.621
Return 1w
-0.027
Return 1m
-0.001
Return 3m
-0.120
Return 6m
-0.159
Return 1y
-0.217
Return 2y
-0.236
Return 5y
-0.019
Sharpe 1m
0.065
Sharpe 3m
-1.214
Sharpe 6m
-0.975
Sharpe 1y
-0.685
Sharpe 2y
-0.360
Sharpe 5y
0.121
Trend 1w
-0.005
Trend 1m
0.001
Trend 3m
-0.003
Trend 6m
-0.002
Trend 1y
-0.001
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
0.235
Volatility 1m
0.265
Volatility 3m
0.364
Volatility 6m
0.306
Volatility 1y
0.293
Volatility 2y
0.270
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
ALC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:07 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.112
Aptet Fit Raw Score
0.122
Aptet Fit Confidence
0.838
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.160
Force Fit Raw Score
0.171
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:07 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ALC",
    "hitRates": {
      "1": 0.5087719298245614,
      "5": 0.5555555555555556,
      "10": 0.5102040816326531
    },
    "hitRate1D": 0.5087719298245614,
    "comboQuality": 0.3232275156241704,
    "eligibleDays": 315,
    "fitnessScore": 0.18742468732141818,
    "lookbackDays": 45,
    "returnLift1D": 0.001900874972042467,
    "hitRateLift1D": 0.02151078332774614,
    "activationRate": 0.18095238095238095,
    "activationCount": 57,
    "baselineHitRates": {
      "1": 0.4872611464968153,
      "5": 0.4935483870967742,
      "10": 0.45901639344262296
    },
    "sampleConfidence": 0.9871345029239766,
    "shadowSharpeLike": 0.4336098688408569,
    "avgForwardReturns": {
      "1": 0.0010457203561849086,
      "5": -0.001583430974114876,
      "10": -0.01008311976294878
    },
    "shadowMaxDrawdown": -0.04678106971410301,
    "shadowTotalReturn": 0.051099717855851434,
    "avgForwardReturn1D": 0.0010457203561849086,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 57,
      "5": 54,
      "10": 49
    },
    "baselineAvgForwardReturns": {
      "1": -0.0008551546158575584,
      "5": -0.004324719469945496,
      "10": -0.00941040117730585
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3232275156241704,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.04598651461500011,
    "bestRawFitnessScore": 0.18742468732141818,
    "upperQuartileComboQuality": 0.07156427144845359
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11244460960166716,
    "rawScore": 0.12235024514361229,
    "confidence": 0.8380773895415071,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.18790222045936636,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.5087719298245614,
        "5": 0.5555555555555556,
        "10": 0.5102040816326531
      },
      "hitRate1D": 0.5087719298245614,
      "comboQuality": 0.3232275156241704,
      "eligibleDays": 315,
      "fitnessScore": 0.18742468732141818,
      "lookbackDays": 45,
      "returnLift1D": 0.001900874972042467,
      "hitRateLift1D": 0.02151078332774614,
      "activationRate": 0.18095238095238095,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.4872611464968153,
        "5": 0.4935483870967742,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9871345029239766,
      "shadowSharpeLike": 0.4336098688408569,
      "avgForwardReturns": {
        "1": 0.0010457203561849086,
        "5": -0.001583430974114876,
        "10": -0.01008311976294878
      },
      "shadowMaxDrawdown": -0.04678106971410301,
      "shadowTotalReturn": 0.051099717855851434,
      "avgForwardReturn1D": 0.0010457203561849086,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 54,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008551546158575584,
        "5": -0.004324719469945496,
        "10": -0.00941040117730585
      }
    },
    {
      "topN": 4,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.4909090909090909,
        "5": 0.5384615384615384,
        "10": 0.5
      },
      "hitRate1D": 0.4909090909090909,
      "comboQuality": 0.23669806309898359,
      "eligibleDays": 315,
      "fitnessScore": 0.09240896458691612,
      "lookbackDays": 45,
      "returnLift1D": 0.0013620259208504194,
      "hitRateLift1D": 0.0036479444122756166,
      "activationRate": 0.1746031746031746,
      "activationCount": 55,
      "baselineHitRates": {
        "1": 0.4872611464968153,
        "5": 0.4935483870967742,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9878787878787879,
      "shadowSharpeLike": 0.18598590318354055,
      "avgForwardReturns": {
