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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

BMY

Health Care | v2 | as of 2026-07-23
Close

Research Detail

BMY

BMY

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.181
Correlation To Benchmark 1y
0.082
Inverse To Benchmark 1y
0.918
Drawdown Score 1m
0.839
Drawdown Score 3m
0.728
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
0.772
Drawdown Score 1y
0.807
Drawdown Score 2y
0.626
Drawdown Score 5y
0.523
Return 1w
0.017
Return 1m
0.120
Return 3m
0.058
Return 6m
0.153
Return 1y
0.342
Return 2y
0.592
Return 5y
0.120
Sharpe 1m
4.051
Sharpe 3m
0.880
Sharpe 6m
1.166
Sharpe 1y
1.193
Sharpe 2y
0.932
Sharpe 5y
0.214
Trend 1w
0.003
Trend 1m
0.005
Trend 3m
0.000
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
-0.000
Volatility 1w
0.154
Volatility 1m
0.352
Volatility 3m
0.309
Volatility 6m
0.277
Volatility 1y
0.279
Volatility 2y
0.296
Volatility 5y
0.244
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
BMY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:47 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.431
Aptet Fit Raw Score
0.453
Aptet Fit Confidence
0.901
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.295
Force Fit Raw Score
0.315
Force Fit Confidence
0.871
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:47 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BMY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BMY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "BMY",
    "hitRates": {
      "1": 0.5045045045045045,
      "5": 0.5981308411214953,
      "10": 0.6601941747572816
    },
    "hitRate1D": 0.5045045045045045,
    "comboQuality": 0.5608552710275659,
    "eligibleDays": 315,
    "fitnessScore": 0.4038194471837598,
    "lookbackDays": 45,
    "returnLift1D": 0.000676858277317884,
    "hitRateLift1D": -0.0002574002574002865,
    "activationRate": 0.3523809523809524,
    "activationCount": 111,
    "baselineHitRates": {
      "1": 0.5047619047619047,
      "5": 0.5434083601286174,
      "10": 0.565359477124183
    },
    "sampleConfidence": 0.9927927927927929,
    "shadowSharpeLike": 0.897258911810466,
    "avgForwardReturns": {
      "1": 0.0017082219258681406,
      "5": 0.011930524508609373,
      "10": 0.022772575616295736
    },
    "shadowMaxDrawdown": -0.10315484360661731,
    "shadowTotalReturn": 0.18026738639749662,
    "avgForwardReturn1D": 0.0017082219258681406,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-07-21",
      "2025-09-03",
      "2025-11-12",
      "2025-11-13",
      "2025-11-14",
      "2025-11-18",
      "2025-11-19",
      "2025-11-20",
      "2025-11-21"
    ],
    "horizonObservationCounts": {
      "1": 111,
      "5": 107,
      "10": 103
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010313636485502567,
      "5": 0.005230033228247169,
      "10": 0.009540599880723675
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5608552710275659,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3306684146970341,
    "bestRawFitnessScore": 0.4038194471837598,
    "upperQuartileComboQuality": 0.4077746584816182
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4310424378023423,
    "rawScore": 0.45342310356674637,
    "confidence": 0.9012813172140909,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.09988417260679415,
    "recommendedRegion": {
      "topNs": [
        3,
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.6754189120669661,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.5045045045045045,
        "5": 0.5981308411214953,
        "10": 0.6601941747572816
      },
      "hitRate1D": 0.5045045045045045,
      "comboQuality": 0.5608552710275659,
      "eligibleDays": 315,
      "fitnessScore": 0.4038194471837598,
      "lookbackDays": 45,
      "returnLift1D": 0.000676858277317884,
      "hitRateLift1D": -0.0002574002574002865,
      "activationRate": 0.3523809523809524,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.5434083601286174,
        "10": 0.565359477124183
      },
      "sampleConfidence": 0.9927927927927929,
      "shadowSharpeLike": 0.897258911810466,
      "avgForwardReturns": {
        "1": 0.0017082219258681406,
        "5": 0.011930524508609373,
        "10": 0.022772575616295736
      },
      "shadowMaxDrawdown": -0.10315484360661731,
      "shadowTotalReturn": 0.18026738639749662,
