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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

APLD

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

Research Detail

APLD

APLD

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
3.534
Correlation To Benchmark 1y
0.416
Inverse To Benchmark 1y
0.584
Drawdown Score 1m
0
Drawdown Score 3m
0.046
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
0.085
Drawdown Score 1y
0.226
Drawdown Score 2y
0.153
Drawdown Score 5y
0.181
Return 1w
-0.058
Return 1m
-0.257
Return 3m
0.218
Return 6m
0.054
Return 1y
2.275
Return 2y
3.488
Return 5y
5.423
Sharpe 1m
-4.508
Sharpe 3m
1.273
Sharpe 6m
0.617
Sharpe 1y
1.627
Sharpe 2y
1.187
Sharpe 5y
0.955
Trend 1w
-0.011
Trend 1m
-0.018
Trend 3m
0.003
Trend 6m
0.002
Trend 1y
0.004
Trend 2y
0.005
Trend 5y
0.003
Volatility 1w
0.756
Volatility 1m
0.728
Volatility 3m
0.983
Volatility 6m
1.083
Volatility 1y
1.066
Volatility 2y
1.315
Volatility 5y
1.376
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
APLD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:31 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,063
Data Start Date
2022-04-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.988
Aptet Fit Raw Score
0.996
Aptet Fit Confidence
0.984
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.963
Force Fit Raw Score
0.974
Force Fit Confidence
0.978
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:31 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APLD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APLD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "APLD",
    "hitRates": {
      "1": 0.49707602339181284,
      "5": 0.5930232558139535,
      "10": 0.6337209302325582
    },
    "hitRate1D": 0.49707602339181284,
    "comboQuality": 0.9999999999943232,
    "eligibleDays": 352,
    "fitnessScore": 6.046821463255478,
    "lookbackDays": 14,
    "returnLift1D": 0.006566920187463108,
    "hitRateLift1D": 0.008504594820384292,
    "activationRate": 0.48863636363636365,
    "activationCount": 172,
    "baselineHitRates": {
      "1": 0.48857142857142855,
      "5": 0.5549132947976878,
      "10": 0.5526315789473685
    },
    "sampleConfidence": 0.9996124031007753,
    "shadowSharpeLike": 1.8994583670822622,
    "avgForwardReturns": {
      "1": 0.0138099032440936,
      "5": 0.05993138584378969,
      "10": 0.11115065212712193
    },
    "shadowMaxDrawdown": -0.3154621801404651,
    "shadowTotalReturn": 5.370028472314739,
    "avgForwardReturn1D": 0.0138099032440936,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-17",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 171,
      "5": 172,
      "10": 172
    },
    "baselineAvgForwardReturns": {
      "1": 0.007242983056630492,
      "5": 0.03837768880146514,
      "10": 0.0706964373745369
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999999943232,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9991879839109052,
    "bestRawFitnessScore": 6.046821463255478,
    "upperQuartileComboQuality": 0.9999999256495636
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9882960124824616,
    "rawScore": 0.9964472131615819,
    "confidence": 0.9836394731773944,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.8000213255872722,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.9838601909284023,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.49707602339181284,
        "5": 0.5930232558139535,
        "10": 0.6337209302325582
      },
      "hitRate1D": 0.49707602339181284,
      "comboQuality": 0.9999999999943232,
      "eligibleDays": 352,
      "fitnessScore": 6.046821463255478,
      "lookbackDays": 14,
      "returnLift1D": 0.006566920187463108,
      "hitRateLift1D": 0.008504594820384292,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.5549132947976878,
        "10": 0.5526315789473685
      },
      "sampleConfidence": 0.9996124031007753,
      "shadowSharpeLike": 1.8994583670822622,
      "avgForwardReturns": {
        "1": 0.0138099032440936,
        "5": 0.05993138584378969,
        "10": 0.11115065212712193
      },
      "shadowMaxDrawdown": -0.3154621801404651,
      "shadowTotalReturn": 5.370028472314739,
      "avgForwardReturn1D": 0.0138099032440936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.007242983056630492,
        "5": 0.03837768880146514,
        "10": 0.0706964373745369
      }
    },
    {
      "topN": 2,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.49700598802395207,
        "5": 0.5952380952380952,
        "10": 0.6309523809523809
      },
      "hitRate1D": 0.49700598802395207,
