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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

CEG

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

Research Detail

CEG

CEG

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
1.410
Correlation To Benchmark 1y
0.382
Inverse To Benchmark 1y
0.618
Drawdown Score 1m
0.500
Drawdown Score 3m
0.335
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
0.480
Drawdown Score 1y
0.366
Drawdown Score 2y
0.366
Drawdown Score 5y
0.493
Return 1w
0.095
Return 1m
0.020
Return 3m
-0.039
Return 6m
-0.061
Return 1y
-0.128
Return 2y
0.489
Return 5y
5.806
Sharpe 1m
0.787
Sharpe 3m
-0.097
Sharpe 6m
-0.022
Sharpe 1y
-0.058
Sharpe 2y
0.630
Sharpe 5y
1.112
Trend 1w
0.021
Trend 1m
0.001
Trend 3m
-0.003
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
0.002
Volatility 1w
0.342
Volatility 1m
0.391
Volatility 3m
0.477
Volatility 6m
0.480
Volatility 1y
0.469
Volatility 2y
0.587
Volatility 5y
0.493
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
CEG
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
Utilities
Sector Benchmark Ticker
XLU
Feature Coverage Ratio
100%
History Coverage Days
1,131
Data Start Date
2022-01-19
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.359
Aptet Fit Raw Score
0.380
Aptet Fit Confidence
0.893
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.184
Force Fit Raw Score
0.198
Force Fit Confidence
0.861
Force Fit Label
poor
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",
      "CEG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CEG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CEG",
    "hitRates": {
      "1": 0.5362318840579711,
      "5": 0.5259259259259259,
      "10": 0.4888888888888889
    },
    "hitRate1D": 0.5362318840579711,
    "comboQuality": 0.6036264026381419,
    "eligibleDays": 330,
    "fitnessScore": 0.44253162021279574,
    "lookbackDays": 30,
    "returnLift1D": 0.0004953394405686022,
    "hitRateLift1D": 0.015019762845849827,
    "activationRate": 0.41818181818181815,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.5212121212121212,
      "5": 0.5368098159509203,
      "10": 0.5545171339563862
    },
    "sampleConfidence": 0.9971014492753624,
    "shadowSharpeLike": 0.6814459398291386,
    "avgForwardReturns": {
      "1": 0.001969398445104577,
      "5": 0.008098527033594946,
      "10": 0.01235195522380836
    },
    "shadowMaxDrawdown": -0.29348408683077465,
    "shadowTotalReturn": 0.227007203669358,
    "avgForwardReturn1D": 0.001969398445104577,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-17",
      "2025-04-21",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02"
    ],
    "horizonObservationCounts": {
      "1": 138,
      "5": 135,
      "10": 135
    },
    "baselineAvgForwardReturns": {
      "1": 0.001474059004535975,
      "5": 0.006956559369682937,
      "10": 0.013068243276407994
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6036264026381419,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18113053428280118,
    "bestRawFitnessScore": 0.44253162021279574,
    "upperQuartileComboQuality": 0.42328445253594915
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.35944619128412997,
    "rawScore": 0.37968224492558655,
    "confidence": 0.8934053203071286,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.04993492085482787,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.5543247884137875,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5362318840579711,
        "5": 0.5259259259259259,
        "10": 0.4888888888888889
      },
      "hitRate1D": 0.5362318840579711,
      "comboQuality": 0.6036264026381419,
      "eligibleDays": 330,
      "fitnessScore": 0.44253162021279574,
      "lookbackDays": 30,
      "returnLift1D": 0.0004953394405686022,
      "hitRateLift1D": 0.015019762845849827,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5212121212121212,
        "5": 0.5368098159509203,
        "10": 0.5545171339563862
      },
      "sampleConfidence": 0.9971014492753624,
      "shadowSharpeLike": 0.6814459398291386,
      "avgForwardReturns": {
        "1": 0.001969398445104577,
        "5": 0.008098527033594946,
        "10": 0.01235195522380836
      },