        "1": 0.0005068713049928609,
        "5": -0.002979445629998875,
        "10": -0.010670342695092342
      },
      "shadowMaxDrawdown": -0.0714312023005429,
      "shadowTotalReturn": 0.017484052884872536,
      "avgForwardReturn1D": 0.0005068713049928609,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 55,
        "5": 52,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008551546158575584,
        "5": -0.004324719469945496,
        "10": -0.00941040117730585
      }
    },
    {
      "topN": 3,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.4791666666666667,
        "5": 0.5111111111111111,
        "10": 0.4523809523809524
      },
      "hitRate1D": 0.4791666666666667,
      "comboQuality": 0.13773545086238295,
      "eligibleDays": 315,
      "fitnessScore": -0.05353000656094739,
      "lookbackDays": 45,
      "returnLift1D": 0.0002093809559501913,
      "hitRateLift1D": -0.008094479830148604,
      "activationRate": 0.1523809523809524,
      "activationCount": 48,
      "baselineHitRates": {
        "1": 0.4872611464968153,
        "5": 0.4935483870967742,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9875,
      "shadowSharpeLike": -0.3577755479896402,
      "avgForwardReturns": {
        "1": -0.0006457736599073671,
        "5": -0.004663436468674857,
        "10": -0.014015403362678728
      },
      "shadowMaxDrawdown": -0.09442506773979209,
      "shadowTotalReturn": -0.04043262588639074,
      "avgForwardReturn1D": -0.0006457736599073671,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 45,
        "10": 42
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008551546158575584,
        "5": -0.004324719469945496,
        "10": -0.00941040117730585
      }
    },
    {
      "topN": 2,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.5,
        "5": 0.5666666666666667,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.13580224291921555,
      "eligibleDays": 315,
      "fitnessScore": -0.05713241729466567,
      "lookbackDays": 45,
      "returnLift1D": -0.00005926655936196309,
      "hitRateLift1D": 0.01273885350318471,
      "activationRate": 0.10158730158730159,
      "activationCount": 32,
      "baselineHitRates": {
        "1": 0.4872611464968153,
        "5": 0.4935483870967742,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9895833333333334,
      "shadowSharpeLike": -0.49019626108082986,
      "avgForwardReturns": {
        "1": -0.0009144211752195215,
        "5": -0.004988845657597759,
        "10": -0.021111987225875
      },
      "shadowMaxDrawdown": -0.08612408770826496,
      "shadowTotalReturn": -0.03773143352441366,
      "avgForwardReturn1D": -0.0009144211752195215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 30,
        "10": 29
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008551546158575584,
        "5": -0.004324719469945496,
        "10": -0.00941040117730585
      }
    },
    {
      "topN": 2,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.46511627906976744,
        "5": 0.5365853658536586,
        "10": 0.5
      },
      "hitRate1D": 0.46511627906976744,
      "comboQuality": 0.08087990764669346,
      "eligibleDays": 339,
      "fitnessScore": -0.18469929879731142,
      "lookbackDays": 21,
      "returnLift1D": -0.001103636765626314,
      "hitRateLift1D": -0.02009082152194852,
      "activationRate": 0.12684365781710916,
      "activationCount": 43,
      "baselineHitRates": {
        "1": 0.48520710059171596,
        "5": 0.5089820359281437,
        "10": 0.46808510638297873
      },
      "sampleConfidence": 0.9922480620155039,
      "shadowSharpeLike": -0.7106365512266122,
      "avgForwardReturns": {
        "1": -0.0017908472246726498,
        "5": -0.0036640373404383136,
        "10": -0.008368497930371
      },
      "shadowMaxDrawdown": -0.10857715300380288,
      "shadowTotalReturn": -0.0904998591451498,
      "avgForwardReturn1D": -0.0017908472246726498,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 43,
        "5": 41,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006872104590463357,
        "5": -0.00336090753274312,
        "10": -0.007566304704028431
      }
    },
    {
      "topN": 4,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.42105263157894735,
        "5": 0.42105263157894735,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.42105263157894735,
      "comboQuality": 0.06845905938237364,
      "eligibleDays": 297,
