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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

AMZN

Consumer Discretionary | v2 | as of 2026-07-23
Close

Research Detail

AMZN

Amazon

Category

Sector: Consumer

Industry / Category: E-Commerce & Cloud

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

E-commerce and cloud leader with broad AI, infrastructure, and logistics exposure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.436
Correlation To Benchmark 1y
0.580
Inverse To Benchmark 1y
0.420
Drawdown Score 1m
0.666
Drawdown Score 3m
0.564
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
0.659
Drawdown Score 1y
0.666
Drawdown Score 2y
0.614
Drawdown Score 5y
0.442
Return 1w
-0.065
Return 1m
-0.002
Return 3m
-0.085
Return 6m
0.010
Return 1y
0.027
Return 2y
0.272
Return 5y
0.287
Sharpe 1m
0.068
Sharpe 3m
-1.044
Sharpe 6m
0.220
Sharpe 1y
0.242
Sharpe 2y
0.529
Sharpe 5y
0.320
Trend 1w
-0.011
Trend 1m
0.003
Trend 3m
-0.002
Trend 6m
0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.325
Volatility 1m
0.302
Volatility 3m
0.298
Volatility 6m
0.313
Volatility 1y
0.315
Volatility 2y
0.329
Volatility 5y
0.357
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
AMZN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:23 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.277
Aptet Fit Raw Score
0.296
Aptet Fit Confidence
0.873
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.272
Force Fit Raw Score
0.291
Force Fit Confidence
0.875
Force Fit Label
poor
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",
      "AMZN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMZN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMZN",
    "hitRates": {
      "1": 0.5378151260504201,
      "5": 0.5294117647058824,
      "10": 0.5462184873949579
    },
    "hitRate1D": 0.5378151260504201,
    "comboQuality": 0.39615783220698103,
    "eligibleDays": 330,
    "fitnessScore": 0.2572699660850853,
    "lookbackDays": 30,
    "returnLift1D": 0.000038036101466262556,
    "hitRateLift1D": 0.004481792717086819,
    "activationRate": 0.3606060606060606,
    "activationCount": 119,
    "baselineHitRates": {
      "1": 0.5333333333333333,
      "5": 0.5797546012269938,
      "10": 0.5950155763239875
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.39960212241566934,
    "avgForwardReturns": {
      "1": 0.0008819754221734025,
      "5": 0.003814740206302579,
      "10": 0.01008605281041645
    },
    "shadowMaxDrawdown": -0.21920014273022093,
    "shadowTotalReturn": 0.07428150471507866,
    "avgForwardReturn1D": 0.0008819754221734025,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05"
    ],
    "horizonObservationCounts": {
      "1": 119,
      "5": 119,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.0008439393207071399,
      "5": 0.0051921465984027994,
      "10": 0.011261865362805617
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.39615783220698103,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.22453051534733942,
    "bestRawFitnessScore": 0.2572699660850853,
    "upperQuartileComboQuality": 0.2911892982816589
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.277407838356551,
    "rawScore": 0.29621039553211864,
    "confidence": 0.8730459331665903,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.370885949958605,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.5378151260504201,
        "5": 0.5294117647058824,
        "10": 0.5462184873949579
      },
      "hitRate1D": 0.5378151260504201,
      "comboQuality": 0.39615783220698103,
      "eligibleDays": 330,
      "fitnessScore": 0.2572699660850853,
      "lookbackDays": 30,
      "returnLift1D": 0.000038036101466262556,
      "hitRateLift1D": 0.004481792717086819,
      "activationRate": 0.3606060606060606,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5797546012269938,
        "10": 0.5950155763239875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.39960212241566934,
      "avgForwardReturns": {
        "1": 0.0008819754221734025,
        "5": 0.003814740206302579,
        "10": 0.01008605281041645
      },
      "shadowMaxDrawdown": -0.21920014273022093,
      "shadowTotalReturn": 0.07428150471507866,
      "avgForwardReturn1D": 0.0008819754221734025,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008439393207071399,
        "5": 0.0051921465984027994,
        "10": 0.011261865362805617
      }
    },
    {
