Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

CCJ

Energy | v2 | as of 2026-07-23
Close

Research Detail

CCJ

CCJ

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
2.188
Correlation To Benchmark 1y
0.500
Inverse To Benchmark 1y
0.500
Drawdown Score 1m
0.117
Drawdown Score 3m
0.177
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
0.332
Drawdown Score 1y
0.435
Drawdown Score 2y
0.500
Drawdown Score 5y
0.600
Return 1w
0.023
Return 1m
-0.180
Return 3m
-0.294
Return 6m
-0.270
Return 1y
0.149
Return 2y
0.931
Return 5y
4.204
Sharpe 1m
-6.032
Sharpe 3m
-2.370
Sharpe 6m
-0.846
Sharpe 1y
0.520
Sharpe 2y
0.890
Sharpe 5y
0.909
Trend 1w
0.009
Trend 1m
-0.010
Trend 3m
-0.005
Trend 6m
-0.002
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.427
Volatility 1m
0.381
Volatility 3m
0.527
Volatility 6m
0.559
Volatility 1y
0.556
Volatility 2y
0.520
Volatility 5y
0.498
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
CCJ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:08 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.092
Aptet Fit Raw Score
0.128
Aptet Fit Confidence
0.434
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.858
Force Fit Raw Score
0.873
Force Fit Confidence
0.965
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:08 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CCJ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CCJ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "CCJ",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08396745989971957,
    "eligibleDays": 330,
    "fitnessScore": -0.17571696023546385,
    "lookbackDays": 30,
    "returnLift1D": -0.0018627685990127573,
    "hitRateLift1D": -0.46774193548387094,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.46774193548387094,
      "5": 0.6363636363636364,
      "10": 0.56
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0018627685990127573,
      "5": 0.010506127933410414,
      "10": 0.004530296562310645
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08396745989971957,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.06853842516554098,
    "bestRawFitnessScore": -0.17571696023546385,
    "upperQuartileComboQuality": 0.08396745989971957
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.0918115756545807,
    "rawScore": 0.12801777925641578,
    "confidence": 0.4343566368337771,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.33507712615155777,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 330,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 30,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 315,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 45,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 315,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 45,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 315,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 45,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 315,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 45,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 297,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 63,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 297,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 63,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 297,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 63,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08396745989971957,
      "eligibleDays": 297,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 63,
      "returnLift1D": -0.0018627685990127573,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.7142857142857143,
        "10": 0.42857142857142855
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.07479029032472795,
      "eligibleDays": 352,
      "fitnessScore": -0.20337311852189358,
      "lookbackDays": 14,
      "returnLift1D": -0.005888117588849114,
      "hitRateLift1D": -0.03917050691244239,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.7753843880704789,
      "shadowSharpeLike": -0.6721603569873007,
      "avgForwardReturns": {
        "1": -0.004025348989836356,
        "5": 0.007315061236460466,
        "10": -0.01875640916934112
      },
      "shadowMaxDrawdown": -0.04230901337260029,
      "shadowTotalReturn": -0.031454059638460485,
      "avgForwardReturn1D": -0.004025348989836356,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-24",
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 7,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.38461538461538464,
        "5": 0.5,
        "10": 0.4166666666666667
      },
      "hitRate1D": 0.38461538461538464,
      "comboQuality": 0.062286560006354026,
      "eligibleDays": 352,
      "fitnessScore": -0.24657372037410138,
      "lookbackDays": 14,
      "returnLift1D": -0.003598693070429184,
      "hitRateLift1D": -0.0831265508684863,
      "activationRate": 0.036931818181818184,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.8831677659000101,
      "shadowSharpeLike": -0.246627866882895,
      "avgForwardReturns": {
        "1": -0.001735924471416427,
        "5": -0.0031935159128686683,
        "10": -0.02820278060063408
      },
      "shadowMaxDrawdown": -0.1151369813340678,
      "shadowTotalReturn": -0.030235604096363278,
      "avgForwardReturn1D": -0.001735924471416427,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27"
      ],
      "horizonObservationCounts": {
        "1": 13,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0.6666666666666666,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.04570898732422287,
      "eligibleDays": 352,
      "fitnessScore": -0.3185082210238244,
      "lookbackDays": 14,
      "returnLift1D": -0.010630950160176672,
      "hitRateLift1D": -0.13440860215053763,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.663014084041408,
      "shadowSharpeLike": -0.6787278449893333,
      "avgForwardReturns": {
        "1": -0.008768181561163916,
        "5": -0.010114294092772572,
        "10": -0.01778561249812612
      },
