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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

AMRX

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

Research Detail

AMRX

AMRX

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
0.753
Correlation To Benchmark 1y
0.292
Inverse To Benchmark 1y
0.708
Drawdown Score 1m
0.908
Drawdown Score 3m
0.623
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
0.595
Drawdown Score 1y
0.658
Drawdown Score 2y
0.692
Drawdown Score 5y
0.217
Return 1w
-0.008
Return 1m
0.158
Return 3m
0.329
Return 6m
0.283
Return 1y
1.042
Return 2y
1.550
Return 5y
2.222
Sharpe 1m
5.501
Sharpe 3m
3.248
Sharpe 6m
1.604
Sharpe 1y
2.372
Sharpe 2y
1.529
Sharpe 5y
0.711
Trend 1w
-0.001
Trend 1m
0.005
Trend 3m
0.006
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.130
Volatility 1m
0.330
Volatility 3m
0.372
Volatility 6m
0.348
Volatility 1y
0.323
Volatility 2y
0.345
Volatility 5y
0.509
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
AMRX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:23 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.968
Aptet Fit Raw Score
0.974
Aptet Fit Confidence
0.988
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.942
Force Fit Raw Score
0.947
Force Fit Confidence
0.989
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:23 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMRX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMRX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMRX",
    "hitRates": {
      "1": 0.5739644970414202,
      "5": 0.6545454545454545,
      "10": 0.75625
    },
    "hitRate1D": 0.5739644970414202,
    "comboQuality": 0.9956484387488531,
    "eligibleDays": 297,
    "fitnessScore": 1.5452290972848899,
    "lookbackDays": 63,
    "returnLift1D": 0.0010737765512401388,
    "hitRateLift1D": 0.04355909163601479,
    "activationRate": 0.5723905723905723,
    "activationCount": 170,
    "baselineHitRates": {
      "1": 0.5304054054054054,
      "5": 0.6404109589041096,
      "10": 0.7073170731707317
    },
    "sampleConfidence": 0.9937254901960785,
    "shadowSharpeLike": 2.534659414537136,
    "avgForwardReturns": {
      "1": 0.00419282191299887,
      "5": 0.017014606109559155,
      "10": 0.030845482776376044
    },
    "shadowMaxDrawdown": -0.0827840575921247,
    "shadowTotalReturn": 0.9562968846494206,
    "avgForwardReturn1D": 0.00419282191299887,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-15",
      "2025-08-11",
      "2025-08-12",
      "2025-08-13",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-19",
      "2025-08-20",
      "2025-08-21"
    ],
    "horizonObservationCounts": {
      "1": 169,
      "5": 165,
      "10": 160
    },
    "baselineAvgForwardReturns": {
      "1": 0.0031190453617587315,
      "5": 0.016373841262884718,
      "10": 0.03322266454357502
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9956484387488531,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9542844482842436,
    "bestRawFitnessScore": 1.5452290972848899,
    "upperQuartileComboQuality": 0.9848599436556709
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9681649796494095,
    "rawScore": 0.9740388890456553,
    "confidence": 0.987939065960701,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.9500780891849229,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9838142900285608,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5739644970414202,
        "5": 0.6545454545454545,
        "10": 0.75625
      },
      "hitRate1D": 0.5739644970414202,
      "comboQuality": 0.9956484387488531,
      "eligibleDays": 297,
      "fitnessScore": 1.5452290972848899,
      "lookbackDays": 63,
      "returnLift1D": 0.0010737765512401388,
      "hitRateLift1D": 0.04355909163601479,
      "activationRate": 0.5723905723905723,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.6404109589041096,
        "10": 0.7073170731707317
      },
      "sampleConfidence": 0.9937254901960785,
      "shadowSharpeLike": 2.534659414537136,
      "avgForwardReturns": {
        "1": 0.00419282191299887,
        "5": 0.017014606109559155,