      "comboQuality": 0.9999999999920717,
      "eligibleDays": 352,
      "fitnessScore": 5.973326245870899,
      "lookbackDays": 14,
      "returnLift1D": 0.006791680082550692,
      "hitRateLift1D": 0.008434559452523527,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.5549132947976878,
        "10": 0.5526315789473685
      },
      "sampleConfidence": 0.9996031746031746,
      "shadowSharpeLike": 1.8991115216526067,
      "avgForwardReturns": {
        "1": 0.014034663139181183,
        "5": 0.05874656225686951,
        "10": 0.10944305225557345
      },
      "shadowMaxDrawdown": -0.3154621801404651,
      "shadowTotalReturn": 5.301964165796593,
      "avgForwardReturn1D": 0.014034663139181183,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.007242983056630492,
        "5": 0.03837768880146514,
        "10": 0.0706964373745369
      }
    },
    {
      "topN": 2,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4861878453038674,
        "5": 0.569060773480663,
        "10": 0.5966850828729282
      },
      "hitRate1D": 0.4861878453038674,
      "comboQuality": 0.9999999987465702,
      "eligibleDays": 330,
      "fitnessScore": 4.85942408425094,
      "lookbackDays": 30,
      "returnLift1D": 0.0038476899779326702,
      "hitRateLift1D": -0.003173856823792176,
      "activationRate": 0.5484848484848485,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5538461538461539,
        "10": 0.571875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8689489262408938,
      "avgForwardReturns": {
        "1": 0.011673197810763187,
        "5": 0.05023638389813094,
        "10": 0.08964466298595915
      },
      "shadowMaxDrawdown": -0.33766229923727353,
      "shadowTotalReturn": 4.273191902772463,
      "avgForwardReturn1D": 0.011673197810763187,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 181,
        "5": 181,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.007825507832830517,
        "5": 0.038769316368361464,
        "10": 0.080009838706241
      }
    },
    {
      "topN": 4,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4915254237288136,
        "5": 0.5898876404494382,
        "10": 0.6179775280898876
      },
      "hitRate1D": 0.4915254237288136,
      "comboQuality": 0.999999997526732,
      "eligibleDays": 352,
      "fitnessScore": 4.709899605097788,
      "lookbackDays": 14,
      "returnLift1D": 0.004996034813179211,
      "hitRateLift1D": 0.0029539951573850365,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.5549132947976878,
        "10": 0.5526315789473685
      },
      "sampleConfidence": 0.999625468164794,
      "shadowSharpeLike": 1.713619710544754,
      "avgForwardReturns": {
        "1": 0.012239017869809703,
        "5": 0.055696318078489876,
        "10": 0.10378132566935856
      },
      "shadowMaxDrawdown": -0.3459449899733871,
      "shadowTotalReturn": 4.143602055293115,
      "avgForwardReturn1D": 0.012239017869809703,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-05-06",
        "2025-05-07",
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        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 178,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.007242983056630492,
        "5": 0.03837768880146514,
        "10": 0.0706964373745369
      }
    },
    {
      "topN": 5,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4791666666666667,
        "5": 0.5677083333333334,
        "10": 0.5885416666666666
      },
      "hitRate1D": 0.4791666666666667,
      "comboQuality": 0.9999999914671059,
      "eligibleDays": 330,
      "fitnessScore": 4.437454193800571,
      "lookbackDays": 30,
      "returnLift1D": 0.003003251070687364,
      "hitRateLift1D": -0.010195035460992874,
      "activationRate": 0.5818181818181818,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5538461538461539,
        "10": 0.571875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7543102941583069,
      "avgForwardReturns": {
        "1": 0.010828758903517881,
        "5": 0.05003806138517509,
        "10": 0.0823179475223692
      },
      "shadowMaxDrawdown": -0.33766229923727353,
      "shadowTotalReturn": 3.884172211845434,
      "avgForwardReturn1D": 0.010828758903517881,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 192,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.007825507832830517,
        "5": 0.038769316368361464,
        "10": 0.080009838706241
      }
    },
    {
      "topN": 5,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.48333333333333334,
        "5": 0.5911602209944752,
        "10": 0.6187845303867403
      },