      "fitnessScore": -0.22433293434348417,
      "lookbackDays": 63,
      "returnLift1D": -0.0012734663418677832,
      "hitRateLift1D": -0.06205547652916077,
      "activationRate": 0.06397306397306397,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.4831081081081081,
        "5": 0.5034246575342466,
        "10": 0.4738675958188153
      },
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      "sampleConfidence": 0.99375,
      "shadowSharpeLike": -2.0980144513838694,
      "avgForwardReturns": {
        "1": -0.005430098536842835,
        "5": -0.009531983995231193,
        "10": -0.012318304330151904
      },
      "shadowMaxDrawdown": -0.31388347005575123,
      "shadowTotalReturn": -0.31388347005575123,
      "avgForwardReturn1D": -0.005430098536842835,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 62,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": -0.000708918407858124,
        "5": -0.0029273673332141296,
        "10": -0.005975431055019805
      }
    },
    {
      "topN": 5,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.37755102040816324,
        "5": 0.47368421052631576,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.37755102040816324,
      "comboQuality": 0.004920922148310109,
      "eligibleDays": 352,
      "fitnessScore": -0.818051778909055,
      "lookbackDays": 14,
      "returnLift1D": -0.004198549295241225,
      "hitRateLift1D": -0.10530612244897963,
      "activationRate": 0.2784090909090909,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.5144508670520231,
        "10": 0.4853801169590643
      },
      "sampleConfidence": 0.9938775510204082,
      "shadowSharpeLike": -2.155274076307334,
      "avgForwardReturns": {
        "1": -0.004907467703099349,
        "5": -0.009399637469455517,
        "10": -0.013677037611635893
      },
      "shadowMaxDrawdown": -0.4112344810104053,
      "shadowTotalReturn": -0.4112344810104053,
      "avgForwardReturn1D": -0.004907467703099349,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 95,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.000708918407858124,
        "5": -0.0029273673332141296,
        "10": -0.005975431055019805
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    },
    {
      "topN": 4,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.36904761904761907,
        "5": 0.4268292682926829,
        "10": 0.45569620253164556
      },
      "hitRate1D": 0.36904761904761907,
      "comboQuality": 0.003405692123816979,
      "eligibleDays": 352,
      "fitnessScore": -0.8993570294558695,
      "lookbackDays": 14,
      "returnLift1D": -0.005325656919086651,
      "hitRateLift1D": -0.1138095238095238,
      "activationRate": 0.23863636363636365,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.5144508670520231,
        "10": 0.4853801169590643
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      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": -2.3655874445956395,
      "avgForwardReturns": {
        "1": -0.006034575326944775,
        "5": -0.011890911014654176,
        "10": -0.016004591286259136
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      "shadowMaxDrawdown": -0.42294804853171986,
      "shadowTotalReturn": -0.42294804853171986,
      "avgForwardReturn1D": -0.006034575326944775,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-19",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 82,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": -0.000708918407858124,
        "5": -0.0029273673332141296,
        "10": -0.005975431055019805
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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": 2,
      "comboQuality": 0.007840624100702211,
      "fitnessScore": -0.7149243703325959,
      "lookbackDays": 14,
      "returnLift1D": -0.005080666985258663,
      "activationRate": 0.11931818181818182,
      "activationCount": 42,
      "sampleConfidence": 0.9984126984126984,
      "shadowTotalReturn": -0.23550808441674997,
      "avgForwardReturn1D": -0.005789585393116787
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08087990764669346,
      "fitnessScore": -0.18469929879731142,
      "lookbackDays": 21,
      "returnLift1D": -0.001103636765626314,
      "activationRate": 0.12684365781710916,
      "activationCount": 43,
      "sampleConfidence": 0.9922480620155039,
      "shadowTotalReturn": -0.0904998591451498,
      "avgForwardReturn1D": -0.0017908472246726498