        "10": 0.030845482776376044
      },
      "shadowMaxDrawdown": -0.0827840575921247,
      "shadowTotalReturn": 0.9562968846494206,
      "avgForwardReturn1D": 0.00419282191299887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-15",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 165,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031190453617587315,
        "5": 0.016373841262884718,
        "10": 0.03322266454357502
      }
    },
    {
      "topN": 5,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.55,
        "5": 0.6326530612244898,
        "10": 0.7277486910994765
      },
      "hitRate1D": 0.55,
      "comboQuality": 0.9953105966372058,
      "eligibleDays": 315,
      "fitnessScore": 1.5287048869777031,
      "lookbackDays": 45,
      "returnLift1D": 0.0005604617906501625,
      "hitRateLift1D": 0.011783439490445913,
      "activationRate": 0.638095238095238,
      "activationCount": 201,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.632258064516129,
        "10": 0.6754098360655738
      },
      "sampleConfidence": 0.99469320066335,
      "shadowSharpeLike": 2.296594838554321,
      "avgForwardReturns": {
        "1": 0.003667528060440085,
        "5": 0.01820960618974666,
        "10": 0.03689045094612148
      },
      "shadowMaxDrawdown": -0.1458869507128835,
      "shadowTotalReturn": 0.9836949057296358,
      "avgForwardReturn1D": 0.003667528060440085,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-06-17",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 200,
        "5": 196,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031070662697899225,
        "5": 0.015437553034774528,
        "10": 0.030204573765048023
      }
    },
    {
      "topN": 4,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5664739884393064,
        "5": 0.6449704142011834,
        "10": 0.7439024390243902
      },
      "hitRate1D": 0.5664739884393064,
      "comboQuality": 0.9948617036773699,
      "eligibleDays": 297,
      "fitnessScore": 1.508494076616096,
      "lookbackDays": 63,
      "returnLift1D": 0.0009151817121524023,
      "hitRateLift1D": 0.036068583033901036,
      "activationRate": 0.5858585858585859,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.6404109589041096,
        "10": 0.7073170731707317
      },
      "sampleConfidence": 0.9938697318007663,
      "shadowSharpeLike": 2.486611937990935,
      "avgForwardReturns": {
        "1": 0.004034227073911134,
        "5": 0.015939556736405625,
        "10": 0.0294685923442246
      },
      "shadowMaxDrawdown": -0.09342026371834011,
      "shadowTotalReturn": 0.9333536992568792,
      "avgForwardReturn1D": 0.004034227073911134,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-14",
        "2025-07-15",
        "2025-08-06",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 169,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031190453617587315,
        "5": 0.016373841262884718,
        "10": 0.03322266454357502
      }
    },
    {
      "topN": 5,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.559322033898305,
        "5": 0.6416184971098265,
        "10": 0.7380952380952381
      },
      "hitRate1D": 0.559322033898305,
      "comboQuality": 0.9918262248343661,
      "eligibleDays": 297,
      "fitnessScore": 1.4056957480601437,
      "lookbackDays": 63,
      "returnLift1D": 0.0006462131129353907,
      "hitRateLift1D": 0.028916628492899665,
      "activationRate": 0.5993265993265994,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.6404109589041096,
        "10": 0.7073170731707317
      },
      "sampleConfidence": 0.9940074906367042,
      "shadowSharpeLike": 2.3216183031431936,
      "avgForwardReturns": {
        "1": 0.003765258474694122,
        "5": 0.016580535807454878,
        "10": 0.02940560629226233
      },
      "shadowMaxDrawdown": -0.1406402761611838,
      "shadowTotalReturn": 0.8690786217299649,
      "avgForwardReturn1D": 0.003765258474694122,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-14",
        "2025-07-15",
        "2025-08-06",