      "shadowMaxDrawdown": -0.29348408683077465,
      "shadowTotalReturn": 0.227007203669358,
      "avgForwardReturn1D": 0.001969398445104577,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001474059004535975,
        "5": 0.006956559369682937,
        "10": 0.013068243276407994
      }
    },
    {
      "topN": 3,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5169491525423728,
        "10": 0.4745762711864407
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.5188237473395844,
      "eligibleDays": 330,
      "fitnessScore": 0.36657273031756493,
      "lookbackDays": 30,
      "returnLift1D": 0.0003057670320496444,
      "hitRateLift1D": 0.024242424242424176,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5212121212121212,
        "5": 0.5368098159509203,
        "10": 0.5545171339563862
      },
      "sampleConfidence": 0.9966942148760332,
      "shadowSharpeLike": 0.5541013065033982,
      "avgForwardReturns": {
        "1": 0.0017798260365856193,
        "5": 0.00863273915927632,
        "10": 0.011044851326960935
      },
      "shadowMaxDrawdown": -0.2609954217895304,
      "shadowTotalReturn": 0.16492710766898488,
      "avgForwardReturn1D": 0.0017798260365856193,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.001474059004535975,
        "5": 0.006956559369682937,
        "10": 0.013068243276407994
      }
    },
    {
      "topN": 4,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.5118110236220472,
        "10": 0.48031496062992124
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.5171770409095129,
      "eligibleDays": 330,
      "fitnessScore": 0.3651217467837673,
      "lookbackDays": 30,
      "returnLift1D": 0.000152976854059781,
      "hitRateLift1D": 0.017249417249417198,
      "activationRate": 0.3939393939393939,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5212121212121212,
        "5": 0.5368098159509203,
        "10": 0.5545171339563862
      },
      "sampleConfidence": 0.996923076923077,
      "shadowSharpeLike": 0.5367079646424529,
      "avgForwardReturns": {
        "1": 0.0016270358585957559,
        "5": 0.007216627642947438,
        "10": 0.0083996270014567
      },
      "shadowMaxDrawdown": -0.25059196334865375,
      "shadowTotalReturn": 0.15833105806584724,
      "avgForwardReturn1D": 0.0016270358585957559,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 127,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.001474059004535975,
        "5": 0.006956559369682937,
        "10": 0.013068243276407994
      }
    },
    {
      "topN": 2,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5145631067961165,
        "10": 0.4854368932038835
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.47860323709623825,
      "eligibleDays": 330,
      "fitnessScore": 0.331159342146207,
      "lookbackDays": 30,
      "returnLift1D": 0.0006579582551878114,
      "hitRateLift1D": 0.012121212121212088,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5212121212121212,
        "5": 0.5368098159509203,
        "10": 0.5545171339563862
      },
      "sampleConfidence": 0.9974603174603175,
      "shadowSharpeLike": 0.6105827550197889,
      "avgForwardReturns": {
        "1": 0.0021320172597237863,
        "5": 0.01074752682646311,
        "10": 0.012068694572549827
      },
      "shadowMaxDrawdown": -0.3048716816331697,
      "shadowTotalReturn": 0.17959916233279993,
      "avgForwardReturn1D": 0.0021320172597237863,
      "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",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.001474059004535975,
        "5": 0.006956559369682937,
        "10": 0.013068243276407994
      }
    },
    {
      "topN": 2,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5192307692307693,
        "5": 0.5392156862745098,
        "10": 0.5294117647058824
      },
      "hitRate1D": 0.5192307692307693,
      "comboQuality": 0.43571861311315196,
      "eligibleDays": 352,
      "fitnessScore": 0.29311759469051113,
      "lookbackDays": 14,
      "returnLift1D": 0.0005793761139785158,
      "hitRateLift1D": -0.002136752136752129,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5213675213675214,
        "5": 0.5360230547550432,