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.06135147308963743,
      "fitnessScore": -0.2501208226835651,
      "lookbackDays": 30,
      "returnLift1D": -0.0018369099791647426,
      "activationRate": 0.17272727272727273,
      "activationCount": 57,
      "sampleConfidence": 0.9929824561403509,
      "shadowTotalReturn": -0.1624629120293124,
      "avgForwardReturn1D": -0.0026811715965240268
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3232275156241704,
      "fitnessScore": 0.18742468732141818,
      "lookbackDays": 45,
      "returnLift1D": 0.001900874972042467,
      "activationRate": 0.18095238095238095,
      "activationCount": 57,
      "sampleConfidence": 0.9871345029239766,
      "shadowTotalReturn": 0.051099717855851434,
      "avgForwardReturn1D": 0.0010457203561849086
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.06845905938237364,
      "fitnessScore": -0.22433293434348417,
      "lookbackDays": 63,
      "returnLift1D": -0.0012734663418677832,
      "activationRate": 0.06397306397306397,
      "activationCount": 19,
      "sampleConfidence": 0.986073688964493,
      "shadowTotalReturn": -0.04329555687191888,
      "avgForwardReturn1D": -0.002075298002210308
    }
  ],
  "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": "b851d65826d83aa038a0387222e9f606b44ced32b1abb3f37f5b3a6e20fce2e3",
    "size": 13,
    "members": [
      "ALC",
      "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",
      "ALC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALC",
    "hitRates": {
      "1": 0.5063291139240507,
      "5": 0.618421052631579,
      "10": 0.5555555555555556
    },
    "hitRate1D": 0.5063291139240507,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.38004354152130404,
    "eligibleDays": 344,
    "fitnessScore": 0.24234004799473652,
    "lookbackDays": 45,
    "returnLift1D": 0.0018949790304520426,
    "hitRateLift1D": 0.020863997644980925,
    "portfolioSize": 4,
    "activationRate": 0.22965116279069767,
    "activationCount": 79,
    "baselineHitRates": {
      "1": 0.48546511627906974,
      "5": 0.5147058823529411,
      "10": 0.47761194029850745
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    "sampleConfidence": 0.9915611814345993,
    "shadowSharpeLike": 0.5341746019576331,
    "avgForwardReturns": {
      "1": 0.001253024845835273,
      "5": 0.0013584383726805954,
      "10": -0.002016769458045523
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    "shadowMaxDrawdown": -0.07511551495392943,
    "shadowTotalReturn": 0.08628471531476078,
    "avgForwardReturn1D": 0.001253024845835273,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 79,
      "5": 76,
      "10": 72
    },
    "baselineAvgForwardReturns": {
      "1": -0.0006419541846167694,
      "5": -0.002888015234309007,
      "10": -0.006402730907897426
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.38004354152130404,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05461680069419782,
    "bestRawFitnessScore": 0.24234004799473652,
    "upperQuartileComboQuality": 0.06344848630294345
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15982018650804664,
    "rawScore": 0.17064143830135264,
    "confidence": 0.8731697071821947,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.3796303260987103,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.5063291139240507,
        "5": 0.618421052631579,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5063291139240507,
      "rankWeights": [
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        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.38004354152130404,
      "eligibleDays": 344,
      "fitnessScore": 0.24234004799473652,
      "lookbackDays": 45,
      "returnLift1D": 0.0018949790304520426,
      "hitRateLift1D": 0.020863997644980925,
      "portfolioSize": 4,
      "activationRate": 0.22965116279069767,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.48546511627906974,
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        "10": 0.47761194029850745
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      "sampleConfidence": 0.9915611814345993,
      "shadowSharpeLike": 0.5341746019576331,
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      "shadowMaxDrawdown": -0.07511551495392943,
      "shadowTotalReturn": 0.08628471531476078,
      "avgForwardReturn1D": 0.001253024845835273,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 76,