        "2025-08-07",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 173,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031190453617587315,
        "5": 0.016373841262884718,
        "10": 0.03322266454357502
      }
    },
    {
      "topN": 2,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.564935064935065,
        "5": 0.66,
        "10": 0.7724137931034483
      },
      "hitRate1D": 0.564935064935065,
      "comboQuality": 0.9858406964042443,
      "eligibleDays": 297,
      "fitnessScore": 1.2834870314156501,
      "lookbackDays": 63,
      "returnLift1D": 0.0007387001804690231,
      "hitRateLift1D": 0.034529659529659584,
      "activationRate": 0.5218855218855218,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.6404109589041096,
        "10": 0.7073170731707317
      },
      "sampleConfidence": 0.9931182795698925,
      "shadowSharpeLike": 2.345840862742899,
      "avgForwardReturns": {
        "1": 0.0038577455422277545,
        "5": 0.017036803161421813,
        "10": 0.03125223287271411
      },
      "shadowMaxDrawdown": -0.07867297712799792,
      "shadowTotalReturn": 0.7568621614082354,
      "avgForwardReturn1D": 0.0038577455422277545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031190453617587315,
        "5": 0.016373841262884718,
        "10": 0.03322266454357502
      }
    },
    {
      "topN": 4,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5392670157068062,
        "5": 0.6310160427807486,
        "10": 0.7362637362637363
      },
      "hitRate1D": 0.5392670157068062,
      "comboQuality": 0.9845330260728131,
      "eligibleDays": 315,
      "fitnessScore": 1.2637612895849266,
      "lookbackDays": 45,
      "returnLift1D": 0.00010878167193930938,
      "hitRateLift1D": 0.0010504551972521092,
      "activationRate": 0.6095238095238096,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.632258064516129,
        "10": 0.6754098360655738
      },
      "sampleConfidence": 0.9944444444444445,
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      "shadowSharpeLike": 1.2705519611637965,
      "avgForwardReturns": {
        "1": 0.002848911816993333,
        "5": 0.017384219934601194,
        "10": 0.02858793802140035
      },
      "shadowMaxDrawdown": -0.17883108486818722,
      "shadowTotalReturn": 0.4514326286612864,
      "avgForwardReturn1D": 0.002848911816993333,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 150,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021945511913232904,
        "5": 0.011415069702058672,
        "10": 0.024122264125783353
      }
    },
    {
      "topN": 2,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.6111111111111112,
        "10": 0.6747967479674797
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.7678201592380282,
      "eligibleDays": 339,
      "fitnessScore": 0.6131295240192008,
      "lookbackDays": 21,
      "returnLift1D": 0.00002757662765585228,
      "hitRateLift1D": 0.005917159763313529,
      "activationRate": 0.3834808259587021,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5325443786982249,
        "5": 0.6107784431137725,
        "10": 0.6534954407294833
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      "sampleConfidence": 0.9943589743589745,
      "shadowSharpeLike": 1.1682646152994864,
      "avgForwardReturns": {
        "1": 0.0024368343932785856,
        "5": 0.00978326492213448,
        "10": 0.015012407737334216
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      "shadowMaxDrawdown": -0.13112290802210247,
      "shadowTotalReturn": 0.31598222566624146,
      "avgForwardReturn1D": 0.0024368343932785856,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-06-13",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024092577656227333,
        "5": 0.011964983151699804,
        "10": 0.024685431683518715
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    },
    {
      "topN": 2,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5,
        "5": 0.6126760563380281,
        "10": 0.6715328467153284
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      "hitRate1D": 0.5,
      "comboQuality": 0.5372002273306056,
      "eligibleDays": 330,