      "shadowMaxDrawdown": -0.03462629637196546,
      "shadowTotalReturn": -0.02953859444300322,
      "avgForwardReturn1D": -0.008768181561163916,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-16",
        "2026-04-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.4,
        "5": 0.5,
        "10": 0.42857142857142855
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.04428078032693828,
      "eligibleDays": 352,
      "fitnessScore": -0.32582095600724115,
      "lookbackDays": 14,
      "returnLift1D": -0.005658819875994566,
      "hitRateLift1D": -0.06774193548387092,
      "activationRate": 0.04261363636363636,
      "activationCount": 15,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.9174250831925524,
      "shadowSharpeLike": -0.5092244179853144,
      "avgForwardReturns": {
        "1": -0.003796051276981808,
        "5": -0.0017188245852385636,
        "10": -0.021000081216156246
      },
      "shadowMaxDrawdown": -0.1500805213505776,
      "shadowTotalReturn": -0.06284294633066312,
      "avgForwardReturn1D": -0.003796051276981808,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-13",
        "2026-04-14",
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24"
      ],
      "horizonObservationCounts": {
        "1": 15,
        "5": 14,
        "10": 14
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.2,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.2,
      "comboQuality": 0.007952069200719732,
      "eligibleDays": 330,
      "fitnessScore": -0.7117946354037912,
      "lookbackDays": 30,
      "returnLift1D": -0.025182189524101565,
      "hitRateLift1D": -0.26774193548387093,
      "activationRate": 0.015151515151515152,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.6583333333333333,
      "shadowSharpeLike": -1.3243901445828388,
      "avgForwardReturns": {
        "1": -0.023319420925088808,
        "5": -0.014464005289693382,
        "10": -0.11685921184056969
      },
      "shadowMaxDrawdown": -0.1146365804431374,
      "shadowTotalReturn": -0.1146365804431374,
      "avgForwardReturn1D": -0.023319420925088808,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.2,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.2,
      "comboQuality": 0.007952069200719732,
      "eligibleDays": 330,
      "fitnessScore": -0.7117946354037912,
      "lookbackDays": 30,
      "returnLift1D": -0.025182189524101565,
      "hitRateLift1D": -0.26774193548387093,
      "activationRate": 0.015151515151515152,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.6583333333333333,
      "shadowSharpeLike": -1.3243901445828388,
      "avgForwardReturns": {
        "1": -0.023319420925088808,
        "5": -0.014464005289693382,
        "10": -0.11685921184056969
      },
      "shadowMaxDrawdown": -0.1146365804431374,
      "shadowTotalReturn": -0.1146365804431374,
      "avgForwardReturn1D": -0.023319420925088808,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-07",
        "2026-05-08",
        "2026-05-11",
        "2026-05-12"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 1,
        "10": 4
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.005714560618994335,
      "eligibleDays": 339,
      "fitnessScore": -0.7849815214238666,
      "lookbackDays": 21,
      "returnLift1D": -0.024035460056797905,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.6185696395969635,
      "shadowSharpeLike": -1.2981205603863173,
      "avgForwardReturns": {
        "1": -0.022172691457785148,
        "5": -0.054452545640793604,
        "10": -0.06642396691451657
      },
      "shadowMaxDrawdown": -0.06817647097638657,
      "shadowTotalReturn": -0.06817647097638657,
      "avgForwardReturn1D": -0.022172691457785148,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-24",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.125,
        "5": 0,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.125,
      "comboQuality": 0.0035157975605767207,
      "eligibleDays": 339,
      "fitnessScore": -0.8923327146875475,
      "lookbackDays": 21,
      "returnLift1D": -0.02049235079809006,
      "hitRateLift1D": -0.34274193548387094,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.7728505426185218,
      "shadowSharpeLike": -1.2611918045133617,
      "avgForwardReturns": {
        "1": -0.018629582199077302,
        "5": -0.03673234854761531,
        "10": -0.03660445494515646
      },
      "shadowMaxDrawdown": -0.1872082727628902,
      "shadowTotalReturn": -0.14574181256190555,
      "avgForwardReturn1D": -0.018629582199077302,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-05-05",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 7,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.0020561639715603727,
      "eligibleDays": 330,
      "fitnessScore": -1.0106680782389132,
      "lookbackDays": 30,
      "returnLift1D": -0.03637675970804431,
      "hitRateLift1D": -0.46774193548387094,
      "activationRate": 0.012121212121212121,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.6293008108583102,
      "shadowSharpeLike": -1.6368746127474811,
      "avgForwardReturns": {
        "1": -0.034513991109031555,
        "5": -0.014464005289693382,
        "10": -0.12157519274949136
      },
      "shadowMaxDrawdown": -0.134114545036506,
      "shadowTotalReturn": -0.134114545036506,
      "avgForwardReturn1D": -0.034513991109031555,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-05",
        "2026-05-07",
        "2026-05-08",
        "2026-05-12"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 1,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.1,
        "5": 0,
        "10": 0.14285714285714285
      },
      "hitRate1D": 0.1,
      "comboQuality": 0.0020175541440155347,
      "eligibleDays": 339,
      "fitnessScore": -1.0148469403469629,
      "lookbackDays": 21,
      "returnLift1D": -0.020944137368281792,
      "hitRateLift1D": -0.3677419354838709,
      "activationRate": 0.029498525073746312,
