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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

ALK

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

Research Detail

ALK

ALK

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
2.207
Correlation To Benchmark 1y
0.529
Inverse To Benchmark 1y
0.471
Drawdown Score 1m
0.530
Drawdown Score 3m
0.494
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
0.214
Drawdown Score 1y
0.285
Drawdown Score 2y
0.308
Drawdown Score 5y
0.446
Return 1w
-0.033
Return 1m
0.095
Return 3m
0.239
Return 6m
-0.008
Return 1y
-0.006
Return 2y
0.289
Return 5y
-0.196
Sharpe 1m
2.009
Sharpe 3m
1.695
Sharpe 6m
0.268
Sharpe 1y
0.246
Sharpe 2y
0.500
Sharpe 5y
0.112
Trend 1w
-0.006
Trend 1m
0.005
Trend 3m
0.004
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
-0.000
Volatility 1w
0.556
Volatility 1m
0.638
Volatility 3m
0.612
Volatility 6m
0.598
Volatility 1y
0.524
Volatility 2y
0.511
Volatility 5y
0.430
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
ALK
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:10 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.375
Aptet Fit Raw Score
0.397
Aptet Fit Confidence
0.893
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.418
Force Fit Raw Score
0.440
Force Fit Confidence
0.902
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:10 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALK",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALK",
    "hitRates": {
      "1": 0.5328467153284672,
      "5": 0.5474452554744526,
      "10": 0.4855072463768116
    },
    "hitRate1D": 0.5328467153284672,
    "comboQuality": 0.7896277411792852,
    "eligibleDays": 352,
    "fitnessScore": 0.6409902596147165,
    "lookbackDays": 14,
    "returnLift1D": 0.0030189907462167733,
    "hitRateLift1D": 0.04713242961418146,
    "activationRate": 0.39204545454545453,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.4857142857142857,
      "5": 0.49421965317919075,
      "10": 0.4590643274853801
    },
    "sampleConfidence": 0.9990338164251208,
    "shadowSharpeLike": 0.8024172119280123,
    "avgForwardReturns": {
      "1": 0.0027427229528328052,
      "5": 0.009766406891347022,
      "10": 0.0008242163778368456
    },
    "shadowMaxDrawdown": -0.1312328585499113,
    "shadowTotalReturn": 0.3348127063691224,
    "avgForwardReturn1D": 0.0027427229528328052,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-17",
      "2025-04-24",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 137,
      "5": 137,
      "10": 138
    },
    "baselineAvgForwardReturns": {
      "1": -0.00027626779338396824,
      "5": -0.00022922110617093692,
      "10": 0.000473919177665375
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7896277411792852,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1926691520732055,
    "bestRawFitnessScore": 0.6409902596147165,
    "upperQuartileComboQuality": 0.40512359438786094
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3754127979711288,
    "rawScore": 0.39659176138939006,
    "confidence": 0.8931951418049409,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0.1505470159650132,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.4989952039312491,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.5328467153284672,
        "5": 0.5474452554744526,
        "10": 0.4855072463768116
      },
      "hitRate1D": 0.5328467153284672,
      "comboQuality": 0.7896277411792852,
      "eligibleDays": 352,
      "fitnessScore": 0.6409902596147165,
      "lookbackDays": 14,
      "returnLift1D": 0.0030189907462167733,
      "hitRateLift1D": 0.04713242961418146,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.49421965317919075,
        "10": 0.4590643274853801
      },
      "sampleConfidence": 0.9990338164251208,
      "shadowSharpeLike": 0.8024172119280123,
      "avgForwardReturns": {
        "1": 0.0027427229528328052,
        "5": 0.009766406891347022,
        "10": 0.0008242163778368456
      },
      "shadowMaxDrawdown": -0.1312328585499113,
      "shadowTotalReturn": 0.3348127063691224,
