Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

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

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

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

© 2026 Monstra. All rights reserved.

Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 51-100 of 355
Page 2 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
RTXIndustrials0.6790.6390.7030.9860.559 moderate0.420 weak100%Jul 26, 2:00 AM
ROLConsumer Discretionary0.2730.3440.5530.7940.163 poor0.415 weak100%Jul 26, 2:00 AM
ROBO-0.4710.4860.7080.3950.162 poor
Ticker detail

HCSG

Health Care | v2 | as of 2026-07-10
Close

Research Detail

HCSG

HCSG

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
1.011
Correlation To Benchmark 1y
0.283
Inverse To Benchmark 1y
0.717
Drawdown Score 1m
0.784
Drawdown Score 3m
0.662
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
0.638
Drawdown Score 1y
0.694
Drawdown Score 2y
0.658
Drawdown Score 5y
0.302
Return 1w
-0.054
Return 1m
0.116
Return 3m
0.231
Return 6m
0.239
Return 1y
0.623
Return 2y
1.223
Return 5y
-0.200
Sharpe 1m
4.773
Sharpe 3m
1.938
Sharpe 6m
1.147
Sharpe 1y
1.295
Sharpe 2y
1.112
Sharpe 5y
0.097
Trend 1w
-0.010
Trend 1m
0.007
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
-0.000
Volatility 1w
0.202
Volatility 1m
0.286
Volatility 3m
0.486
Volatility 6m
0.461
Volatility 1y
0.449
Volatility 2y
0.443
Volatility 5y
0.421
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
HCSG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:31 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.362
Aptet Fit Raw Score
0.382
Aptet Fit Confidence
0.897
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.404
Force Fit Raw Score
0.424
Force Fit Confidence
0.904
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:31 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HCSG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HCSG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "HCSG",
    "hitRates": {
      "1": 0.5189873417721519,
      "5": 0.5286624203821656,
      "10": 0.538961038961039
    },
    "hitRate1D": 0.5189873417721519,
    "comboQuality": 0.73177132121572,
    "eligibleDays": 352,
    "fitnessScore": 0.5707981966787491,
    "lookbackDays": 14,
    "returnLift1D": -0.0004001766421686684,
    "hitRateLift1D": 0.0018444846292947625,
    "activationRate": 0.44886363636363635,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.5171428571428571,
      "5": 0.5144508670520231,
      "10": 0.5877192982456141
    },
    "sampleConfidence": 0.9978902953586498,
    "shadowSharpeLike": 0.8468054755069081,
    "avgForwardReturns": {
      "1": 0.0021784825309985665,
      "5": 0.00461466992275109,
      "10": 0.007550000099298499
    },
    "shadowMaxDrawdown": -0.18933272928495537,
    "shadowTotalReturn": 0.3114675173741739,
    "avgForwardReturn1D": 0.0021784825309985665,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21"
    ],
    "horizonObservationCounts": {
      "1": 158,
      "5": 157,
      "10": 154
    },
    "baselineAvgForwardReturns": {
      "1": 0.002578659173167235,
      "5": 0.013661509815430187,
      "10": 0.027478640242060832
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.73177132121572,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21729244519586,
    "bestRawFitnessScore": 0.5707981966787491,
    "upperQuartileComboQuality": 0.31023556984788925
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36186182753241986,
    "rawScore": 0.38160816133644154,
    "confidence": 0.8965098978236343,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 14
    },
    "profileBreadth": 0.15029569739057633,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5368329630688362,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5189873417721519,
        "5": 0.5286624203821656,
        "10": 0.538961038961039
      },
      "hitRate1D": 0.5189873417721519,
      "comboQuality": 0.73177132121572,
      "eligibleDays": 352,
      "fitnessScore": 0.5707981966787491,
      "lookbackDays": 14,
      "returnLift1D": -0.0004001766421686684,
      "hitRateLift1D": 0.0018444846292947625,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9978902953586498,
      "shadowSharpeLike": 0.8468054755069081,
      "avgForwardReturns": {
        "1": 0.0021784825309985665,
        "5": 0.00461466992275109,
        "10": 0.007550000099298499
      },
      "shadowMaxDrawdown": -0.18933272928495537,
      "shadowTotalReturn": 0.3114675173741739,
      "avgForwardReturn1D": 0.0021784825309985665,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.002578659173167235,
        "5": 0.013661509815430187,
        "10": 0.027478640242060832
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5028571428571429,
        "5": 0.5287356321839081,
        "10": 0.5502958579881657
      },
      "hitRate1D": 0.5028571428571429,
      "comboQuality": 0.6623337491059517,
      "eligibleDays": 352,
      "fitnessScore": 0.4982165514178231,
      "lookbackDays": 14,
      "returnLift1D": -0.0007955623928074503,
      "hitRateLift1D": -0.014285714285714235,
      "activationRate": 0.4971590909090909,
      "activationCount": 175,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9973333333333334,
      "shadowSharpeLike": 0.7398425413783771,
      "avgForwardReturns": {
        "1": 0.0017830967803597847,
        "5": 0.007546101403037448,
        "10": 0.011005624013345646
      },
      "shadowMaxDrawdown": -0.22357576019364822,
      "shadowTotalReturn": 0.26531657576444867,
      "avgForwardReturn1D": 0.0017830967803597847,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 175,
        "5": 174,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.002578659173167235,