      "activationCount": 10,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.805575396319268,
      "shadowSharpeLike": -1.505364082226407,
      "avgForwardReturns": {
        "1": -0.019081368769269035,
        "5": -0.03660656575894203,
        "10": -0.054196153469545795
      },
      "shadowMaxDrawdown": -0.2219182492773868,
      "shadowTotalReturn": -0.18222259925013273,
      "avgForwardReturn1D": -0.019081368769269035,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-05-04",
        "2026-05-05",
        "2026-05-07",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 8,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.07692307692307693,
        "5": 0,
        "10": 0.1111111111111111
      },
      "hitRate1D": 0.07692307692307693,
      "comboQuality": 0.0008821892441219255,
      "eligibleDays": 339,
      "fitnessScore": -1.1970887044523126,
      "lookbackDays": 21,
      "returnLift1D": -0.021748695968700722,
      "hitRateLift1D": -0.390818858560794,
      "activationRate": 0.038348082595870206,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.46774193548387094,
        "5": 0.6363636363636364,
        "10": 0.56
      },
      "sampleConfidence": 0.8523985351307793,
      "shadowSharpeLike": -1.9277322754178845,
      "avgForwardReturns": {
        "1": -0.019885927369687965,
        "5": -0.03563257184431109,
        "10": -0.0649280342132681
      },
      "shadowMaxDrawdown": -0.2749096328806895,
      "shadowTotalReturn": -0.23791746152521132,
      "avgForwardReturn1D": -0.019885927369687965,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-05-04",
        "2026-05-05",
        "2026-05-07",
        "2026-05-08"
      ],
      "horizonObservationCounts": {
        "1": 13,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018627685990127573,
        "5": 0.010506127933410414,
        "10": 0.004530296562310645
      }
    }
  ],
  "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": 0.07479029032472795,
      "fitnessScore": -0.20337311852189358,
      "lookbackDays": 14,
      "returnLift1D": -0.005888117588849114,
      "activationRate": 0.019886363636363636,
      "activationCount": 7,
      "sampleConfidence": 0.7753843880704789,
      "shadowTotalReturn": -0.031454059638460485,
      "avgForwardReturn1D": -0.004025348989836356
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.005714560618994335,
      "fitnessScore": -0.7849815214238666,
      "lookbackDays": 21,
      "returnLift1D": -0.024035460056797905,
      "activationRate": 0.008849557522123894,
      "activationCount": 3,
      "sampleConfidence": 0.6185696395969635,
      "shadowTotalReturn": -0.06817647097638657,
      "avgForwardReturn1D": -0.022172691457785148
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08396745989971957,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 30,
      "returnLift1D": -0.0018627685990127573,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08396745989971957,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 45,
      "returnLift1D": -0.0018627685990127573,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08396745989971957,
      "fitnessScore": -0.17571696023546385,
      "lookbackDays": 63,
      "returnLift1D": -0.0018627685990127573,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "f1a394a27fa067a60f87a805294e87c812b9741945aa58275c58434593b4b32f",
    "size": 13,
    "members": [
      "CCJ",
      "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",
      "CCJ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CCJ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "CCJ",
    "hitRates": {
      "1": 0.5217391304347826,
      "5": 0.6130434782608696,
      "10": 0.6521739130434783
    },
    "hitRate1D": 0.5217391304347826,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.9893848660785705,
    "eligibleDays": 326,
    "fitnessScore": 1.347656592085421,
    "lookbackDays": 63,
    "returnLift1D": 0.00042467461675260807,
    "hitRateLift1D": 0.00026673779674579734,
    "portfolioSize": 4,
    "activationRate": 0.7055214723926381,
    "activationCount": 230,
    "baselineHitRates": {
      "1": 0.5214723926380368,
      "5": 0.5838509316770186,
      "10": 0.6151419558359621
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3124693141032313,
    "avgForwardReturns": {
      "1": 0.0034030480536458955,
      "5": 0.017509593235379352,
      "10": 0.037802031345755834
    },
    "shadowMaxDrawdown": -0.25731661491967817,
    "shadowTotalReturn": 0.9041343930361923,
    "avgForwardReturn1D": 0.0034030480536458955,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-05",
      "2025-05-08",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21"
    ],
    "horizonObservationCounts": {
      "1": 230,
      "5": 230,
      "10": 230
    },
    "baselineAvgForwardReturns": {
      "1": 0.0029783734368932875,
      "5": 0.015238064201193887,
      "10": 0.03029436500295484
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9893848660785705,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7814148926050166,
    "bestRawFitnessScore": 1.347656592085421,
    "upperQuartileComboQuality": 0.8967096857059903
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8576921672792142,
    "rawScore": 0.8728047334901138,
    "confidence": 0.965370109416184,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.93826812554912,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.6130434782608696,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.5217391304347826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9893848660785705,
      "eligibleDays": 326,
      "fitnessScore": 1.347656592085421,
      "lookbackDays": 63,
      "returnLift1D": 0.00042467461675260807,
      "hitRateLift1D": 0.00026673779674579734,
      "portfolioSize": 4,
      "activationRate": 0.7055214723926381,
      "activationCount": 230,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5838509316770186,
        "10": 0.6151419558359621
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3124693141032313,