      "avgForwardReturn1D": 0.0027427229528328052,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-24",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": -0.00027626779338396824,
        "5": -0.00022922110617093692,
        "10": 0.000473919177665375
      }
    },
    {
      "topN": 5,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.524822695035461,
        "5": 0.5531914893617021,
        "10": 0.49295774647887325
      },
      "hitRate1D": 0.524822695035461,
      "comboQuality": 0.6993986237351073,
      "eligibleDays": 352,
      "fitnessScore": 0.535775876252278,
      "lookbackDays": 14,
      "returnLift1D": 0.002557316067695371,
      "hitRateLift1D": 0.039108409321175264,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.49421965317919075,
        "10": 0.4590643274853801
      },
      "sampleConfidence": 0.9990610328638498,
      "shadowSharpeLike": 0.6754468656808887,
      "avgForwardReturns": {
        "1": 0.002281048274311403,
        "5": 0.010730191271677998,
        "10": 0.003087486784765105
      },
      "shadowMaxDrawdown": -0.15414954957526739,
      "shadowTotalReturn": 0.26281910619649396,
      "avgForwardReturn1D": 0.002281048274311403,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-24",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": -0.00027626779338396824,
        "5": -0.00022922110617093692,
        "10": 0.000473919177665375
      }
    },
    {
      "topN": 3,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.5234375,
        "5": 0.546875,
        "10": 0.4883720930232558
      },
      "hitRate1D": 0.5234375,
      "comboQuality": 0.6335822623169722,
      "eligibleDays": 352,
      "fitnessScore": 0.47047547659238115,
      "lookbackDays": 14,
      "returnLift1D": 0.0025561752339886565,
      "hitRateLift1D": 0.03772321428571429,
      "activationRate": 0.3664772727272727,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.49421965317919075,
        "10": 0.4590643274853801
      },
      "sampleConfidence": 0.998966408268734,
      "shadowSharpeLike": 0.6235440807692576,
      "avgForwardReturns": {
        "1": 0.0022799074406046884,
        "5": 0.009676655222976832,
        "10": -0.00048560076019013126
      },
      "shadowMaxDrawdown": -0.16821834841263195,
      "shadowTotalReturn": 0.2291345155790756,
      "avgForwardReturn1D": 0.0022799074406046884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-17",
        "2025-04-24",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": -0.00027626779338396824,
        "5": -0.00022922110617093692,
        "10": 0.000473919177665375
      }
    },
    {
      "topN": 5,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.5245901639344263,
        "10": 0.5299145299145299
      },
      "hitRate1D": 0.5238095238095238,
      "comboQuality": 0.5331428470519924,
      "eligibleDays": 315,
      "fitnessScore": 0.3792085343980651,
      "lookbackDays": 45,
      "returnLift1D": 0.0011103828939466199,
      "hitRateLift1D": 0.02062481043372766,
      "activationRate": 0.4031746031746032,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.5161290322580645,
        "10": 0.49508196721311476
      },
      "sampleConfidence": 0.9916010498687665,
      "shadowSharpeLike": 0.5306500763303562,
      "avgForwardReturns": {
        "1": 0.0016005940077845977,
        "5": 0.0040790599806587976,
        "10": 0.005217798026803613
      },
      "shadowMaxDrawdown": -0.17843044397032293,
      "shadowTotalReturn": 0.15246744839474302,
      "avgForwardReturn1D": 0.0016005940077845977,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-29",
        "2025-08-07",
        "2025-08-13"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 122,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004902111138379777,
        "5": 0.003195841516968672,
        "10": 0.007256852140500715
      }
    },
    {
      "topN": 4,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.5289256198347108,
        "5": 0.5213675213675214,
        "10": 0.5267857142857143
      },
      "hitRate1D": 0.5289256198347108,
      "comboQuality": 0.4675660744923069,
      "eligibleDays": 315,