        "5": 0.013661509815430187,
        "10": 0.027478640242060832
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5285714285714286,
        "5": 0.5251798561151079,
        "10": 0.5328467153284672
      },
      "hitRate1D": 0.5285714285714286,
      "comboQuality": 0.5908778585730243,
      "eligibleDays": 352,
      "fitnessScore": 0.4308710278661304,
      "lookbackDays": 14,
      "returnLift1D": -0.0006748027698591078,
      "hitRateLift1D": 0.011428571428571455,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9980952380952381,
      "shadowSharpeLike": 0.6720734608908567,
      "avgForwardReturns": {
        "1": 0.0019038564033081271,
        "5": 0.004789277418474146,
        "10": 0.005929892000693174
      },
      "shadowMaxDrawdown": -0.22978361785542945,
      "shadowTotalReturn": 0.22051902439394144,
      "avgForwardReturn1D": 0.0019038564033081271,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 139,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.002578659173167235,
        "5": 0.013661509815430187,
        "10": 0.027478640242060832
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5403225806451613,
        "5": 0.532258064516129,
        "10": 0.5409836065573771
      },
      "hitRate1D": 0.5403225806451613,
      "comboQuality": 0.4174290527039058,
      "eligibleDays": 352,
      "fitnessScore": 0.2766659964552012,
      "lookbackDays": 14,
      "returnLift1D": -0.0013547014414945812,
      "hitRateLift1D": 0.023179723502304128,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9989247311827958,
      "shadowSharpeLike": 0.4645354740998504,
      "avgForwardReturns": {
        "1": 0.0012239577316726538,
        "5": 0.0055127886258036565,
        "10": 0.004442937436673896
      },
      "shadowMaxDrawdown": -0.24692359159392752,
      "shadowTotalReturn": 0.10948188402196446,
      "avgForwardReturn1D": 0.0012239577316726538,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.002578659173167235,
        "5": 0.013661509815430187,
        "10": 0.027478640242060832
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.494949494949495,
        "5": 0.4793814432989691,
        "10": 0.581151832460733
      },
      "hitRate1D": 0.494949494949495,
      "comboQuality": 0.34596357023489255,
      "eligibleDays": 315,
      "fitnessScore": 0.20989749421840154,
      "lookbackDays": 45,
      "returnLift1D": -0.0027281750685007435,
      "hitRateLift1D": -0.036897638808466804,
      "activationRate": 0.6317460317460317,
      "activationCount": 199,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5419354838709678,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9953098827470688,
      "shadowSharpeLike": 0.2367669717335175,
      "avgForwardReturns": {
        "1": 0.0005084603490581826,
        "5": 0.005987551609009694,
        "10": 0.015985785139958738
      },
      "shadowMaxDrawdown": -0.34755047689091567,
      "shadowTotalReturn": 0.035408548482827706,
      "avgForwardReturn1D": 0.0005084603490581826,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 198,
        "5": 194,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.003236635417558926,
        "5": 0.012464869816548124,
        "10": 0.02217816505201339
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4858490566037736,
        "5": 0.5023923444976076,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.4858490566037736,
      "comboQuality": 0.2983262363855548,
      "eligibleDays": 297,
      "fitnessScore": 0.1618381951491805,
      "lookbackDays": 63,
      "returnLift1D": -0.0017872156547420505,
      "hitRateLift1D": -0.0344212136664967,
      "activationRate": 0.7138047138047138,
      "activationCount": 212,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.627177700348432
      },
      "sampleConfidence": 0.9965408805031447,
      "shadowSharpeLike": -0.05115453759893496,
      "avgForwardReturns": {
        "1": -0.000031171749774479574,
        "5": 0.004370031628368818,
        "10": 0.007996393033312132
      },
      "shadowMaxDrawdown": -0.22263753032479605,
      "shadowTotalReturn": -0.07775568203774841,
      "avgForwardReturn1D": -0.000031171749774479574,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 212,
        "5": 209,
        "10": 204
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017560439049675708,
        "5": 0.010033181342825439,
        "10": 0.020609064699741463
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4864864864864865,
        "5": 0.4861878453038674,
        "10": 0.5865921787709497
      },
      "hitRate1D": 0.4864864864864865,
      "comboQuality": 0.2777399830072563,
      "eligibleDays": 315,
      "fitnessScore": 0.13974603403180738,
      "lookbackDays": 45,
      "returnLift1D": -0.002817122023427204,
      "hitRateLift1D": -0.04536064727147526,
      "activationRate": 0.5873015873015873,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5419354838709678,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9963963963963964,
      "shadowSharpeLike": 0.15128579901176403,
      "avgForwardReturns": {
        "1": 0.0004195133941317217,
        "5": 0.005948452775388417,
        "10": 0.015520423356222404
      },
      "shadowMaxDrawdown": -0.34295154590732624,
      "shadowTotalReturn": 0.005413725062106245,
      "avgForwardReturn1D": 0.0004195133941317217,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 185,
        "5": 181,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.003236635417558926,
        "5": 0.012464869816548124,
        "10": 0.02217816505201339
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4885057471264368,
        "5": 0.4853801169590643,
        "10": 0.5783132530120482
      },