      "fitnessScore": 0.3827968044169608,
      "lookbackDays": 30,
      "returnLift1D": -0.0011863367350716562,
      "hitRateLift1D": -0.03191489361702127,
      "activationRate": 0.44545454545454544,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.6276923076923077,
        "10": 0.671875
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      "sampleConfidence": 0.9927437641723357,
      "shadowSharpeLike": 0.6945716222439532,
      "avgForwardReturns": {
        "1": 0.0013658749737092272,
        "5": 0.005703341842490814,
        "10": 0.016256396144637694
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      "shadowMaxDrawdown": -0.1582160865826776,
      "shadowTotalReturn": 0.1695066634925897,
      "avgForwardReturn1D": 0.0013658749737092272,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-06-27",
        "2025-06-30",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025522117087808834,
        "5": 0.01370678701605859,
        "10": 0.02908230612819863
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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": 5,
      "comboQuality": 0.960420509644214,
      "fitnessScore": 1.051593234242736,
      "lookbackDays": 14,
      "returnLift1D": 0.0007144208706288502,
      "activationRate": 0.5539772727272727,
      "activationCount": 195,
      "sampleConfidence": 0.995897435897436,
      "shadowTotalReturn": 0.6497846590023013,
      "avgForwardReturn1D": 0.0029089720619521406
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9619071938619786,
      "fitnessScore": 1.0603563554791555,
      "lookbackDays": 21,
      "returnLift1D": 0.0002815066451842844,
      "activationRate": 0.5929203539823009,
      "activationCount": 201,
      "sampleConfidence": 0.99469320066335,
      "shadowTotalReturn": 0.6208565846241867,
      "avgForwardReturn1D": 0.0026907644108070177
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9784058974892978,
      "fitnessScore": 1.1889709606396694,
      "lookbackDays": 30,
      "returnLift1D": 0.0004386541052387263,
      "activationRate": 0.603030303030303,
      "activationCount": 199,
      "sampleConfidence": 0.99463986599665,
      "shadowTotalReturn": 0.7134959589705103,
      "avgForwardReturn1D": 0.0029908658140196096
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9953105966372058,
      "fitnessScore": 1.5287048869777031,
      "lookbackDays": 45,
      "returnLift1D": 0.0005604617906501625,
      "activationRate": 0.638095238095238,
      "activationCount": 201,
      "sampleConfidence": 0.99469320066335,
      "shadowTotalReturn": 0.9836949057296358,
      "avgForwardReturn1D": 0.003667528060440085
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9956484387488531,
      "fitnessScore": 1.5452290972848899,
      "lookbackDays": 63,
      "returnLift1D": 0.0010737765512401388,
      "activationRate": 0.5723905723905723,
      "activationCount": 170,
      "sampleConfidence": 0.9937254901960785,
      "shadowTotalReturn": 0.9562968846494206,
      "avgForwardReturn1D": 0.00419282191299887
    }
  ],
  "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": "5e52472401a50debb4079e732654903d8fdaadf777c87e0c33e85151d08750d3",
    "size": 13,
    "members": [
      "AMRX",
      "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",
      "AMRX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMRX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "AMRX",
    "hitRates": {
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      "5": 0.6545454545454545,
      "10": 0.75625
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    "hitRate1D": 0.5739644970414202,
    "rankWeights": [
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      0.30000000000000004,
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    "comboQuality": 0.9950192602745753,
    "eligibleDays": 326,
    "fitnessScore": 1.5153804084523756,
    "lookbackDays": 63,
    "returnLift1D": 0.0014046885342549938,
    "hitRateLift1D": 0.03715468109049991,
    "portfolioSize": 3,
    "activationRate": 0.5184049079754601,
    "activationCount": 169,
    "baselineHitRates": {
