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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

GOOGL

Communication Services | v2 | as of 2026-07-23
Close

Research Detail

GOOGL

Alphabet

Category

Sector: Technology

Industry / Category: Internet Platforms

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Search, cloud, and AI platform with scale across digital infrastructure and applied models.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.400
Correlation To Benchmark 1y
0.567
Inverse To Benchmark 1y
0.433
Drawdown Score 1m
0.426
Drawdown Score 3m
0.474
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
0.617
Drawdown Score 1y
0.676
Drawdown Score 2y
0.627
Drawdown Score 5y
0.557
Return 1w
-0.104
Return 1m
-0.082
Return 3m
-0.063
Return 6m
-0.031
Return 1y
0.665
Return 2y
0.802
Return 5y
1.524
Sharpe 1m
-2.344
Sharpe 3m
-0.486
Sharpe 6m
-0.022
Sharpe 1y
1.782
Sharpe 2y
1.090
Sharpe 5y
0.741
Trend 1w
-0.017
Trend 1m
-0.001
Trend 3m
-0.001
Trend 6m
0.002
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.497
Volatility 1m
0.404
Volatility 3m
0.387
Volatility 6m
0.338
Volatility 1y
0.314
Volatility 2y
0.316
Volatility 5y
0.318
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
GOOGL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
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
0.957
Aptet Fit Raw Score
0.962
Aptet Fit Confidence
0.990
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.950
Force Fit Raw Score
0.955
Force Fit Confidence
0.990
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GOOGL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GOOGL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "GOOGL",
    "hitRates": {
      "1": 0.5862068965517241,
      "5": 0.6896551724137931,
      "10": 0.7724137931034483
    },
    "hitRate1D": 0.5862068965517241,
    "comboQuality": 0.9965296879898777,
    "eligibleDays": 315,
    "fitnessScore": 1.5952075735206006,
    "lookbackDays": 45,
    "returnLift1D": 0.002444013420630306,
    "hitRateLift1D": 0.06239737274220025,
    "activationRate": 0.4603174603174603,
    "activationCount": 145,
    "baselineHitRates": {
      "1": 0.5238095238095238,
      "5": 0.6237942122186495,
      "10": 0.6568627450980392
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 2.7955719558190473,
    "avgForwardReturns": {
      "1": 0.005021731111724825,
      "5": 0.022321575291661396,
      "10": 0.04193943553402514
    },
    "shadowMaxDrawdown": -0.08230337948765598,
    "shadowTotalReturn": 1.0027886353079554,
    "avgForwardReturn1D": 0.005021731111724825,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25"
    ],
    "horizonObservationCounts": {
      "1": 145,
      "5": 145,
      "10": 145
    },
    "baselineAvgForwardReturns": {
      "1": 0.0025777176910945195,
      "5": 0.013415914022957456,
      "10": 0.027849193389635356
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9965296879898777,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9739889385756277,
    "bestRawFitnessScore": 1.5952075735206006,
    "upperQuartileComboQuality": 0.9929034670163378
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9572043528052778,
    "rawScore": 0.9619550723062603,
    "confidence": 0.9901227829911166,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.8732708846172154,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5862068965517241,
        "5": 0.6896551724137931,
        "10": 0.7724137931034483
      },
      "hitRate1D": 0.5862068965517241,
      "comboQuality": 0.9965296879898777,
      "eligibleDays": 315,
      "fitnessScore": 1.5952075735206006,
      "lookbackDays": 45,
      "returnLift1D": 0.002444013420630306,
      "hitRateLift1D": 0.06239737274220025,
      "activationRate": 0.4603174603174603,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5238095238095238,
        "5": 0.6237942122186495,
        "10": 0.6568627450980392
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.7955719558190473,
      "avgForwardReturns": {
        "1": 0.005021731111724825,
        "5": 0.022321575291661396,
        "10": 0.04193943553402514
      },
      "shadowMaxDrawdown": -0.08230337948765598,
      "shadowTotalReturn": 1.0027886353079554,
      "avgForwardReturn1D": 0.005021731111724825,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025777176910945195,
        "5": 0.013415914022957456,
        "10": 0.027849193389635356