      "hitRate1D": 0.4885057471264368,
      "comboQuality": 0.2739614659518134,
      "eligibleDays": 297,
      "fitnessScore": 0.13558456154696913,
      "lookbackDays": 63,
      "returnLift1D": -0.0016437152150925586,
      "hitRateLift1D": -0.03176452314383349,
      "activationRate": 0.5858585858585859,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.627177700348432
      },
      "sampleConfidence": 0.9957854406130269,
      "shadowSharpeLike": 0.01837425145280036,
      "avgForwardReturns": {
        "1": 0.00011232868987501214,
        "5": 0.003357395996008227,
        "10": 0.010412440150982851
      },
      "shadowMaxDrawdown": -0.2302131523266211,
      "shadowTotalReturn": -0.0451802651001566,
      "avgForwardReturn1D": 0.00011232868987501214,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 171,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017560439049675708,
        "5": 0.010033181342825439,
        "10": 0.020609064699741463
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5111111111111111,
        "5": 0.4602272727272727,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5111111111111111,
      "comboQuality": 0.2730974734601454,
      "eligibleDays": 339,
      "fitnessScore": 0.1346280046653957,
      "lookbackDays": 21,
      "returnLift1D": -0.0023374925353743903,
      "hitRateLift1D": -0.006640368178829736,
      "activationRate": 0.5309734513274337,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5177514792899408,
        "5": 0.5209580838323353,
        "10": 0.60790273556231
      },
      "sampleConfidence": 0.9951851851851853,
      "shadowSharpeLike": 0.06736504031146529,
      "avgForwardReturns": {
        "1": 0.00025305521094916387,
        "5": 0.0003147603837926956,
        "10": -0.005535635527292899
      },
      "shadowMaxDrawdown": -0.28789130088201664,
      "shadowTotalReturn": -0.023431182342627088,
      "avgForwardReturn1D": 0.00025305521094916387,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 176,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002590547746323554,
        "5": 0.014692702018291239,
        "10": 0.0300842114834004
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5129533678756477,
        "5": 0.47619047619047616,
        "10": 0.4945652173913043
      },
      "hitRate1D": 0.5129533678756477,
      "comboQuality": 0.24877538572156302,
      "eligibleDays": 339,
      "fitnessScore": 0.10686606060331501,
      "lookbackDays": 21,
      "returnLift1D": -0.0025059133132055663,
      "hitRateLift1D": -0.004798111414293094,
      "activationRate": 0.5693215339233039,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5177514792899408,
        "5": 0.5209580838323353,
        "10": 0.60790273556231
      },
      "sampleConfidence": 0.9955094991364422,
      "shadowSharpeLike": -0.0069310470350543996,
      "avgForwardReturns": {
        "1": 0.00008463443311798789,
        "5": 0.001842310333183885,
        "10": -0.0029788427828500025
      },
      "shadowMaxDrawdown": -0.3123702459466283,
      "shadowTotalReturn": -0.05520123005102573,
      "avgForwardReturn1D": 0.00008463443311798789,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 193,
        "5": 189,
        "10": 184
      },
      "baselineAvgForwardReturns": {
        "1": 0.002590547746323554,
        "5": 0.014692702018291239,
        "10": 0.0300842114834004
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.48623853211009177,
        "5": 0.48130841121495327,
        "10": 0.580952380952381
      },
      "hitRate1D": 0.48623853211009177,
      "comboQuality": 0.18580950467015697,
      "eligibleDays": 315,
      "fitnessScore": 0.024956075978552945,
      "lookbackDays": 45,
      "returnLift1D": -0.0033859318394581306,
      "hitRateLift1D": -0.045608601647870006,
      "activationRate": 0.6952380952380952,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5419354838709678,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.995433789954338,
      "shadowSharpeLike": -0.14377116855637453,
      "avgForwardReturns": {
        "1": -0.00014929642189920474,
        "5": 0.004919310040672734,
        "10": 0.01407181335783901
      },
      "shadowMaxDrawdown": -0.4240126435225998,
      "shadowTotalReturn": -0.10091634226575641,
      "avgForwardReturn1D": -0.00014929642189920474,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 218,
        "5": 214,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.003236635417558926,
        "5": 0.012464869816548124,
        "10": 0.02217816505201339
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.48186528497409326,
        "5": 0.48947368421052634,
        "10": 0.5621621621621622
      },
      "hitRate1D": 0.48186528497409326,
      "comboQuality": 0.17776316324798122,
      "eligibleDays": 297,
      "fitnessScore": 0.013053201824359545,
      "lookbackDays": 63,
      "returnLift1D": -0.0021900324964802564,
      "hitRateLift1D": -0.03840498529617703,
      "activationRate": 0.6498316498316499,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.627177700348432
      },
      "sampleConfidence": 0.9962003454231434,
      "shadowSharpeLike": -0.2626064310990728,
      "avgForwardReturns": {
        "1": -0.0004339885915126857,
        "5": 0.0033345158569165066,
        "10": 0.008333007124850194
      },
      "shadowMaxDrawdown": -0.2753583260645054,
      "shadowTotalReturn": -0.1441160043943709,
      "avgForwardReturn1D": -0.0004339885915126857,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 193,
        "5": 190,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017560439049675708,
        "5": 0.010033181342825439,
        "10": 0.020609064699741463
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.49612403100775193,