      "avgForwardReturn1D": 0.0017082219258681406,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-07-21",
        "2025-09-03",
        "2025-11-12",
        "2025-11-13",
        "2025-11-14",
        "2025-11-18",
        "2025-11-19",
        "2025-11-20",
        "2025-11-21"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010313636485502567,
        "5": 0.005230033228247169,
        "10": 0.009540599880723675
      }
    },
    {
      "topN": 3,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.6179775280898876,
        "10": 0.6976744186046512
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.5503861013468451,
      "eligibleDays": 315,
      "fitnessScore": 0.3944907810403619,
      "lookbackDays": 45,
      "returnLift1D": 0.0013750702708112,
      "hitRateLift1D": -0.02650103519668734,
      "activationRate": 0.2920634920634921,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.5434083601286174,
        "10": 0.565359477124183
      },
      "sampleConfidence": 0.9934782608695653,
      "shadowSharpeLike": 1.1408714103981448,
      "avgForwardReturns": {
        "1": 0.0024064339193614567,
        "5": 0.013738040368849277,
        "10": 0.025780390507449825
      },
      "shadowMaxDrawdown": -0.1321307169282685,
      "shadowTotalReturn": 0.22292336533402324,
      "avgForwardReturn1D": 0.0024064339193614567,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-21",
        "2025-11-14",
        "2025-11-21",
        "2025-11-24",
        "2025-11-25",
        "2025-11-26",
        "2025-11-28",
        "2025-12-01",
        "2025-12-02",
        "2025-12-03"
      ],
      "horizonObservationCounts": {
        "1": 92,
        "5": 89,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010313636485502567,
        "5": 0.005230033228247169,
        "10": 0.009540599880723675
      }
    },
    {
      "topN": 4,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.48514851485148514,
        "5": 0.6020408163265306,
        "10": 0.6631578947368421
      },
      "hitRate1D": 0.48514851485148514,
      "comboQuality": 0.531354686822779,
      "eligibleDays": 315,
      "fitnessScore": 0.37762837834247764,
      "lookbackDays": 45,
      "returnLift1D": 0.0009460129232097688,
      "hitRateLift1D": -0.01961338991041961,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.5434083601286174,
        "10": 0.565359477124183
      },
      "sampleConfidence": 0.994059405940594,
      "shadowSharpeLike": 0.9883340646663115,
      "avgForwardReturns": {
        "1": 0.0019773765717600255,
        "5": 0.01259464097758915,
        "10": 0.02367182373729052
      },
      "shadowMaxDrawdown": -0.1173368335269035,
      "shadowTotalReturn": 0.19236750228060284,
      "avgForwardReturn1D": 0.0019773765717600255,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-21",
        "2025-09-03",
        "2025-11-14",
        "2025-11-19",
        "2025-11-21",
        "2025-11-24",
        "2025-11-25",
        "2025-11-26",
        "2025-11-28",
        "2025-12-01"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 98,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010313636485502567,
        "5": 0.005230033228247169,
        "10": 0.009540599880723675
      }
    },
    {
      "topN": 5,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.46534653465346537,
        "5": 0.5445544554455446,
        "10": 0.594059405940594
      },
      "hitRate1D": 0.46534653465346537,
      "comboQuality": 0.48940173187764013,
      "eligibleDays": 297,
      "fitnessScore": 0.34067212690175075,
      "lookbackDays": 63,
      "returnLift1D": 0.0004631160231238604,
      "hitRateLift1D": -0.03970397039703971,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5050505050505051,
        "5": 0.5494880546075085,
        "10": 0.5798611111111112
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9219467865720632,
      "avgForwardReturns": {
        "1": 0.0017485581685171756,
        "5": 0.008769655357608852,
        "10": 0.015235475977947608
      },
      "shadowMaxDrawdown": -0.09124650862027861,
      "shadowTotalReturn": 0.1700716023659754,
      "avgForwardReturn1D": 0.0017485581685171756,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-18",
        "2025-11-26",
        "2025-11-28",
        "2025-12-01",
        "2025-12-02",
        "2025-12-03",
        "2025-12-04",
        "2025-12-05",