        "10": 0.5335276967930029
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.5207009034753233,
      "avgForwardReturns": {
        "1": 0.0019043945700659064,
        "5": 0.015309791192971404,
        "10": 0.017141955329728623
      },
      "shadowMaxDrawdown": -0.22732738366106753,
      "shadowTotalReturn": 0.14846293197489624,
      "avgForwardReturn1D": 0.0019043945700659064,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 102,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013250184560873906,
        "5": 0.005652568308045126,
        "10": 0.007487132709618407
      }
    },
    {
      "topN": 5,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.5147058823529411,
        "5": 0.5407407407407407,
        "10": 0.5851851851851851
      },
      "hitRate1D": 0.5147058823529411,
      "comboQuality": 0.4191397323435482,
      "eligibleDays": 315,
      "fitnessScore": 0.2782127085237531,
      "lookbackDays": 45,
      "returnLift1D": -0.0002703756921473362,
      "hitRateLift1D": -0.002754435107376385,
      "activationRate": 0.43174603174603177,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5174603174603175,
        "5": 0.5305466237942122,
        "10": 0.5359477124183006
      },
      "sampleConfidence": 0.9990196078431373,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4752287398853887,
      "avgForwardReturns": {
        "1": -0.001048892797190501,
        "5": -0.002846064983981031,
        "10": -0.007024168040633158
      },
      "shadowMaxDrawdown": -0.34040966243827764,
      "shadowTotalReturn": -0.18516670563386528,
      "avgForwardReturn1D": -0.001048892797190501,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002457912135796,
        "5": 0.0004001709760056226,
        "10": -0.0012291775945907173
      }
    },
    {
      "topN": 5,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.4930555555555556,
        "5": 0.48226950354609927,
        "10": 0.475177304964539
      },
      "hitRate1D": 0.4930555555555556,
      "comboQuality": 0.07595734609184003,
      "eligibleDays": 352,
      "fitnessScore": -0.199688982856977,
      "lookbackDays": 14,
      "returnLift1D": -0.002054040707083259,
      "hitRateLift1D": -0.028311965811965822,
      "activationRate": 0.4119318181818182,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5213675213675214,
        "5": 0.5360230547550432,
        "10": 0.5335276967930029
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      "sampleConfidence": 0.9958620689655173,
      "shadowSharpeLike": -0.29307381042731734,
      "avgForwardReturns": {
        "1": -0.0007290222509958688,
        "5": 0.0036813742099040445,
        "10": 0.007493838944897957
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      "shadowMaxDrawdown": -0.4150526196435975,
      "shadowTotalReturn": -0.18415493094383673,
      "avgForwardReturn1D": -0.0007290222509958688,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013250184560873906,
        "5": 0.005652568308045126,
        "10": 0.007487132709618407
      }
    },
    {
      "topN": 3,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.47244094488188976,
        "5": 0.496,
        "10": 0.48
      },
      "hitRate1D": 0.47244094488188976,
      "comboQuality": 0.07042853752834953,
      "eligibleDays": 352,
      "fitnessScore": -0.2176275315178511,
      "lookbackDays": 14,
      "returnLift1D": -0.0020694471645522944,
      "hitRateLift1D": -0.048926576485631645,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5213675213675214,
        "5": 0.5360230547550432,
        "10": 0.5335276967930029
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      "sampleConfidence": 0.9963541666666668,
      "shadowSharpeLike": -0.29890872693324083,
      "avgForwardReturns": {
        "1": -0.0007444287084649039,
        "5": 0.005830871802518547,
        "10": 0.009575867363641806
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      "shadowMaxDrawdown": -0.3947180070322388,
      "shadowTotalReturn": -0.15764019449653288,
      "avgForwardReturn1D": -0.0007444287084649039,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013250184560873906,
        "5": 0.005652568308045126,
        "10": 0.007487132709618407