        "10": 72
      },
      "baselineAvgForwardReturns": {
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        "5": -0.002888015234309007,
        "10": -0.006402730907897426
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.618421052631579,
        "10": 0.5555555555555556
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      "hitRate1D": 0.5063291139240507,
      "rankWeights": [
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      "comboQuality": 0.38004354152130404,
      "eligibleDays": 344,
      "fitnessScore": 0.24234004799473652,
      "lookbackDays": 45,
      "returnLift1D": 0.0018949790304520426,
      "hitRateLift1D": 0.020863997644980925,
      "portfolioSize": 5,
      "activationRate": 0.22965116279069767,
      "activationCount": 79,
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      "sampleConfidence": 0.9915611814345993,
      "shadowSharpeLike": 0.5341746019576331,
      "avgForwardReturns": {
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        "5": 0.0013584383726805954,
        "10": -0.002016769458045523
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      "shadowMaxDrawdown": -0.07511551495392943,
      "shadowTotalReturn": 0.08628471531476078,
      "avgForwardReturn1D": 0.001253024845835273,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 76,
        "10": 72
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5,
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      "comboQuality": 0.2612866675953479,
      "eligibleDays": 344,
      "fitnessScore": 0.12135580730452707,
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      "returnLift1D": 0.0011990917592115693,
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      "sampleConfidence": 0.9916666666666667,
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      "riskOffActivations": 0,
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      ],
      "horizonObservationCounts": {
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    },
    {
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      "hitRate1D": 0.5094339622641509,
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      "comboQuality": 0.18030948943387382,
      "eligibleDays": 344,
      "fitnessScore": 0.01686454180735962,
      "lookbackDays": 45,
      "returnLift1D": 0.0003601933121795286,
      "hitRateLift1D": 0.0239688459850812,
      "portfolioSize": 2,
      "activationRate": 0.15406976744186046,
      "activationCount": 53,
      "baselineHitRates": {
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      "sampleConfidence": 0.9937106918238994,
      "shadowSharpeLike": -0.22559345723841182,
      "avgForwardReturns": {
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        "5": 0.0001574574368624147,
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      "shadowMaxDrawdown": -0.08612408770826496,
      "shadowTotalReturn": -0.02766993852601285,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
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        "2025-03-17",
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        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 53,
        "5": 51,
        "10": 50
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      "baselineAvgForwardReturns": {
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        "5": -0.002888015234309007,
        "10": -0.006402730907897426
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    },
    {
      "topN": 3,
      "ticker": "ALC",
      "hitRates": {
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      "hitRate1D": 0.49333333333333335,
      "rankWeights": [
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      "comboQuality": 0.07625759608654155,
      "eligibleDays": 359,
      "fitnessScore": -0.19874956791557247,
      "lookbackDays": 30,
      "returnLift1D": -0.0011510392847470443,
      "hitRateLift1D": 0.0030826369545032817,
      "portfolioSize": 3,
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      "hitRateLift1D": -0.08669141039236478,
      "portfolioSize": 3,
      "activationRate": 0.22282608695652173,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.5164835164835165,
        "10": 0.4735376044568245
      },
      "sampleConfidence": 0.9951219512195122,
      "shadowSharpeLike": -1.1682858046878917,
      "avgForwardReturns": {
        "1": -0.00239483692333554,