      "avgForwardReturns": {
        "1": 0.0034030480536458955,
        "5": 0.017509593235379352,
        "10": 0.037802031345755834
      },
      "shadowMaxDrawdown": -0.25731661491967817,
      "shadowTotalReturn": 0.9041343930361923,
      "avgForwardReturn1D": 0.0034030480536458955,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 230,
        "5": 230,
        "10": 230
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029783734368932875,
        "5": 0.015238064201193887,
        "10": 0.03029436500295484
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.6130434782608696,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.5217391304347826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9893848660785705,
      "eligibleDays": 326,
      "fitnessScore": 1.347656592085421,
      "lookbackDays": 63,
      "returnLift1D": 0.00042467461675260807,
      "hitRateLift1D": 0.00026673779674579734,
      "portfolioSize": 5,
      "activationRate": 0.7055214723926381,
      "activationCount": 230,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5838509316770186,
        "10": 0.6151419558359621
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3124693141032313,
      "avgForwardReturns": {
        "1": 0.0034030480536458955,
        "5": 0.017509593235379352,
        "10": 0.037802031345755834
      },
      "shadowMaxDrawdown": -0.25731661491967817,
      "shadowTotalReturn": 0.9041343930361923,
      "avgForwardReturn1D": 0.0034030480536458955,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 230,
        "5": 230,
        "10": 230
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029783734368932875,
        "5": 0.015238064201193887,
        "10": 0.03029436500295484
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.52,
        "5": 0.6044444444444445,
        "10": 0.6444444444444445
      },
      "hitRate1D": 0.52,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9862887950471684,
      "eligibleDays": 326,
      "fitnessScore": 1.290661882375831,
      "lookbackDays": 63,
      "returnLift1D": 0.000405340067526246,
      "hitRateLift1D": -0.0014723926380367791,
      "portfolioSize": 3,
      "activationRate": 0.6901840490797546,
      "activationCount": 225,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5838509316770186,
        "10": 0.6151419558359621
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.285423280963351,
      "avgForwardReturns": {
        "1": 0.0033837135044195335,
        "5": 0.01682135335772034,
        "10": 0.03623365594305151
      },
      "shadowMaxDrawdown": -0.27237177735995366,
      "shadowTotalReturn": 0.8675084396178281,
      "avgForwardReturn1D": 0.0033837135044195335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 225,
        "5": 225,
        "10": 225
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029783734368932875,
        "5": 0.015238064201193887,
        "10": 0.03029436500295484
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5326633165829145,
        "5": 0.5778894472361809,
        "10": 0.6130653266331658
      },
      "hitRate1D": 0.5326633165829145,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9347999360250225,
      "eligibleDays": 326,
      "fitnessScore": 0.9358318584985215,
      "lookbackDays": 63,
      "returnLift1D": -0.00012431100312219152,
      "hitRateLift1D": 0.011190923944877751,
      "portfolioSize": 2,
      "activationRate": 0.6104294478527608,
      "activationCount": 199,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5838509316770186,
        "10": 0.6151419558359621
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1100240301590822,
      "avgForwardReturns": {
        "1": 0.002854062433771096,
        "5": 0.013598582647763858,
        "10": 0.031720348972222936
      },
      "shadowMaxDrawdown": -0.30689086933634946,
      "shadowTotalReturn": 0.5846024659939559,
      "avgForwardReturn1D": 0.002854062433771096,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 199,
        "5": 199,
        "10": 199
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029783734368932875,
        "5": 0.015238064201193887,
        "10": 0.03029436500295484
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5146198830409356,
        "5": 0.5672514619883041,
        "10": 0.5847953216374269
      },
      "hitRate1D": 0.5146198830409356,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.8973349773349714,
      "eligibleDays": 344,
      "fitnessScore": 0.8269507056638423,
      "lookbackDays": 45,
      "returnLift1D": 0.0002738324448767551,
      "hitRateLift1D": -0.005728954168366718,
      "portfolioSize": 2,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5735294117647058,
        "10": 0.5970149253731343
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9809223704720518,
      "avgForwardReturns": {
        "1": 0.00312731948307569,
        "5": 0.017808730667133343,
        "10": 0.03253098582387416
      },
      "shadowMaxDrawdown": -0.22382717442187927,
      "shadowTotalReturn": 0.5287275595504548,
      "avgForwardReturn1D": 0.00312731948307569,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002853487038198935,
        "5": 0.013321794036562447,
        "10": 0.02643564966224828
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5071090047393365,
        "5": 0.5592417061611374,
        "10": 0.5876777251184834
      },
      "hitRate1D": 0.5071090047393365,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8965012551629966,
      "eligibleDays": 344,
      "fitnessScore": 0.824966845685486,
      "lookbackDays": 45,
      "returnLift1D": -0.0001614696574521947,
      "hitRateLift1D": -0.013239832469965851,
      "portfolioSize": 4,
      "activationRate": 0.6133720930232558,
      "activationCount": 211,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5735294117647058,
        "10": 0.5970149253731343
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.919757451891555,
      "avgForwardReturns": {