      }
    },
    {
      "topN": 4,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5618556701030928,
        "5": 0.6494845360824743,
        "10": 0.6855670103092784
      },
      "hitRate1D": 0.5618556701030928,
      "comboQuality": 0.9961513122557253,
      "eligibleDays": 315,
      "fitnessScore": 1.5723567227136601,
      "lookbackDays": 45,
      "returnLift1D": 0.0011814503975279694,
      "hitRateLift1D": 0.03804614629356895,
      "activationRate": 0.6158730158730159,
      "activationCount": 194,
      "baselineHitRates": {
        "1": 0.5238095238095238,
        "5": 0.6237942122186495,
        "10": 0.6568627450980392
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.46591957920073,
      "avgForwardReturns": {
        "1": 0.003759168088622489,
        "5": 0.017189918107721133,
        "10": 0.03325226504884987
      },
      "shadowMaxDrawdown": -0.13187392827853583,
      "shadowTotalReturn": 0.9932717953338597,
      "avgForwardReturn1D": 0.003759168088622489,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-06-03",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 194,
        "10": 194
      },
      "baselineAvgForwardReturns": {
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        "5": 0.013415914022957456,
        "10": 0.027849193389635356
      }
    },
    {
      "topN": 3,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5675675675675675,
        "5": 0.6648648648648648,
        "10": 0.6972972972972973
      },
      "hitRate1D": 0.5675675675675675,
      "comboQuality": 0.9953744962312074,
      "eligibleDays": 315,
      "fitnessScore": 1.5317374264196721,
      "lookbackDays": 45,
      "returnLift1D": 0.0012608370235726017,
      "hitRateLift1D": 0.04375804375804371,
      "activationRate": 0.5873015873015873,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5238095238095238,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.4408747298500013,
      "avgForwardReturns": {
        "1": 0.003838554714667121,
        "5": 0.018544529381563417,
        "10": 0.0355035400689196
      },
      "shadowMaxDrawdown": -0.13187392827853583,
      "shadowTotalReturn": 0.9612725877343955,
      "avgForwardReturn1D": 0.003838554714667121,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 185,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0025777176910945195,
        "5": 0.013415914022957456,
        "10": 0.027849193389635356
      }
    },
    {
      "topN": 4,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5372340425531915,
        "5": 0.6329787234042553,
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      },
      "hitRate1D": 0.5372340425531915,
      "comboQuality": 0.9945093218514592,
      "eligibleDays": 330,
      "fitnessScore": 1.493823493876359,
      "lookbackDays": 30,
      "returnLift1D": 0.0013953113075360242,
      "hitRateLift1D": 0.019052224371373327,
      "activationRate": 0.5696969696969697,
      "activationCount": 188,
      "baselineHitRates": {
        "1": 0.5181818181818182,
        "5": 0.6196319018404908,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.389215801550165,
      "avgForwardReturns": {
        "1": 0.0038193343910053567,
        "5": 0.017758445593860417,
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      },
      "shadowMaxDrawdown": -0.11490883222744086,
      "shadowTotalReturn": 0.9686104071150743,
      "avgForwardReturn1D": 0.0038193343910053567,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
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        "2025-06-23",
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      ],
      "horizonObservationCounts": {
        "1": 188,
        "5": 188,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0024240230834693326,
        "5": 0.013339561772519569,
        "10": 0.02804893395766288
      }
    },
    {
      "topN": 5,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5566502463054187,
        "5": 0.6551724137931034,
        "10": 0.6995073891625616
      },
      "hitRate1D": 0.5566502463054187,
      "comboQuality": 0.9939753804537682,
      "eligibleDays": 315,
      "fitnessScore": 1.4732887834663875,
      "lookbackDays": 45,
      "returnLift1D": 0.000819568433524656,
      "hitRateLift1D": 0.03284072249589487,
      "activationRate": 0.6444444444444445,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5238095238095238,