        "5": 0.48412698412698413,
        "10": 0.5041322314049587
      },
      "hitRate1D": 0.49612403100775193,
      "comboQuality": 0.11451313065921337,
      "eligibleDays": 339,
      "fitnessScore": -0.0999985894628234,
      "lookbackDays": 21,
      "returnLift1D": -0.003110268913405785,
      "hitRateLift1D": -0.021627448282188877,
      "activationRate": 0.3805309734513274,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5177514792899408,
        "5": 0.5209580838323353,
        "10": 0.60790273556231
      },
      "sampleConfidence": 0.9943152454780362,
      "shadowSharpeLike": -0.3009815068852011,
      "avgForwardReturns": {
        "1": -0.0005197211670822307,
        "5": -0.00029356187205613934,
        "10": -0.0018284656753907262
      },
      "shadowMaxDrawdown": -0.3173773116354882,
      "shadowTotalReturn": -0.10963300245682206,
      "avgForwardReturn1D": -0.0005197211670822307,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 126,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.002590547746323554,
        "5": 0.014692702018291239,
        "10": 0.0300842114834004
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4842105263157895,
        "5": 0.44623655913978494,
        "10": 0.5027624309392266
      },
      "hitRate1D": 0.4842105263157895,
      "comboQuality": 0.0946469033650781,
      "eligibleDays": 330,
      "fitnessScore": -0.14679781122535904,
      "lookbackDays": 30,
      "returnLift1D": -0.0036347779913194697,
      "hitRateLift1D": -0.035546312589985585,
      "activationRate": 0.5787878787878787,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5323076923076923,
        "10": 0.625
      },
      "sampleConfidence": 0.9944153577661432,
      "shadowSharpeLike": -0.42530559367094134,
      "avgForwardReturns": {
        "1": -0.0007480552608219747,
        "5": -0.00023634380816001587,
        "10": -0.0009343478965800955
      },
      "shadowMaxDrawdown": -0.4123376233338458,
      "shadowTotalReturn": -0.18749745488285907,
      "avgForwardReturn1D": -0.0007480552608219747,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 190,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.002886722730497495,
        "5": 0.01582452391721529,
        "10": 0.032505081536227096
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.49375,
        "5": 0.46496815286624205,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.49375,
      "comboQuality": 0.09209628599794209,
      "eligibleDays": 339,
      "fitnessScore": -0.15342681717627035,
      "lookbackDays": 21,
      "returnLift1D": -0.0034548931678725987,
      "hitRateLift1D": -0.024001479289940786,
      "activationRate": 0.471976401179941,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5177514792899408,
        "5": 0.5209580838323353,
        "10": 0.60790273556231
      },
      "sampleConfidence": 0.9954166666666667,
      "shadowSharpeLike": -0.5127053626031418,
      "avgForwardReturns": {
        "1": -0.0008643454215490447,
        "5": -0.0003849899343372832,
        "10": -0.0039771936489089235
      },
      "shadowMaxDrawdown": -0.3414548874048574,
      "shadowTotalReturn": -0.17708490414761724,
      "avgForwardReturn1D": -0.0008643454215490447,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 157,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.002590547746323554,
        "5": 0.014692702018291239,
        "10": 0.0300842114834004
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4628099173553719,
        "5": 0.5128205128205128,
        "10": 0.5948275862068966
      },
      "hitRate1D": 0.4628099173553719,
      "comboQuality": 0.08304544220508132,
      "eligibleDays": 315,
      "fitnessScore": -0.1783673914886775,
      "lookbackDays": 45,
      "returnLift1D": -0.003999930192130459,
      "hitRateLift1D": -0.06903721640258986,
      "activationRate": 0.38412698412698415,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5318471337579618,
        "5": 0.5419354838709678,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9950413223140496,
      "shadowSharpeLike": -0.4107260320754392,
      "avgForwardReturns": {
        "1": -0.000763294774571533,
        "5": 0.005998870831729228,
        "10": 0.00971077504996661
      },
      "shadowMaxDrawdown": -0.3228902114314829,
      "shadowTotalReturn": -0.12576525783278691,
      "avgForwardReturn1D": -0.000763294774571533,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 121,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.003236635417558926,
        "5": 0.012464869816548124,
        "10": 0.02217816505201339
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.46616541353383456,
        "5": 0.4461538461538462,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.46616541353383456,
      "comboQuality": 0.08242247577573504,
      "eligibleDays": 297,
      "fitnessScore": -0.18017335963589615,
      "lookbackDays": 63,
      "returnLift1D": -0.00283984274398116,
      "hitRateLift1D": -0.054104856736435725,
      "activationRate": 0.4478114478114478,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.627177700348432
      },
      "sampleConfidence": 0.9949874686716793,
      "shadowSharpeLike": -0.4762165383382498,
      "avgForwardReturns": {
        "1": -0.0010837988390135893,
        "5": -0.00035042088839383543,
        "10": 0.008541778332783748
      },
      "shadowMaxDrawdown": -0.284370881031064,
      "shadowTotalReturn": -0.18196575072561239,
      "avgForwardReturn1D": -0.0010837988390135893,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017560439049675708,
        "5": 0.010033181342825439,
        "10": 0.020609064699741463
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4846153846153846,