      "hitRate1D": 0.48333333333333334,
      "comboQuality": 0.9999999037103828,
      "eligibleDays": 352,
      "fitnessScore": 3.904299153591981,
      "lookbackDays": 14,
      "returnLift1D": 0.0039750770287996645,
      "hitRateLift1D": -0.005238095238095208,
      "activationRate": 0.5142045454545454,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.5549132947976878,
        "10": 0.5526315789473685
      },
      "sampleConfidence": 0.9996316758747699,
      "shadowSharpeLike": 1.5865941640481696,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.7395739707262541,
      "shadowTotalReturn": -0.03300844386994217,
      "avgForwardReturn1D": 0.001996297781756698,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 223,
        "5": 223,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.00744315971756371,
        "5": 0.03803673168214799,
        "10": 0.07630605688608483
      }
    },
    {
      "topN": 4,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4474885844748858,
        "5": 0.4703196347031963,
        "10": 0.4954128440366973
      },
      "hitRate1D": 0.4474885844748858,
      "comboQuality": 0.06932642435561184,
      "eligibleDays": 297,
      "fitnessScore": -0.22135814153493982,
      "lookbackDays": 63,
      "returnLift1D": -0.006233627389487209,
      "hitRateLift1D": -0.02548438849808715,
      "activationRate": 0.7373737373737373,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.47297297297297297,
        "5": 0.5342465753424658,
        "10": 0.5609756097560976
      },
      "sampleConfidence": 0.9996955859969558,
      "shadowSharpeLike": 0.23915992429478075,
      "avgForwardReturns": {
        "1": 0.0012095323280765012,
        "5": 0.01049982202535311,
        "10": 0.028318689761141852
      },
      "shadowMaxDrawdown": -0.7596654881202427,
      "shadowTotalReturn": -0.18132085471027626,
      "avgForwardReturn1D": 0.0012095323280765012,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 219,
        "5": 219,
        "10": 218
      },
      "baselineAvgForwardReturns": {
        "1": 0.00744315971756371,
        "5": 0.03803673168214799,
        "10": 0.07630605688608483
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    },
    {
      "topN": 2,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4397905759162304,
        "5": 0.4712041884816754,
        "10": 0.49214659685863876
      },
      "hitRate1D": 0.4397905759162304,
      "comboQuality": 0.0627840238349729,
      "eligibleDays": 297,
      "fitnessScore": -0.2447068841139037,
      "lookbackDays": 63,
      "returnLift1D": -0.006181191458880928,
      "hitRateLift1D": -0.033182397056742585,
      "activationRate": 0.6430976430976431,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.47297297297297297,
        "5": 0.5342465753424658,
        "10": 0.5609756097560976
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.23197801505493104,
      "avgForwardReturns": {
        "1": 0.0012619682586827825,
        "5": 0.009422444362230234,
        "10": 0.02011249081595345
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      "shadowMaxDrawdown": -0.7604521840782446,
      "shadowTotalReturn": -0.14650740316923438,
      "avgForwardReturn1D": 0.0012619682586827825,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.00744315971756371,
        "5": 0.03803673168214799,
        "10": 0.07630605688608483
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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": 3,
      "comboQuality": 0.9999999999943232,
      "fitnessScore": 6.046821463255478,
      "lookbackDays": 14,
      "returnLift1D": 0.006566920187463108,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "sampleConfidence": 0.9996124031007753,
      "shadowTotalReturn": 5.370028472314739,
      "avgForwardReturn1D": 0.0138099032440936
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9993586865542433,
      "fitnessScore": 1.9672971554183891,
      "lookbackDays": 21,
      "returnLift1D": 0.0017246286714959116,
      "activationRate": 0.5191740412979351,
      "activationCount": 176,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.7734481215923528,
      "avgForwardReturn1D": 0.008758833287672388
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9999999987465702,
      "fitnessScore": 4.85942408425094,
      "lookbackDays": 30,
      "returnLift1D": 0.0038476899779326702,
      "activationRate": 0.5484848484848485,
      "activationCount": 181,
      "sampleConfidence": 1,
      "shadowTotalReturn": 4.273191902772463,
      "avgForwardReturn1D": 0.011673197810763187