      "topN": 4,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.536,
        "5": 0.536,
        "10": 0.52
      },
      "hitRate1D": 0.536,
      "comboQuality": 0.3950615763753597,
      "eligibleDays": 315,
      "fitnessScore": 0.2562612930900886,
      "lookbackDays": 45,
      "returnLift1D": -0.0006008945439664479,
      "hitRateLift1D": -0.0036825396825396206,
      "activationRate": 0.3968253968253968,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5819935691318328,
        "10": 0.5980392156862745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.27014389297035435,
      "avgForwardReturns": {
        "1": 0.0005339292487536839,
        "5": -0.0013629873162008747,
        "10": -0.0040334489297469776
      },
      "shadowMaxDrawdown": -0.13459160666230263,
      "shadowTotalReturn": 0.03851939104670521,
      "avgForwardReturn1D": 0.0005339292487536839,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011348237927201318,
        "5": 0.005501559218233544,
        "10": 0.011283193512379866
      }
    },
    {
      "topN": 5,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.5428571428571428,
        "10": 0.5071428571428571
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.39080533780498367,
      "eligibleDays": 315,
      "fitnessScore": 0.2523357783440134,
      "lookbackDays": 45,
      "returnLift1D": -0.0007193480999310374,
      "hitRateLift1D": -0.003968253968253954,
      "activationRate": 0.4444444444444444,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5819935691318328,
        "10": 0.5980392156862745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2155673596739972,
      "avgForwardReturns": {
        "1": 0.00041547569278909443,
        "5": -0.0011403704255224007,
        "10": -0.0061878716670295125
      },
      "shadowMaxDrawdown": -0.16398169092991755,
      "shadowTotalReturn": 0.027877846120987426,
      "avgForwardReturn1D": 0.00041547569278909443,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011348237927201318,
        "5": 0.005501559218233544,
        "10": 0.011283193512379866
      }
    },
    {
      "topN": 4,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.5147058823529411,
        "10": 0.5147058823529411
      },
      "hitRate1D": 0.5294117647058824,
      "comboQuality": 0.37418255480859686,
      "eligibleDays": 330,
      "fitnessScore": 0.23685071876963137,
      "lookbackDays": 30,
      "returnLift1D": -0.00025672833294574293,
      "hitRateLift1D": -0.0039215686274509665,
      "activationRate": 0.4121212121212121,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5797546012269938,
        "10": 0.5950155763239875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2859748545579999,
      "avgForwardReturns": {
        "1": 0.000587210987761397,
        "5": 0.0006385206826476984,
        "10": 0.003988484519855446
      },
      "shadowMaxDrawdown": -0.21047709390474478,
      "shadowTotalReturn": 0.047368786170542077,
      "avgForwardReturn1D": 0.000587210987761397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
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      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 136,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008439393207071399,
        "5": 0.0051921465984027994,
        "10": 0.011261865362805617
      }
    },
    {
      "topN": 2,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.625,
        "5": 0.6875,
        "10": 0.625
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.3092117335522488,
      "eligibleDays": 315,
      "fitnessScore": 0.17316243875218335,
      "lookbackDays": 45,
      "returnLift1D": -0.0006165071009155967,
      "hitRateLift1D": 0.08531746031746035,
      "activationRate": 0.10158730158730159,
      "activationCount": 32,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.5819935691318328,
        "10": 0.5980392156862745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.05142837633422853,
      "avgForwardReturns": {
        "1": 0.0005183166918045351,
        "5": 0.010669046825100226,
        "10": 0.01706189265191992
      },
      "shadowMaxDrawdown": -0.13011903376703826,
      "shadowTotalReturn": -0.000134325545573466,
      "avgForwardReturn1D": 0.0005183166918045351,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-14",
        "2025-07-22",
        "2025-07-23",
        "2025-07-25",
        "2025-07-28",