      "fitnessScore": 0.3214180110091142,
      "lookbackDays": 45,
      "returnLift1D": 0.0009153166130864884,
      "hitRateLift1D": 0.02574090645891458,
      "activationRate": 0.3873015873015873,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5031847133757962,
        "5": 0.5161290322580645,
        "10": 0.49508196721311476
      },
      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": 0.4520447554948419,
      "avgForwardReturns": {
        "1": 0.001405527726924466,
        "5": 0.0037387175104222183,
        "10": 0.005133850354329514
      },
      "shadowMaxDrawdown": -0.21175978386691363,
      "shadowTotalReturn": 0.11894059276545721,
      "avgForwardReturn1D": 0.001405527726924466,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-08-07",
        "2025-08-13",
        "2025-08-14"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004902111138379777,
        "5": 0.003195841516968672,
        "10": 0.007256852140500715
      }
    },
    {
      "topN": 2,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.5315315315315315,
        "5": 0.5225225225225225,
        "10": 0.4732142857142857
      },
      "hitRate1D": 0.5315315315315315,
      "comboQuality": 0.3843094343530456,
      "eligibleDays": 352,
      "fitnessScore": 0.24631477833554521,
      "lookbackDays": 14,
      "returnLift1D": 0.0016705516842485649,
      "hitRateLift1D": 0.04581724581724583,
      "activationRate": 0.3181818181818182,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.49421965317919075,
        "10": 0.4590643274853801
      },
      "sampleConfidence": 0.9988095238095238,
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      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5076923076923077,
        "10": 0.484375
      },
      "sampleConfidence": 0.9940639269406393,
      "shadowSharpeLike": -0.6311465677893302,
      "avgForwardReturns": {
        "1": -0.001730415633895831,
        "5": -0.010301049871903866,
        "10": -0.011550447922120321
      },
      "shadowMaxDrawdown": -0.36767795084510324,
      "shadowTotalReturn": -0.28269741431436934,
      "avgForwardReturn1D": -0.001730415633895831,
      "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",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 142,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031499315591044564,
        "5": 0.001685124868733024,
        "10": 0.0057589920230456445
      }
    },
    {
      "topN": 4,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.44525547445255476,
        "5": 0.417910447761194,
        "10": 0.4153846153846154
      },
      "hitRate1D": 0.44525547445255476,
      "comboQuality": 0.0165391124438597,
      "eligibleDays": 330,
      "fitnessScore": -0.5487769651189749,
      "lookbackDays": 30,
      "returnLift1D": -0.003231597119546567,
      "hitRateLift1D": -0.05322476870853948,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5076923076923077,
        "10": 0.484375
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      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": -1.0149172836577272,
      "avgForwardReturns": {
        "1": -0.0029166039636361217,
        "5": -0.011598505998824346,
        "10": -0.011364383052501882
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      "shadowMaxDrawdown": -0.4465056159556732,
      "shadowTotalReturn": -0.3811107922458554,
      "avgForwardReturn1D": -0.0029166039636361217,
      "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",
        "2025-05-28",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 134,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031499315591044564,
        "5": 0.001685124868733024,
        "10": 0.0057589920230456445
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    },
    {
      "topN": 3,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.4482758620689655,
        "5": 0.4247787610619469,
        "10": 0.4
      },
      "hitRate1D": 0.4482758620689655,
      "comboQuality": 0.013267228149070243,
      "eligibleDays": 330,
      "fitnessScore": -0.5980025080641113,
      "lookbackDays": 30,