        "5": -0.010267651918313955,
        "10": -0.009858278517367257
      },
      "shadowMaxDrawdown": -0.22746204128861758,
      "shadowTotalReturn": -0.20136459340496715,
      "avgForwardReturn1D": -0.00239483692333554,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 80,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006044022887063604,
        "5": -0.0030617605871220933,
        "10": -0.006152342771268891
      }
    },
    {
      "topN": 2,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.375,
        "5": 0.3392857142857143,
        "10": 0.2545454545454545
      },
      "hitRate1D": 0.375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.010861654939064325,
      "eligibleDays": 375,
      "fitnessScore": -0.6425510131307751,
      "lookbackDays": 14,
      "returnLift1D": -0.004079337931540152,
      "hitRateLift1D": -0.11299999999999999,
      "portfolioSize": 2,
      "activationRate": 0.14933333333333335,
      "activationCount": 56,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.5175202156334232,
        "10": 0.46994535519125685
      },
      "sampleConfidence": 0.9988095238095238,
      "shadowSharpeLike": -1.8022402837581801,
      "avgForwardReturns": {
        "1": -0.004632722262555733,
        "5": -0.01873567936494105,
        "10": -0.027582645388201443
      },
      "shadowMaxDrawdown": -0.2676263144636941,
      "shadowTotalReturn": -0.250764486892155,
      "avgForwardReturn1D": -0.004632722262555733,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-28"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 56,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005533843310155812,
        "5": -0.0028635350236209966,
        "10": -0.006232722152735417
      }
    },
    {
      "topN": 3,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.3950617283950617,
        "5": 0.43037974683544306,
        "10": 0.37662337662337664
      },
      "hitRate1D": 0.3950617283950617,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.009717266911874323,
      "eligibleDays": 375,
      "fitnessScore": -0.6672989407474084,
      "lookbackDays": 14,
      "returnLift1D": -0.0036615821506940107,
      "hitRateLift1D": -0.09293827160493828,
      "portfolioSize": 3,
      "activationRate": 0.216,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.5175202156334232,
        "10": 0.46994535519125685
      },
      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": -1.8142013546141993,
      "avgForwardReturns": {
        "1": -0.004214966481709592,
        "5": -0.010869016091360416,
        "10": -0.015383372308190854
      },
      "shadowMaxDrawdown": -0.34508895128216766,
      "shadowTotalReturn": -0.3120012599970404,
      "avgForwardReturn1D": -0.004214966481709592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 79,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005533843310155812,
        "5": -0.0028635350236209966,
        "10": -0.006232722152735417
      }
    },
    {
      "topN": 4,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.39215686274509803,
        "5": 0.42,
        "10": 0.3917525773195876
      },
      "hitRate1D": 0.39215686274509803,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004643482702048253,
      "eligibleDays": 375,
      "fitnessScore": -0.830879989254542,
      "lookbackDays": 14,
      "returnLift1D": -0.0043728287257386225,
      "hitRateLift1D": -0.09584313725490196,
      "portfolioSize": 4,
      "activationRate": 0.272,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.5175202156334232,
        "10": 0.46994535519125685
      },
      "sampleConfidence": 0.9954248366013072,
      "shadowSharpeLike": -2.137972768052666,
      "avgForwardReturns": {
        "1": -0.004926213056754203,
        "5": -0.012067010922253107,
        "10": -0.01733278462786205
      },
      "shadowMaxDrawdown": -0.4491931294360868,
      "shadowTotalReturn": -0.42234716983480114,
      "avgForwardReturn1D": -0.004926213056754203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 100,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005533843310155812,
        "5": -0.0028635350236209966,
        "10": -0.006232722152735417
      }
    },
    {
      "topN": 5,
      "ticker": "ALC",
      "hitRates": {
        "1": 0.39215686274509803,
        "5": 0.42,
        "10": 0.3917525773195876
      },
      "hitRate1D": 0.39215686274509803,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004643482702048253,