        "2025-12-08"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012854421453933151,
        "5": 0.00602493026832285,
        "10": 0.011500523667565392
      }
    },
    {
      "topN": 4,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.5213675213675214,
        "5": 0.504424778761062,
        "10": 0.5045871559633027
      },
      "hitRate1D": 0.5213675213675214,
      "comboQuality": 0.42998538825935523,
      "eligibleDays": 339,
      "fitnessScore": 0.2879796310807674,
      "lookbackDays": 21,
      "returnLift1D": 0.000580587416970968,
      "hitRateLift1D": 0.01989259511383412,
      "activationRate": 0.34513274336283184,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5014749262536873,
        "5": 0.5104477611940299,
        "10": 0.5363636363636364
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": 0.5014995290707644,
      "avgForwardReturns": {
        "1": 0.0010405504919411511,
        "5": 0.0016242650595871748,
        "10": 0.0024223388653511783
      },
      "shadowMaxDrawdown": -0.14225383682348058,
      "shadowTotalReturn": 0.09306079726369121,
      "avgForwardReturn1D": 0.0010405504919411511,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004599630749701831,
        "5": 0.001876821905053614,
        "10": 0.0035163655858353377
      }
    },
    {
      "topN": 2,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.463768115942029,
        "5": 0.5942028985507246,
        "10": 0.6811594202898551
      },
      "hitRate1D": 0.463768115942029,
      "comboQuality": 0.4003710818890392,
      "eligibleDays": 315,
      "fitnessScore": 0.2611377820959304,
      "lookbackDays": 45,
      "returnLift1D": 0.0011459052465686815,
      "hitRateLift1D": -0.040993788819875754,
      "activationRate": 0.21904761904761905,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.5434083601286174,
        "10": 0.565359477124183
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9209346275712554,
      "avgForwardReturns": {
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        "1": 0.0003038306114859717,
        "5": 0.0019433575312289874,
        "10": 0.011328837854315002
      },
      "shadowMaxDrawdown": -0.14629302106012043,
      "shadowTotalReturn": 0.0014595973596402967,
      "avgForwardReturn1D": 0.0003038306114859717,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-09-12",
        "2025-11-11",
        "2025-11-13",
        "2025-11-14",
        "2025-11-17",
        "2025-11-18"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 68,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004155040040197292,
        "5": 0.002371730242480592,
        "10": 0.005746382822760324
      }
    },
    {
      "topN": 4,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.47244094488188976,
        "5": 0.5365853658536586,
        "10": 0.4661016949152542
      },
      "hitRate1D": 0.47244094488188976,
      "comboQuality": 0.12627572820602223,
      "eligibleDays": 352,
      "fitnessScore": -0.07554534268864148,
      "lookbackDays": 14,
      "returnLift1D": -0.0008138002037376441,
      "hitRateLift1D": -0.026134553693608842,
      "activationRate": 0.36079545454545453,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.4985754985754986,
        "5": 0.5072046109510087,
        "10": 0.5364431486880467
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": -0.41992638592222037,
      "avgForwardReturns": {
        "1": -0.0005689958690878432,
        "5": 0.0021595593636441683,
        "10": 0.0001246543062997849
      },
      "shadowMaxDrawdown": -0.202116661442171,
      "shadowTotalReturn": -0.10314884423899418,
      "avgForwardReturn1D": -0.0005689958690878432,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002448043346498009,
        "5": 0.0014745116042618452,
        "10": 0.0038876965917644204
      }
    },
    {
      "topN": 5,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.5107913669064749,
        "10": 0.44776119402985076
      },
      "hitRate1D": 0.46153846153846156,
      "comboQuality": 0.06984436231617208,
      "eligibleDays": 352,
      "fitnessScore": -0.21959816173506233,
      "lookbackDays": 14,
      "returnLift1D": -0.0013951583735391654,
      "hitRateLift1D": -0.037037037037037035,
      "activationRate": 0.40625,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.4985754985754986,
        "5": 0.5072046109510087,
        "10": 0.5364431486880467