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      "5": 0.6335403726708074,
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    "sampleConfidence": 0.9948717948717949,
    "shadowSharpeLike": 2.4169113430979303,
    "avgForwardReturns": {
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      "10": 0.030845482776376044
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    "shadowMaxDrawdown": -0.0827840575921247,
    "shadowTotalReturn": 0.9562968846494206,
    "avgForwardReturn1D": 0.00419282191299887,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-15",
      "2025-08-11",
      "2025-08-12",
      "2025-08-13",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-19",
      "2025-08-20",
      "2025-08-21"
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    "horizonObservationCounts": {
      "1": 169,
      "5": 165,
      "10": 160
    },
    "baselineAvgForwardReturns": {
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      "5": 0.015017290366672055,
      "10": 0.0305865242667999
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9950192602745753,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.896608985315476,
    "bestRawFitnessScore": 1.5153804084523756,
    "upperQuartileComboQuality": 0.974580309191331
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9420083000857747,
    "rawScore": 0.9471429684979471,
    "confidence": 0.9891575642052955,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
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    "profileBreadth": 0.9500490798806814,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9780070401636881,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AMRX",
      "hitRates": {
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      "comboQuality": 0.9950192602745753,
      "eligibleDays": 326,
      "fitnessScore": 1.5153804084523756,
      "lookbackDays": 63,
      "returnLift1D": 0.0014046885342549938,
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      "portfolioSize": 3,
      "activationRate": 0.5184049079754601,
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      "riskOffActivations": 0,
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        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "hitRate1D": 0.5664739884393064,
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      "comboQuality": 0.9941037649361624,
      "eligibleDays": 326,
      "fitnessScore": 1.4780560654092219,
      "lookbackDays": 63,
      "returnLift1D": 0.0012460936951672573,
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      "shadowMaxDrawdown": -0.09342026371834011,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-14",
        "2025-07-15",
        "2025-08-06",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.984009057054629,
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      "fitnessScore": 1.2563147731624882,
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      "returnLift1D": 0.001069612163483878,
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      "sampleConfidence": 0.9943722943722945,
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      "shadowMaxDrawdown": -0.07867297712799792,
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        "2025-08-21",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.974580309191331,
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      "shadowMaxDrawdown": -0.235464531828125,
      "shadowTotalReturn": 0.2911981283461311,
      "avgForwardReturn1D": 0.0015238386254204702,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 206,
        "5": 202,
        "10": 197
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025827615448581493,
        "5": 0.01296700180861385,
        "10": 0.024864465580459426
      }
    },
    {
      "topN": 5,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5145631067961165,
        "5": 0.5742574257425742,
        "10": 0.6091370558375635
      },
      "hitRate1D": 0.5145631067961165,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7371044752713728,
      "eligibleDays": 359,