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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": 0.43571861311315196,
      "fitnessScore": 0.29311759469051113,
      "lookbackDays": 14,
      "returnLift1D": 0.0005793761139785158,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "sampleConfidence": 0.9955555555555556,
      "shadowTotalReturn": 0.14846293197489624,
      "avgForwardReturn1D": 0.0019043945700659064
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4034590085759201,
      "fitnessScore": 0.2639639254394211,
      "lookbackDays": 21,
      "returnLift1D": -0.0000954967115146504,
      "activationRate": 0.41002949852507375,
      "activationCount": 139,
      "sampleConfidence": 0.9980815347721823,
      "shadowTotalReturn": 0.09783169634647093,
      "avgForwardReturn1D": 0.0012136218749257263
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6036264026381419,
      "fitnessScore": 0.44253162021279574,
      "lookbackDays": 30,
      "returnLift1D": 0.0004953394405686022,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "sampleConfidence": 0.9971014492753624,
      "shadowTotalReturn": 0.227007203669358,
      "avgForwardReturn1D": 0.001969398445104577
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4191397323435482,
      "fitnessScore": 0.2782127085237531,
      "lookbackDays": 45,
      "returnLift1D": -0.0002703756921473362,
      "activationRate": 0.43174603174603177,
      "activationCount": 136,
      "sampleConfidence": 0.9990196078431373,
      "shadowTotalReturn": 0.10869779330987006,
      "avgForwardReturn1D": 0.0011801646833707838
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.18603098824087466,
      "fitnessScore": 0.025278012761128926,
      "lookbackDays": 63,
      "returnLift1D": -0.0002914057087860485,
      "activationRate": 0.4107744107744108,
      "activationCount": 122,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.05489258418688059,
      "avgForwardReturn1D": -0.00004561449520644854
    }
  ],
  "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": "734ccd207746e1f2eca6a7a25a17cb68f17530853225cc9a40e5084528d01c4a",
    "size": 13,
    "members": [
      "CEG",
      "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",
      "CEG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CEG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "CEG",
    "hitRates": {
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      "5": 0.5370370370370371,
      "10": 0.5277777777777778
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    "hitRate1D": 0.5272727272727272,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.30597541998053324,
    "eligibleDays": 375,
    "fitnessScore": 0.1698194266997807,
    "lookbackDays": 14,
    "returnLift1D": 0.0011739524068948284,
    "hitRateLift1D": 0.01260606060606051,
    "portfolioSize": 2,
    "activationRate": 0.29333333333333333,
    "activationCount": 110,
    "baselineHitRates": {
      "1": 0.5146666666666667,
      "5": 0.5202156334231806,
      "10": 0.5163934426229508
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    "sampleConfidence": 0.9975757575757577,
    "shadowSharpeLike": 0.24237373949271812,
    "avgForwardReturns": {
      "1": 0.0011757643424582832,
      "5": 0.011159981951944772,
      "10": 0.013552976382587472
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    "shadowMaxDrawdown": -0.22818373710454376,
    "shadowTotalReturn": 0.038589985254854575,
    "avgForwardReturn1D": 0.0011757643424582832,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-01-29",
      "2025-01-30",
      "2025-02-03",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-03-26",
      "2025-04-21"
    ],
    "horizonObservationCounts": {
      "1": 110,
      "5": 108,
      "10": 108
    },
    "baselineAvgForwardReturns": {
      "1": 0.000001811935563454862,
      "5": 0.000636921127770126,
      "10": 0.0009596550714527446
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.30597541998053324,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.16733549664735764,
    "bestRawFitnessScore": 0.1698194266997807,
    "upperQuartileComboQuality": 0.20715652702474655