        "5": 0.6237942122186495,
        "10": 0.6568627450980392
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.3049040577257864,
      "avgForwardReturns": {
        "1": 0.0033972861246191755,
        "5": 0.01709823750350093,
        "10": 0.033206110490062696
      },
      "shadowMaxDrawdown": -0.14513844556392885,
      "shadowTotalReturn": 0.9110642603419443,
      "avgForwardReturn1D": 0.0033972861246191755,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-23",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025777176910945195,
        "5": 0.013415914022957456,
        "10": 0.027849193389635356
      }
    },
    {
      "topN": 5,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5223880597014925,
        "5": 0.6417910447761194,
        "10": 0.7014925373134329
      },
      "hitRate1D": 0.5223880597014925,
      "comboQuality": 0.9925461625371943,
      "eligibleDays": 330,
      "fitnessScore": 1.4261397960276396,
      "lookbackDays": 30,
      "returnLift1D": 0.001040773403525193,
      "hitRateLift1D": 0.004206241519674303,
      "activationRate": 0.6090909090909091,
      "activationCount": 201,
      "baselineHitRates": {
        "1": 0.5181818181818182,
        "5": 0.6196319018404908,
        "10": 0.6666666666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.244571173963259,
      "avgForwardReturns": {
        "1": 0.0034647964869945255,
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      "shadowTotalReturn": 0.5069557048703106,
      "avgForwardReturn1D": 0.003468245712688097,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022526426567160483,
        "5": 0.01200161027794985,
        "10": 0.025439294980013665
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    },
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5483870967741935,
        "5": 0.6370967741935484,
        "10": 0.6910569105691057
      },
      "hitRate1D": 0.5483870967741935,
      "comboQuality": 0.873565852915367,
      "eligibleDays": 352,
      "fitnessScore": 0.7752296224510606,
      "lookbackDays": 14,
      "returnLift1D": 0.001191206093854362,
      "hitRateLift1D": 0.03556658395368073,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5128205128205128,
        "5": 0.5965417867435159,
        "10": 0.6326530612244898
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      "sampleConfidence": 0.9994623655913979,
      "shadowSharpeLike": 1.4880949458640524,
      "avgForwardReturns": {
        "1": 0.0031499408996213916,
        "5": 0.013937752255889932,
        "10": 0.03269740929519469
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      "shadowMaxDrawdown": -0.0816292801686046,
      "shadowTotalReturn": 0.41839870925867495,
      "avgForwardReturn1D": 0.0031499408996213916,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019587348057670297,
        "5": 0.011235428690417992,
        "10": 0.023012716185545803
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    },
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.512396694214876,
        "5": 0.628099173553719,
        "10": 0.7355371900826446
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      "hitRate1D": 0.512396694214876,
      "comboQuality": 0.8133868483828433,
      "eligibleDays": 330,
      "fitnessScore": 0.6738771928597826,
      "lookbackDays": 30,
      "returnLift1D": 0.00047485025356285753,
      "hitRateLift1D": -0.005785123966942196,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5181818181818182,
        "5": 0.6196319018404908,
        "10": 0.6666666666666666
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4440505387000377,
      "avgForwardReturns": {
        "1": 0.00289887333703219,
        "5": 0.017572820932442935,
        "10": 0.03891544440485494
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      "shadowMaxDrawdown": -0.08872755321405856,
      "shadowTotalReturn": 0.3744459969085414,
      "avgForwardReturn1D": 0.00289887333703219,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-20",
        "2025-06-30",
        "2025-07-03",
        "2025-07-17",
        "2025-07-23",
        "2025-07-28",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024240230834693326,
        "5": 0.013339561772519569,
        "10": 0.02804893395766288
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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": 4,