        "2025-08-01",
        "2025-08-26",
        "2025-09-05",
        "2025-09-10",
        "2025-12-19"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 32,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011348237927201318,
        "5": 0.005501559218233544,
        "10": 0.011283193512379866
      }
    },
    {
      "topN": 5,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.527027027027027,
        "5": 0.5,
        "10": 0.5202702702702703
      },
      "hitRate1D": 0.527027027027027,
      "comboQuality": 0.28518181985812896,
      "eligibleDays": 330,
      "fitnessScore": 0.14784171937290408,
      "lookbackDays": 30,
      "returnLift1D": -0.0007271765374357057,
      "hitRateLift1D": -0.006306306306306353,
      "activationRate": 0.4484848484848485,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5797546012269938,
        "10": 0.5950155763239875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.001150881247767703,
      "avgForwardReturns": {
        "1": 0.00011676278327143418,
        "5": -0.00010069797934238365,
        "10": 0.0035854726160263503
      },
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      "shadowSharpeLike": -0.6535810237916636,
      "avgForwardReturns": {
        "1": -0.0011297273951625005,
        "5": -0.0003732064330247115,
        "10": 0.007167476000462364
      },
      "shadowMaxDrawdown": -0.28153831431957765,
      "shadowTotalReturn": -0.159236772239842,
      "avgForwardReturn1D": -0.0011297273951625005,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-30",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 113,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007874371960915351,
        "5": 0.004250068060436449,
        "10": 0.008796922705150444
      }
    },
    {
      "topN": 3,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5283018867924528,
        "10": 0.49056603773584906
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.05896644870791257,
      "eligibleDays": 297,
      "fitnessScore": -0.2594022390932478,
      "lookbackDays": 63,
      "returnLift1D": -0.00260321451815229,
      "hitRateLift1D": -0.03535353535353536,
      "activationRate": 0.3569023569023569,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5767918088737202,
        "10": 0.5868055555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1329446901013296,
      "avgForwardReturns": {
        "1": -0.0019997279263554895,
        "5": -0.006094223697120427,
        "10": -0.008448069770869085
      },
      "shadowMaxDrawdown": -0.2730912076364804,
      "shadowTotalReturn": -0.2203088064606361,
      "avgForwardReturn1D": -0.0019997279263554895,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006034865917968006,
        "5": 0.003899869926598996,
        "10": 0.008452920818996361
      }
    },
    {
      "topN": 2,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.3125,
        "5": 0.375,
        "10": 0.3125
      },
      "hitRate1D": 0.3125,
      "comboQuality": 0.01480720702925245,
      "eligibleDays": 297,
      "fitnessScore": -0.573499131993943,
      "lookbackDays": 63,
      "returnLift1D": -0.007350285115676127,
      "hitRateLift1D": -0.22285353535353536,
      "activationRate": 0.05387205387205387,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5353535353535354,
        "5": 0.5767918088737202,
        "10": 0.5868055555555556
      },
      "sampleConfidence": 0.9419349550499538,
      "shadowSharpeLike": -1.598570326170671,
      "avgForwardReturns": {
        "1": -0.006746798523879327,
        "5": -0.010607129085335357,
        "10": -0.015334918846320912
      },
      "shadowMaxDrawdown": -0.1304174051266659,
      "shadowTotalReturn": -0.10779912233257172,
      "avgForwardReturn1D": -0.006746798523879327,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-05",
        "2026-01-12",
        "2026-01-13",
        "2026-01-14",
        "2026-01-20",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006034865917968006,
        "5": 0.003899869926598996,
        "10": 0.008452920818996361
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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": 0.25092498816433917,
      "fitnessScore": 0.10938928123748283,
      "lookbackDays": 14,
      "returnLift1D": -0.00024866664362978465,
      "activationRate": 0.22727272727272727,
      "activationCount": 80,