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.183934564446465,
    "rawScore": 0.19762973657613497,
    "confidence": 0.8614057543471549,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.16505046581962654,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "CEG",
      "hitRates": {
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        "5": 0.5370370370370371,
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      "hitRate1D": 0.5272727272727272,
      "rankWeights": [
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      "comboQuality": 0.30597541998053324,
      "eligibleDays": 375,
      "fitnessScore": 0.1698194266997807,
      "lookbackDays": 14,
      "returnLift1D": 0.0011739524068948284,
      "hitRateLift1D": 0.01260606060606051,
      "portfolioSize": 2,
      "activationRate": 0.29333333333333333,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
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      "sampleConfidence": 0.9975757575757577,
      "shadowSharpeLike": 0.24237373949271812,
      "avgForwardReturns": {
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        "5": 0.011159981951944772,
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      "shadowMaxDrawdown": -0.22818373710454376,
      "shadowTotalReturn": 0.038589985254854575,
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      "riskOffActivations": 0,
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        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-02-03",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-26",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "5": 0.000636921127770126,
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "10": 0.45454545454545453
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      "hitRate1D": 0.5223880597014925,
      "rankWeights": [
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      "comboQuality": 0.24502494730208416,
      "eligibleDays": 359,
      "fitnessScore": 0.10242857153624493,
      "lookbackDays": 30,
      "returnLift1D": 0.0001807680826840084,
      "hitRateLift1D": 0.01263875608032261,
      "portfolioSize": 4,
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        "1": 0.5097493036211699,
        "5": 0.5154929577464789,
        "10": 0.52
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      "sampleConfidence": 0.9980099502487563,
      "shadowSharpeLike": 0.0805710593573193,
      "avgForwardReturns": {
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        "5": 0.0008155043556142827,
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      "shadowMaxDrawdown": -0.2514295943255851,
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      "avgForwardReturn1D": 0.00034127943034427215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 132,
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      "baselineAvgForwardReturns": {
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    },
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      "horizonObservationCounts": {
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      "comboQuality": 0.2421140353613698,
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      "fitnessScore": 0.09895269883009807,
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      "returnLift1D": 0.0002286905290661716,
      "hitRateLift1D": 0.018250696378830145,
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      "activationCount": 125,
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      "sampleConfidence": 0.9978666666666667,
      "shadowSharpeLike": 0.09071119533403316,
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      "shadowMaxDrawdown": -0.2616649470634633,
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      "avgForwardReturn1D": 0.00038920187672643536,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.49206349206349204,
      "rankWeights": [
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      "comboQuality": 0.20715652702474655,
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      "fitnessScore": 0.054726749303640534,
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      "returnLift1D": -0.001068400080686566,