      "returnLift1D": -0.003959540525002372,
      "hitRateLift1D": -0.050204381092128714,
      "activationRate": 0.35454545454545455,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5076923076923077,
        "10": 0.484375
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      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": -1.2535621823506164,
      "avgForwardReturns": {
        "1": -0.0036445473690919264,
        "5": -0.014312781437514235,
        "10": -0.01743614529768435
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      "shadowMaxDrawdown": -0.42265166758125317,
      "shadowTotalReturn": -0.3857736149110772,
      "avgForwardReturn1D": -0.0036445473690919264,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-21",
        "2025-05-28",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 113,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.00031499315591044564,
        "5": 0.001685124868733024,
        "10": 0.0057589920230456445
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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": 0.7896277411792852,
      "fitnessScore": 0.6409902596147165,
      "lookbackDays": 14,
      "returnLift1D": 0.0030189907462167733,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "sampleConfidence": 0.9990338164251208,
      "shadowTotalReturn": 0.3348127063691224,
      "avgForwardReturn1D": 0.0027427229528328052
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.2574544546065594,
      "fitnessScore": 0.11696689634551738,
      "lookbackDays": 21,
      "returnLift1D": 0.0005987181235937221,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 0.9994910941475827,
      "shadowTotalReturn": 0.019422737826916947,
      "avgForwardReturn1D": 0.0007311523352816307
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.051207912126388,
      "fitnessScore": -0.29224503976515104,
      "lookbackDays": 30,
      "returnLift1D": -0.0023982472488946545,
      "activationRate": 0.3,
      "activationCount": 99,
      "sampleConfidence": 0.9925925925925927,
      "shadowTotalReturn": -0.21838906441968198,
      "avgForwardReturn1D": -0.002083254092984209
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5331428470519924,
      "fitnessScore": 0.3792085343980651,
      "lookbackDays": 45,
      "returnLift1D": 0.0011103828939466199,
      "activationRate": 0.4031746031746032,
      "activationCount": 127,
      "sampleConfidence": 0.9916010498687665,
      "shadowTotalReturn": 0.15246744839474302,
      "avgForwardReturn1D": 0.0016005940077845977
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.12964434736410316,
      "fitnessScore": -0.06890354273026907,
      "lookbackDays": 63,
      "returnLift1D": -0.00015026192120249507,
      "activationRate": 0.27946127946127947,
      "activationCount": 83,
      "sampleConfidence": 0.995983935742972,
      "shadowTotalReturn": -0.07048844807415333,
      "avgForwardReturn1D": -0.0002672729988780898
    }
  ],
  "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": "ba43a8a0792256740aa9aa4eae7191c1109734d61d86ff1e2d46895c924f5743",
    "size": 13,
    "members": [
      "ALK",
      "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",
      "ALK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALK",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALK",
    "hitRates": {
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      "5": 0.543046357615894,
      "10": 0.5033112582781457
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    "hitRate1D": 0.543046357615894,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.8923575178909785,
    "eligibleDays": 375,
    "fitnessScore": 0.8153113238711148,
    "lookbackDays": 14,
    "returnLift1D": 0.0036769761141117532,
    "hitRateLift1D": 0.05504635761589405,
    "portfolioSize": 4,
    "activationRate": 0.4026666666666667,
    "activationCount": 151,
    "baselineHitRates": {
      "1": 0.488,
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      "10": 0.453551912568306
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.9700726344067865,
    "avgForwardReturns": {