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      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -0.8006751184880416,
      "avgForwardReturns": {
        "1": -0.0011503540388893645,
        "5": -0.0003318390719949157,
        "10": -0.0005321063655893406
      },
      "shadowMaxDrawdown": -0.2793680431719362,
      "shadowTotalReturn": -0.18958592963068577,
      "avgForwardReturn1D": -0.0011503540388893645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002448043346498009,
        "5": 0.0014745116042618452,
        "10": 0.0038876965917644204
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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": 0.24808071313545305,
      "fitnessScore": 0.10604753575322702,
      "lookbackDays": 14,
      "returnLift1D": 0.0001286770050897683,
      "activationRate": 0.26704545454545453,
      "activationCount": 94,
      "sampleConfidence": 0.9907801418439717,
      "shadowTotalReturn": 0.007638141412256383,
      "avgForwardReturn1D": 0.0003734813397395692
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.42998538825935523,
      "fitnessScore": 0.2879796310807674,
      "lookbackDays": 21,
      "returnLift1D": 0.000580587416970968,
      "activationRate": 0.34513274336283184,
      "activationCount": 117,
      "sampleConfidence": 0.9931623931623932,
      "shadowTotalReturn": 0.09306079726369121,
      "avgForwardReturn1D": 0.0010405504919411511
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.33988923902557744,
      "fitnessScore": 0.20396667440053098,
      "lookbackDays": 30,
      "returnLift1D": 0.000409524891626057,
      "activationRate": 0.34545454545454546,
      "activationCount": 114,
      "sampleConfidence": 0.9923976608187135,
      "shadowTotalReturn": 0.06714087242697997,
      "avgForwardReturn1D": 0.0008250288956457862
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5608552710275659,
      "fitnessScore": 0.4038194471837598,
      "lookbackDays": 45,
      "returnLift1D": 0.000676858277317884,
      "activationRate": 0.3523809523809524,
      "activationCount": 111,
      "sampleConfidence": 0.9927927927927929,
      "shadowTotalReturn": 0.18026738639749662,
      "avgForwardReturn1D": 0.0017082219258681406
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.48940173187764013,
      "fitnessScore": 0.34067212690175075,
      "lookbackDays": 63,
      "returnLift1D": 0.0004631160231238604,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.1700716023659754,
      "avgForwardReturn1D": 0.0017485581685171756
    }
  ],
  "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": "a4b8a5c502f5262d42406078edd9ba09685419b4e2fbcb499d51fa084a83c303",
    "size": 13,
    "members": [
      "BMY",
      "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",
      "BMY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BMY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BMY",
    "hitRates": {
      "1": 0.47619047619047616,
      "5": 0.5882352941176471,
      "10": 0.62
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    "hitRate1D": 0.47619047619047616,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.43832767602946665,
    "eligibleDays": 344,
    "fitnessScore": 0.29545058706991945,
    "lookbackDays": 45,
    "returnLift1D": 0.0012800349041092785,
    "hitRateLift1D": -0.015088593576965681,
    "portfolioSize": 3,
    "activationRate": 0.30523255813953487,
    "activationCount": 105,
    "baselineHitRates": {
      "1": 0.49127906976744184,
      "5": 0.5088235294117647,
      "10": 0.5283582089552239
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    "sampleConfidence": 0.994920634920635,
    "shadowSharpeLike": 0.7509317240453602,
    "avgForwardReturns": {
      "1": 0.0015747566685498228,
      "5": 0.010436435754142992,
      "10": 0.01595884423766977
    },
    "shadowMaxDrawdown": -0.1323659135701467,
    "shadowTotalReturn": 0.1518755632522677,
    "avgForwardReturn1D": 0.0015747566685498228,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 105,
      "5": 102,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002947217644405442,
      "5": 0.0017654962351954222,
      "10": 0.003041906314403303
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.43832767602946665,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.259874070760968,
    "bestRawFitnessScore": 0.29545058706991945,
