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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

ALRM

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

Research Detail

ALRM

ALRM

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
0.747
Correlation To Benchmark 1y
0.303
Inverse To Benchmark 1y
0.697
Drawdown Score 1m
0.694
Drawdown Score 3m
0.713
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
0.650
Drawdown Score 1y
0.557
Drawdown Score 2y
0.490
Drawdown Score 5y
0.467
Return 1w
0.036
Return 1m
0.135
Return 3m
0.183
Return 6m
-0.013
Return 1y
-0.103
Return 2y
-0.200
Return 5y
-0.404
Sharpe 1m
4.985
Sharpe 3m
2.021
Sharpe 6m
0.092
Sharpe 1y
-0.194
Sharpe 2y
-0.208
Sharpe 5y
-0.134
Trend 1w
0.008
Trend 1m
0.006
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.147
Volatility 1m
0.315
Volatility 3m
0.366
Volatility 6m
0.340
Volatility 1y
0.310
Volatility 2y
0.309
Volatility 5y
0.342
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
ALRM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:15 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.150
Aptet Fit Raw Score
0.167
Aptet Fit Confidence
0.801
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.128
Force Fit Raw Score
0.142
Force Fit Confidence
0.798
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:15 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALRM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALRM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ALRM",
    "hitRates": {
      "1": 0.5333333333333333,
      "5": 0.7272727272727273,
      "10": 0.6666666666666666
    },
    "hitRate1D": 0.5333333333333333,
    "comboQuality": 0.29014485736246654,
    "eligibleDays": 297,
    "fitnessScore": 0.15317026396276404,
    "lookbackDays": 63,
    "returnLift1D": 0.0032169721265612053,
    "hitRateLift1D": 0.06373873873873875,
    "activationRate": 0.05387205387205387,
    "activationCount": 16,
    "baselineHitRates": {
      "1": 0.46959459459459457,
      "5": 0.4657534246575342,
      "10": 0.4250871080139373
    },
    "sampleConfidence": 0.8752682883832871,
    "shadowSharpeLike": 0.599675969543216,
    "avgForwardReturns": {
      "1": 0.0028324974781225457,
      "5": 0.01774126482581034,
      "10": 0.04046099903624889
    },
    "shadowMaxDrawdown": -0.0665434117496907,
    "shadowTotalReturn": 0.040728962854711837,
    "avgForwardReturn1D": 0.0028324974781225457,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-02",
      "2026-07-06",
      "2026-07-07",
      "2026-07-08",
      "2026-07-09",
      "2026-07-10",
      "2026-07-13",
      "2026-07-14",
      "2026-07-15",
      "2026-07-16"
    ],
    "horizonObservationCounts": {
      "1": 15,
      "5": 11,
      "10": 6
    },
    "baselineAvgForwardReturns": {
      "1": -0.00038447464843865964,
      "5": -0.0012920555391332154,
      "10": -0.002318752734715187
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.29014485736246654,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08148653675132383,
    "bestRawFitnessScore": 0.15317026396276404,
    "upperQuartileComboQuality": 0.10878742364573299
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1499700945315464,
    "rawScore": 0.16654290337425398,
    "confidence": 0.8009785045542855,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.3161485207896061,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.7272727272727273,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.29014485736246654,
      "eligibleDays": 297,
      "fitnessScore": 0.15317026396276404,
      "lookbackDays": 63,
      "returnLift1D": 0.0032169721265612053,
      "hitRateLift1D": 0.06373873873873875,
      "activationRate": 0.05387205387205387,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.46959459459459457,
        "5": 0.4657534246575342,
        "10": 0.4250871080139373
      },
      "sampleConfidence": 0.8752682883832871,
      "shadowSharpeLike": 0.599675969543216,
      "avgForwardReturns": {
        "1": 0.0028324974781225457,
        "5": 0.01774126482581034,
        "10": 0.04046099903624889
      },
      "shadowMaxDrawdown": -0.0665434117496907,
      "shadowTotalReturn": 0.040728962854711837,
      "avgForwardReturn1D": 0.0028324974781225457,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 11,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": -0.00038447464843865964,
        "5": -0.0012920555391332154,
        "10": -0.002318752734715187
      }
    },
    {
      "topN": 3,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.7,
        "10": 0.6
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.24644879131264447,