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      "activationRate": 0.36627906976744184,
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        "10": -0.008575973302331749
      },
      "shadowMaxDrawdown": -0.2907395223156134,
      "shadowTotalReturn": -0.1179366125197665,
      "avgForwardReturn1D": -0.0005410572751286335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016411409535196536,
        "5": 0.007538226925258472,
        "10": 0.013110881198423121
      }
    },
    {
      "topN": 5,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.48120300751879697,
        "5": 0.46616541353383456,
        "10": 0.45864661654135336
      },
      "hitRate1D": 0.48120300751879697,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.11768667366559292,
      "eligibleDays": 326,
      "fitnessScore": -0.09319471971177845,
      "lookbackDays": 63,
      "returnLift1D": -0.002182198228648287,
      "hitRateLift1D": -0.03720190045666316,
      "portfolioSize": 5,
      "activationRate": 0.40797546012269936,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5372670807453416,
        "10": 0.5488958990536278
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2329966987829926,
      "avgForwardReturns": {
        "1": -0.0005410572751286335,
        "5": -0.0040575831993130765,
        "10": -0.008575973302331749
      },
      "shadowMaxDrawdown": -0.2907395223156134,
      "shadowTotalReturn": -0.1179366125197665,
      "avgForwardReturn1D": -0.0005410572751286335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016411409535196536,
        "5": 0.007538226925258472,
        "10": 0.013110881198423121
      }
    },
    {
      "topN": 4,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.49295774647887325,
        "5": 0.4928571428571429,
        "10": 0.4928571428571429
      },
      "hitRate1D": 0.49295774647887325,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05542941969061419,
      "eligibleDays": 375,
      "fitnessScore": -0.2738363818936977,
      "lookbackDays": 14,
      "returnLift1D": -0.0012408856727903381,
      "hitRateLift1D": -0.021708920187793468,
      "portfolioSize": 4,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.9981220657276996,
      "shadowSharpeLike": -0.3901149663937861,
      "avgForwardReturns": {
        "1": -0.0012390737372268833,
        "5": 0.0006635280982505027,
        "10": 0.003504660154045095
      },
      "shadowMaxDrawdown": -0.36400887782405367,
      "shadowTotalReturn": -0.2548567584251358,
      "avgForwardReturn1D": -0.0012390737372268833,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.000001811935563454862,
        "5": 0.000636921127770126,
        "10": 0.0009596550714527446
      }
    },
    {
      "topN": 5,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.49295774647887325,
        "5": 0.4928571428571429,
        "10": 0.4928571428571429
      },
      "hitRate1D": 0.49295774647887325,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05542941969061419,
      "eligibleDays": 375,
      "fitnessScore": -0.2738363818936977,
      "lookbackDays": 14,
      "returnLift1D": -0.0012408856727903381,
      "hitRateLift1D": -0.021708920187793468,
      "portfolioSize": 5,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.9981220657276996,
      "shadowSharpeLike": -0.3901149663937861,
      "avgForwardReturns": {
        "1": -0.0012390737372268833,
        "5": 0.0006635280982505027,
        "10": 0.003504660154045095
      },
      "shadowMaxDrawdown": -0.36400887782405367,
      "shadowTotalReturn": -0.2548567584251358,
      "avgForwardReturn1D": -0.0012390737372268833,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.000001811935563454862,
        "5": 0.000636921127770126,
        "10": 0.0009596550714527446
      }
    },
    {
      "topN": 3,
      "ticker": "CEG",
      "hitRates": {
        "1": 0.48148148148148145,
        "5": 0.48872180451127817,
        "10": 0.48872180451127817
      },
      "hitRate1D": 0.48148148148148145,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.03195052905194907,
      "eligibleDays": 375,
      "fitnessScore": -0.4004407796355987,
      "lookbackDays": 14,
      "returnLift1D": -0.0018888678594030429,