      "sampleConfidence": 0.9916666666666667,
      "shadowTotalReturn": -0.0011952656241095427,
      "avgForwardReturn1D": 0.00041665682755645945
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.22011321228989253,
      "fitnessScore": 0.07169851502648167,
      "lookbackDays": 21,
      "returnLift1D": -0.0009722851134643258,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "sampleConfidence": 0.9966029723991507,
      "shadowTotalReturn": -0.07383660099419187,
      "avgForwardReturn1D": -0.00018484791737279063
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.39615783220698103,
      "fitnessScore": 0.2572699660850853,
      "lookbackDays": 30,
      "returnLift1D": 0.000038036101466262556,
      "activationRate": 0.3606060606060606,
      "activationCount": 119,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.07428150471507866,
      "avgForwardReturn1D": 0.0008819754221734025
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3950615763753597,
      "fitnessScore": 0.2562612930900886,
      "lookbackDays": 45,
      "returnLift1D": -0.0006008945439664479,
      "activationRate": 0.3968253968253968,
      "activationCount": 125,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.03851939104670521,
      "avgForwardReturn1D": 0.0005339292487536839
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.269826491864597,
      "fitnessScore": 0.13098932711382005,
      "lookbackDays": 63,
      "returnLift1D": -0.00082220655990443,
      "activationRate": 0.5050505050505051,
      "activationCount": 150,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.0656886299910936,
      "avgForwardReturn1D": -0.00021871996810762944
    }
  ],
  "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": "2617a1896264ee90d30be9248fbb5afc61e97c3d0614af5c5e4a50651bb973ad",
    "size": 13,
    "members": [
      "AMZN",
      "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
2026-07-25
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",
      "AMZN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMZN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMZN",
    "hitRates": {
      "1": 0.5462184873949579,
      "5": 0.5294117647058824,
      "10": 0.5462184873949579
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    "hitRate1D": 0.5462184873949579,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.3923799110654324,
    "eligibleDays": 359,
    "fitnessScore": 0.2537897536481759,
    "lookbackDays": 30,
    "returnLift1D": 0.0005798572199089716,
    "hitRateLift1D": 0.019756091851782398,
    "portfolioSize": 3,
    "activationRate": 0.33147632311977715,
    "activationCount": 119,
    "baselineHitRates": {
      "1": 0.5264623955431755,
      "5": 0.5464788732394367,
      "10": 0.56
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.3743679235820732,
    "avgForwardReturns": {
      "1": 0.0008662765371566881,
      "5": 0.0037903331142093736,
      "10": 0.010074574152292426
    },
    "shadowMaxDrawdown": -0.22039911035226223,
    "shadowTotalReturn": 0.07215963278096837,
    "avgForwardReturn1D": 0.0008662765371566881,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05"
    ],
    "horizonObservationCounts": {
      "1": 119,
      "5": 119,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002864193172477165,
      "5": 0.002323707603877746,
      "10": 0.005665622796552748
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3923799110654324,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1779003839507032,
    "bestRawFitnessScore": 0.2537897536481759,
    "upperQuartileComboQuality": 0.32642760794847914
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.27236929515288444,
    "rawScore": 0.2905445514474256,
    "confidence": 0.874888334997189,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.39460254610104817,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "AMZN",
      "hitRates": {
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        "5": 0.5294117647058824,
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      "hitRate1D": 0.5462184873949579,
      "rankWeights": [
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      "comboQuality": 0.3923799110654324,
      "eligibleDays": 359,
      "fitnessScore": 0.2537897536481759,
      "lookbackDays": 30,
      "returnLift1D": 0.0005798572199089716,
      "hitRateLift1D": 0.019756091851782398,
      "portfolioSize": 3,