      "eligibleDays": 297,
      "fitnessScore": 0.10411859541629687,
      "lookbackDays": 63,
      "returnLift1D": 0.0022174235874574378,
      "hitRateLift1D": 0.06886694386694386,
      "activationRate": 0.04713804713804714,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.46959459459459457,
        "5": 0.4657534246575342,
        "10": 0.4250871080139373
      },
      "sampleConfidence": 0.843496347927075,
      "shadowSharpeLike": 0.3194691138327991,
      "avgForwardReturns": {
        "1": 0.0018329489390187781,
        "5": 0.014763029573194397,
        "10": 0.036201075735328866
      },
      "shadowMaxDrawdown": -0.06673798569950318,
      "shadowTotalReturn": 0.019640686922195227,
      "avgForwardReturn1D": 0.0018329489390187781,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17"
      ],
      "horizonObservationCounts": {
        "1": 13,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": -0.00038447464843865964,
        "5": -0.0012920555391332154,
        "10": -0.002318752734715187
      }
    },
    {
      "topN": 4,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.5,
        "5": 0.7,
        "10": 0.6
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.21062126389496055,
      "eligibleDays": 297,
      "fitnessScore": 0.05933937406965355,
      "lookbackDays": 63,
      "returnLift1D": 0.002029965062129919,
      "hitRateLift1D": 0.030405405405405428,
      "activationRate": 0.050505050505050504,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.46959459459459457,
        "5": 0.4657534246575342,
        "10": 0.4250871080139373
      },
      "sampleConfidence": 0.8552028609703303,
      "shadowSharpeLike": 0.3225884776495351,
      "avgForwardReturns": {
        "1": 0.0016454904136912593,
        "5": 0.014763029573194397,
        "10": 0.036201075735328866
      },
      "shadowMaxDrawdown": -0.0665434117496907,
      "shadowTotalReturn": 0.019853269790461425,
      "avgForwardReturn1D": 0.0016454904136912593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": -0.00038447464843865964,
        "5": -0.0012920555391332154,
        "10": -0.002318752734715187
      }
    },
    {
      "topN": 5,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.47126436781609193,
        "5": 0.4457831325301205,
        "10": 0.358974358974359
      },
      "hitRate1D": 0.47126436781609193,
      "comboQuality": 0.1375611252474038,
      "eligibleDays": 330,
      "fitnessScore": -0.05385310041195908,
      "lookbackDays": 30,
      "returnLift1D": -0.00030867024674443704,
      "hitRateLift1D": -0.005939279600321423,
      "activationRate": 0.26666666666666666,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.47720364741641336,
        "5": 0.47692307692307695,
        "10": 0.453125
      },
      "sampleConfidence": 0.9878787878787879,
      "shadowSharpeLike": -0.28801616538395447,
      "avgForwardReturns": {
        "1": -0.000411314330237909,
        "5": -0.0024385051762139827,
        "10": -0.0021427563588294627
      },
      "shadowMaxDrawdown": -0.1566108954068045,
      "shadowTotalReturn": -0.06427277546548249,
      "avgForwardReturn1D": -0.000411314330237909,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 83,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010264408349347194,
        "5": 0.000182504458287535,
        "10": 0.0011291234574001545
      }
    },
    {
      "topN": 2,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.4375,
        "5": 0.42857142857142855,
        "10": 0.2608695652173913
      },
      "hitRate1D": 0.4375,
      "comboQuality": 0.135919479141354,
      "eligibleDays": 330,
      "fitnessScore": -0.05691272922095498,
      "lookbackDays": 30,
      "returnLift1D": 0.0004916638921520678,
      "hitRateLift1D": -0.03970364741641336,
      "activationRate": 0.1,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.47720364741641336,
        "5": 0.47692307692307695,
        "10": 0.453125
      },
      "sampleConfidence": 0.9676767676767678,
      "shadowSharpeLike": 0.050054319300234226,
      "avgForwardReturns": {
        "1": 0.0003890198086585958,
        "5": 0.0030192614980914007,
        "10": 0.0013740418768788496
      },
      "shadowMaxDrawdown": -0.0886237144199713,
      "shadowTotalReturn": 0.001247908912580975,
      "avgForwardReturn1D": 0.0003890198086585958,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-11-25",
        "2025-12-11"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 28,
        "10": 23
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010264408349347194,
        "5": 0.000182504458287535,
        "10": 0.0011291234574001545