        "5": 0.47619047619047616,
        "10": 0.5041322314049587
      },
      "hitRate1D": 0.4846153846153846,
      "comboQuality": 0.07333559306157426,
      "eligibleDays": 330,
      "fitnessScore": -0.2080399897099359,
      "lookbackDays": 30,
      "returnLift1D": -0.00398012299523009,
      "hitRateLift1D": -0.03514145429039045,
      "activationRate": 0.3939393939393939,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5323076923076923,
        "10": 0.625
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.533229963960985,
      "avgForwardReturns": {
        "1": -0.0010934002647325948,
        "5": -0.00010155317178456038,
        "10": -0.00039328498043998786
      },
      "shadowMaxDrawdown": -0.3486725446868214,
      "shadowTotalReturn": -0.16857414067431553,
      "avgForwardReturn1D": -0.0010934002647325948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 130,
        "5": 126,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.002886722730497495,
        "5": 0.01582452391721529,
        "10": 0.032505081536227096
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.47337278106508873,
        "5": 0.41818181818181815,
        "10": 0.48125
      },
      "hitRate1D": 0.47337278106508873,
      "comboQuality": 0.058325356305338326,
      "eligibleDays": 330,
      "fitnessScore": -0.2619570378248065,
      "lookbackDays": 30,
      "returnLift1D": -0.004154992750370633,
      "hitRateLift1D": -0.04638405784068633,
      "activationRate": 0.5121212121212121,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5323076923076923,
        "10": 0.625
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": -0.7156975867618668,
      "avgForwardReturns": {
        "1": -0.0012682700198731382,
        "5": -0.003835753275549011,
        "10": -0.0036301051720372193
      },
      "shadowMaxDrawdown": -0.39526392734980365,
      "shadowTotalReturn": -0.23346571998393217,
      "avgForwardReturn1D": -0.0012682700198731382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 169,
        "5": 165,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.002886722730497495,
        "5": 0.01582452391721529,
        "10": 0.032505081536227096
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.47513812154696133,
        "5": 0.4350282485875706,
        "10": 0.5
      },
      "hitRate1D": 0.47513812154696133,
      "comboQuality": 0.05396085846927722,
      "eligibleDays": 330,
      "fitnessScore": -0.280085500757743,
      "lookbackDays": 30,
      "returnLift1D": -0.0042707587553420774,
      "hitRateLift1D": -0.04461871735881373,
      "activationRate": 0.5484848484848485,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5323076923076923,
        "10": 0.625
      },
      "sampleConfidence": 0.9952117863720075,
      "shadowSharpeLike": -0.8054133594417694,
      "avgForwardReturns": {
        "1": -0.0013840360248445823,
        "5": -0.0018328827613780432,
        "10": -0.0008031022756123527
      },
      "shadowMaxDrawdown": -0.3984963896616026,
      "shadowTotalReturn": -0.2634420224361219,
      "avgForwardReturn1D": -0.0013840360248445823,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 181,
        "5": 177,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.002886722730497495,
        "5": 0.01582452391721529,
        "10": 0.032505081536227096
      }
    }
  ],
  "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": 0.73177132121572,
      "fitnessScore": 0.5707981966787491,
      "lookbackDays": 14,
      "returnLift1D": -0.0004001766421686684,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "sampleConfidence": 0.9978902953586498,
      "shadowTotalReturn": 0.3114675173741739,
      "avgForwardReturn1D": 0.0021784825309985665
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.2730974734601454,
      "fitnessScore": 0.1346280046653957,
      "lookbackDays": 21,
      "returnLift1D": -0.0023374925353743903,
      "activationRate": 0.5309734513274337,
      "activationCount": 180,
      "sampleConfidence": 0.9951851851851853,
      "shadowTotalReturn": -0.023431182342627088,
      "avgForwardReturn1D": 0.00025305521094916387
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.0946469033650781,
      "fitnessScore": -0.14679781122535904,
      "lookbackDays": 30,
      "returnLift1D": -0.0036347779913194697,
      "activationRate": 0.5787878787878787,
      "activationCount": 191,
      "sampleConfidence": 0.9944153577661432,
      "shadowTotalReturn": -0.18749745488285907,
      "avgForwardReturn1D": -0.0007480552608219747
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.34596357023489255,
      "fitnessScore": 0.20989749421840154,
      "lookbackDays": 45,
      "returnLift1D": -0.0027281750685007435,
      "activationRate": 0.6317460317460317,
      "activationCount": 199,
      "sampleConfidence": 0.9953098827470688,
      "shadowTotalReturn": 0.035408548482827706,
      "avgForwardReturn1D": 0.0005084603490581826
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2983262363855548,
      "fitnessScore": 0.1618381951491805,
      "lookbackDays": 63,
      "returnLift1D": -0.0017872156547420505,
      "activationRate": 0.7138047138047138,
      "activationCount": 212,
      "sampleConfidence": 0.9965408805031447,
      "shadowTotalReturn": -0.07775568203774841,
      "avgForwardReturn1D": -0.000031171749774479574
    }
  ],
  "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": "2ea93cc0d0de895e8ddae2d48aacd71d1f71c219f2d0bacddacb7134e1fe3ec7",
    "size": 13,
    "members": [
      "HCSG",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HCSG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HCSG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "HCSG",