      "activationRate": 0.33147632311977715,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5264623955431755,
        "5": 0.5464788732394367,
        "10": 0.56
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3743679235820732,
      "avgForwardReturns": {
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        "5": 0.0037903331142093736,
        "10": 0.010074574152292426
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      "shadowMaxDrawdown": -0.22039911035226223,
      "shadowTotalReturn": 0.07215963278096837,
      "avgForwardReturn1D": 0.0008662765371566881,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 119,
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        "10": 119
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      "baselineAvgForwardReturns": {
        "1": 0.0002864193172477165,
        "5": 0.002323707603877746,
        "10": 0.005665622796552748
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    },
    {
      "topN": 4,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.544,
        "5": 0.528,
        "10": 0.52
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      "hitRate1D": 0.544,
      "rankWeights": [
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      "comboQuality": 0.3895044369486411,
      "eligibleDays": 344,
      "fitnessScore": 0.25113293078622007,
      "lookbackDays": 45,
      "returnLift1D": -0.0002304104264277643,
      "hitRateLift1D": 0.006209302325581478,
      "portfolioSize": 4,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5377906976744186,
        "5": 0.5705882352941176,
        "10": 0.5850746268656717
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.25453553915494614,
      "avgForwardReturns": {
        "1": 0.0005294164875601232,
        "5": -0.001383786339298803,
        "10": -0.003991366043450212
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      "shadowMaxDrawdown": -0.1345139515909225,
      "shadowTotalReturn": 0.03776665581214034,
      "avgForwardReturn1D": 0.0005294164875601232,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007598269139878876,
        "5": 0.004329500585978009,
        "10": 0.009027876488656734
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    },
    {
      "topN": 5,
      "ticker": "AMZN",
      "hitRates": {
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      "hitRate1D": 0.544,
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      "comboQuality": 0.3895044369486411,
      "eligibleDays": 344,
      "fitnessScore": 0.25113293078622007,
      "lookbackDays": 45,
      "returnLift1D": -0.0002304104264277643,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.25453553915494614,
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      "shadowMaxDrawdown": -0.1345139515909225,
      "shadowTotalReturn": 0.03776665581214034,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
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        "2025-06-12",
        "2025-06-13",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.378278134834027,
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      "fitnessScore": 0.24069011819055697,
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      "returnLift1D": 0.0002875954107256964,
      "hitRateLift1D": 0.01765525151564795,
      "portfolioSize": 4,
      "activationRate": 0.3788300835654596,
      "activationCount": 136,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.26607240586274367,
      "avgForwardReturns": {
        "1": 0.0005740147279734129,
        "5": 0.000620884521358634,
        "10": 0.003968508000880305
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      "shadowMaxDrawdown": -0.2106895402773734,
      "shadowTotalReturn": 0.045340911691511776,
      "avgForwardReturn1D": 0.0005740147279734129,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 136,
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      "baselineAvgForwardReturns": {
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        "5": 0.002323707603877746,
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    },
    {
      "topN": 5,
      "ticker": "AMZN",
      "hitRates": {
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        "5": 0.5073529411764706,
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      "hitRate1D": 0.5441176470588235,
      "rankWeights": [
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      "comboQuality": 0.378278134834027,