      }
    },
    {
      "topN": 4,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.4230769230769231,
        "5": 0.36363636363636365,
        "10": 0.35294117647058826
      },
      "hitRate1D": 0.4230769230769231,
      "comboQuality": 0.09974340514719265,
      "eligibleDays": 315,
      "fitnessScore": -0.13401735542814433,
      "lookbackDays": 45,
      "returnLift1D": -0.0006990670892897458,
      "hitRateLift1D": -0.06099951004409604,
      "activationRate": 0.08571428571428572,
      "activationCount": 27,
      "baselineHitRates": {
        "1": 0.4840764331210191,
        "5": 0.4774193548387097,
        "10": 0.4459016393442623
      },
      "sampleConfidence": 0.9604938271604939,
      "shadowSharpeLike": -0.2619593220835373,
      "avgForwardReturns": {
        "1": -0.0005217044164553008,
        "5": -0.003150697856696921,
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      },
      "sampleConfidence": 0.9877394636015326,
      "shadowSharpeLike": -1.3669808690760161,
      "avgForwardReturns": {
        "1": -0.0031338899331891613,
        "5": -0.015487165752759541,
        "10": -0.02429754811954443
      },
      "shadowMaxDrawdown": -0.3258055327942838,
      "shadowTotalReturn": -0.25940433971877164,
      "avgForwardReturn1D": -0.0031338899331891613,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 82,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": -0.00023750729109752188,
        "5": -0.0007574786394184949,
        "10": -0.0013784916072753194
      }
    },
    {
      "topN": 2,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.014606853363801166,
      "eligibleDays": 297,
      "fitnessScore": -0.5765409709873086,
      "lookbackDays": 63,
      "returnLift1D": -0.011448649177984068,
      "hitRateLift1D": -0.46959459459459457,
      "activationRate": 0.013468013468013467,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.46959459459459457,
        "5": 0.4657534246575342,
        "10": 0.4250871080139373
      },
      "sampleConfidence": 0.5626341441916436,
      "shadowSharpeLike": -1.5033093305151708,
      "avgForwardReturns": {
        "1": -0.011833123826422728,
        "5": -0.06654341174969103,
        "10": 0
      },
      "shadowMaxDrawdown": -0.036574856256192834,
      "shadowTotalReturn": -0.036574856256192834,
      "avgForwardReturn1D": -0.011833123826422728,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.00038447464843865964,
        "5": -0.0012920555391332154,
        "10": -0.002318752734715187
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    },
    {
      "topN": 3,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.4,
        "5": 0.30985915492957744,
        "10": 0.25757575757575757
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.011176703146927662,
      "eligibleDays": 339,
      "fitnessScore": -0.6361905045054417,
      "lookbackDays": 21,
      "returnLift1D": -0.004144793777133559,
      "hitRateLift1D": -0.07633136094674553,
      "activationRate": 0.22418879056047197,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.47633136094674555,
        "5": 0.46706586826347307,
        "10": 0.44072948328267475
      },
      "sampleConfidence": 0.9859649122807018,
      "shadowSharpeLike": -1.8582790896438026,
      "avgForwardReturns": {
        "1": -0.00438230106823108,
        "5": -0.01720575988335714,
        "10": -0.025221038036685343
      },
      "shadowMaxDrawdown": -0.31911703090600696,
      "shadowTotalReturn": -0.3012167406827163,
      "avgForwardReturn1D": -0.00438230106823108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-05-21",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 71,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.00023750729109752188,
        "5": -0.0007574786394184949,
        "10": -0.0013784916072753194
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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": 0.08849106873441215,
      "fitnessScore": -0.16308394804281257,
      "lookbackDays": 14,
      "returnLift1D": -0.0007808088248338709,
      "activationRate": 0.1590909090909091,
      "activationCount": 56,
      "sampleConfidence": 0.9845238095238096,
      "shadowTotalReturn": -0.08017864096691507,
      "avgForwardReturn1D": -0.0010083210723041453
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06889349157039588,
      "fitnessScore": -0.22283863149127822,
      "lookbackDays": 21,
      "returnLift1D": -0.0014653331213393404,
      "activationRate": 0.16224188790560473,
      "activationCount": 55,
      "sampleConfidence": 0.9806060606060607,
      "shadowTotalReturn": -0.10553097540989154,