      "fitnessScore": 0.5768140447665197,
      "lookbackDays": 30,
      "returnLift1D": -0.001058922919437679,
      "hitRateLift1D": -0.020255834708061804,
      "portfolioSize": 5,
      "activationRate": 0.5738161559888579,
      "activationCount": 206,
      "baselineHitRates": {
        "1": 0.5348189415041783,
        "5": 0.6112676056338028,
        "10": 0.6485714285714286
      },
      "sampleConfidence": 0.9957928802588998,
      "shadowSharpeLike": 0.8525799950563836,
      "avgForwardReturns": {
        "1": 0.0015238386254204702,
        "5": 0.0062752583343690955,
        "10": 0.009021282395274445
      },
      "shadowMaxDrawdown": -0.235464531828125,
      "shadowTotalReturn": 0.2911981283461311,
      "avgForwardReturn1D": 0.0015238386254204702,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 206,
        "5": 202,
        "10": 197
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025827615448581493,
        "5": 0.01296700180861385,
        "10": 0.024864465580459426
      }
    },
    {
      "topN": 2,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5319148936170213,
        "5": 0.583941605839416,
        "10": 0.6343283582089553
      },
      "hitRate1D": 0.5319148936170213,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7323178247426934,
      "eligibleDays": 368,
      "fitnessScore": 0.5714111334591486,
      "lookbackDays": 21,
      "returnLift1D": -0.0002280169217178515,
      "hitRateLift1D": 0.002023589269195214,
      "portfolioSize": 2,
      "activationRate": 0.38315217391304346,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.529891304347826,
        "5": 0.5989010989010989,
        "10": 0.6462395543175488
      },
      "sampleConfidence": 0.9947990543735226,
      "shadowSharpeLike": 1.0428094431900903,
      "avgForwardReturns": {
        "1": 0.002140419324480065,
        "5": 0.008740659375427833,
        "10": 0.01169703923753405
      },
      "shadowMaxDrawdown": -0.13112290802210247,
      "shadowTotalReturn": 0.2955959932825871,
      "avgForwardReturn1D": 0.002140419324480065,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023684362461979165,
        "5": 0.012337592852003636,
        "10": 0.024956150890892762
      }
    },
    {
      "topN": 3,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.5079365079365079,
        "5": 0.572972972972973,
        "10": 0.6055555555555555
      },
      "hitRate1D": 0.5079365079365079,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7003707061128827,
      "eligibleDays": 359,
      "fitnessScore": 0.5367940253308957,
      "lookbackDays": 30,
      "returnLift1D": -0.000953494438288235,
      "hitRateLift1D": -0.026882433567670394,
      "portfolioSize": 3,
      "activationRate": 0.5264623955431755,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5348189415041783,
        "5": 0.6112676056338028,
        "10": 0.6485714285714286
      },
      "sampleConfidence": 0.9954144620811288,
      "shadowSharpeLike": 0.8902780735540581,
      "avgForwardReturns": {
        "1": 0.0016292671065699143,
        "5": 0.005478562089825762,
        "10": 0.007256837729818814
      },
      "shadowMaxDrawdown": -0.251609973708799,
      "shadowTotalReturn": 0.28822340259247303,
      "avgForwardReturn1D": 0.0016292671065699143,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025827615448581493,
        "5": 0.01296700180861385,
        "10": 0.024864465580459426
      }
    },
    {
      "topN": 2,
      "ticker": "AMRX",
      "hitRates": {
        "1": 0.4876543209876543,
        "5": 0.5759493670886076,
        "10": 0.6143790849673203
      },
      "hitRate1D": 0.4876543209876543,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.37666059575721894,
      "eligibleDays": 359,
      "fitnessScore": 0.23917573587572558,
      "lookbackDays": 30,
      "returnLift1D": -0.0017501399831604749,
      "hitRateLift1D": -0.04716462051652398,
      "portfolioSize": 2,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5348189415041783,
        "5": 0.6112676056338028,
        "10": 0.6485714285714286
      },
      "sampleConfidence": 0.9946502057613169,