    "upperQuartileComboQuality": 0.29273870613405306
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2949929997078284,
    "rawScore": 0.3152727548431632,
    "confidence": 0.8713510455705362,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.36194649300421344,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.5882352941176471,
        "10": 0.62
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      "hitRate1D": 0.47619047619047616,
      "rankWeights": [
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      "comboQuality": 0.43832767602946665,
      "eligibleDays": 344,
      "fitnessScore": 0.29545058706991945,
      "lookbackDays": 45,
      "returnLift1D": 0.0012800349041092785,
      "hitRateLift1D": -0.015088593576965681,
      "portfolioSize": 3,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.5088235294117647,
        "10": 0.5283582089552239
      },
      "sampleConfidence": 0.994920634920635,
      "shadowSharpeLike": 0.7509317240453602,
      "avgForwardReturns": {
        "1": 0.0015747566685498228,
        "5": 0.010436435754142992,
        "10": 0.01595884423766977
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      "shadowMaxDrawdown": -0.1323659135701467,
      "shadowTotalReturn": 0.1518755632522677,
      "avgForwardReturn1D": 0.0015747566685498228,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 102,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002947217644405442,
        "5": 0.0017654962351954222,
        "10": 0.003041906314403303
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    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.5118110236220472,
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        "10": 0.49166666666666664
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      "hitRate1D": 0.5118110236220472,
      "rankWeights": [
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      "comboQuality": 0.3118481754130202,
      "eligibleDays": 368,
      "fitnessScore": 0.17587153191434116,
      "lookbackDays": 21,
      "returnLift1D": 0.00011943742312942447,
      "hitRateLift1D": 0.00909363231769944,
      "portfolioSize": 4,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.510989010989011,
        "10": 0.5431754874651811
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      "sampleConfidence": 0.994225721784777,
      "shadowSharpeLike": 0.21504248525135705,
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        "10": 0.0004210960022144735
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      "shadowMaxDrawdown": -0.1717171231251695,
      "shadowTotalReturn": 0.03230058859982732,
      "avgForwardReturn1D": 0.0005455780661109511,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-06",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
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      "baselineAvgForwardReturns": {
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        "5": 0.002201731442662384,
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    },
    {
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      "comboQuality": 0.3118481754130202,
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        "2025-03-06",
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.30715901537040774,
      "eligibleDays": 344,
      "fitnessScore": 0.17104431439113468,
      "lookbackDays": 45,
      "returnLift1D": 0.0005537604505337552,
      "hitRateLift1D": -0.021193599681971764,
      "portfolioSize": 4,
      "activationRate": 0.34011627906976744,
      "activationCount": 117,
      "baselineHitRates": {
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        "10": 0.5283582089552239
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      "sampleConfidence": 0.9943019943019944,
      "shadowSharpeLike": 0.39994773078949325,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.18046880468227955,
      "shadowTotalReturn": 0.07278770248668631,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
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      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002947217644405442,
        "5": 0.0017654962351954222,
        "10": 0.003041906314403303
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    },
    {
      "topN": 5,
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      "comboQuality": 0.30715901537040774,