      "comboQuality": 0.9901994031750532,
      "fitnessScore": 1.3654018722910635,
      "lookbackDays": 14,
      "returnLift1D": 0.0022225567714269567,
      "activationRate": 0.45454545454545453,
      "activationCount": 160,
      "sampleConfidence": 0.99875,
      "shadowTotalReturn": 0.858284186948659,
      "avgForwardReturn1D": 0.004181291577193986
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9736614414265318,
      "fitnessScore": 1.1442065287618486,
      "lookbackDays": 21,
      "returnLift1D": 0.0011232608731763598,
      "activationRate": 0.5162241887905604,
      "activationCount": 175,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7249545063569067,
      "avgForwardReturn1D": 0.003375903529892408
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9945093218514592,
      "fitnessScore": 1.493823493876359,
      "lookbackDays": 30,
      "returnLift1D": 0.0013953113075360242,
      "activationRate": 0.5696969696969697,
      "activationCount": 188,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.9686104071150743,
      "avgForwardReturn1D": 0.0038193343910053567
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9965296879898777,
      "fitnessScore": 1.5952075735206006,
      "lookbackDays": 45,
      "returnLift1D": 0.002444013420630306,
      "activationRate": 0.4603174603174603,
      "activationCount": 145,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.0027886353079554,
      "avgForwardReturn1D": 0.005021731111724825
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9743164357247236,
      "fitnessScore": 1.149894671091364,
      "lookbackDays": 63,
      "returnLift1D": 0.0016100017996554744,
      "activationRate": 0.4478114478114478,
      "activationCount": 133,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.6631189814111502,
      "avgForwardReturn1D": 0.0040117896859484135
    }
  ],
  "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": "9a4f8ad2e1b6c0327febb19c15d7a5d8a283c9b2dee4c61f823ca23b1dc64404",
    "size": 13,
    "members": [
      "GOOGL",
      "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",
      "GOOGL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "GOOGL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "GOOGL",
    "hitRates": {
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      "5": 0.6875,
      "10": 0.7708333333333334
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    "hitRate1D": 0.5972222222222222,
    "rankWeights": [
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    "comboQuality": 0.9965364373008162,
    "eligibleDays": 344,
    "fitnessScore": 1.595637351883701,
    "lookbackDays": 45,
    "returnLift1D": 0.0029746161577764215,
    "hitRateLift1D": 0.07687338501291985,
    "portfolioSize": 2,
    "activationRate": 0.4186046511627907,
    "activationCount": 144,
    "baselineHitRates": {
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      "5": 0.6029411764705882,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 2.6823092307598797,
    "avgForwardReturns": {
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      "5": 0.022263935400139163,
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    "shadowMaxDrawdown": -0.08201187677760513,
    "shadowTotalReturn": 1.0104236761175658,
    "avgForwardReturn1D": 0.005083602512553655,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25"
    ],
    "horizonObservationCounts": {
      "1": 144,
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      "10": 144
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    "baselineAvgForwardReturns": {
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      "10": 0.02497673633577154
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9965364373008162,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9560853302314869,
    "bestRawFitnessScore": 1.595637351883701,
    "upperQuartileComboQuality": 0.9940383252243611
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  "algorithmFit": {
    "label": "strong",
    "score": 0.9497423307841087,
    "rawScore": 0.9545790818572062,
    "confidence": 0.9898662118937548,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
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        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8707745143169937,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.9965364373008162,
      "eligibleDays": 344,