    "hitRates": {
      "1": 0.5189873417721519,
      "5": 0.5286624203821656,
      "10": 0.538961038961039
    },
    "hitRate1D": 0.5189873417721519,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.7201733011366204,
    "eligibleDays": 375,
    "fitnessScore": 0.5579707080329895,
    "lookbackDays": 14,
    "returnLift1D": -0.00003851172680981261,
    "hitRateLift1D": 0.006987341772151878,
    "portfolioSize": 4,
    "activationRate": 0.42133333333333334,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.512,
      "5": 0.49865229110512127,
      "10": 0.5765027322404371
    },
    "sampleConfidence": 0.9978902953586498,
    "shadowSharpeLike": 0.8204257701188432,
    "avgForwardReturns": {
      "1": 0.0021784825309985665,
      "5": 0.00461466992275109,
      "10": 0.007550000099298499
    },
    "shadowMaxDrawdown": -0.18933272928495537,
    "shadowTotalReturn": 0.3114675173741739,
    "avgForwardReturn1D": 0.0021784825309985665,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21"
    ],
    "horizonObservationCounts": {
      "1": 158,
      "5": 157,
      "10": 154
    },
    "baselineAvgForwardReturns": {
      "1": 0.002216994257808379,
      "5": 0.012386166704760638,
      "10": 0.025356649513197264
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7201733011366204,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.24915923028975506,
    "bestRawFitnessScore": 0.5579707080329895,
    "upperQuartileComboQuality": 0.40292633315947746
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4039543779072743,
    "rawScore": 0.4243821714183649,
    "confidence": 0.9037292568497066,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
    },
    "profileBreadth": 0.2002975712049421,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.5798045042105021,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5189873417721519,
        "5": 0.5286624203821656,
        "10": 0.538961038961039
      },
      "hitRate1D": 0.5189873417721519,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7201733011366204,
      "eligibleDays": 375,
      "fitnessScore": 0.5579707080329895,
      "lookbackDays": 14,
      "returnLift1D": -0.00003851172680981261,
      "hitRateLift1D": 0.006987341772151878,
      "portfolioSize": 4,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.49865229110512127,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9978902953586498,
      "shadowSharpeLike": 0.8204257701188432,
      "avgForwardReturns": {
        "1": 0.0021784825309985665,
        "5": 0.00461466992275109,
        "10": 0.007550000099298499
      },
      "shadowMaxDrawdown": -0.18933272928495537,
      "shadowTotalReturn": 0.3114675173741739,
      "avgForwardReturn1D": 0.0021784825309985665,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.002216994257808379,
        "5": 0.012386166704760638,
        "10": 0.025356649513197264
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5189873417721519,
        "5": 0.5286624203821656,
        "10": 0.538961038961039
      },
      "hitRate1D": 0.5189873417721519,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7201733011366204,
      "eligibleDays": 375,
      "fitnessScore": 0.5579707080329895,
      "lookbackDays": 14,
      "returnLift1D": -0.00003851172680981261,
      "hitRateLift1D": 0.006987341772151878,
      "portfolioSize": 5,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.49865229110512127,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9978902953586498,
      "shadowSharpeLike": 0.8204257701188432,
      "avgForwardReturns": {
        "1": 0.0021784825309985665,
        "5": 0.00461466992275109,
        "10": 0.007550000099298499
      },
      "shadowMaxDrawdown": -0.18933272928495537,
      "shadowTotalReturn": 0.3114675173741739,
      "avgForwardReturn1D": 0.0021784825309985665,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.002216994257808379,
        "5": 0.012386166704760638,
        "10": 0.025356649513197264
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5285714285714286,
        "5": 0.5251798561151079,
        "10": 0.5328467153284672
      },
      "hitRate1D": 0.5285714285714286,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5788486063042264,
      "eligibleDays": 375,
      "fitnessScore": 0.4199706908852854,
      "lookbackDays": 14,
      "returnLift1D": -0.00031313785450025203,
      "hitRateLift1D": 0.01657142857142857,
      "portfolioSize": 3,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.49865229110512127,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9980952380952381,
      "shadowSharpeLike": 0.651158098594701,
      "avgForwardReturns": {
        "1": 0.0019038564033081271,
        "5": 0.004789277418474146,
        "10": 0.005929892000693174
      },
      "shadowMaxDrawdown": -0.22978361785542945,
      "shadowTotalReturn": 0.22051902439394144,
      "avgForwardReturn1D": 0.0019038564033081271,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 139,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.002216994257808379,
        "5": 0.012386166704760638,
        "10": 0.025356649513197264
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5078534031413613,
        "5": 0.5053191489361702,
        "10": 0.5792349726775956
      },
      "hitRate1D": 0.5078534031413613,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5698268106208649,
      "eligibleDays": 326,
      "fitnessScore": 0.411851807610206,
      "lookbackDays": 63,
      "returnLift1D": -0.0017425239188689193,
      "hitRateLift1D": -0.013618989496675504,
      "portfolioSize": 3,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5372670807453416,
        "10": 0.6309148264984227
      },
      "sampleConfidence": 0.9961605584642235,