      "avgForwardReturn1D": -0.0017028404124368622
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.1375611252474038,
      "fitnessScore": -0.05385310041195908,
      "lookbackDays": 30,
      "returnLift1D": -0.00030867024674443704,
      "activationRate": 0.26666666666666666,
      "activationCount": 88,
      "sampleConfidence": 0.9878787878787879,
      "shadowTotalReturn": -0.06427277546548249,
      "avgForwardReturn1D": -0.000411314330237909
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.09974340514719265,
      "fitnessScore": -0.13401735542814433,
      "lookbackDays": 45,
      "returnLift1D": -0.0006990670892897458,
      "activationRate": 0.08571428571428572,
      "activationCount": 27,
      "sampleConfidence": 0.9604938271604939,
      "shadowTotalReturn": -0.02458387109744742,
      "avgForwardReturn1D": -0.0005217044164553008
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.29014485736246654,
      "fitnessScore": 0.15317026396276404,
      "lookbackDays": 63,
      "returnLift1D": 0.0032169721265612053,
      "activationRate": 0.05387205387205387,
      "activationCount": 16,
      "sampleConfidence": 0.8752682883832871,
      "shadowTotalReturn": 0.040728962854711837,
      "avgForwardReturn1D": 0.0028324974781225457
    }
  ],
  "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": "382ba433189bc9f0d340100d970e4315763c95d062207624a704b50fe067af9d",
    "size": 13,
    "members": [
      "ALRM",
      "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",
      "ALRM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALRM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALRM",
    "hitRates": {
      "1": 0.5384615384615384,
      "5": 0.7,
      "10": 0.6
    },
    "hitRate1D": 0.5384615384615384,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.24072287443323645,
    "eligibleDays": 326,
    "fitnessScore": 0.09728149949368478,
    "lookbackDays": 63,
    "returnLift1D": 0.0017632418591667653,
    "hitRateLift1D": 0.05993393109957523,
    "portfolioSize": 3,
    "activationRate": 0.03987730061349693,
    "activationCount": 13,
    "baselineHitRates": {
      "1": 0.4785276073619632,
      "5": 0.4813664596273292,
      "10": 0.45741324921135645
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    "sampleConfidence": 0.837013919746164,
    "shadowSharpeLike": 0.3121314821787324,
    "avgForwardReturns": {
      "1": 0.0018329489390187781,
      "5": 0.014763029573194397,
      "10": 0.036201075735328866
    },
    "shadowMaxDrawdown": -0.06627112126013335,
    "shadowTotalReturn": 0.02015076230334678,
    "avgForwardReturn1D": 0.0018329489390187781,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-02",
      "2026-07-06",
      "2026-07-08",
      "2026-07-09",
      "2026-07-10",
      "2026-07-13",
      "2026-07-14",
      "2026-07-15",
      "2026-07-16",
      "2026-07-17"
    ],
    "horizonObservationCounts": {
      "1": 13,
      "5": 10,
      "10": 5
    },
    "baselineAvgForwardReturns": {
      "1": 0.00006970707985201283,
      "5": 0.0009707887781377746,
      "10": 0.0019145144515850757
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.24072287443323645,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.068034954690216,
    "bestRawFitnessScore": 0.09728149949368478,
    "upperQuartileComboQuality": 0.0988440885292772
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12769553416662888,
    "rawScore": 0.14206487380831473,
    "confidence": 0.7977073535985525,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.2701571931746177,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.7,
        "10": 0.6
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      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
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      ],
      "comboQuality": 0.24072287443323645,
      "eligibleDays": 326,
      "fitnessScore": 0.09728149949368478,
      "lookbackDays": 63,
      "returnLift1D": 0.0017632418591667653,
      "hitRateLift1D": 0.05993393109957523,
      "portfolioSize": 3,
      "activationRate": 0.03987730061349693,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.4785276073619632,
        "5": 0.4813664596273292,
        "10": 0.45741324921135645
      },
      "sampleConfidence": 0.837013919746164,
      "shadowSharpeLike": 0.3121314821787324,
      "avgForwardReturns": {
        "1": 0.0018329489390187781,
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        "10": 0.036201075735328866
      },
      "shadowMaxDrawdown": -0.06627112126013335,
      "shadowTotalReturn": 0.02015076230334678,