        "1": 0.0026920173807467402,
        "5": 0.01440795711528009,
        "10": 0.029081653938803888
      },
      "shadowMaxDrawdown": -0.32078849131625775,
      "shadowTotalReturn": 0.5279015886331413,
      "avgForwardReturn1D": 0.0026920173807467402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 211,
        "5": 211,
        "10": 211
      },
      "baselineAvgForwardReturns": {
        "1": 0.002853487038198935,
        "5": 0.013321794036562447,
        "10": 0.02643564966224828
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5071090047393365,
        "5": 0.5592417061611374,
        "10": 0.5876777251184834
      },
      "hitRate1D": 0.5071090047393365,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8965012551629966,
      "eligibleDays": 344,
      "fitnessScore": 0.824966845685486,
      "lookbackDays": 45,
      "returnLift1D": -0.0001614696574521947,
      "hitRateLift1D": -0.013239832469965851,
      "portfolioSize": 5,
      "activationRate": 0.6133720930232558,
      "activationCount": 211,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5735294117647058,
        "10": 0.5970149253731343
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.919757451891555,
      "avgForwardReturns": {
        "1": 0.0026920173807467402,
        "5": 0.01440795711528009,
        "10": 0.029081653938803888
      },
      "shadowMaxDrawdown": -0.32078849131625775,
      "shadowTotalReturn": 0.5279015886331413,
      "avgForwardReturn1D": 0.0026920173807467402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 211,
        "5": 211,
        "10": 211
      },
      "baselineAvgForwardReturns": {
        "1": 0.002853487038198935,
        "5": 0.013321794036562447,
        "10": 0.02643564966224828
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5128205128205128,
        "5": 0.558974358974359,
        "10": 0.5846153846153846
      },
      "hitRate1D": 0.5128205128205128,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.8497583425716213,
      "eligibleDays": 344,
      "fitnessScore": 0.731195530965721,
      "lookbackDays": 45,
      "returnLift1D": -0.00020956248614429056,
      "hitRateLift1D": -0.007528324388789587,
      "portfolioSize": 3,
      "activationRate": 0.5668604651162791,
      "activationCount": 195,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5735294117647058,
        "10": 0.5970149253731343
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8666120885385568,
      "avgForwardReturns": {
        "1": 0.0026439245520546444,
        "5": 0.015436294827178306,
        "10": 0.03046002536577269
      },
      "shadowMaxDrawdown": -0.3372374124544718,
      "shadowTotalReturn": 0.4644401882661169,
      "avgForwardReturn1D": 0.0026439245520546444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 195,
        "5": 195,
        "10": 195
      },
      "baselineAvgForwardReturns": {
        "1": 0.002853487038198935,
        "5": 0.013321794036562447,
        "10": 0.02643564966224828
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5026178010471204,
        "5": 0.6073298429319371,
        "10": 0.6178010471204188
      },
      "hitRate1D": 0.5026178010471204,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8303705932405697,
      "eligibleDays": 359,
      "fitnessScore": 0.6994163203918009,
      "lookbackDays": 30,
      "returnLift1D": 0.00035410351767550113,
      "hitRateLift1D": -0.012702533214718037,
      "portfolioSize": 4,
      "activationRate": 0.532033426183844,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5549295774647888,
        "10": 0.5857142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8592882533820229,
      "avgForwardReturns": {
        "1": 0.0026919333822448656,
        "5": 0.018189730807337916,
        "10": 0.036778845353974285
      },
      "shadowMaxDrawdown": -0.3583595362387515,
      "shadowTotalReturn": 0.46888206916015696,
      "avgForwardReturn1D": 0.0026919333822448656,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023378298645693645,
        "5": 0.011375600103460014,
        "10": 0.024018921505290544
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5026178010471204,
        "5": 0.6073298429319371,
        "10": 0.6178010471204188
      },
      "hitRate1D": 0.5026178010471204,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8303705932405697,
      "eligibleDays": 359,
      "fitnessScore": 0.6994163203918009,
      "lookbackDays": 30,
      "returnLift1D": 0.00035410351767550113,
      "hitRateLift1D": -0.012702533214718037,
      "portfolioSize": 5,
      "activationRate": 0.532033426183844,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5549295774647888,
        "10": 0.5857142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8592882533820229,
      "avgForwardReturns": {
        "1": 0.0026919333822448656,
        "5": 0.018189730807337916,
        "10": 0.036778845353974285
      },
      "shadowMaxDrawdown": -0.3583595362387515,
      "shadowTotalReturn": 0.46888206916015696,
      "avgForwardReturn1D": 0.0026919333822448656,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023378298645693645,
        "5": 0.011375600103460014,
        "10": 0.024018921505290544
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.6095890410958904,
        "10": 0.6506849315068494
      },
      "hitRate1D": 0.5205479452054794,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7324591919694636,
      "eligibleDays": 368,
      "fitnessScore": 0.5715698145388807,
      "lookbackDays": 21,
      "returnLift1D": 0.0004789984165552998,
      "hitRateLift1D": 0.006960988683740288,
      "portfolioSize": 2,
      "activationRate": 0.3967391304347826,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5467032967032966,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8677885422807786,
      "avgForwardReturns": {
        "1": 0.0027543489197904723,
        "5": 0.01922417068941297,
        "10": 0.04382372598685055
      },
      "shadowMaxDrawdown": -0.3171404936874791,