      "1": 0.0031146264860502527,
      "5": 0.009517417091461545,
      "10": 0.0007491990432724849
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    "shadowMaxDrawdown": -0.13123285854991107,
    "shadowTotalReturn": 0.4645159183624261,
    "avgForwardReturn1D": 0.0031146264860502527,
    "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": 151,
      "5": 151,
      "10": 151
    },
    "baselineAvgForwardReturns": {
      "1": -0.0005623496280615008,
      "5": -0.00330983334927999,
      "10": -0.0058709691413183435
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8923575178909785,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18647677382606054,
    "bestRawFitnessScore": 0.8153113238711148,
    "upperQuartileComboQuality": 0.4509027926173311
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.41801277037010737,
    "rawScore": 0.4396619860621092,
    "confidence": 0.901518819555423,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
    },
    "profileBreadth": 0.15052681244628574,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5924597534685271,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "ALK",
      "hitRates": {
        "1": 0.543046357615894,
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      "hitRate1D": 0.543046357615894,
      "rankWeights": [
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      "comboQuality": 0.8923575178909785,
      "eligibleDays": 375,
      "fitnessScore": 0.8153113238711148,
      "lookbackDays": 14,
      "returnLift1D": 0.0036769761141117532,
      "hitRateLift1D": 0.05504635761589405,
      "portfolioSize": 4,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.13123285854991107,
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      "riskOffActivations": 0,
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        "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"
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      "horizonObservationCounts": {
        "1": 151,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.8923575178909785,
      "eligibleDays": 375,
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      "portfolioSize": 5,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.13123285854991107,
      "shadowTotalReturn": 0.4645159183624261,
      "avgForwardReturn1D": 0.0031146264860502527,
      "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"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "horizonObservationCounts": {
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      "comboQuality": 0.5297379152030541,
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      "fitnessScore": 0.37620028798390776,
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      "returnLift1D": 0.0024706125509910606,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.2572541731217052,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRate1D": 0.5289256198347108,
      "rankWeights": [
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      "comboQuality": 0.4509027926173311,
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      "returnLift1D": 0.0014367442856941855,
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      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5124223602484472,
        "10": 0.4889589905362776
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5180568872754757,
      "avgForwardReturns": {
        "1": -0.0024682437857266406,
        "5": -0.026023245405516385,
        "10": -0.08179250381988222
      },
      "shadowMaxDrawdown": -0.2220356119878728,
      "shadowTotalReturn": -0.13547924394745559,
      "avgForwardReturn1D": -0.0024682437857266406,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 48,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005096605050704232,
        "5": 0.0025997432099405166,
        "10": 0.006690142210465889
      }
    },
    {
      "topN": 2,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.4519230769230769,
        "5": 0.42574257425742573,
        "10": 0.3838383838383838
      },
      "hitRate1D": 0.4519230769230769,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.022346542954116002,