      "avgForwardReturn1D": 0.0018329489390187781,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17"
      ],
      "horizonObservationCounts": {
        "1": 13,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.00006970707985201283,
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        "10": 0.0019145144515850757
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    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.5,
        "5": 0.7,
        "10": 0.6
      },
      "hitRate1D": 0.5,
      "rankWeights": [
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        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2048765025337394,
      "eligibleDays": 326,
      "fitnessScore": 0.05166018363796477,
      "lookbackDays": 63,
      "returnLift1D": 0.0015757833338392465,
      "hitRateLift1D": 0.021472392638036797,
      "portfolioSize": 4,
      "activationRate": 0.04294478527607362,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.4785276073619632,
        "5": 0.4813664596273292,
        "10": 0.45741324921135645
      },
      "sampleConfidence": 0.8482582526889798,
      "shadowSharpeLike": 0.3079466766548926,
      "avgForwardReturns": {
        "1": 0.0016454904136912593,
        "5": 0.014763029573194397,
        "10": 0.036201075735328866
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      "shadowMaxDrawdown": -0.0665434117496907,
      "shadowTotalReturn": 0.019853269790461425,
      "avgForwardReturn1D": 0.0016454904136912593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-02",
        "2026-07-06",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 10,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": 0.00006970707985201283,
        "5": 0.0009707887781377746,
        "10": 0.0019145144515850757
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "10": 0.6
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      "hitRate1D": 0.5,
      "rankWeights": [
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      "comboQuality": 0.2048765025337394,
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      "fitnessScore": 0.05166018363796477,
      "lookbackDays": 63,
      "returnLift1D": 0.0015757833338392465,
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      "sampleConfidence": 0.8482582526889798,
      "shadowSharpeLike": 0.3079466766548926,
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      "shadowMaxDrawdown": -0.0665434117496907,
      "shadowTotalReturn": 0.019853269790461425,
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      "riskOffActivations": 0,
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        "2026-07-06",
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        "2026-07-09",
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        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17"
      ],
      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.134146739628397,
      "eligibleDays": 359,
      "fitnessScore": -0.060251858776269374,
      "lookbackDays": 30,
      "returnLift1D": 0.0008184618589628157,
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      "portfolioSize": 2,
      "activationRate": 0.08913649025069638,
      "activationCount": 32,
      "baselineHitRates": {
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        "5": 0.4563380281690141,
        "10": 0.4228571428571429
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      "sampleConfidence": 0.9729166666666668,
      "shadowSharpeLike": 0.047995933220558035,
      "avgForwardReturns": {
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        "5": 0.0030192614980914007,
        "10": 0.0013740418768788496
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      "shadowMaxDrawdown": -0.0886237144199713,
      "shadowTotalReturn": 0.001247908912580975,
      "avgForwardReturn1D": 0.0003890198086585958,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-11-25",
        "2025-12-11"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 28,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.00042944205030421987,
        "5": -0.0014915771077670301,
        "10": -0.0025225493321871413
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    },
    {
      "topN": 4,
      "ticker": "ALRM",
      "hitRates": {
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      "hitRate1D": 0.4230769230769231,
      "rankWeights": [
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      ],
      "comboQuality": 0.0988440885292772,
      "eligibleDays": 344,
      "fitnessScore": -0.1362295987874219,
      "lookbackDays": 45,
      "returnLift1D": -0.00029526247109557294,