      "shadowTotalReturn": 0.37280825146626584,
      "avgForwardReturn1D": 0.0027543489197904723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-01",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022753505032351725,
        "5": 0.010269070415778833,
        "10": 0.02106299749606036
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5136986301369864,
        "5": 0.6164383561643836,
        "10": 0.6438356164383562
      },
      "hitRate1D": 0.5136986301369864,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7126434569026242,
      "eligibleDays": 359,
      "fitnessScore": 0.5498166455390427,
      "lookbackDays": 30,
      "returnLift1D": 0.00045513170511290047,
      "hitRateLift1D": -0.0016217041248520747,
      "portfolioSize": 2,
      "activationRate": 0.40668523676880225,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5549295774647888,
        "10": 0.5857142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8843743158704799,
      "avgForwardReturns": {
        "1": 0.002792961569682265,
        "5": 0.021696654828717087,
        "10": 0.04612442469211092
      },
      "shadowMaxDrawdown": -0.38401622488852094,
      "shadowTotalReturn": 0.381831701485722,
      "avgForwardReturn1D": 0.002792961569682265,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023378298645693645,
        "5": 0.011375600103460014,
        "10": 0.024018921505290544
      }
    },
    {
      "topN": 2,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5352112676056338,
        "5": 0.5774647887323944,
        "10": 0.6056338028169014
      },
      "hitRate1D": 0.5352112676056338,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6659852129052871,
      "eligibleDays": 375,
      "fitnessScore": 0.5018180845969997,
      "lookbackDays": 14,
      "returnLift1D": 0.0006376741896931006,
      "hitRateLift1D": 0.023211267605633745,
      "portfolioSize": 2,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5444743935309974,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7257823389418407,
      "avgForwardReturns": {
        "1": 0.0024270923359770184,
        "5": 0.012240922983434375,
        "10": 0.035445865829084294
      },
      "shadowMaxDrawdown": -0.2958581867674046,
      "shadowTotalReturn": 0.2966385058056915,
      "avgForwardReturn1D": 0.0024270923359770184,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017894181462839178,
        "5": 0.009496630738425474,
        "10": 0.019991444765525286
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5057471264367817,
        "5": 0.5747126436781609,
        "10": 0.6149425287356322
      },
      "hitRate1D": 0.5057471264367817,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.664930732047231,
      "eligibleDays": 368,
      "fitnessScore": 0.5007760303359705,
      "lookbackDays": 21,
      "returnLift1D": -0.00008696906346830407,
      "hitRateLift1D": -0.007839830084957478,
      "portfolioSize": 4,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5467032967032966,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.731548297989316,
      "avgForwardReturns": {
        "1": 0.0021883814397668684,
        "5": 0.015873776540416797,
        "10": 0.03627650164494682
      },
      "shadowMaxDrawdown": -0.3633448231059143,
      "shadowTotalReturn": 0.32180104229827444,
      "avgForwardReturn1D": 0.0021883814397668684,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-01",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 174,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022753505032351725,
        "5": 0.010269070415778833,
        "10": 0.02106299749606036
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5057471264367817,
        "5": 0.5747126436781609,
        "10": 0.6149425287356322
      },
      "hitRate1D": 0.5057471264367817,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.664930732047231,
      "eligibleDays": 368,
      "fitnessScore": 0.5007760303359705,
      "lookbackDays": 21,
      "returnLift1D": -0.00008696906346830407,
      "hitRateLift1D": -0.007839830084957478,
      "portfolioSize": 5,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5467032967032966,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.731548297989316,
      "avgForwardReturns": {
        "1": 0.0021883814397668684,
        "5": 0.015873776540416797,
        "10": 0.03627650164494682
      },
      "shadowMaxDrawdown": -0.3633448231059143,
      "shadowTotalReturn": 0.32180104229827444,
      "avgForwardReturn1D": 0.0021883814397668684,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-01",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 174,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022753505032351725,
        "5": 0.010269070415778833,
        "10": 0.02106299749606036
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5121951219512195,
        "5": 0.5792682926829268,
        "10": 0.6219512195121951
      },
      "hitRate1D": 0.5121951219512195,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6541166085376665,
      "eligibleDays": 368,
      "fitnessScore": 0.4901804660785666,
      "lookbackDays": 21,
      "returnLift1D": -0.00012070828332120219,
      "hitRateLift1D": -0.0013918345705196122,
      "portfolioSize": 3,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5135869565217391,
        "5": 0.5467032967032966,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7148372978951083,
      "avgForwardReturns": {
        "1": 0.0021546422199139703,
        "5": 0.016208715118291948,
        "10": 0.04016782678386762
      },
      "shadowMaxDrawdown": -0.3120313987408633,
      "shadowTotalReturn": 0.2977465683649647,
      "avgForwardReturn1D": 0.0021546422199139703,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-01",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022753505032351725,
        "5": 0.010269070415778833,
        "10": 0.02106299749606036
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.49714285714285716,