      "eligibleDays": 359,
      "fitnessScore": -0.48126640023144873,
      "lookbackDays": 30,
      "returnLift1D": -0.0022694042299689398,
      "hitRateLift1D": -0.029971073494750367,
      "portfolioSize": 2,
      "activationRate": 0.28969359331476324,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.476056338028169,
        "10": 0.44857142857142857
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": -1.111646657798168,
      "avgForwardReturns": {
        "1": -0.0031314756928441743,
        "5": -0.015477145870355405,
        "10": -0.031094363200231467
      },
      "shadowMaxDrawdown": -0.3193176150050666,
      "shadowTotalReturn": -0.3119347428936815,
      "avgForwardReturn1D": -0.0031314756928441743,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-03-03",
        "2025-05-14",
        "2025-05-28",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 101,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008620714628752343,
        "5": -0.004276031379283057,
        "10": -0.006494504745657421
      }
    },
    {
      "topN": 3,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.448,
        "5": 0.4016393442622951,
        "10": 0.3697478991596639
      },
      "hitRate1D": 0.448,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.010166015803288632,
      "eligibleDays": 359,
      "fitnessScore": -0.6572671098135298,
      "lookbackDays": 30,
      "returnLift1D": -0.0030268830507188425,
      "hitRateLift1D": -0.033894150417827285,
      "portfolioSize": 3,
      "activationRate": 0.34818941504178275,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.476056338028169,
        "10": 0.44857142857142857
      },
      "sampleConfidence": 0.9952000000000001,
      "shadowSharpeLike": -1.3250586108506606,
      "avgForwardReturns": {
        "1": -0.0038889545135940766,
        "5": -0.01846107822635428,
        "10": -0.030223046982080653
      },
      "shadowMaxDrawdown": -0.4539879358952844,
      "shadowTotalReturn": -0.4266892441068205,
      "avgForwardReturn1D": -0.0038889545135940766,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 122,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008620714628752343,
        "5": -0.004276031379283057,
        "10": -0.006494504745657421
      }
    },
    {
      "topN": 4,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.4421768707482993,
        "5": 0.3958333333333333,
        "10": 0.38571428571428573
      },
      "hitRate1D": 0.4421768707482993,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.009348376615346935,
      "eligibleDays": 359,
      "fitnessScore": -0.6758952501261973,
      "lookbackDays": 30,
      "returnLift1D": -0.002734764160966162,
      "hitRateLift1D": -0.03971727966952798,
      "portfolioSize": 4,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.476056338028169,
        "10": 0.44857142857142857
      },
      "sampleConfidence": 0.9954648526077098,
      "shadowSharpeLike": -1.2229216686749327,
      "avgForwardReturns": {
        "1": -0.003596835623841396,
        "5": -0.016635727868877688,
        "10": -0.024049658122200113
      },
      "shadowMaxDrawdown": -0.4968960591992235,
      "shadowTotalReturn": -0.4603520306760913,
      "avgForwardReturn1D": -0.003596835623841396,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 144,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008620714628752343,
        "5": -0.004276031379283057,
        "10": -0.006494504745657421
      }
    },
    {
      "topN": 5,
      "ticker": "ALK",
      "hitRates": {
        "1": 0.4421768707482993,
        "5": 0.3958333333333333,
        "10": 0.38571428571428573
      },
      "hitRate1D": 0.4421768707482993,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.009348376615346935,
      "eligibleDays": 359,
      "fitnessScore": -0.6758952501261973,
      "lookbackDays": 30,
      "returnLift1D": -0.002734764160966162,
      "hitRateLift1D": -0.03971727966952798,
      "portfolioSize": 5,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.476056338028169,
        "10": 0.44857142857142857