      "shadowSharpeLike": 0.5217911514788751,
      "avgForwardReturns": {
        "1": 0.001155127474707898,
        "5": 0.00541259762882759,
        "10": 0.011195516646318977
      },
      "shadowMaxDrawdown": -0.23021315232662054,
      "shadowTotalReturn": 0.15931836017046286,
      "avgForwardReturn1D": 0.001155127474707898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 191,
        "5": 188,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.002897651393576817,
        "5": 0.016211684886715386,
        "10": 0.03324183507105326
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5403225806451613,
        "5": 0.532258064516129,
        "10": 0.5409836065573771
      },
      "hitRate1D": 0.5403225806451613,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4073971132250237,
      "eligibleDays": 375,
      "fitnessScore": 0.2675580605121559,
      "lookbackDays": 14,
      "returnLift1D": -0.0009930365261357254,
      "hitRateLift1D": 0.028322580645161244,
      "portfolioSize": 2,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.49865229110512127,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9989247311827958,
      "shadowSharpeLike": 0.4500917846133521,
      "avgForwardReturns": {
        "1": 0.0012239577316726538,
        "5": 0.0055127886258036565,
        "10": 0.004442937436673896
      },
      "shadowMaxDrawdown": -0.24692359159392752,
      "shadowTotalReturn": 0.10948188402196446,
      "avgForwardReturn1D": 0.0012239577316726538,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.002216994257808379,
        "5": 0.012386166704760638,
        "10": 0.025356649513197264
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5,
        "5": 0.5072463768115942,
        "10": 0.5643564356435643
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.40143607313762875,
      "eligibleDays": 326,
      "fitnessScore": 0.2621132932977341,
      "lookbackDays": 63,
      "returnLift1D": -0.002338963977057731,
      "hitRateLift1D": -0.021472392638036797,
      "portfolioSize": 4,
      "activationRate": 0.6441717791411042,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5372670807453416,
        "10": 0.6309148264984227
      },
      "sampleConfidence": 0.9965079365079366,
      "shadowSharpeLike": 0.24961671123805543,
      "avgForwardReturns": {
        "1": 0.0005586874165190859,
        "5": 0.005202954839209257,
        "10": 0.009217429699556957
      },
      "shadowMaxDrawdown": -0.2753583260645057,
      "shadowTotalReturn": 0.0391930476654232,
      "avgForwardReturn1D": 0.0005586874165190859,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 210,
        "5": 207,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.002897651393576817,
        "5": 0.016211684886715386,
        "10": 0.03324183507105326
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5,
        "5": 0.5072463768115942,
        "10": 0.5643564356435643
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.40143607313762875,
      "eligibleDays": 326,
      "fitnessScore": 0.2621132932977341,
      "lookbackDays": 63,
      "returnLift1D": -0.002338963977057731,
      "hitRateLift1D": -0.021472392638036797,
      "portfolioSize": 5,
      "activationRate": 0.6441717791411042,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5372670807453416,
        "10": 0.6309148264984227
      },
      "sampleConfidence": 0.9965079365079366,
      "shadowSharpeLike": 0.24961671123805543,
      "avgForwardReturns": {
        "1": 0.0005586874165190859,
        "5": 0.005202954839209257,
        "10": 0.009217429699556957
      },
      "shadowMaxDrawdown": -0.2753583260645057,
      "shadowTotalReturn": 0.0391930476654232,
      "avgForwardReturn1D": 0.0005586874165190859,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 210,
        "5": 207,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.002897651393576817,
        "5": 0.016211684886715386,
        "10": 0.03324183507105326
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.494949494949495,
        "5": 0.4793814432989691,
        "10": 0.581151832460733
      },
      "hitRate1D": 0.494949494949495,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3214064409948986,
      "eligibleDays": 344,
      "fitnessScore": 0.1855905092209554,
      "lookbackDays": 45,
      "returnLift1D": -0.002071897081798749,
      "hitRateLift1D": -0.022492365515621338,
      "portfolioSize": 4,
      "activationRate": 0.5755813953488372,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.6
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": 0.22659555251831964,
      "avgForwardReturns": {
        "1": 0.0005084603490581826,
        "5": 0.005987551609009694,
        "10": 0.015985785139958738
      },
      "shadowMaxDrawdown": -0.34755047689091567,
      "shadowTotalReturn": 0.035408548482827706,
      "avgForwardReturn1D": 0.0005084603490581826,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 198,
        "5": 194,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025803574308569314,
        "5": 0.014134012039667153,
        "10": 0.028745723366987636
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.494949494949495,
        "5": 0.4793814432989691,
        "10": 0.581151832460733
      },
      "hitRate1D": 0.494949494949495,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3214064409948986,
      "eligibleDays": 344,
      "fitnessScore": 0.1855905092209554,
      "lookbackDays": 45,
      "returnLift1D": -0.002071897081798749,
      "hitRateLift1D": -0.022492365515621338,
      "portfolioSize": 5,
      "activationRate": 0.5755813953488372,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.6
      },
      "sampleConfidence": 0.9962962962962963,