        "5": 0.6057142857142858,
        "10": 0.6171428571428571
      },
      "hitRate1D": 0.49714285714285716,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2635996224153745,
      "eligibleDays": 359,
      "fitnessScore": 0.12398462978408809,
      "lookbackDays": 30,
      "returnLift1D": -0.0015647853244923364,
      "hitRateLift1D": -0.018177477118981267,
      "portfolioSize": 3,
      "activationRate": 0.48746518105849584,
      "activationCount": 175,
      "baselineHitRates": {
        "1": 0.5153203342618384,
        "5": 0.5549295774647888,
        "10": 0.5857142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.23981832517635865,
      "avgForwardReturns": {
        "1": 0.0007730445400770281,
        "5": 0.0183530132421563,
        "10": 0.0375096448285921
      },
      "shadowMaxDrawdown": -0.41052671983198874,
      "shadowTotalReturn": 0.03531531370945218,
      "avgForwardReturn1D": 0.0007730445400770281,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 175,
        "5": 175,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023378298645693645,
        "5": 0.011375600103460014,
        "10": 0.024018921505290544
      }
    },
    {
      "topN": 3,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5030674846625767,
        "5": 0.5705521472392638,
        "10": 0.5705521472392638
      },
      "hitRate1D": 0.5030674846625767,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.06896435627641065,
      "eligibleDays": 375,
      "fitnessScore": -0.22259570863873826,
      "lookbackDays": 14,
      "returnLift1D": -0.002543337913105955,
      "hitRateLift1D": -0.008932515337423341,
      "portfolioSize": 3,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5444743935309974,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2788512481143642,
      "avgForwardReturns": {
        "1": -0.0007539197668220373,
        "5": 0.007330527735759691,
        "10": 0.029469036435806728
      },
      "shadowMaxDrawdown": -0.4496753314307721,
      "shadowTotalReturn": -0.21244173985541948,
      "avgForwardReturn1D": -0.0007539197668220373,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 163,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017894181462839178,
        "5": 0.009496630738425474,
        "10": 0.019991444765525286
      }
    },
    {
      "topN": 4,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5,
        "5": 0.5597826086956522,
        "10": 0.5652173913043478
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.058880090116024415,
      "eligibleDays": 375,
      "fitnessScore": -0.2597448620315851,
      "lookbackDays": 14,
      "returnLift1D": -0.00255126374205929,
      "hitRateLift1D": -0.01200000000000001,
      "portfolioSize": 4,
      "activationRate": 0.49066666666666664,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5444743935309974,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.30758001262156187,
      "avgForwardReturns": {
        "1": -0.0007618455957753724,
        "5": 0.008013278713242502,
        "10": 0.026199256563507328
      },
      "shadowMaxDrawdown": -0.526046721387883,
      "shadowTotalReturn": -0.23968294391988276,
      "avgForwardReturn1D": -0.0007618455957753724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 184,
        "10": 184
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017894181462839178,
        "5": 0.009496630738425474,
        "10": 0.019991444765525286
      }
    },
    {
      "topN": 5,
      "ticker": "CCJ",
      "hitRates": {
        "1": 0.5,
        "5": 0.5597826086956522,
        "10": 0.5652173913043478
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.058880090116024415,
      "eligibleDays": 375,
      "fitnessScore": -0.2597448620315851,
      "lookbackDays": 14,
      "returnLift1D": -0.00255126374205929,
      "hitRateLift1D": -0.01200000000000001,
      "portfolioSize": 5,
      "activationRate": 0.49066666666666664,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5444743935309974,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.30758001262156187,
      "avgForwardReturns": {
        "1": -0.0007618455957753724,
        "5": 0.008013278713242502,
        "10": 0.026199256563507328
      },
      "shadowMaxDrawdown": -0.526046721387883,
      "shadowTotalReturn": -0.23968294391988276,
      "avgForwardReturn1D": -0.0007618455957753724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 184,
        "10": 184
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017894181462839178,
        "5": 0.009496630738425474,
        "10": 0.019991444765525286
      }
    }
  ],
  "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": 0.6659852129052871,
      "fitnessScore": 0.5018180845969997,
      "lookbackDays": 14,
      "returnLift1D": 0.0006376741896931006,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2966385058056915,
      "avgForwardReturn1D": 0.0024270923359770184
    },
    {
      "comboQuality": 0.7324591919694636,
      "fitnessScore": 0.5715698145388807,
      "lookbackDays": 21,
      "returnLift1D": 0.0004789984165552998,
      "activationRate": 0.3967391304347826,
      "activationCount": 146,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.37280825146626584,
      "avgForwardReturn1D": 0.0027543489197904723
    },
    {
      "comboQuality": 0.8303705932405697,
      "fitnessScore": 0.6994163203918009,
      "lookbackDays": 30,
      "returnLift1D": 0.00035410351767550113,
      "activationRate": 0.532033426183844,
      "activationCount": 191,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.46888206916015696,
      "avgForwardReturn1D": 0.0026919333822448656
    },
    {
      "comboQuality": 0.8973349773349714,
      "fitnessScore": 0.8269507056638423,
      "lookbackDays": 45,
      "returnLift1D": 0.0002738324448767551,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.5287275595504548,
      "avgForwardReturn1D": 0.00312731948307569
    },
    {
      "comboQuality": 0.9893848660785705,