      },
      "sampleConfidence": 0.9954648526077098,
      "shadowSharpeLike": -1.2229216686749327,
      "avgForwardReturns": {
        "1": -0.003596835623841396,
        "5": -0.016635727868877688,
        "10": -0.024049658122200113
      },
      "shadowMaxDrawdown": -0.4968960591992235,
      "shadowTotalReturn": -0.4603520306760913,
      "avgForwardReturn1D": -0.003596835623841396,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 144,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008620714628752343,
        "5": -0.004276031379283057,
        "10": -0.006494504745657421
      }
    }
  ],
  "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": 0.8923575178909785,
      "fitnessScore": 0.8153113238711148,
      "lookbackDays": 14,
      "returnLift1D": 0.0036769761141117532,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4645159183624261,
      "avgForwardReturn1D": 0.0031146264860502527
    },
    {
      "comboQuality": 0.1927856011978977,
      "fitnessScore": 0.03495766579180727,
      "lookbackDays": 21,
      "returnLift1D": 0.0009736043656419847,
      "activationRate": 0.41032608695652173,
      "activationCount": 151,
      "sampleConfidence": 0.9995584988962474,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.05032848567289405,
      "avgForwardReturn1D": 0.00022087733820111367
    },
    {
      "comboQuality": 0.022346542954116002,
      "fitnessScore": -0.48126640023144873,
      "lookbackDays": 30,
      "returnLift1D": -0.0022694042299689398,
      "activationRate": 0.28969359331476324,
      "activationCount": 104,
      "sampleConfidence": 0.9948717948717949,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.3119347428936815,
      "avgForwardReturn1D": -0.0031314756928441743
    },
    {
      "comboQuality": 0.4509027926173311,
      "fitnessScore": 0.3066547838822109,
      "lookbackDays": 45,
      "returnLift1D": 0.0014367442856941855,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11894059276545721,
      "avgForwardReturn1D": 0.001405527726924466
    },
    {
      "comboQuality": 0.12071106449974159,
      "fitnessScore": -0.08685702712803445,
      "lookbackDays": 63,
      "returnLift1D": -0.000776933503948513,
      "activationRate": 0.254601226993865,
      "activationCount": 83,
      "sampleConfidence": 0.995983935742972,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07048844807415333,
      "avgForwardReturn1D": -0.0002672729988780898
    }
  ],
  "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": "ba43a8a0792256740aa9aa4eae7191c1109734d61d86ff1e2d46895c924f5743",
    "size": 13,
    "members": [
      "ALK",
      "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
0.385
Liquidity
0.740
Momentum
0.653
Relative strength
0.512
Trend quality
0.359
Stability
0.399
Aggression
0.638
Downside risk
0.464
Drawdown state
0.617
Quality momentum
0.506
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.471
Benchmark Independence 3m Score
0.517
Beta 1y Profile Score
0.883
Beta 3m Profile Score
0.905
Beta Change Score
0.527
Correlation Change Score
0.477
Current Drawdown Score
0.454
Days Since 52w High Score
0.821
Distance From 52w High Score
0.652
Distance From Sma 20 Score
0.482
Distance From Sma 200 Score
0.623
Distance From Sma 50 Score
0.682
Downside Volatility 1m Score
0.600
Downside Volatility 1y Score
0.561
Downside Volatility 2y Score
0.561
Downside Volatility 3m Score
0.553
Downside Volatility 5y Score
0.484
Downside Volatility 6m Score
0.640
Drawdown Recovery Score
0.979
Excess Return 1m Score
0.614
Excess Return 1y Score
0.118
Excess Return 3m Score
0.709
Excess Return 6m Score
0.320
Expected Shortfall 95 1y Score
0.356
Log Avg Dollar Volume 20d Score
0.740
Log Market Cap Score
0.385
Drawdown Score 1m
0.530
Drawdown Score 1y
0.285
Drawdown Score 2y
0.308
Drawdown Score 3m
0.494
Drawdown Score 5y
0.446
Drawdown Score 6m
0.214
Momentum Acceleration 1m Vs 3m Score
0.552
Momentum Acceleration 3m Vs 6m Score
0.769
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.871
Relative Strength Slope 3m Score
0.706
Relative Volume 20d Score
0.227
Return 1m Score
0.658
Return 1w Score