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      "fitnessScore": 0.17104431439113468,
      "lookbackDays": 45,
      "returnLift1D": 0.0005537604505337552,
      "hitRateLift1D": -0.021193599681971764,
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        "1": -0.00002986841587692383,
        "5": 0.003506408385830595,
        "10": -0.0007418915842086594
      },
      "shadowMaxDrawdown": -0.16160270610048832,
      "shadowTotalReturn": -0.03366261961761319,
      "avgForwardReturn1D": -0.00002986841587692383,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.00045657184916398947,
        "5": 0.0019709817059314506,
        "10": 0.003435999727426793
      }
    },
    {
      "topN": 3,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.5222222222222223,
        "10": 0.5888888888888889
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.18512977600949365,
      "eligibleDays": 326,
      "fitnessScore": 0.0239662050772999,
      "lookbackDays": 63,
      "returnLift1D": -0.0002881381895037777,
      "hitRateLift1D": -0.046353101567825516,
      "portfolioSize": 3,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.5186335403726708,
        "10": 0.5520504731861199
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.10626875370474954,
      "avgForwardReturns": {
        "1": 0.00028305080946037354,
        "5": 0.005336323615061118,
        "10": 0.011596052385925806
      },
      "shadowMaxDrawdown": -0.13765625977953333,
      "shadowTotalReturn": 0.0068837145210414175,
      "avgForwardReturn1D": 0.00028305080946037354,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-07",
        "2025-04-08",
        "2025-11-26",
        "2025-12-05",
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005711889989641512,
        "5": 0.0032094651712260263,
        "10": 0.0070525124771164465
      }
    },
    {
      "topN": 4,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.48201438848920863,
        "5": 0.5259259259259259,
        "10": 0.45384615384615384
      },
      "hitRate1D": 0.48201438848920863,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13019241218547886,
      "eligibleDays": 375,
      "fitnessScore": -0.06783688624169763,
      "lookbackDays": 14,
      "returnLift1D": -0.001009884319633678,
      "hitRateLift1D": -0.024652278177458076,
      "portfolioSize": 4,
      "activationRate": 0.37066666666666664,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5067385444743935,
        "10": 0.5327868852459017
      },
      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": -0.4186130826867266,
      "avgForwardReturns": {
        "1": -0.0005533124704696884,
        "5": 0.0011528215498249367,
        "10": -0.003945606939812241
      },
      "shadowMaxDrawdown": -0.20263983617868153,
      "shadowTotalReturn": -0.11165431506013435,
      "avgForwardReturn1D": -0.0005533124704696884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.00045657184916398947,
        "5": 0.0019709817059314506,
        "10": 0.003435999727426793
      }
    },
    {
      "topN": 5,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.48201438848920863,
        "5": 0.5259259259259259,
        "10": 0.45384615384615384
      },
      "hitRate1D": 0.48201438848920863,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13019241218547886,
      "eligibleDays": 375,
      "fitnessScore": -0.06783688624169763,
      "lookbackDays": 14,
      "returnLift1D": -0.001009884319633678,
      "hitRateLift1D": -0.024652278177458076,
      "portfolioSize": 5,
      "activationRate": 0.37066666666666664,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.5067385444743935,
        "10": 0.5327868852459017
      },
      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": -0.4186130826867266,
      "avgForwardReturns": {
        "1": -0.0005533124704696884,
        "5": 0.0011528215498249367,
        "10": -0.003945606939812241
      },
      "shadowMaxDrawdown": -0.20263983617868153,
      "shadowTotalReturn": -0.11165431506013435,
      "avgForwardReturn1D": -0.0005533124704696884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.00045657184916398947,
        "5": 0.0019709817059314506,
        "10": 0.003435999727426793
      }
    },
    {
      "topN": 2,
      "ticker": "BMY",
      "hitRates": {
        "1": 0.4642857142857143,
        "5": 0.4875,
        "10": 0.5128205128205128
      },