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      "portfolioSize": 4,
      "activationRate": 0.0755813953488372,
      "activationCount": 26,
      "baselineHitRates": {
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      "sampleConfidence": 0.9666666666666668,
      "shadowSharpeLike": -0.25070512052470945,
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        "5": -0.010862419398562789,
        "10": -0.02029961543325894
      },
      "shadowMaxDrawdown": -0.2610346360106467,
      "shadowTotalReturn": -0.19200121093560596,
      "avgForwardReturn1D": -0.0017872594101527243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": -0.00037226636973752776,
        "5": -0.0015803068522409413,
        "10": -0.003206076914305299
      }
    },
    {
      "topN": 2,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.015319061625825426,
      "eligibleDays": 326,
      "fitnessScore": -0.5659083466296957,
      "lookbackDays": 63,
      "returnLift1D": -0.01190283090627474,
      "hitRateLift1D": -0.4785276073619632,
      "portfolioSize": 2,
      "activationRate": 0.009202453987730062,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.4785276073619632,
        "5": 0.4813664596273292,
        "10": 0.45741324921135645
      },
      "sampleConfidence": 0.5519029729302969,
      "shadowSharpeLike": -1.415332472982941,
      "avgForwardReturns": {
        "1": -0.011833123826422728,
        "5": -0.06654341174969103,
        "10": 0
      },
      "shadowMaxDrawdown": -0.036092902707546615,
      "shadowTotalReturn": -0.036092902707546615,
      "avgForwardReturn1D": -0.011833123826422728,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 1,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00006970707985201283,
        "5": 0.0009707887781377746,
        "10": 0.0019145144515850757
      }
    },
    {
      "topN": 4,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.4044943820224719,
        "5": 0.3176470588235294,
        "10": 0.25
      },
      "hitRate1D": 0.4044943820224719,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01406272178662828,
      "eligibleDays": 368,
      "fitnessScore": -0.5850143635548724,
      "lookbackDays": 21,
      "returnLift1D": -0.003177032675871959,
      "hitRateLift1D": -0.07648387884709335,
      "portfolioSize": 4,
      "activationRate": 0.2418478260869565,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.48097826086956524,
        "5": 0.45604395604395603,
        "10": 0.415041782729805
      },
      "sampleConfidence": 0.9902621722846443,
      "shadowSharpeLike": -1.5133239065982256,
      "avgForwardReturns": {
        "1": -0.0035195689317231633,
        "5": -0.016169849175332176,
        "10": -0.02638504005162215
      },
      "shadowMaxDrawdown": -0.3280516453489227,
      "shadowTotalReturn": -0.2934586553690407,
      "avgForwardReturn1D": -0.0035195689317231633,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-12",
        "2025-02-14",
        "2025-03-27",
        "2025-03-28",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003425362558512042,
        "5": -0.0017483940580282026,
        "10": -0.0037294935504190237
      }
    },
    {
      "topN": 5,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.4044943820224719,
        "5": 0.3176470588235294,
        "10": 0.25
      },
      "hitRate1D": 0.4044943820224719,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01406272178662828,
      "eligibleDays": 368,
      "fitnessScore": -0.5850143635548724,
      "lookbackDays": 21,
      "returnLift1D": -0.003177032675871959,
      "hitRateLift1D": -0.07648387884709335,
      "portfolioSize": 5,
      "activationRate": 0.2418478260869565,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.48097826086956524,
        "5": 0.45604395604395603,
        "10": 0.415041782729805
      },
      "sampleConfidence": 0.9902621722846443,
      "shadowSharpeLike": -1.5133239065982256,
      "avgForwardReturns": {
        "1": -0.0035195689317231633,
        "5": -0.016169849175332176,
        "10": -0.02638504005162215
      },
      "shadowMaxDrawdown": -0.3280516453489227,
      "shadowTotalReturn": -0.2934586553690407,
      "avgForwardReturn1D": -0.0035195689317231633,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-12",
        "2025-02-14",
        "2025-03-27",
        "2025-03-28",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003425362558512042,
        "5": -0.0017483940580282026,
        "10": -0.0037294935504190237
      }
    },
    {
      "topN": 3,
      "ticker": "ALRM",
      "hitRates": {
        "1": 0.38961038961038963,