0.391
Return 1y Score
0.496
Return 2y Score
0.368
Return 3m Score
0.798
Return 5y Score
0.062
Return 6m Score
0.494
Return Skewness 1y Score
0.591
Sharpe 1m Score
0.802
Sharpe 1y Score
0.449
Sharpe 2y Score
0.500
Sharpe 3m Score
0.739
Sharpe 5y Score
0.422
Sharpe 6m Score
0.454
Sortino 1m Score
0.695
Sortino 1y Score
0.409
Sortino 2y Score
0.443
Sortino 3m Score
0.654
Sortino 5y Score
0.390
Sortino 6m Score
0.413
Trend R2 1m Score
0.309
Trend R2 1w Score
0.206
Trend R2 1y Score
0.266
Trend R2 2y Score
0.003
Trend R2 3m Score
0.600
Trend R2 5y Score
0.012
Trend R2 6m Score
0.071
Trend Slope 1m Score
0.804
Trend Slope 1w Score
0.117
Trend Slope 1y Score
0.436
Trend Slope 2y Score
0.495
Trend Slope 3m Score
0.780
Trend Slope 5y Score
0.497
Trend Slope 6m Score
0.437
Volatility 1m Score
0.784
Volatility 1w Score
0.675
Volatility 1y Score
0.632
Volatility 2y Score
0.615
Volatility 3m Score
0.749
Volatility 5y Score
0.506
Volatility 6m Score
0.731
Worst Day 1y Score
0.529
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
166,210,453.603
Best Day 1y
0.119
Beta To Benchmark 1y
2.207
Beta 3m
2.261
Beta Change
0.054
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.529
Correlation 3m
0.483
Correlation Change
-0.045
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.471
Benchmark Independence 3m Score
0.517
Beta 1y Profile Score
0.883
Beta 3m Profile Score
0.905
Beta Change Score
0.527
Correlation Change Score
0.477
Current Drawdown Score
0.454
Distance From Sma 20 Score
0.482
Distance From Sma 200 Score
0.623
Current Drawdown
-0.355
Days Since 52w High
207
Distance From 52w High
-0.226
Distance From Sma 20
-0.011
Distance From Sma 200
0.074
Distance From Sma 50
0.109
Downside Capture 1y
0.395
Downside Volatility 1m
0.500
Downside Volatility 1w
-
Downside Volatility 1y
0.471
Downside Volatility 2y
0.471
Downside Volatility 3m
0.465
Downside Volatility 5y
0.413
Downside Volatility 6m
0.530
Drawdown Recovery
0.959
Excess Return 1m
0.068
Excess Return 1y
-0.229
Excess Return 3m
0.125
Excess Return 6m
-0.108
Expected Shortfall 95 1y
-0.064
Market Cap
5,277,276,466.091
Max Drawdown 1m
-0.118
Max Drawdown 1w
-0.070
Max Drawdown 1y
-0.465
Max Drawdown 2y
-0.554
Max Drawdown 3m
-0.202
Max Drawdown 5y
-0.554
Max Drawdown 6m
-0.432
Momentum Acceleration 1m Vs 3m
0.016
Momentum Acceleration 3m Vs 6m
0.081
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.003
Relative Volume 20d
0.914
Return 1m
0.095
Return 1w
-0.033
Return 1y
-0.006
Return 2y
0.289
Return 3m
0.239
Return 5y
-0.196
Return 6m
-0.008
Return Skewness 1y
0.547
Sector Excess Return 1y
-
Sharpe 1m
2.009
Sharpe 1y
0.246
Sharpe 2y
0.500
Sharpe 3m
1.695
Sharpe 5y
0.112
Sharpe 6m
0.268
Sortino 1m
2.562
Sortino 1y
0.274
Sortino 2y
0.543
Sortino 3m
2.230
Sortino 5y
0.117
Sortino 6m
0.303
Trend R2 1m
0.309
Trend R2 1w
0.206
Trend R2 1y
0.266
Trend R2 2y
0.003
Trend R2 3m
0.600
Trend R2 5y
0.012
Trend R2 6m
0.071
Trend 1m
0.005
Trend 1w
-0.006
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
0.004
Trend 5y
-0.000
Trend 6m
-0.001
Upside Capture 1y
2.055
Value At Risk 95 1y
-0.047
Volatility 1m
0.638
Volatility 1w
0.556
Volatility 1y
0.524
Volatility 2y
0.511
Volatility 3m
0.612
Volatility 5y
0.430
Volatility 6m
0.598
Worst Day 1y
-0.094
Distance From Sma 50 Score
0.682
Downside Volatility 1y Score
0.561
Downside Volatility 3m Score
0.553
Drawdown Recovery Score
0.979
Excess Return 1m Score
0.614
Excess Return 1y Score
0.118
Excess Return 3m Score
0.709
Excess Return 6m Score
0.320
Expected Shortfall 95 1y Score
0.356
Log Avg Dollar Volume 20d Score
0.740
Log Market Cap Score
0.385
Drawdown Score 1y
0.285
Drawdown Score 5y
0.446
Momentum Acceleration 1m Vs 3m Score
0.552
Momentum Acceleration 3m Vs 6m Score
0.769
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.871
Relative Volume 20d Score
0.227
Return 1m Score
0.658
Return 1y Score
0.496
Return 3m Score
0.798
Return 6m Score
0.494
Return Skewness 1y Score
0.591
Sortino 1y Score
0.409
Sortino 3m Score
0.654
Trend R2 1y Score
0.266
Trend R2 3m Score
0.600
Trend Slope 1y Score
0.436
Trend Slope 3m Score
0.780
Volatility 1y Score
0.632
Volatility 3m Score
0.749