      "shadowSharpeLike": 0.40419113515938443,
      "avgForwardReturns": {
        "1": 0.0008326215616976745,
        "5": 0.0029102311422115434,
        "10": 0.0058873604229779455
      },
      "shadowMaxDrawdown": -0.2166767702344412,
      "shadowTotalReturn": 0.09191361895114225,
      "avgForwardReturn1D": 0.0008326215616976745,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025827615448581493,
        "5": 0.01296700180861385,
        "10": 0.024864465580459426
      }
    }
  ],
  "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": 0.934296268685271,
      "fitnessScore": 0.9340203324976907,
      "lookbackDays": 14,
      "returnLift1D": 0.0013857731680322343,
      "activationRate": 0.384,
      "activationCount": 144,
      "sampleConfidence": 0.9976851851851852,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.5761548218225503,
      "avgForwardReturn1D": 0.00351534681842441
    },
    {
      "comboQuality": 0.896608985315476,
      "fitnessScore": 0.8252223945739607,
      "lookbackDays": 21,
      "returnLift1D": -0.0001465014117110184,
      "activationRate": 0.532608695652174,
      "activationCount": 196,
      "sampleConfidence": 0.9955782312925171,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4670802126145297,
      "avgForwardReturn1D": 0.002221934834486898
    },
    {
      "comboQuality": 0.7371044752713728,
      "fitnessScore": 0.5768140447665197,
      "lookbackDays": 30,
      "returnLift1D": -0.001058922919437679,
      "activationRate": 0.5738161559888579,
      "activationCount": 206,
      "sampleConfidence": 0.9957928802588998,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2911981283461311,
      "avgForwardReturn1D": 0.0015238386254204702
    },
    {
      "comboQuality": 0.974580309191331,
      "fitnessScore": 1.152226221244269,
      "lookbackDays": 45,
      "returnLift1D": 0.0005162302731839107,
      "activationRate": 0.5930232558139535,
      "activationCount": 204,
      "sampleConfidence": 0.9957516339869281,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7057964649387964,
      "avgForwardReturn1D": 0.0028575182719867975
    },
    {
      "comboQuality": 0.9950192602745753,
      "fitnessScore": 1.5153804084523756,
      "lookbackDays": 63,
      "returnLift1D": 0.0014046885342549938,
      "activationRate": 0.5184049079754601,
      "activationCount": 169,
      "sampleConfidence": 0.9948717948717949,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.9562968846494206,
      "avgForwardReturn1D": 0.00419282191299887
    }
  ],
  "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": "5e52472401a50debb4079e732654903d8fdaadf777c87e0c33e85151d08750d3",
    "size": 13,
    "members": [
      "AMRX",
      "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
0.388
Liquidity
0.532
Momentum
0.800
Relative strength
0.825
Trend quality
0.638
Stability
0.681
Aggression
0.437
Downside risk
0.620
Drawdown state
0.978
Quality momentum
0.730
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.936
Beta 1y Profile Score
0.301
Beta 3m Profile Score
0.072
Beta Change Score
0.214
Correlation Change Score
0.386
Current Drawdown Score
0.972
Days Since 52w High Score
0.040
Distance From 52w High Score
0.972
Distance From Sma 20 Score
0.522
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.788
Downside Volatility 1m Score
0.138
Downside Volatility 1y Score
0.320
Downside Volatility 2y Score
0.348
Downside Volatility 3m Score
0.309
Downside Volatility 5y Score
0.560
Downside Volatility 6m Score
0.339
Drawdown Recovery Score
1
Excess Return 1m Score
0.718
Excess Return 1y Score
1
Excess Return 3m Score
0.859
Excess Return 6m Score
0.804
Expected Shortfall 95 1y Score
0.614
Log Avg Dollar Volume 20d Score
0.532
Log Market Cap Score
0.388
Drawdown Score 1m
0.908
Drawdown Score 1y
0.658
Drawdown Score 2y
0.692
Drawdown Score 3m
0.623
Drawdown Score 5y
0.217
Drawdown Score 6m
0.595
Momentum Acceleration 1m Vs 3m Score
0.661
Momentum Acceleration 3m Vs 6m Score
0.708
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.752
Relative Strength Slope 3m Score
0.775
Relative Volume 20d Score