        "5": 0.3150684931506849,
        "10": 0.25
      },
      "hitRate1D": 0.38961038961038963,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.00837192150268771,
      "eligibleDays": 368,
      "fitnessScore": -0.7003822313043548,
      "lookbackDays": 21,
      "returnLift1D": -0.004320853299514331,
      "hitRateLift1D": -0.09136787125917561,
      "portfolioSize": 3,
      "activationRate": 0.20923913043478262,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.48097826086956524,
        "5": 0.45604395604395603,
        "10": 0.415041782729805
      },
      "sampleConfidence": 0.9887445887445888,
      "shadowSharpeLike": -1.9340077869851227,
      "avgForwardReturns": {
        "1": -0.004663389555365535,
        "5": -0.01724920009142507,
        "10": -0.02668671690066522
      },
      "shadowMaxDrawdown": -0.34099407275263816,
      "shadowTotalReturn": -0.3236689260063579,
      "avgForwardReturn1D": -0.004663389555365535,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-12",
        "2025-03-27",
        "2025-03-28",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-05-21",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 73,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003425362558512042,
        "5": -0.0017483940580282026,
        "10": -0.0037294935504190237
      }
    }
  ],
  "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": 0.08760736240622337,
      "fitnessScore": -0.16550518381101204,
      "lookbackDays": 14,
      "returnLift1D": -0.0006360547025666176,
      "activationRate": 0.14933333333333335,
      "activationCount": 56,
      "sampleConfidence": 0.9845238095238096,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07971850021702365,
      "avgForwardReturn1D": -0.0010083210723041453
    },
    {
      "comboQuality": 0.0671079723495443,
      "fitnessScore": -0.22903705602176946,
      "lookbackDays": 21,
      "returnLift1D": -0.001360304156585658,
      "activationRate": 0.14673913043478262,
      "activationCount": 54,
      "sampleConfidence": 0.9839506172839507,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.10553097540989154,
      "avgForwardReturn1D": -0.0017028404124368622
    },
    {
      "comboQuality": 0.134146739628397,
      "fitnessScore": -0.060251858776269374,
      "lookbackDays": 30,
      "returnLift1D": 0.0008184618589628157,
      "activationRate": 0.08913649025069638,
      "activationCount": 32,
      "sampleConfidence": 0.9729166666666668,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.001247908912580975,
      "avgForwardReturn1D": 0.0003890198086585958
    },
    {
      "comboQuality": 0.0988440885292772,
      "fitnessScore": -0.1362295987874219,
      "lookbackDays": 45,
      "returnLift1D": -0.00029526247109557294,
      "activationRate": 0.0755813953488372,
      "activationCount": 26,
      "sampleConfidence": 0.9666666666666668,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.02458387109744742,
      "avgForwardReturn1D": -0.0005217044164553008
    },
    {
      "comboQuality": 0.24072287443323645,
      "fitnessScore": 0.09728149949368478,
      "lookbackDays": 63,
      "returnLift1D": 0.0017632418591667653,
      "activationRate": 0.03987730061349693,
      "activationCount": 13,
      "sampleConfidence": 0.837013919746164,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.02015076230334678,
      "avgForwardReturn1D": 0.0018329489390187781
    }
  ],
  "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": "382ba433189bc9f0d340100d970e4315763c95d062207624a704b50fe067af9d",
    "size": 13,
    "members": [
      "ALRM",
      "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
0.315
Liquidity
0.492
Momentum
0.648
Relative strength
0.465
Trend quality
0.460
Stability
0.558
Aggression
0.482
Downside risk
0.480
Drawdown state
0.544
Quality momentum
0.522
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.697
Benchmark Independence 3m Score
0.996
Beta 1y Profile Score
0.299
Beta 3m Profile Score
0.004
Beta Change Score
0.132
Correlation Change Score
0.351
Current Drawdown Score
0.197
Days Since 52w High Score
0.873
Distance From 52w High Score
0.801
Distance From Sma 20 Score
0.656
Distance From Sma 200 Score
0.617
Distance From Sma 50 Score
0.712
Downside Volatility 1m Score
0.250
Downside Volatility 1y Score
0.345
Downside Volatility 2y Score
0.335
Downside Volatility 3m Score
0.485
Downside Volatility 5y Score
0.357
Downside Volatility 6m Score
0.410
Drawdown Recovery Score
0.886
Excess Return 1m Score
0.680
Excess Return 1y Score
0
Excess Return 3m Score
0.616
Excess Return 6m Score
0.310
Expected Shortfall 95 1y Score