      "eligibleDays": 359,
      "fitnessScore": 0.24069011819055697,
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      "returnLift1D": 0.0002875954107256964,
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      "sampleConfidence": 1,
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        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-12",
        "2025-02-13",
        "2025-05-05",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.00018219816142507286,
        "5": 0.0015381270562598753,
        "10": 0.003675836478692855
      }
    },
    {
      "topN": 5,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.5107913669064749,
        "5": 0.5255474452554745,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5107913669064749,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09329223945406687,
      "eligibleDays": 368,
      "fitnessScore": -0.1502983189040299,
      "lookbackDays": 21,
      "returnLift1D": -0.0011441142907265356,
      "hitRateLift1D": -0.013665154832655624,
      "portfolioSize": 5,
      "activationRate": 0.37771739130434784,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5244565217391305,
        "5": 0.532967032967033,
        "10": 0.5459610027855153
      },
      "sampleConfidence": 0.9971223021582735,
      "shadowSharpeLike": -0.5683158759707642,
      "avgForwardReturns": {
        "1": -0.0009619161293014627,
        "5": 0.002946880068697522,
        "10": 0.009030148421547837
      },
      "shadowMaxDrawdown": -0.33092370301709184,
      "shadowTotalReturn": -0.1677003703648684,
      "avgForwardReturn1D": -0.0009619161293014627,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-12",
        "2025-02-13",
        "2025-05-05",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.00018219816142507286,
        "5": 0.0015381270562598753,
        "10": 0.003675836478692855
      }
    },
    {
      "topN": 3,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.48739495798319327,
        "5": 0.5042735042735043,
        "10": 0.5304347826086957
      },
      "hitRate1D": 0.48739495798319327,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05191099798716769,
      "eligibleDays": 368,
      "fitnessScore": -0.28908189550438385,
      "lookbackDays": 21,
      "returnLift1D": -0.0018483039945691518,
      "hitRateLift1D": -0.03706156375593722,
      "portfolioSize": 3,
      "activationRate": 0.3233695652173913,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5244565217391305,
        "5": 0.532967032967033,
        "10": 0.5459610027855153
      },
      "sampleConfidence": 0.9966386554621849,
      "shadowSharpeLike": -0.8794627345493056,
      "avgForwardReturns": {
        "1": -0.0016661058331440789,
        "5": -0.0014379614919382987,
        "10": 0.0044973428296304855
      },
      "shadowMaxDrawdown": -0.3224783320029434,
      "shadowTotalReturn": -0.2182269684379342,
      "avgForwardReturn1D": -0.0016661058331440789,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 117,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.00018219816142507286,
        "5": 0.0015381270562598753,
        "10": 0.003675836478692855
      }
    },
    {
      "topN": 3,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.4857142857142857,
        "5": 0.5142857142857142,
        "10": 0.4857142857142857
      },
      "hitRate1D": 0.4857142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.03754240111794336,
      "eligibleDays": 326,
      "fitnessScore": -0.36368418470425606,
      "lookbackDays": 63,
      "returnLift1D": -0.0034728968271065105,
      "hitRateLift1D": -0.051095530236634545,
      "portfolioSize": 3,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5838509316770186,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3171732267093998,
      "avgForwardReturns": {
        "1": -0.002428564579166122,
        "5": -0.006618299462636209,
        "10": -0.009025032711258854
      },
      "shadowMaxDrawdown": -0.2982727888335065,
      "shadowTotalReturn": -0.25334863401547547,
      "avgForwardReturn1D": -0.002428564579166122,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010443322479403887,
        "5": 0.006068290430921381,
        "10": 0.01220712921696802
      }
    },
    {
      "topN": 2,
      "ticker": "AMZN",
      "hitRates": {
        "1": 0.3125,
        "5": 0.375,
        "10": 0.3125