      "hitRate1D": 0.4642857142857143,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1207227072012889,
      "eligibleDays": 359,
      "fitnessScore": -0.0868328958852271,
      "lookbackDays": 30,
      "returnLift1D": -0.0010787052382555213,
      "hitRateLift1D": -0.04267807401512136,
      "portfolioSize": 2,
      "activationRate": 0.233983286908078,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.523943661971831,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 0.9920634920634921,
      "shadowSharpeLike": -0.2063167326899481,
      "avgForwardReturns": {
        "1": -0.00035103061584940143,
        "5": -0.0001252365369460412,
        "10": -0.0004649154093289072
      },
      "shadowMaxDrawdown": -0.19547560744061454,
      "shadowTotalReturn": -0.05329117801724714,
      "avgForwardReturn1D": -0.00035103061584940143,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-03",
        "2025-03-05",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 80,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.00072767462240612,
        "5": 0.003131253941173115,
        "10": 0.004871050392814987
      }
    }
  ],
  "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": 0.2445524841036767,
      "fitnessScore": 0.10186631966765192,
      "lookbackDays": 14,
      "returnLift1D": -0.00028303360702844826,
      "activationRate": 0.32,
      "activationCount": 120,
      "sampleConfidence": 0.9927777777777779,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.011001145852265526,
      "avgForwardReturn1D": 0.00017353824213554118
    },
    {
      "comboQuality": 0.3118481754130202,
      "fitnessScore": 0.17587153191434116,
      "lookbackDays": 21,
      "returnLift1D": 0.00011943742312942447,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "sampleConfidence": 0.994225721784777,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.03230058859982732,
      "avgForwardReturn1D": 0.0005455780661109511
    },
    {
      "comboQuality": 0.26819453198906573,
      "fitnessScore": 0.1291635288193207,
      "lookbackDays": 30,
      "returnLift1D": -0.0003030519715683452,
      "activationRate": 0.3342618384401114,
      "activationCount": 120,
      "sampleConfidence": 0.9938888888888889,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0193546808178795,
      "avgForwardReturn1D": 0.00042462265083777483
    },
    {
      "comboQuality": 0.43832767602946665,
      "fitnessScore": 0.29545058706991945,
      "lookbackDays": 45,
      "returnLift1D": 0.0012800349041092785,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 0.994920634920635,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.1518755632522677,
      "avgForwardReturn1D": 0.0015747566685498228
    },
    {
      "comboQuality": 0.24907854106753347,
      "fitnessScore": 0.1072227858453825,
      "lookbackDays": 63,
      "returnLift1D": 0.0002862155456165366,
      "activationRate": 0.2331288343558282,
      "activationCount": 76,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05196197365893074,
      "avgForwardReturn1D": 0.0008574045445806878
    }
  ],
  "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": "a4b8a5c502f5262d42406078edd9ba09685419b4e2fbcb499d51fa084a83c303",
    "size": 13,
    "members": [
      "BMY",
      "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
0.693
Liquidity
0.938
Momentum
0.646
Relative strength
0.629
Trend quality
0.391
Stability
0.705
Aggression
0.391
Downside risk
0.630
Drawdown state
0.944
Quality momentum
0.575
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.918
Benchmark Independence 3m Score
0.860
Beta 1y Profile Score
0.072
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.389
Current Drawdown Score
0.839
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.589
Distance From Sma 200 Score
0.734
Distance From Sma 50 Score
0.635
Downside Volatility 1m Score
0.332
Downside Volatility 1y Score
0.260
Downside Volatility 2y Score
0.299
Downside Volatility 3m Score
0.307
Downside Volatility 5y Score
0.246
Downside Volatility 6m Score
0.266
Drawdown Recovery Score
1
Excess Return 1m Score
0.690
Excess Return 1y Score
0.759
Excess Return 3m Score
0.529
Excess Return 6m Score
0.617
Expected Shortfall 95 1y Score
0.661
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.693
Drawdown Score 1m
0.839
Drawdown Score 1y
0.807
Drawdown Score 2y
0.626
Drawdown Score 3m
0.728
Drawdown Score 5y
0.523