      "fitnessScore": 1.347656592085421,
      "lookbackDays": 63,
      "returnLift1D": 0.00042467461675260807,
      "activationRate": 0.7055214723926381,
      "activationCount": 230,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9041343930361923,
      "avgForwardReturn1D": 0.0034030480536458955
    }
  ],
  "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": "f1a394a27fa067a60f87a805294e87c812b9741945aa58275c58434593b4b32f",
    "size": 13,
    "members": [
      "CCJ",
      "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
0.577
Liquidity
0.846
Momentum
0.253
Relative strength
0.118
Trend quality
0.520
Stability
0.435
Aggression
0.566
Downside risk
0.474
Drawdown state
0.618
Quality momentum
0.330
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.500
Benchmark Independence 3m Score
0.383
Beta 1y Profile Score
0.875
Beta 3m Profile Score
0.996
Beta Change Score
0.651
Correlation Change Score
0.558
Current Drawdown Score
0.486
Days Since 52w High Score
0.480
Distance From 52w High Score
0.486
Distance From Sma 20 Score
0.413
Distance From Sma 200 Score
0.257
Distance From Sma 50 Score
0.288
Downside Volatility 1m Score
0.529
Downside Volatility 1y Score
0.599
Downside Volatility 2y Score
0.584
Downside Volatility 3m Score
0.627
Downside Volatility 5y Score
0.554
Downside Volatility 6m Score
0.675
Drawdown Recovery Score
1
Excess Return 1m Score
0.190
Excess Return 1y Score
0.437
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.328
Log Avg Dollar Volume 20d Score
0.846
Log Market Cap Score
0.577
Drawdown Score 1m
0.117
Drawdown Score 1y
0.435
Drawdown Score 2y
0.500
Drawdown Score 3m
0.177
Drawdown Score 5y
0.600
Drawdown Score 6m
0.332
Momentum Acceleration 1m Vs 3m Score
0.228
Momentum Acceleration 3m Vs 6m Score
0.324
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.148
Relative Volume 20d Score
0.292
Return 1m Score
0.201
Return 1w Score
0.575
Return 1y Score
0.593
Return 2y Score
0.552
Return 3m Score
0.133
Return 5y Score
0.400
Return 6m Score
0.275
Return Skewness 1y Score
0.696
Sector Excess Return 1y Score
0.027
Sharpe 1m Score
0
Sharpe 1y Score
0.504
Sharpe 2y Score
0.578
Sharpe 3m Score
0
Sharpe 5y Score
0.582
Sharpe 6m Score
0.231
Sortino 1m Score
0
Sortino 1y Score
0.447
Sortino 2y Score
0.493
Sortino 3m Score
0.075
Sortino 5y Score
0.497
Sortino 6m Score
0.269
Trend R2 1m Score
0.883
Trend R2 1w Score
0.473
Trend R2 1y Score
0.481
Trend R2 2y Score
0.820
Trend R2 3m Score
0.808
Trend R2 5y Score
0.900
Trend R2 6m Score
0.542
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.596
Trend Slope 2y Score
0.647
Trend Slope 3m Score
0.188
Trend Slope 5y Score
0.589
Trend Slope 6m Score
0.380
Volatility 1m Score
0.441
Volatility 1w Score
0.503
Volatility 1y Score
0.674
Volatility 2y Score
0.627
Volatility 3m Score
0.636
Volatility 5y Score
0.598
Volatility 6m Score
0.679
Worst Day 1y Score
0.536
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
344,228,574.26
Best Day 1y
0.234
Beta To Benchmark 1y
2.188
Beta 3m
2.490
Beta Change
0.301
Beta To Sector 1y
-0.184
Correlation To Benchmark 1y
0.500
Correlation 3m
0.617
Correlation Change
0.117
Correlation To Sector 1y
-0.069
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.500
Benchmark Independence 3m Score
0.383
Beta 1y Profile Score
0.875
Beta 3m Profile Score
0.996
Beta Change Score
0.651
Correlation Change Score
0.558
Current Drawdown Score
0.486
Distance From Sma 20 Score
0.413
Distance From Sma 200 Score
0.257
Current Drawdown
-0.334
Days Since 52w High
121
Distance From 52w High
-0.334
Distance From Sma 20
-0.052
Distance From Sma 200
-0.146
Distance From Sma 50
-0.127
Downside Capture 1y
0.292
Downside Volatility 1m
0.447
Downside Volatility 1w
-
Downside Volatility 1y
0.499
Downside Volatility 2y
0.488
Downside Volatility 3m
0.520
Downside Volatility 5y
0.465
Downside Volatility 6m
0.556
Drawdown Recovery
1
Excess Return 1m
-0.186
Excess Return 1y
-0.038
Excess Return 3m
-0.334
Excess Return 6m
-0.352
Expected Shortfall 95 1y
-0.067
Market Cap
38,265,927,447.08
Max Drawdown 1m
-0.221
Max Drawdown 1w
-0.029
Max Drawdown 1y
-0.367
Max Drawdown 2y
-0.400
Max Drawdown 3m
-0.329
Max Drawdown 5y
-0.400
Max Drawdown 6m
-0.367
Momentum Acceleration 1m Vs 3m
-0.082
Momentum Acceleration 3m Vs 6m
-0.053
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
-0.006
Relative Volume 20d
1.088
Return 1m
-0.180
Return 1w
0.023
Return 1y
0.149
Return 2y
0.931
Return 3m
-0.294
Return 5y
4.204
Return 6m
-0.270
Return Skewness 1y
1.175
Sector Excess Return 1y
-0.284
Sharpe 1m
-6.032
Sharpe 1y
0.520
Sharpe 2y
0.890
Sharpe 3m
-2.370
Sharpe 5y
0.909
Sharpe 6m
-0.846
Sortino 1m
-5.135
Sortino 1y
0.580
Sortino 2y
0.948
Sortino 3m
-2.404
Sortino 5y
0.974
Sortino 6m
-0.850
Trend R2 1m
0.883
Trend R2 1w
0.473
Trend R2 1y
0.481
Trend R2 2y
0.820
Trend R2 3m
0.808
Trend R2 5y
0.900
Trend R2 6m
0.542
Trend 1m
-0.010
Trend 1w
0.009
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
-0.005
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
3.316
Value At Risk 95 1y
-0.050
Volatility 1m
0.381
Volatility 1w
0.427
Volatility 1y
0.556
Volatility 2y
0.520
Volatility 3m
0.527
Volatility 5y
0.498
Volatility 6m
0.559
Worst Day 1y
-0.093
Distance From Sma 50 Score
0.288
Downside Volatility 1y Score
0.599
Downside Volatility 3m Score
0.627
Drawdown Recovery Score
1
Excess Return 1m Score
0.190
Excess Return 1y Score
0.437
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.328
Log Avg Dollar Volume 20d Score
0.846
Log Market Cap Score
0.577
Drawdown Score 1y
0.435
Drawdown Score 5y
0.600
Momentum Acceleration 1m Vs 3m Score
0.228
Momentum Acceleration 3m Vs 6m Score
0.324
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.292
Return 1m Score
0.201
Return 1y Score
0.593
Return 3m Score
0.133
Return 6m Score
0.275
Return Skewness 1y Score
0.696
Sortino 1y Score
0.447
Sortino 3m Score
0.075
Trend R2 1y Score
0.481
Trend R2 3m Score
0.808
Trend Slope 1y Score
0.596
Trend Slope 3m Score
0.188
Volatility 1y Score
0.674
Volatility 3m Score
0.636