0.346
Return 1m Score
0.763
Return 1w Score
0.473
Return 1y Score
1
Return 2y Score
0.729
Return 3m Score
0.911
Return 5y Score
0.248
Return 6m Score
0.736
Return Skewness 1y Score
0.561
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.874
Sharpe 2y Score
0.706
Sharpe 3m Score
1
Sharpe 5y Score
0.542
Sharpe 6m Score
0.721
Sortino 1m Score
1
Sortino 1y Score
0.705
Sortino 2y Score
0.587
Sortino 3m Score
0.911
Sortino 5y Score
0.471
Sortino 6m Score
0.604
Trend R2 1m Score
0.596
Trend R2 1w Score
0.108
Trend R2 1y Score
0.774
Trend R2 2y Score
0.739
Trend R2 3m Score
0.651
Trend R2 5y Score
0.579
Trend R2 6m Score
0.127
Trend Slope 1m Score
0.814
Trend Slope 1w Score
0.449
Trend Slope 1y Score
0.647
Trend Slope 2y Score
0.590
Trend Slope 3m Score
0.849
Trend Slope 5y Score
0.578
Trend Slope 6m Score
0.565
Volatility 1m Score
0.374
Volatility 1w Score
0.106
Volatility 1y Score
0.364
Volatility 2y Score
0.393
Volatility 3m Score
0.429
Volatility 5y Score
0.612
Volatility 6m Score
0.398
Worst Day 1y Score
0.760
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
39,527,776.998
Best Day 1y
0.082
Beta To Benchmark 1y
0.753
Beta 3m
0.181
Beta Change
-0.572
Beta To Sector 1y
0.864
Correlation To Benchmark 1y
0.292
Correlation 3m
0.064
Correlation Change
-0.229
Correlation To Sector 1y
0.421
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.936
Beta 1y Profile Score
0.301
Beta 3m Profile Score
0.072
Beta Change Score
0.214
Correlation Change Score
0.386
Current Drawdown Score
0.972
Distance From Sma 20 Score
0.522
Distance From Sma 200 Score
1
Current Drawdown
-0.018
Days Since 52w High
10
Distance From 52w High
-0.018
Distance From Sma 20
0.013
Distance From Sma 200
0.319
Distance From Sma 50
0.173
Downside Capture 1y
1.350
Downside Volatility 1m
0.154
Downside Volatility 1w
-
Downside Volatility 1y
0.290
Downside Volatility 2y
0.311
Downside Volatility 3m
0.282
Downside Volatility 5y
0.470
Downside Volatility 6m
0.305
Drawdown Recovery
1
Excess Return 1m
0.131
Excess Return 1y
0.819
Excess Return 3m
0.216
Excess Return 6m
0.182
Expected Shortfall 95 1y
-0.039
Market Cap
5,470,145,688.986
Max Drawdown 1m
-0.023
Max Drawdown 1w
-0.013
Max Drawdown 1y
-0.223
Max Drawdown 2y
-0.246
Max Drawdown 3m
-0.151
Max Drawdown 5y
-0.783
Max Drawdown 6m
-0.223
Momentum Acceleration 1m Vs 3m
0.048
Momentum Acceleration 3m Vs 6m
0.063
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.235
Return 1m
0.158
Return 1w
-0.008
Return 1y
1.042
Return 2y
1.550
Return 3m
0.329
Return 5y
2.222
Return 6m
0.283
Return Skewness 1y
0.366
Sector Excess Return 1y
0.834
Sharpe 1m
5.501
Sharpe 1y
2.372
Sharpe 2y
1.529
Sharpe 3m
3.248
Sharpe 5y
0.711
Sharpe 6m
1.604
Sortino 1m
11.811
Sortino 1y
2.643
Sortino 2y
1.694
Sortino 3m
4.285
Sortino 5y
0.770
Sortino 6m
1.833
Trend R2 1m
0.596
Trend R2 1w
0.108
Trend R2 1y
0.774
Trend R2 2y
0.739
Trend R2 3m
0.651
Trend R2 5y
0.579
Trend R2 6m
0.127
Trend 1m
0.005
Trend 1w
-0.001
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.006
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.237
Value At Risk 95 1y
-0.031
Volatility 1m
0.330
Volatility 1w
0.130
Volatility 1y
0.323
Volatility 2y
0.345
Volatility 3m
0.372
Volatility 5y
0.509
Volatility 6m
0.348
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.788
Downside Volatility 1y Score
0.320
Downside Volatility 3m Score
0.309
Drawdown Recovery Score
1
Excess Return 1m Score
0.718
Excess Return 1y Score
1
Excess Return 3m Score
0.859
Excess Return 6m Score
0.804
Expected Shortfall 95 1y Score
0.614
Log Avg Dollar Volume 20d Score
0.532
Log Market Cap Score
0.388
Drawdown Score 1y
0.658
Drawdown Score 5y
0.217
Momentum Acceleration 1m Vs 3m Score
0.661
Momentum Acceleration 3m Vs 6m Score
0.708
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.752
Relative Volume 20d Score
0.346
Return 1m Score
0.763
Return 1y Score
1
Return 3m Score
0.911
Return 6m Score
0.736
Return Skewness 1y Score
0.561
Sortino 1y Score
0.705
Sortino 3m Score
0.911
Trend R2 1y Score
0.774
Trend R2 3m Score
0.651
Trend Slope 1y Score
0.647
Trend Slope 3m Score
0.849
Volatility 1y Score
0.364
Volatility 3m Score
0.429