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9996828438387764,
      "fitnessScore": 2.122275796887837,
      "lookbackDays": 45,
      "returnLift1D": -0.0010333180878673992,
      "activationRate": 0.6253968253968254,
      "activationCount": 197,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.8270853567793828,
      "avgForwardReturn1D": 0.007813275574510323
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3150977022071689,
      "fitnessScore": 0.1791934430550501,
      "lookbackDays": 63,
      "returnLift1D": -0.004805608601015775,
      "activationRate": 0.7205387205387206,
      "activationCount": 214,
      "sampleConfidence": 0.9996884735202493,
      "shadowTotalReturn": 0.12571214313108192,
      "avgForwardReturn1D": 0.0026375511165479355
    }
  ],
  "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": "e3a78d2758e62110aa667f7358e8f921a4c364796704bab70dba15dbd33749b9",
    "size": 13,
    "members": [
      "APLD",
      "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",
      "APLD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APLD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "APLD",
    "hitRates": {
      "1": 0.4972067039106145,
      "5": 0.5642458100558659,
      "10": 0.6145251396648045
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    "hitRate1D": 0.4972067039106145,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.999999997516295,
    "eligibleDays": 375,
    "fitnessScore": 4.708973183991989,
    "lookbackDays": 14,
    "returnLift1D": 0.006188281913123612,
    "hitRateLift1D": 0.0012067039106145039,
    "portfolioSize": 3,
    "activationRate": 0.47733333333333333,
    "activationCount": 179,
    "baselineHitRates": {
      "1": 0.496,
      "5": 0.5363881401617251,
      "10": 0.5491803278688525
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6553543295334776,
    "avgForwardReturns": {
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      "5": 0.04945033725968905,
      "10": 0.0962897030285764
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    "shadowMaxDrawdown": -0.3597176384397919,
    "shadowTotalReturn": 4.147580834507194,
    "avgForwardReturn1D": 0.012159198984169298,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-27",
      "2025-03-21"
    ],
    "horizonObservationCounts": {
      "1": 179,
      "5": 179,
      "10": 179
    },
    "baselineAvgForwardReturns": {
      "1": 0.005970917071045686,
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      "10": 0.06412185621423026
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.999999997516295,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9810682582113173,
    "bestRawFitnessScore": 4.708973183991989,
    "upperQuartileComboQuality": 0.9999871911615755
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.963014185524559,
    "rawScore": 0.9737527380241486,
    "confidence": 0.9779439849968907,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.8000368158736163,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9066431866089179,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "APLD",
      "hitRates": {
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        "5": 0.5642458100558659,
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      "hitRate1D": 0.4972067039106145,
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      "comboQuality": 0.999999997516295,
      "eligibleDays": 375,
      "fitnessScore": 4.708973183991989,
      "lookbackDays": 14,
      "returnLift1D": 0.006188281913123612,
      "hitRateLift1D": 0.0012067039106145039,
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      "activationRate": 0.47733333333333333,
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      "baselineHitRates": {
        "1": 0.496,
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        "10": 0.5491803278688525
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6553543295334776,
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        "10": 0.0962897030285764
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      "shadowMaxDrawdown": -0.3597176384397919,
      "shadowTotalReturn": 4.147580834507194,
      "avgForwardReturn1D": 0.012159198984169298,
      "riskOffActivations": 0,
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        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-27",
        "2025-03-21"
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      "horizonObservationCounts": {
        "1": 179,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.49714285714285716,
      "rankWeights": [