      },
      "hitRate1D": 0.3125,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.014479567788764592,
      "eligibleDays": 326,
      "fitnessScore": -0.5784948907399814,
      "lookbackDays": 63,
      "returnLift1D": -0.007864136798727248,
      "hitRateLift1D": -0.22430981595092025,
      "portfolioSize": 2,
      "activationRate": 0.049079754601226995,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5838509316770186,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 0.9419349550499538,
      "shadowSharpeLike": -1.52438251893249,
      "avgForwardReturns": {
        "1": -0.006819804550786859,
        "5": -0.01060658503661601,
        "10": -0.015380996671789646
      },
      "shadowMaxDrawdown": -0.13180430367429818,
      "shadowTotalReturn": -0.10888301640478981,
      "avgForwardReturn1D": -0.006819804550786859,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-05",
        "2026-01-12",
        "2026-01-13",
        "2026-01-14",
        "2026-01-20",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12",
        "2026-05-13",
        "2026-05-14"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010443322479403887,
        "5": 0.006068290430921381,
        "10": 0.01220712921696802
      }
    }
  ],
  "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": 0.15783296929899437,
      "fitnessScore": -0.01837703117939258,
      "lookbackDays": 14,
      "returnLift1D": -0.00042775741355808005,
      "activationRate": 0.32266666666666666,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.0756663221742403,
      "avgForwardReturn1D": -0.00022581578384851705
    },
    {
      "comboQuality": 0.12154619481585135,
      "fitnessScore": -0.08513116410220754,
      "lookbackDays": 21,
      "returnLift1D": -0.0009560394395014367,
      "activationRate": 0.20380434782608695,
      "activationCount": 75,
      "sampleConfidence": 0.9991111111111112,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.0903710952253638,
      "avgForwardReturn1D": -0.0007738412780763637
    },
    {
      "comboQuality": 0.3923799110654324,
      "fitnessScore": 0.2537897536481759,
      "lookbackDays": 30,
      "returnLift1D": 0.0005798572199089716,
      "activationRate": 0.33147632311977715,
      "activationCount": 119,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.07215963278096837,
      "avgForwardReturn1D": 0.0008662765371566881
    },
    {
      "comboQuality": 0.3895044369486411,
      "fitnessScore": 0.25113293078622007,
      "lookbackDays": 45,
      "returnLift1D": -0.0002304104264277643,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.03776665581214034,
      "avgForwardReturn1D": 0.0005294164875601232
    },
    {
      "comboQuality": 0.19796779860241204,
      "fitnessScore": 0.042210237657985955,
      "lookbackDays": 63,
      "returnLift1D": -0.001542590207703049,
      "activationRate": 0.39263803680981596,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09343709783489795,
      "avgForwardReturn1D": -0.0004982579597626602
    }
  ],
  "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": "2617a1896264ee90d30be9248fbb5afc61e97c3d0614af5c5e4a50651bb973ad",
    "size": 13,
    "members": [
      "AMZN",
      "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
0.982
Liquidity
1
Momentum
0.472
Relative strength
0.363
Trend quality
0.375
Stability
0.594
Aggression
0.454
Downside risk
0.600
Drawdown state
0.805
Quality momentum
0.446
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.420
Benchmark Independence 3m Score
0.476
Beta 1y Profile Score
0.575
Beta 3m Profile Score
0.478
Beta Change Score
0.379
Correlation Change Score
0.472
Current Drawdown Score
0.769
Days Since 52w High Score
0.210
Distance From 52w High Score
0.769
Distance From Sma 20 Score
0.432
Distance From Sma 200 Score
0.494
Distance From Sma 50 Score
0.392
Downside Volatility 1m Score
0.378
Downside Volatility 1y Score
0.368
Downside Volatility 2y Score
0.374
Downside Volatility 3m Score
0.359
Downside Volatility 5y Score
0.407
Downside Volatility 6m Score
0.360
Drawdown Recovery Score
0.903
Excess Return 1m Score
0.486
Excess Return 1y Score
0.234
Excess Return 3m Score
0.291
Excess Return 6m Score
0.379
Expected Shortfall 95 1y Score
0.555
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.982
Drawdown Score 1m
0.666
Drawdown Score 1y
0.666
Drawdown Score 2y
0.614
Drawdown Score 3m
0.564
Drawdown Score 5y