      "fitnessScore": 1.595637351883701,
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      "returnLift1D": 0.0029746161577764215,
      "hitRateLift1D": 0.07687338501291985,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-07-17",
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        "2025-07-21",
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        "2025-07-23",
        "2025-07-24",
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      "horizonObservationCounts": {
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    },
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9940383252243611,
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        "2025-07-24",
        "2025-07-25"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 194,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025054431869377318,
        "5": 0.013983110293212172,
        "10": 0.02859088078280236
      }
    },
    {
      "topN": 3,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5033557046979866,
        "5": 0.5771812080536913,
        "10": 0.6442953020134228
      },
      "hitRate1D": 0.5033557046979866,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.8733895296904873,
      "eligibleDays": 368,
      "fitnessScore": 0.774878617423433,
      "lookbackDays": 21,
      "returnLift1D": 0.0014515692702577864,
      "hitRateLift1D": -0.007513860519404725,
      "portfolioSize": 3,
      "activationRate": 0.4048913043478261,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5741758241758241,
        "10": 0.6044568245125348
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.398788151573213,
      "avgForwardReturns": {
        "1": 0.0029189797976748857,
        "5": 0.012430061970740727,
        "10": 0.029699506685908553
      },
      "shadowMaxDrawdown": -0.144385426156443,
      "shadowTotalReturn": 0.4800273745072352,
      "avgForwardReturn1D": 0.0029189797976748857,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014674105274170993,
        "5": 0.008839307069426226,
        "10": 0.019374835291269238
      }
    },
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5206611570247934,
        "5": 0.628099173553719,
        "10": 0.7355371900826446
      },
      "hitRate1D": 0.5206611570247934,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.810339723079891,
      "eligibleDays": 359,
      "fitnessScore": 0.669488205389401,
      "lookbackDays": 30,
      "returnLift1D": 0.001164356672145885,
      "hitRateLift1D": 0.00812633808328922,
      "portfolioSize": 2,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.5859154929577465,
        "10": 0.62
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3765921500393683,
      "avgForwardReturns": {
        "1": 0.0028886087061880225,
        "5": 0.017590571126341596,
        "10": 0.03891582085396427
      },
      "shadowMaxDrawdown": -0.08956376172660818,
      "shadowTotalReturn": 0.37263978768354256,
      "avgForwardReturn1D": 0.0028886087061880225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-20",
        "2025-06-30",
        "2025-07-03",
        "2025-07-17",
        "2025-07-23",
        "2025-07-28",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017242520340421375,
        "5": 0.009878109700139475,
        "10": 0.02162821019942783
      }
    },
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5076923076923077,
        "5": 0.5923076923076923,
        "10": 0.6538461538461539
      },
      "hitRate1D": 0.5076923076923077,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.8077714582528823,
      "eligibleDays": 368,
      "fitnessScore": 0.665830720492905,
      "lookbackDays": 21,
      "returnLift1D": 0.0014328703424092686,
      "hitRateLift1D": -0.0031772575250836876,
      "portfolioSize": 2,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5741758241758241,
        "10": 0.6044568245125348
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.257493643914757,
      "avgForwardReturns": {
        "1": 0.002900280869826368,
        "5": 0.015206661095745436,
        "10": 0.03201344605493046
      },
      "shadowMaxDrawdown": -0.13278649890330751,
      "shadowTotalReturn": 0.39905694589709495,
      "avgForwardReturn1D": 0.002900280869826368,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014674105274170993,
        "5": 0.008839307069426226,
        "10": 0.019374835291269238
      }
    },