      "hitRateLift1D": -0.03318518518518526,
      "portfolioSize": 3,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.9980246913580247,
      "shadowSharpeLike": -0.5778201671416059,
      "avgForwardReturns": {
        "1": -0.001887055923839588,
        "5": 0.001275824470523579,
        "10": 0.006129289020314596
      },
      "shadowMaxDrawdown": -0.4280509534005651,
      "shadowTotalReturn": -0.30513181301521997,
      "avgForwardReturn1D": -0.001887055923839588,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.000001811935563454862,
        "5": 0.000636921127770126,
        "10": 0.0009596550714527446
      }
    }
  ],
  "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": 0.30597541998053324,
      "fitnessScore": 0.1698194266997807,
      "lookbackDays": 14,
      "returnLift1D": 0.0011739524068948284,
      "activationRate": 0.29333333333333333,
      "activationCount": 110,
      "sampleConfidence": 0.9975757575757577,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.038589985254854575,
      "avgForwardReturn1D": 0.0011757643424582832
    },
    {
      "comboQuality": 0.1954718441641163,
      "fitnessScore": 0.03873528484986313,
      "lookbackDays": 21,
      "returnLift1D": 0.0000754739915439246,
      "activationRate": 0.36684782608695654,
      "activationCount": 135,
      "sampleConfidence": 0.9995061728395063,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.03188451116490221,
      "avgForwardReturn1D": 0.000332213480794654
    },
    {
      "comboQuality": 0.24502494730208416,
      "fitnessScore": 0.10242857153624493,
      "lookbackDays": 30,
      "returnLift1D": 0.0001807680826840084,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "sampleConfidence": 0.9980099502487563,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.026296498067661433,
      "avgForwardReturn1D": 0.00034127943034427215
    },
    {
      "comboQuality": 0.20715652702474655,
      "fitnessScore": 0.054726749303640534,
      "lookbackDays": 45,
      "returnLift1D": -0.001068400080686566,
      "activationRate": 0.36627906976744184,
      "activationCount": 126,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.008721744226579897,
      "avgForwardReturn1D": 0.0003485674854470413
    },
    {
      "comboQuality": 0.16180246224099848,
      "fitnessScore": -0.011873066640388924,
      "lookbackDays": 63,
      "returnLift1D": -0.0015612981743389214,
      "activationRate": 0.2822085889570552,
      "activationCount": 92,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.030648575108976672,
      "avgForwardReturn1D": 0.00007984277918073228
    }
  ],
  "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": "734ccd207746e1f2eca6a7a25a17cb68f17530853225cc9a40e5084528d01c4a",
    "size": 13,
    "members": [
      "CEG",
      "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
0.668
Liquidity
0.976
Momentum
0.475
Relative strength
0.318
Trend quality
0.409
Stability
0.446
Aggression
0.551
Downside risk
0.491
Drawdown state
0.534
Quality momentum
0.423
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.618
Benchmark Independence 3m Score
0.659
Beta 1y Profile Score
0.564
Beta 3m Profile Score
0.497
Beta Change Score
0.417
Correlation Change Score
0.479
Current Drawdown Score
0.515
Days Since 52w High Score
0.762
Distance From 52w High Score
0.515
Distance From Sma 20 Score
0.638
Distance From Sma 200 Score
0.313
Distance From Sma 50 Score
0.573
Downside Volatility 1m Score
0.513
Downside Volatility 1y Score
0.568
Downside Volatility 2y Score
0.692
Downside Volatility 3m Score
0.572
Downside Volatility 5y Score
0.558
Downside Volatility 6m Score
0.588
Drawdown Recovery Score
0.701
Excess Return 1m Score
0.522
Excess Return 1y Score
0
Excess Return 3m Score
0.368
Excess Return 6m Score
0.260
Expected Shortfall 95 1y Score
0.336
Log Avg Dollar Volume 20d Score
0.976
Log Market Cap Score
0.668
Drawdown Score 1m
0.500
Drawdown Score 1y
0.366
Drawdown Score 2y
0.366
Drawdown Score 3m
0.335
Drawdown Score 5y
0.493
Drawdown Score 6m
0.480
Momentum Acceleration 1m Vs 3m Score
0.609
Momentum Acceleration 3m Vs 6m Score
0.491
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.641
Relative Strength Slope 3m Score
0.245