0.442
Drawdown Score 6m
0.659
Momentum Acceleration 1m Vs 3m Score
0.588
Momentum Acceleration 3m Vs 6m Score
0.400
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.601
Relative Strength Slope 3m Score
0.335
Relative Volume 20d Score
0.301
Return 1m Score
0.497
Return 1w Score
0.284
Return 1y Score
0.517
Return 2y Score
0.363
Return 3m Score
0.394
Return 5y Score
0.099
Return 6m Score
0.508
Return Skewness 1y Score
0.505
Sector Excess Return 1y Score
0.592
Sharpe 1m Score
0.414
Sharpe 1y Score
0.448
Sharpe 2y Score
0.506
Sharpe 3m Score
0.191
Sharpe 5y Score
0.464
Sharpe 6m Score
0.444
Sortino 1m Score
0.383
Sortino 1y Score
0.404
Sortino 2y Score
0.441
Sortino 3m Score
0.253
Sortino 5y Score
0.415
Sortino 6m Score
0.402
Trend R2 1m Score
0.403
Trend R2 1w Score
0.624
Trend R2 1y Score
0.156
Trend R2 2y Score
0.526
Trend R2 3m Score
0.524
Trend R2 5y Score
0.499
Trend R2 6m Score
0.322
Trend Slope 1m Score
0.674
Trend Slope 1w Score
0
Trend Slope 1y Score
0.525
Trend Slope 2y Score
0.535
Trend Slope 3m Score
0.375
Trend Slope 5y Score
0.535
Trend Slope 6m Score
0.592
Volatility 1m Score
0.336
Volatility 1w Score
0.366
Volatility 1y Score
0.353
Volatility 2y Score
0.372
Volatility 3m Score
0.331
Volatility 5y Score
0.409
Volatility 6m Score
0.351
Worst Day 1y Score
0.587
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
13,139,671,201.37
Best Day 1y
0.096
Beta To Benchmark 1y
1.436
Beta 3m
1.194
Beta Change
-0.242
Beta To Sector 1y
1.196
Correlation To Benchmark 1y
0.580
Correlation 3m
0.524
Correlation Change
-0.056
Correlation To Sector 1y
0.732
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.420
Benchmark Independence 3m Score
0.476
Beta 1y Profile Score
0.575
Beta 3m Profile Score
0.478
Beta Change Score
0.379
Correlation Change Score
0.472
Current Drawdown Score
0.769
Distance From Sma 20 Score
0.432
Distance From Sma 200 Score
0.494
Current Drawdown
-0.150
Days Since 52w High
53
Distance From 52w High
-0.150
Distance From Sma 20
-0.041
Distance From Sma 200
-0.004
Distance From Sma 50
-0.065
Downside Capture 1y
0.666
Downside Volatility 1m
0.333
Downside Volatility 1w
-
Downside Volatility 1y
0.326
Downside Volatility 2y
0.331
Downside Volatility 3m
0.319
Downside Volatility 5y
0.356
Downside Volatility 6m
0.320
Drawdown Recovery
0.807
Excess Return 1m
-0.008
Excess Return 1y
-0.160
Excess Return 3m
-0.126
Excess Return 6m
-0.073
Expected Shortfall 95 1y
-0.044
Market Cap
2,496,832,671,189.96
Max Drawdown 1m
-0.084
Max Drawdown 1w
-0.065
Max Drawdown 1y
-0.217
Max Drawdown 2y
-0.309
Max Drawdown 3m
-0.174
Max Drawdown 5y
-0.558
Max Drawdown 6m
-0.188
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
-0.030
Moving Average Alignment
0
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.114
Return 1m
-0.002
Return 1w
-0.065
Return 1y
0.027
Return 2y
0.272
Return 3m
-0.085
Return 5y
0.287
Return 6m
0.010
Return Skewness 1y
0.033
Sector Excess Return 1y
0.055
Sharpe 1m
0.068
Sharpe 1y
0.242
Sharpe 2y
0.529
Sharpe 3m
-1.044
Sharpe 5y
0.320
Sharpe 6m
0.220
Sortino 1m
0.062
Sortino 1y
0.234
Sortino 2y
0.526
Sortino 3m
-0.975
Sortino 5y
0.321
Sortino 6m
0.216
Trend R2 1m
0.403
Trend R2 1w
0.624
Trend R2 1y
0.156
Trend R2 2y
0.526
Trend R2 3m
0.524
Trend R2 5y
0.499
Trend R2 6m
0.322
Trend 1m
0.003
Trend 1w
-0.011
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.300
Value At Risk 95 1y
-0.032
Volatility 1m
0.302
Volatility 1w
0.325
Volatility 1y
0.315
Volatility 2y
0.329
Volatility 3m
0.298
Volatility 5y
0.357
Volatility 6m
0.313
Worst Day 1y
-0.083
Distance From Sma 50 Score
0.392
Downside Volatility 1y Score
0.368
Downside Volatility 3m Score
0.359
Drawdown Recovery Score
0.903
Excess Return 1m Score
0.486
Excess Return 1y Score
0.234
Excess Return 3m Score
0.291
Excess Return 6m Score
0.379
Expected Shortfall 95 1y Score
0.555
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.982
Drawdown Score 1y
0.666
Drawdown Score 5y
0.442
Momentum Acceleration 1m Vs 3m Score
0.588
Momentum Acceleration 3m Vs 6m Score
0.400
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.601
Relative Volume 20d Score
0.301
Return 1m Score
0.497
Return 1y Score
0.517
Return 3m Score
0.394
Return 6m Score
0.508
Return Skewness 1y Score
0.505
Sortino 1y Score
0.404
Sortino 3m Score
0.253
Trend R2 1y Score
0.156
Trend R2 3m Score
0.524
Trend Slope 1y Score
0.525
Trend Slope 3m Score
0.375
Volatility 1y Score
0.353
Volatility 3m Score
0.331