0.540
Log Avg Dollar Volume 20d Score
0.492
Log Market Cap Score
0.315
Drawdown Score 1m
0.694
Drawdown Score 1y
0.557
Drawdown Score 2y
0.490
Drawdown Score 3m
0.713
Drawdown Score 5y
0.467
Drawdown Score 6m
0.650
Momentum Acceleration 1m Vs 3m Score
0.746
Momentum Acceleration 3m Vs 6m Score
0.710
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.937
Relative Strength Slope 3m Score
0.501
Relative Volume 20d Score
0.329
Return 1m Score
0.725
Return 1w Score
0.621
Return 1y Score
0.436
Return 2y Score
0.228
Return 3m Score
0.729
Return 5y Score
0.046
Return 6m Score
0.489
Return Skewness 1y Score
0.482
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.361
Sharpe 2y Score
0.358
Sharpe 3m Score
0.804
Sharpe 5y Score
0.373
Sharpe 6m Score
0.418
Sortino 1m Score
1
Sortino 1y Score
0.351
Sortino 2y Score
0.348
Sortino 3m Score
0.598
Sortino 5y Score
0.357
Sortino 6m Score
0.386
Trend R2 1m Score
0.537
Trend R2 1w Score
0.900
Trend R2 1y Score
0.716
Trend R2 2y Score
0.696
Trend R2 3m Score
0.226
Trend R2 5y Score
0.430
Trend R2 6m Score
0.149
Trend Slope 1m Score
0.897
Trend Slope 1w Score
1
Trend Slope 1y Score
0.437
Trend Slope 2y Score
0.457
Trend Slope 3m Score
0.576
Trend Slope 5y Score
0.481
Trend Slope 6m Score
0.464
Volatility 1m Score
0.353
Volatility 1w Score
0.129
Volatility 1y Score
0.347
Volatility 2y Score
0.345
Volatility 3m Score
0.421
Volatility 5y Score
0.389
Volatility 6m Score
0.387
Worst Day 1y Score
0.592
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
29,854,235.279
Best Day 1y
0.061
Beta To Benchmark 1y
0.747
Beta 3m
0.011
Beta Change
-0.736
Beta To Sector 1y
0.244
Correlation To Benchmark 1y
0.303
Correlation 3m
0.004
Correlation Change
-0.299
Correlation To Sector 1y
0.191
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.697
Benchmark Independence 3m Score
0.996
Beta 1y Profile Score
0.299
Beta 3m Profile Score
0.004
Beta Change Score
0.132
Correlation Change Score
0.351
Current Drawdown Score
0.197
Distance From Sma 20 Score
0.656
Distance From Sma 200 Score
0.617
Current Drawdown
-0.522
Days Since 52w High
220
Distance From 52w High
-0.129
Distance From Sma 20
0.094
Distance From Sma 200
0.070
Distance From Sma 50
0.127
Downside Capture 1y
1.071
Downside Volatility 1m
0.237
Downside Volatility 1w
-
Downside Volatility 1y
0.309
Downside Volatility 2y
0.301
Downside Volatility 3m
0.414
Downside Volatility 5y
0.317
Downside Volatility 6m
0.358
Drawdown Recovery
0.773
Excess Return 1m
0.108
Excess Return 1y
-0.326
Excess Return 3m
0.070
Excess Return 6m
-0.114
Expected Shortfall 95 1y
-0.046
Market Cap
2,583,326,227.449
Max Drawdown 1m
-0.077
Max Drawdown 1w
-0.004
Max Drawdown 1y
-0.288
Max Drawdown 2y
-0.408
Max Drawdown 3m
-0.115
Max Drawdown 5y
-0.533
Max Drawdown 6m
-0.193
Momentum Acceleration 1m Vs 3m
0.074
Momentum Acceleration 3m Vs 6m
0.063
Moving Average Alignment
0.500
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.189
Return 1m
0.135
Return 1w
0.036
Return 1y
-0.103
Return 2y
-0.200
Return 3m
0.183
Return 5y
-0.404
Return 6m
-0.013
Return Skewness 1y
-0.109
Sector Excess Return 1y
-0.551
Sharpe 1m
4.985
Sharpe 1y
-0.194
Sharpe 2y
-0.208
Sharpe 3m
2.021
Sharpe 5y
-0.134
Sharpe 6m
0.092
Sortino 1m
6.609
Sortino 1y
-0.195
Sortino 2y
-0.214
Sortino 3m
1.786
Sortino 5y
-0.144
Sortino 6m
0.087
Trend R2 1m
0.537
Trend R2 1w
0.900
Trend R2 1y
0.716
Trend R2 2y
0.696
Trend R2 3m
0.226
Trend R2 5y
0.430
Trend R2 6m
0.149
Trend 1m
0.006
Trend 1w
0.008
Trend 1y
-0.001
Trend 2y
-0.001
Trend 3m
0.001
Trend 5y
-0.000
Trend 6m
-0.001
Upside Capture 1y
0.685
Value At Risk 95 1y
-0.031
Volatility 1m
0.315
Volatility 1w
0.147
Volatility 1y
0.310
Volatility 2y
0.309
Volatility 3m
0.366
Volatility 5y
0.342
Volatility 6m
0.340
Worst Day 1y
-0.082
Distance From Sma 50 Score
0.712
Downside Volatility 1y Score
0.345
Downside Volatility 3m Score
0.485
Drawdown Recovery Score
0.886
Excess Return 1m Score
0.680
Excess Return 1y Score
0
Excess Return 3m Score
0.616
Excess Return 6m Score
0.310
Expected Shortfall 95 1y Score
0.540
Log Avg Dollar Volume 20d Score
0.492
Log Market Cap Score
0.315
Drawdown Score 1y
0.557
Drawdown Score 5y
0.467
Momentum Acceleration 1m Vs 3m Score
0.746
Momentum Acceleration 3m Vs 6m Score
0.710
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.937
Relative Volume 20d Score
0.329
Return 1m Score
0.725
Return 1y Score
0.436
Return 3m Score
0.729
Return 6m Score
0.489
Return Skewness 1y Score
0.482
Sortino 1y Score
0.351
Sortino 3m Score
0.598
Trend R2 1y Score
0.716
Trend R2 3m Score
0.226
Trend Slope 1y Score
0.437
Trend Slope 3m Score
0.576
Volatility 1y Score
0.347
Volatility 3m Score
0.421