      "eligibleDays": 375,
      "fitnessScore": -0.830879989254542,
      "lookbackDays": 14,
      "returnLift1D": -0.0043728287257386225,
      "hitRateLift1D": -0.09584313725490196,
      "portfolioSize": 5,
      "activationRate": 0.272,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.5175202156334232,
        "10": 0.46994535519125685
      },
      "sampleConfidence": 0.9954248366013072,
      "shadowSharpeLike": -2.137972768052666,
      "avgForwardReturns": {
        "1": -0.004926213056754203,
        "5": -0.012067010922253107,
        "10": -0.01733278462786205
      },
      "shadowMaxDrawdown": -0.4491931294360868,
      "shadowTotalReturn": -0.42234716983480114,
      "avgForwardReturn1D": -0.004926213056754203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 100,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005533843310155812,
        "5": -0.0028635350236209966,
        "10": -0.006232722152735417
      }
    }
  ],
  "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": 0.010861654939064325,
      "fitnessScore": -0.6425510131307751,
      "lookbackDays": 14,
      "returnLift1D": -0.004079337931540152,
      "activationRate": 0.14933333333333335,
      "activationCount": 56,
      "sampleConfidence": 0.9988095238095238,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.250764486892155,
      "avgForwardReturn1D": -0.004632722262555733
    },
    {
      "comboQuality": 0.05629369729784202,
      "fitnessScore": -0.27023113182103636,
      "lookbackDays": 21,
      "returnLift1D": -0.0014329046782881674,
      "activationRate": 0.14673913043478262,
      "activationCount": 54,
      "sampleConfidence": 0.9938271604938272,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.12498310336226015,
      "avgForwardReturn1D": -0.002037306966994528
    },
    {
      "comboQuality": 0.07625759608654155,
      "fitnessScore": -0.19874956791557247,
      "lookbackDays": 30,
      "returnLift1D": -0.0011510392847470443,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "sampleConfidence": 0.9946666666666667,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.1520080046350738,
      "avgForwardReturn1D": -0.0017632256490491796
    },
    {
      "comboQuality": 0.38004354152130404,
      "fitnessScore": 0.24234004799473652,
      "lookbackDays": 45,
      "returnLift1D": 0.0018949790304520426,
      "activationRate": 0.22965116279069767,
      "activationCount": 79,
      "sampleConfidence": 0.9915611814345993,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08628471531476078,
      "avgForwardReturn1D": 0.001253024845835273
    },
    {
      "comboQuality": 0.055846083024308435,
      "fitnessScore": -0.2720917584850608,
      "lookbackDays": 63,
      "returnLift1D": -0.002329820168994117,
      "activationRate": 0.1411042944785276,
      "activationCount": 46,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1409462712056545,
      "avgForwardReturn1D": -0.003007426069902001
    }
  ],
  "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": "b851d65826d83aa038a0387222e9f606b44ced32b1abb3f37f5b3a6e20fce2e3",
    "size": 13,
    "members": [
      "ALC",
      "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
0.564
Liquidity
0.707
Momentum
0.435
Relative strength
0.197
Trend quality
0.533
Stability
0.579
Aggression
0.458
Downside risk
0.529
Drawdown state
0.521
Quality momentum
0.419
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.730
Benchmark Independence 3m Score
0.994
Beta 1y Profile Score
0.252
Beta 3m Profile Score
0.007
Beta Change Score
0.194
Correlation Change Score
0.368
Current Drawdown Score
0.506
Days Since 52w High Score
0.960
Distance From 52w High Score
0.598
Distance From Sma 20 Score
0.523
Distance From Sma 200 Score
0.340
Distance From Sma 50 Score
0.524
Downside Volatility 1m Score
0.248
Downside Volatility 1y Score
0.360
Downside Volatility 2y Score
0.323
Downside Volatility 3m Score
0.471
Downside Volatility 5y Score
0.291
Downside Volatility 6m Score
0.385
Drawdown Recovery Score
0.644
Excess Return 1m Score
0.453
Excess Return 1y Score
0
Excess Return 3m Score
0.112
Excess Return 6m Score
0.067
Expected Shortfall 95 1y Score
0.585
Log Avg Dollar Volume 20d Score
0.707
Log Market Cap Score
0.564
Drawdown Score 1m
0.778
Drawdown Score 1y
0.501
Drawdown Score 2y
0.526
Drawdown Score 3m
0.416
Drawdown Score 5y
0.621
Drawdown Score 6m
0.482