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      "comboQuality": 0.9999999967324633,
      "eligibleDays": 375,
      "fitnessScore": 4.648630478279838,
      "lookbackDays": 14,
      "returnLift1D": 0.006365036687066065,
      "hitRateLift1D": 0.0011428571428571677,
      "portfolioSize": 2,
      "activationRate": 0.4666666666666667,
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      "baselineHitRates": {
        "1": 0.496,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.653248602723966,
      "avgForwardReturns": {
        "1": 0.01233595375811175,
        "5": 0.04807333979146624,
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      "shadowMaxDrawdown": -0.3597176384397919,
      "shadowTotalReturn": 4.092578486987154,
      "avgForwardReturn1D": 0.01233595375811175,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-27",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 175,
        "5": 175,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9999998571492779,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.3597176384397919,
      "shadowTotalReturn": 3.1565131891062697,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-14",
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      "horizonObservationCounts": {
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    },
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      "hitRates": {
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      "comboQuality": 0.9999996711293999,
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      "sampleConfidence": 1,
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    {
      "topN": 3,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4532710280373832,
        "5": 0.4766355140186916,
        "10": 0.5070422535211268
      },
      "hitRate1D": 0.4532710280373832,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2788149749387418,
      "eligibleDays": 326,
      "fitnessScore": 0.1409235857211154,
      "lookbackDays": 63,
      "returnLift1D": -0.005213002150510932,
      "hitRateLift1D": -0.034459033312310094,
      "portfolioSize": 3,
      "activationRate": 0.656441717791411,
      "activationCount": 214,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5590062111801242,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9996884735202493,
      "shadowSharpeLike": 0.5083623745933045,
      "avgForwardReturns": {
        "1": 0.0026375511165479355,
        "5": 0.012097328433277453,
        "10": 0.03029954941533918
      },
      "shadowMaxDrawdown": -0.6695317329223288,
      "shadowTotalReturn": 0.12571214313108192,
      "avgForwardReturn1D": 0.0026375511165479355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 214,
        "5": 214,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.007850553267058868,
        "5": 0.04020284151385127,
        "10": 0.08337200563057805
      }
    },
    {
      "topN": 4,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4474885844748858,
        "5": 0.4703196347031963,
        "10": 0.4954128440366973
      },
      "hitRate1D": 0.4474885844748858,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05888775948378211,
      "eligibleDays": 326,
      "fitnessScore": -0.259714415186068,
      "lookbackDays": 63,
      "returnLift1D": -0.006641020938982367,
      "hitRateLift1D": -0.04024147687480745,
      "portfolioSize": 4,
      "activationRate": 0.6717791411042945,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5590062111801242,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9996955859969558,
      "shadowSharpeLike": 0.22830671346398548,
      "avgForwardReturns": {
        "1": 0.0012095323280765012,
        "5": 0.01049982202535311,
        "10": 0.028318689761141852
      },
      "shadowMaxDrawdown": -0.7596654881202427,
      "shadowTotalReturn": -0.18132085471027626,
      "avgForwardReturn1D": 0.0012095323280765012,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 219,
        "5": 219,
        "10": 218
      },
      "baselineAvgForwardReturns": {
        "1": 0.007850553267058868,
        "5": 0.04020284151385127,
        "10": 0.08337200563057805
      }
    },
    {
      "topN": 5,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4474885844748858,
        "5": 0.4703196347031963,
        "10": 0.4954128440366973
      },
      "hitRate1D": 0.4474885844748858,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05888775948378211,
      "eligibleDays": 326,
      "fitnessScore": -0.259714415186068,
      "lookbackDays": 63,
      "returnLift1D": -0.006641020938982367,
      "hitRateLift1D": -0.04024147687480745,