Drawdown Score 6m
0.772
Momentum Acceleration 1m Vs 3m Score
0.836
Momentum Acceleration 3m Vs 6m Score
0.479
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.837
Relative Strength Slope 3m Score
0.489
Relative Volume 20d Score
0.239
Return 1m Score
0.700
Return 1w Score
0.555
Return 1y Score
0.714
Return 2y Score
0.455
Return 3m Score
0.572
Return 5y Score
0.086
Return 6m Score
0.628
Return Skewness 1y Score
0.569
Sector Excess Return 1y Score
0.687
Sharpe 1m Score
1
Sharpe 1y Score
0.639
Sharpe 2y Score
0.586
Sharpe 3m Score
0.576
Sharpe 5y Score
0.443
Sharpe 6m Score
0.633
Sortino 1m Score
0.971
Sortino 1y Score
0.545
Sortino 2y Score
0.501
Sortino 3m Score
0.496
Sortino 5y Score
0.403
Sortino 6m Score
0.537
Trend R2 1m Score
0.822
Trend R2 1w Score
0.477
Trend R2 1y Score
0.740
Trend R2 2y Score
0.218
Trend R2 3m Score
0.072
Trend R2 5y Score
0.102
Trend R2 6m Score
0.002
Trend Slope 1m Score
0.816
Trend Slope 1w Score
0.671
Trend Slope 1y Score
0.592
Trend Slope 2y Score
0.523
Trend Slope 3m Score
0.529
Trend Slope 5y Score
0.492
Trend Slope 6m Score
0.498
Volatility 1m Score
0.402
Volatility 1w Score
0.138
Volatility 1y Score
0.306
Volatility 2y Score
0.328
Volatility 3m Score
0.345
Volatility 5y Score
0.259
Volatility 6m Score
0.303
Worst Day 1y Score
0.710
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
650,510,486.373
Best Day 1y
0.071
Beta To Benchmark 1y
0.181
Beta 3m
-0.331
Beta Change
-0.512
Beta To Sector 1y
1.151
Correlation To Benchmark 1y
0.082
Correlation 3m
-0.140
Correlation Change
-0.222
Correlation To Sector 1y
0.650
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.918
Benchmark Independence 3m Score
0.860
Beta 1y Profile Score
0.072
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.389
Current Drawdown Score
0.839
Distance From Sma 20 Score
0.589
Distance From Sma 200 Score
0.734
Current Drawdown
-0.105
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.053
Distance From Sma 200
0.141
Distance From Sma 50
0.081
Downside Capture 1y
2.041
Downside Volatility 1m
0.299
Downside Volatility 1w
-
Downside Volatility 1y
0.245
Downside Volatility 2y
0.274
Downside Volatility 3m
0.280
Downside Volatility 5y
0.234
Downside Volatility 6m
0.249
Drawdown Recovery
1
Excess Return 1m
0.114
Excess Return 1y
0.156
Excess Return 3m
0.017
Excess Return 6m
0.070
Expected Shortfall 95 1y
-0.034
Market Cap
126,792,203,726.23
Max Drawdown 1m
-0.040
Max Drawdown 1w
-0.010
Max Drawdown 1y
-0.125
Max Drawdown 2y
-0.299
Max Drawdown 3m
-0.109
Max Drawdown 5y
-0.477
Max Drawdown 6m
-0.125
Momentum Acceleration 1m Vs 3m
0.101
Momentum Acceleration 3m Vs 6m
-0.006
Moving Average Alignment
0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.945
Return 1m
0.120
Return 1w
0.017
Return 1y
0.342
Return 2y
0.592
Return 3m
0.058
Return 5y
0.120
Return 6m
0.153
Return Skewness 1y
0.415
Sector Excess Return 1y
0.112
Sharpe 1m
4.051
Sharpe 1y
1.193
Sharpe 2y
0.932
Sharpe 3m
0.880
Sharpe 5y
0.214
Sharpe 6m
1.166
Sortino 1m
4.767
Sortino 1y
1.361
Sortino 2y
1.008
Sortino 3m
0.970
Sortino 5y
0.223
Sortino 6m
1.296
Trend R2 1m
0.822
Trend R2 1w
0.477
Trend R2 1y
0.740
Trend R2 2y
0.218
Trend R2 3m
0.072
Trend R2 5y
0.102
Trend R2 6m
0.002
Trend 1m
0.005
Trend 1w
0.003
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
-0.000
Trend 6m
-0.000
Upside Capture 1y
0.554
Value At Risk 95 1y
-0.024
Volatility 1m
0.352
Volatility 1w
0.154
Volatility 1y
0.279
Volatility 2y
0.296
Volatility 3m
0.309
Volatility 5y
0.244
Volatility 6m
0.277
Worst Day 1y
-0.058
Distance From Sma 50 Score
0.635
Downside Volatility 1y Score
0.260
Downside Volatility 3m Score
0.307
Drawdown Recovery Score
1
Excess Return 1m Score
0.690
Excess Return 1y Score
0.759
Excess Return 3m Score
0.529
Excess Return 6m Score
0.617
Expected Shortfall 95 1y Score
0.661
Log Avg Dollar Volume 20d Score
0.938
Log Market Cap Score
0.693
Drawdown Score 1y
0.807
Drawdown Score 5y
0.523
Momentum Acceleration 1m Vs 3m Score
0.836
Momentum Acceleration 3m Vs 6m Score
0.479
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.837
Relative Volume 20d Score
0.239
Return 1m Score
0.700
Return 1y Score
0.714
Return 3m Score
0.572
Return 6m Score
0.628
Return Skewness 1y Score
0.569
Sortino 1y Score
0.545
Sortino 3m Score
0.496
Trend R2 1y Score
0.740
Trend R2 3m Score
0.072
Trend Slope 1y Score
0.592
Trend Slope 3m Score
0.529
Volatility 1y Score
0.306
Volatility 3m Score
0.345