Momentum Acceleration 1m Vs 3m Score
0.628
Momentum Acceleration 3m Vs 6m Score
0.455
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.709
Relative Strength Slope 3m Score
0.262
Relative Volume 20d Score
0.236
Return 1m Score
0.498
Return 1w Score
0.411
Return 1y Score
0.365
Return 2y Score
0.218
Return 3m Score
0.350
Return 5y Score
0.075
Return 6m Score
0.368
Return Skewness 1y Score
0.261
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.413
Sharpe 1y Score
0.263
Sharpe 2y Score
0.328
Sharpe 3m Score
0.157
Sharpe 5y Score
0.424
Sharpe 6m Score
0.205
Sortino 1m Score
0.384
Sortino 1y Score
0.297
Sortino 2y Score
0.333
Sortino 3m Score
0.238
Sortino 5y Score
0.390
Sortino 6m Score
0.265
Trend R2 1m Score
0.177
Trend R2 1w Score
0.373
Trend R2 1y Score
0.491
Trend R2 2y Score
0.709
Trend R2 3m Score
0.438
Trend R2 5y Score
0.112
Trend R2 6m Score
0.705
Trend Slope 1m Score
0.577
Trend Slope 1w Score
0.157
Trend Slope 1y Score
0.449
Trend Slope 2y Score
0.461
Trend Slope 3m Score
0.336
Trend Slope 5y Score
0.507
Trend Slope 6m Score
0.371
Volatility 1m Score
0.286
Volatility 1w Score
0.247
Volatility 1y Score
0.323
Volatility 2y Score
0.294
Volatility 3m Score
0.418
Volatility 5y Score
0.296
Volatility 6m Score
0.341
Worst Day 1y Score
0.393
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
132,411,561.631
Best Day 1y
0.045
Beta To Benchmark 1y
0.629
Beta 3m
0.017
Beta Change
-0.612
Beta To Sector 1y
0.904
Correlation To Benchmark 1y
0.270
Correlation 3m
0.006
Correlation Change
-0.264
Correlation To Sector 1y
0.487
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.730
Benchmark Independence 3m Score
0.994
Beta 1y Profile Score
0.252
Beta 3m Profile Score
0.007
Beta Change Score
0.194
Correlation Change Score
0.368
Current Drawdown Score
0.506
Distance From Sma 20 Score
0.523
Distance From Sma 200 Score
0.340
Current Drawdown
-0.321
Days Since 52w High
242
Distance From 52w High
-0.261
Distance From Sma 20
0.014
Distance From Sma 200
-0.096
Distance From Sma 50
0.014
Downside Capture 1y
1.032
Downside Volatility 1m
0.236
Downside Volatility 1w
-
Downside Volatility 1y
0.320
Downside Volatility 2y
0.292
Downside Volatility 3m
0.403
Downside Volatility 5y
0.268
Downside Volatility 6m
0.339
Drawdown Recovery
0.288
Excess Return 1m
-0.028
Excess Return 1y
-0.440
Excess Return 3m
-0.233
Excess Return 6m
-0.260
Expected Shortfall 95 1y
-0.041
Market Cap
33,612,283,106.995
Max Drawdown 1m
-0.055
Max Drawdown 1w
-0.045
Max Drawdown 1y
-0.324
Max Drawdown 2y
-0.379
Max Drawdown 3m
-0.234
Max Drawdown 5y
-0.379
Max Drawdown 6m
-0.285
Momentum Acceleration 1m Vs 3m
0.039
Momentum Acceleration 3m Vs 6m
-0.013
Moving Average Alignment
0
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.938
Return 1m
-0.001
Return 1w
-0.027
Return 1y
-0.217
Return 2y
-0.236
Return 3m
-0.120
Return 5y
-0.019
Return 6m
-0.159
Return Skewness 1y
-1.437
Sector Excess Return 1y
-0.424
Sharpe 1m
0.065
Sharpe 1y
-0.685
Sharpe 2y
-0.360
Sharpe 3m
-1.214
Sharpe 5y
0.121
Sharpe 6m
-0.975
Sortino 1m
0.073
Sortino 1y
-0.627
Sortino 2y
-0.333
Sortino 3m
-1.095
Sortino 5y
0.123
Sortino 6m
-0.881
Trend R2 1m
0.177
Trend R2 1w
0.373
Trend R2 1y
0.491
Trend R2 2y
0.709
Trend R2 3m
0.438
Trend R2 5y
0.112
Trend R2 6m
0.705
Trend 1m
0.001
Trend 1w
-0.005
Trend 1y
-0.001
Trend 2y
-0.001
Trend 3m
-0.003
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.620
Value At Risk 95 1y
-0.026
Volatility 1m
0.265
Volatility 1w
0.235
Volatility 1y
0.293
Volatility 2y
0.270
Volatility 3m
0.364
Volatility 5y
0.272
Volatility 6m
0.306
Worst Day 1y
-0.121
Distance From Sma 50 Score
0.524
Downside Volatility 1y Score
0.360
Downside Volatility 3m Score
0.471
Drawdown Recovery Score
0.644
Excess Return 1m Score
0.453
Excess Return 1y Score
0
Excess Return 3m Score
0.112
Excess Return 6m Score
0.067
Expected Shortfall 95 1y Score
0.585
Log Avg Dollar Volume 20d Score
0.707
Log Market Cap Score
0.564
Drawdown Score 1y
0.501
Drawdown Score 5y
0.621
Momentum Acceleration 1m Vs 3m Score
0.628
Momentum Acceleration 3m Vs 6m Score
0.455
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.709
Relative Volume 20d Score
0.236
Return 1m Score
0.498
Return 1y Score
0.365
Return 3m Score
0.350
Return 6m Score
0.368
Return Skewness 1y Score
0.261
Sortino 1y Score
0.297
Sortino 3m Score
0.238
Trend R2 1y Score
0.491
Trend R2 3m Score
0.438
Trend Slope 1y Score
0.449
Trend Slope 3m Score
0.336
Volatility 1y Score
0.323
Volatility 3m Score
0.418