    {
      "topN": 2,
      "ticker": "GOOGL",
      "hitRates": {
        "1": 0.5483870967741935,
        "5": 0.6290322580645161,
        "10": 0.6829268292682927
      },
      "hitRate1D": 0.5483870967741935,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7886804292129275,
      "eligibleDays": 375,
      "fitnessScore": 0.639737726283464,
      "lookbackDays": 14,
      "returnLift1D": 0.0011590987522958902,
      "hitRateLift1D": 0.03372043010752679,
      "portfolioSize": 2,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5741239892183289,
        "10": 0.592896174863388
      },
      "sampleConfidence": 0.9994623655913979,
      "shadowSharpeLike": 1.124808494528566,
      "avgForwardReturns": {
        "1": 0.002647155230033988,
        "5": 0.012201061003948086,
        "10": 0.030407545177254535
      },
      "shadowMaxDrawdown": -0.08917779514324775,
      "shadowTotalReturn": 0.32626897596462956,
      "avgForwardReturn1D": 0.002647155230033988,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-04-24",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014880564777380978,
        "5": 0.008621000922121537,
        "10": 0.017880632093294945
      }
    }
  ],
  "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": 0.9638488383851723,
      "fitnessScore": 1.0723095867640267,
      "lookbackDays": 14,
      "returnLift1D": 0.001973349934817465,
      "activationRate": 0.43733333333333335,
      "activationCount": 164,
      "sampleConfidence": 0.998780487804878,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6687898709739468,
      "avgForwardReturn1D": 0.0034614064125555624
    },
    {
      "comboQuality": 0.9510871659672234,
      "fitnessScore": 1.0028644977381942,
      "lookbackDays": 21,
      "returnLift1D": 0.0015851039101895913,
      "activationRate": 0.48097826086956524,
      "activationCount": 177,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6331267115887176,
      "avgForwardReturn1D": 0.0030525144376066906
    },
    {
      "comboQuality": 0.9940383252243611,
      "fitnessScore": 1.4756133500149153,
      "lookbackDays": 30,
      "returnLift1D": 0.0020918742448574677,
      "activationRate": 0.5236768802228412,
      "activationCount": 188,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9671626590311435,
      "avgForwardReturn1D": 0.003816126278899605
    },
    {
      "comboQuality": 0.9965364373008162,
      "fitnessScore": 1.595637351883701,
      "lookbackDays": 45,
      "returnLift1D": 0.0029746161577764215,
      "activationRate": 0.4186046511627907,
      "activationCount": 144,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.0104236761175658,
      "avgForwardReturn1D": 0.005083602512553655
    },
    {
      "comboQuality": 0.9734963457989939,
      "fitnessScore": 1.1427945197191036,
      "lookbackDays": 63,
      "returnLift1D": 0.0015050991225866723,
      "activationRate": 0.40797546012269936,
      "activationCount": 133,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6628044405072353,
      "avgForwardReturn1D": 0.004010542309524404
    }
  ],
  "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": "9a4f8ad2e1b6c0327febb19c15d7a5d8a283c9b2dee4c61f823ca23b1dc64404",
    "size": 13,
    "members": [
      "GOOGL",
      "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
1
Liquidity
1
Momentum
0.450
Relative strength
0.435
Trend quality
0.474
Stability
0.652
Aggression
0.453
Downside risk
0.574
Drawdown state
0.770
Quality momentum
0.477
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.433
Benchmark Independence 3m Score
0.461
Beta 1y Profile Score
0.560
Beta 3m Profile Score
0.638
Beta Change Score
0.597
Correlation Change Score
0.486
Current Drawdown Score
0.676
Days Since 52w High Score
0.190
Distance From 52w High Score
0.676
Distance From Sma 20 Score
0.332
Distance From Sma 200 Score
0.471
Distance From Sma 50 Score
0.280
Downside Volatility 1m Score
0.483
Downside Volatility 1y Score
0.284
Downside Volatility 2y Score
0.334
Downside Volatility 3m Score
0.398
Downside Volatility 5y Score
0.351
Downside Volatility 6m Score
0.334
Drawdown Recovery Score
1
Excess Return 1m Score
0.353
Excess Return 1y Score
1
Excess Return 3m Score
0.327
Excess Return 6m Score
0.310
Expected Shortfall 95 1y Score
0.640
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1m
0.426
Drawdown Score 1y
0.676
Drawdown Score 2y
0.627
Drawdown Score 3m