Relative Volume 20d Score
0.225
Return 1m Score
0.533
Return 1w Score
0.815
Return 1y Score
0.420
Return 2y Score
0.425
Return 3m Score
0.452
Return 5y Score
0.524
Return 6m Score
0.449
Return Skewness 1y Score
0.467
Sector Excess Return 1y Score
0.092
Sharpe 1m Score
0.557
Sharpe 1y Score
0.388
Sharpe 2y Score
0.526
Sharpe 3m Score
0.381
Sharpe 5y Score
0.622
Sharpe 6m Score
0.396
Sortino 1m Score
0.463
Sortino 1y Score
0.368
Sortino 2y Score
0.456
Sortino 3m Score
0.363
Sortino 5y Score
0.521
Sortino 6m Score
0.372
Trend R2 1m Score
0.012
Trend R2 1w Score
0.882
Trend R2 1y Score
0.513
Trend R2 2y Score
0.305
Trend R2 3m Score
0.589
Trend R2 5y Score
0.909
Trend R2 6m Score
0.286
Trend Slope 1m Score
0.547
Trend Slope 1w Score
1
Trend Slope 1y Score
0.424
Trend Slope 2y Score
0.548
Trend Slope 3m Score
0.285
Trend Slope 5y Score
0.617
Trend Slope 6m Score
0.425
Volatility 1m Score
0.455
Volatility 1w Score
0.389
Volatility 1y Score
0.559
Volatility 2y Score
0.716
Volatility 3m Score
0.569
Volatility 5y Score
0.590
Volatility 6m Score
0.574
Worst Day 1y Score
0.455
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
845,854,666.793
Best Day 1y
0.079
Beta To Benchmark 1y
1.410
Beta 3m
1.244
Beta Change
-0.166
Beta To Sector 1y
1.655
Correlation To Benchmark 1y
0.382
Correlation 3m
0.341
Correlation Change
-0.041
Correlation To Sector 1y
0.528
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.618
Benchmark Independence 3m Score
0.659
Beta 1y Profile Score
0.564
Beta 3m Profile Score
0.497
Beta Change Score
0.417
Correlation Change Score
0.479
Current Drawdown Score
0.515
Distance From Sma 20 Score
0.638
Distance From Sma 200 Score
0.313
Current Drawdown
-0.315
Days Since 52w High
192
Distance From 52w High
-0.315
Distance From Sma 20
0.083
Distance From Sma 200
-0.112
Distance From Sma 50
0.044
Downside Capture 1y
0.473
Downside Volatility 1m
0.435
Downside Volatility 1w
-
Downside Volatility 1y
0.476
Downside Volatility 2y
0.569
Downside Volatility 3m
0.479
Downside Volatility 5y
0.468
Downside Volatility 6m
0.491
Drawdown Recovery
0.401
Excess Return 1m
0.013
Excess Return 1y
-0.315
Excess Return 3m
-0.079
Excess Return 6m
-0.144
Expected Shortfall 95 1y
-0.066
Market Cap
97,970,938,363.95
Max Drawdown 1m
-0.125
Max Drawdown 1w
0
Max Drawdown 1y
-0.412
Max Drawdown 2y
-0.507
Max Drawdown 3m
-0.266
Max Drawdown 5y
-0.507
Max Drawdown 6m
-0.286
Momentum Acceleration 1m Vs 3m
0.033
Momentum Acceleration 3m Vs 6m
-0.003
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.908
Return 1m
0.020
Return 1w
0.095
Return 1y
-0.128
Return 2y
0.489
Return 3m
-0.039
Return 5y
5.806
Return 6m
-0.061
Return Skewness 1y
-0.196
Sector Excess Return 1y
-0.245
Sharpe 1m
0.787
Sharpe 1y
-0.058
Sharpe 2y
0.630
Sharpe 3m
-0.097
Sharpe 5y
1.112
Sharpe 6m
-0.022
Sortino 1m
0.708
Sortino 1y
-0.057
Sortino 2y
0.650
Sortino 3m
-0.097
Sortino 5y
1.171
Sortino 6m
-0.022
Trend R2 1m
0.012
Trend R2 1w
0.882
Trend R2 1y
0.513
Trend R2 2y
0.305
Trend R2 3m
0.589
Trend R2 5y
0.909
Trend R2 6m
0.286
Trend 1m
0.001
Trend 1w
0.021
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.002
Trend 6m
-0.001
Upside Capture 1y
1.552
Value At Risk 95 1y
-0.046
Volatility 1m
0.391
Volatility 1w
0.342
Volatility 1y
0.469
Volatility 2y
0.587
Volatility 3m
0.477
Volatility 5y
0.493
Volatility 6m
0.480
Worst Day 1y
-0.109
Distance From Sma 50 Score
0.573
Downside Volatility 1y Score
0.568
Downside Volatility 3m Score
0.572
Drawdown Recovery Score
0.701
Excess Return 1m Score
0.522
Excess Return 1y Score
0
Excess Return 3m Score
0.368
Excess Return 6m Score
0.260
Expected Shortfall 95 1y Score
0.336
Log Avg Dollar Volume 20d Score
0.976
Log Market Cap Score
0.668
Drawdown Score 1y
0.366
Drawdown Score 5y
0.493
Momentum Acceleration 1m Vs 3m Score
0.609
Momentum Acceleration 3m Vs 6m Score
0.491
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.641
Relative Volume 20d Score
0.225
Return 1m Score
0.533
Return 1y Score
0.420
Return 3m Score
0.452
Return 6m Score
0.449
Return Skewness 1y Score
0.467
Sortino 1y Score
0.368
Sortino 3m Score
0.363
Trend R2 1y Score
0.513
Trend R2 3m Score
0.589
Trend Slope 1y Score
0.424
Trend Slope 3m Score
0.285
Volatility 1y Score
0.559
Volatility 3m Score
0.569