      "portfolioSize": 5,
      "activationRate": 0.6717791411042945,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5590062111801242,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9996955859969558,
      "shadowSharpeLike": 0.22830671346398548,
      "avgForwardReturns": {
        "1": 0.0012095323280765012,
        "5": 0.01049982202535311,
        "10": 0.028318689761141852
      },
      "shadowMaxDrawdown": -0.7596654881202427,
      "shadowTotalReturn": -0.18132085471027626,
      "avgForwardReturn1D": 0.0012095323280765012,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 219,
        "5": 219,
        "10": 218
      },
      "baselineAvgForwardReturns": {
        "1": 0.007850553267058868,
        "5": 0.04020284151385127,
        "10": 0.08337200563057805
      }
    },
    {
      "topN": 2,
      "ticker": "APLD",
      "hitRates": {
        "1": 0.4397905759162304,
        "5": 0.4712041884816754,
        "10": 0.49214659685863876
      },
      "hitRate1D": 0.4397905759162304,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05429380592234404,
      "eligibleDays": 326,
      "fitnessScore": -0.27865479483539873,
      "lookbackDays": 63,
      "returnLift1D": -0.0065885850083760855,
      "hitRateLift1D": -0.04793948543346288,
      "portfolioSize": 2,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5590062111801242,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.22145085597350783,
      "avgForwardReturns": {
        "1": 0.0012619682586827825,
        "5": 0.009422444362230234,
        "10": 0.02011249081595345
      },
      "shadowMaxDrawdown": -0.7604521840782446,
      "shadowTotalReturn": -0.14650740316923438,
      "avgForwardReturn1D": 0.0012619682586827825,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.007850553267058868,
        "5": 0.04020284151385127,
        "10": 0.08337200563057805
      }
    }
  ],
  "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": 0.999999997516295,
      "fitnessScore": 4.708973183991989,
      "lookbackDays": 14,
      "returnLift1D": 0.006188281913123612,
      "activationRate": 0.47733333333333333,
      "activationCount": 179,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 4.147580834507194,
      "avgForwardReturn1D": 0.012159198984169298
    },
    {
      "comboQuality": 0.9667852709697198,
      "fitnessScore": 1.0916162579882118,
      "lookbackDays": 21,
      "returnLift1D": 0.00013741698076737488,
      "activationRate": 0.49728260869565216,
      "activationCount": 183,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9956162676449076,
      "avgForwardReturn1D": 0.006704382889988932
    },
    {
      "comboQuality": 0.9999998571492779,
      "fitnessScore": 3.8175224120640747,
      "lookbackDays": 30,
      "returnLift1D": 0.004395070910885338,
      "activationRate": 0.5153203342618384,
      "activationCount": 185,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 3.3173109206172526,
      "avgForwardReturn1D": 0.010480420322259945
    },
    {
      "comboQuality": 0.9996562016596032,
      "fitnessScore": 2.104524515657978,
      "lookbackDays": 45,
      "returnLift1D": 0.0005326660479935989,
      "activationRate": 0.5726744186046512,
      "activationCount": 197,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.8270853567793828,
      "avgForwardReturn1D": 0.007813275574510323
    },
    {
      "comboQuality": 0.2788149749387418,
      "fitnessScore": 0.1409235857211154,
      "lookbackDays": 63,
      "returnLift1D": -0.005213002150510932,
      "activationRate": 0.656441717791411,
      "activationCount": 214,
      "sampleConfidence": 0.9996884735202493,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12571214313108192,
      "avgForwardReturn1D": 0.0026375511165479355
    }
  ],
  "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": "e3a78d2758e62110aa667f7358e8f921a4c364796704bab70dba15dbd33749b9",
    "size": 13,
    "members": [
      "APLD",
      "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
0.428
Liquidity
0.962
Momentum
0.493
Relative strength
0.494
Trend quality
0.357
Stability
0.260
Aggression
0.639
Downside risk
0.391
Drawdown state
0.616
Quality momentum
0.439
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.584
Benchmark Independence 3m Score
0.506
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.591
Correlation Change Score
0.539
Current Drawdown Score
0.427
Days Since 52w High Score
0.115
Distance From 52w High Score
0.427
Distance From Sma 20 Score
0.157
Distance From Sma 200 Score
0.428
Distance From Sma 50 Score
0.095
Downside Volatility 1m Score