0.474
Drawdown Score 5y
0.557
Drawdown Score 6m
0.617
Momentum Acceleration 1m Vs 3m Score
0.296
Momentum Acceleration 3m Vs 6m Score
0.447
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.364
Relative Strength Slope 3m Score
0.374
Relative Volume 20d Score
0.273
Return 1m Score
0.363
Return 1w Score
0.154
Return 1y Score
0.916
Return 2y Score
0.515
Return 3m Score
0.421
Return 5y Score
0.194
Return 6m Score
0.474
Return Skewness 1y Score
0.635
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.756
Sharpe 2y Score
0.618
Sharpe 3m Score
0.303
Sharpe 5y Score
0.548
Sharpe 6m Score
0.396
Sortino 1m Score
0.088
Sortino 1y Score
0.641
Sortino 2y Score
0.518
Sortino 3m Score
0.308
Sortino 5y Score
0.469
Sortino 6m Score
0.372
Trend R2 1m Score
0.029
Trend R2 1w Score
0.656
Trend R2 1y Score
0.793
Trend R2 2y Score
0.827
Trend R2 3m Score
0.231
Trend R2 5y Score
0.661
Trend R2 6m Score
0.373
Trend Slope 1m Score
0.445
Trend Slope 1w Score
0
Trend Slope 1y Score
0.650
Trend Slope 2y Score
0.622
Trend Slope 3m Score
0.415
Trend Slope 5y Score
0.552
Trend Slope 6m Score
0.600
Volatility 1m Score
0.473
Volatility 1w Score
0.596
Volatility 1y Score
0.352
Volatility 2y Score
0.354
Volatility 3m Score
0.449
Volatility 5y Score
0.357
Volatility 6m Score
0.384
Worst Day 1y Score
0.643
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
11,985,116,748.367
Best Day 1y
0.100
Beta To Benchmark 1y
1.400
Beta 3m
1.595
Beta Change
0.194
Beta To Sector 1y
1.354
Correlation To Benchmark 1y
0.567
Correlation 3m
0.539
Correlation Change
-0.029
Correlation To Sector 1y
0.619
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.433
Benchmark Independence 3m Score
0.461
Beta 1y Profile Score
0.560
Beta 3m Profile Score
0.638
Beta Change Score
0.597
Correlation Change Score
0.486
Current Drawdown Score
0.676
Distance From Sma 20 Score
0.332
Distance From Sma 200 Score
0.471
Current Drawdown
-0.210
Days Since 52w High
48
Distance From 52w High
-0.210
Distance From Sma 20
-0.101
Distance From Sma 200
-0.017
Distance From Sma 50
-0.132
Downside Capture 1y
0.855
Downside Volatility 1m
0.412
Downside Volatility 1w
-
Downside Volatility 1y
0.263
Downside Volatility 2y
0.301
Downside Volatility 3m
0.348
Downside Volatility 5y
0.313
Downside Volatility 6m
0.300
Drawdown Recovery
1
Excess Return 1m
-0.088
Excess Return 1y
0.478
Excess Return 3m
-0.104
Excess Return 6m
-0.114
Expected Shortfall 95 1y
-0.036
Market Cap
3,910,399,362,863.94
Max Drawdown 1m
-0.144
Max Drawdown 1w
-0.104
Max Drawdown 1y
-0.210
Max Drawdown 2y
-0.298
Max Drawdown 3m
-0.210
Max Drawdown 5y
-0.443
Max Drawdown 6m
-0.210
Momentum Acceleration 1m Vs 3m
-0.061
Momentum Acceleration 3m Vs 6m
-0.016
Moving Average Alignment
0
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.037
Return 1m
-0.082
Return 1w
-0.104
Return 1y
0.665
Return 2y
0.802
Return 3m
-0.063
Return 5y
1.524
Return 6m
-0.031
Return Skewness 1y
0.808
Sector Excess Return 1y
0.676
Sharpe 1m
-2.344
Sharpe 1y
1.782
Sharpe 2y
1.090
Sharpe 3m
-0.486
Sharpe 5y
0.741
Sharpe 6m
-0.022
Sortino 1m
-2.300
Sortino 1y
2.126
Sortino 2y
1.144
Sortino 3m
-0.540
Sortino 5y
0.753
Sortino 6m
-0.024
Trend R2 1m
0.029
Trend R2 1w
0.656
Trend R2 1y
0.793
Trend R2 2y
0.827
Trend R2 3m
0.231
Trend R2 5y
0.661
Trend R2 6m
0.373
Trend 1m
-0.001
Trend 1w
-0.017
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
1.640
Value At Risk 95 1y
-0.024
Volatility 1m
0.404
Volatility 1w
0.497
Volatility 1y
0.314
Volatility 2y
0.316
Volatility 3m
0.387
Volatility 5y
0.318
Volatility 6m
0.338
Worst Day 1y
-0.071
Distance From Sma 50 Score
0.280
Downside Volatility 1y Score
0.284
Downside Volatility 3m Score
0.398
Drawdown Recovery Score
1
Excess Return 1m Score
0.353
Excess Return 1y Score
1
Excess Return 3m Score
0.327
Excess Return 6m Score
0.310
Expected Shortfall 95 1y Score
0.640
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1y
0.676
Drawdown Score 5y
0.557
Momentum Acceleration 1m Vs 3m Score
0.296
Momentum Acceleration 3m Vs 6m Score
0.447
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.364
Relative Volume 20d Score
0.273
Return 1m Score
0.363
Return 1y Score
0.916
Return 3m Score
0.421
Return 6m Score
0.474
Return Skewness 1y Score
0.635
Sortino 1y Score
0.641
Sortino 3m Score
0.308
Trend R2 1y Score
0.793
Trend R2 3m Score
0.231
Trend Slope 1y Score
0.650
Trend Slope 3m Score
0.415
Volatility 1y Score
0.352
Volatility 3m Score
0.449