0.962
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
0.975
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.027
Excess Return 1y Score
1
Excess Return 3m Score
0.675
Excess Return 6m Score
0.422
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.962
Log Market Cap Score
0.428
Drawdown Score 1m
0
Drawdown Score 1y
0.226
Drawdown Score 2y
0.153
Drawdown Score 3m
0.046
Drawdown Score 5y
0.181
Drawdown Score 6m
0.085
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.713
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.638
Relative Volume 20d Score
0.216
Return 1m Score
0.072
Return 1w Score
0.307
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.773
Return 5y Score
0.494
Return 6m Score
0.545
Return Skewness 1y Score
0.646
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.725
Sharpe 2y Score
0.637
Sharpe 3m Score
0.655
Sharpe 5y Score
0.591
Sharpe 6m Score
0.523
Sortino 1m Score
0
Sortino 1y Score
0.630
Sortino 2y Score
0.562
Sortino 3m Score
0.575
Sortino 5y Score
0.523
Sortino 6m Score
0.470
Trend R2 1m Score
0.685
Trend R2 1w Score
0.354
Trend R2 1y Score
0.625
Trend R2 2y Score
0.824
Trend R2 3m Score
0.137
Trend R2 5y Score
0.771
Trend R2 6m Score
0.166
Trend Slope 1m Score
0
Trend Slope 1w Score
0
Trend Slope 1y Score
0.769
Trend Slope 2y Score
0.798
Trend Slope 3m Score
0.713
Trend Slope 5y Score
0.669
Trend Slope 6m Score
0.640
Volatility 1m Score
0.904
Volatility 1w Score
0.941
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.124
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
766,899,357.708
Best Day 1y
0.310
Beta To Benchmark 1y
3.534
Beta 3m
3.716
Beta Change
0.183
Beta To Sector 1y
2.053
Correlation To Benchmark 1y
0.416
Correlation 3m
0.494
Correlation Change
0.078
Correlation To Sector 1y
0.467
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.584
Benchmark Independence 3m Score
0.506
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.591
Correlation Change Score
0.539
Current Drawdown Score
0.427
Distance From Sma 20 Score
0.157
Distance From Sma 200 Score
0.428
Current Drawdown
-0.373
Days Since 52w High
29
Distance From 52w High
-0.373
Distance From Sma 20
-0.206
Distance From Sma 200
-0.043
Distance From Sma 50
-0.243
Downside Capture 1y
0.229
Downside Volatility 1m
0.771
Downside Volatility 1w
-
Downside Volatility 1y
0.849
Downside Volatility 2y
1.043
Downside Volatility 3m
0.781
Downside Volatility 5y
1.112
Downside Volatility 6m
0.875
Drawdown Recovery
1
Excess Return 1m
-0.284
Excess Return 1y
2.052
Excess Return 3m
0.105
Excess Return 6m
-0.047
Expected Shortfall 95 1y
-0.114
Market Cap
8,207,300,963.858
Max Drawdown 1m
-0.341
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.503
Max Drawdown 2y
-0.678
Max Drawdown 3m
-0.381
Max Drawdown 5y
-0.819
Max Drawdown 6m
-0.503
Momentum Acceleration 1m Vs 3m
-0.329
Momentum Acceleration 3m Vs 6m
0.064
Moving Average Alignment
0
Relative Strength Acceleration
-0.021
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.882
Return 1m
-0.257
Return 1w
-0.058
Return 1y
2.275
Return 2y
3.488
Return 3m
0.218
Return 5y
5.423
Return 6m
0.054
Return Skewness 1y
0.874
Sector Excess Return 1y
1.827
Sharpe 1m
-4.508
Sharpe 1y
1.627
Sharpe 2y
1.187
Sharpe 3m
1.273
Sharpe 5y
0.955
Sharpe 6m
0.617
Sortino 1m
-4.255
Sortino 1y
2.044
Sortino 2y
1.496
Sortino 3m
1.602
Sortino 5y
1.182
Sortino 6m
0.764
Trend R2 1m
0.685
Trend R2 1w
0.354
Trend R2 1y
0.625
Trend R2 2y
0.824
Trend R2 3m
0.137
Trend R2 5y
0.771
Trend R2 6m
0.166
Trend 1m
-0.018
Trend 1w
-0.011
Trend 1y
0.004
Trend 2y
0.005
Trend 3m
0.003
Trend 5y
0.003
Trend 6m
0.002
Upside Capture 1y
11.692
Value At Risk 95 1y
-0.090
Volatility 1m
0.728
Volatility 1w
0.756
Volatility 1y
1.066
Volatility 2y
1.315
Volatility 3m
0.983
Volatility 5y
1.376
Volatility 6m
1.083
Worst Day 1y
-0.175
Distance From Sma 50 Score
0.095
Downside Volatility 1y Score
1
Downside Volatility 3m Score
0.975
Drawdown Recovery Score
1
Excess Return 1m Score
0.027
Excess Return 1y Score
1
Excess Return 3m Score
0.675
Excess Return 6m Score
0.422
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.962
Log Market Cap Score
0.428
Drawdown Score 1y
0.226
Drawdown Score 5y
0.181
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.713
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.216
Return 1m Score
0.072
Return 1y Score
1
Return 3m Score
0.773
Return 6m Score
0.545
Return Skewness 1y Score
0.646
Sortino 1y Score
0.630
Sortino 3m Score
0.575
Trend R2 1y Score
0.625
Trend R2 3m Score
0.137
Trend Slope 1y Score
0.769
Trend Slope 3m Score
0.713
Volatility 1y Score
1
Volatility 3m Score
1