      "shadowSharpeLike": 0.22659555251831964,
      "avgForwardReturns": {
        "1": 0.0005084603490581826,
        "5": 0.005987551609009694,
        "10": 0.015985785139958738
      },
      "shadowMaxDrawdown": -0.34755047689091567,
      "shadowTotalReturn": 0.035408548482827706,
      "avgForwardReturn1D": 0.0005084603490581826,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 198,
        "5": 194,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025803574308569314,
        "5": 0.014134012039667153,
        "10": 0.028745723366987636
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4864864864864865,
        "5": 0.4861878453038674,
        "10": 0.5865921787709497
      },
      "hitRate1D": 0.4864864864864865,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.25966135895147846,
      "eligibleDays": 344,
      "fitnessScore": 0.11949953462669245,
      "lookbackDays": 45,
      "returnLift1D": -0.0021608440367252096,
      "hitRateLift1D": -0.030955373978629797,
      "portfolioSize": 3,
      "activationRate": 0.5377906976744186,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.6
      },
      "sampleConfidence": 0.9963963963963964,
      "shadowSharpeLike": 0.14616377559761196,
      "avgForwardReturns": {
        "1": 0.0004195133941317217,
        "5": 0.005948452775388417,
        "10": 0.015520423356222404
      },
      "shadowMaxDrawdown": -0.34295154590732624,
      "shadowTotalReturn": 0.005916683403808021,
      "avgForwardReturn1D": 0.0004195133941317217,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 185,
        "5": 181,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025803574308569314,
        "5": 0.014134012039667153,
        "10": 0.028745723366987636
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.49333333333333335,
        "5": 0.47619047619047616,
        "10": 0.5734265734265734
      },
      "hitRate1D": 0.49333333333333335,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.23865710162803166,
      "eligibleDays": 326,
      "fitnessScore": 0.09478767008837971,
      "lookbackDays": 63,
      "returnLift1D": -0.0025180586599624906,
      "hitRateLift1D": -0.02813905930470345,
      "portfolioSize": 2,
      "activationRate": 0.4601226993865031,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5214723926380368,
        "5": 0.5372670807453416,
        "10": 0.6309148264984227
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 0.12126087128126799,
      "avgForwardReturns": {
        "1": 0.0003795927336143268,
        "5": 0.002706795397353615,
        "10": 0.009766283574433366
      },
      "shadowMaxDrawdown": -0.2843708810310639,
      "shadowTotalReturn": -0.006763172389250283,
      "avgForwardReturn1D": 0.0003795927336143268,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 150,
        "5": 147,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.002897651393576817,
        "5": 0.016211684886715386,
        "10": 0.03324183507105326
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5054945054945055,
        "5": 0.4550561797752809,
        "10": 0.4682080924855491
      },
      "hitRate1D": 0.5054945054945055,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.22006999219786993,
      "eligibleDays": 368,
      "fitnessScore": 0.07164312120839744,
      "lookbackDays": 21,
      "returnLift1D": -0.002269493250971053,
      "hitRateLift1D": -0.010809842331581443,
      "portfolioSize": 4,
      "activationRate": 0.4945652173913043,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5163043478260869,
        "5": 0.5082417582417582,
        "10": 0.584958217270195
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": -0.015494783536744113,
      "avgForwardReturns": {
        "1": 0.00008572455471755159,
        "5": -0.00012268404044466036,
        "10": -0.006306205093317887
      },
      "shadowMaxDrawdown": -0.2878913008820152,
      "shadowTotalReturn": -0.052965051608019786,
      "avgForwardReturn1D": 0.00008572455471755159,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 178,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023552178056886045,
        "5": 0.013065532447803159,
        "10": 0.026525686107903717
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.5054945054945055,
        "5": 0.4550561797752809,
        "10": 0.4682080924855491
      },
      "hitRate1D": 0.5054945054945055,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.22006999219786993,
      "eligibleDays": 368,
      "fitnessScore": 0.07164312120839744,
      "lookbackDays": 21,
      "returnLift1D": -0.002269493250971053,
      "hitRateLift1D": -0.010809842331581443,
      "portfolioSize": 5,
      "activationRate": 0.4945652173913043,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5163043478260869,
        "5": 0.5082417582417582,
        "10": 0.584958217270195
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": -0.015494783536744113,
      "avgForwardReturns": {
        "1": 0.00008572455471755159,
        "5": -0.00012268404044466036,
        "10": -0.006306205093317887
      },
      "shadowMaxDrawdown": -0.2878913008820152,
      "shadowTotalReturn": -0.052965051608019786,
      "avgForwardReturn1D": 0.00008572455471755159,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 178,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023552178056886045,
        "5": 0.013065532447803159,
        "10": 0.026525686107903717
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.48854961832061067,
        "5": 0.4765625,
        "10": 0.4959349593495935
      },
      "hitRate1D": 0.48854961832061067,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0901822863150735,
      "eligibleDays": 368,
      "fitnessScore": -0.15851047265623092,
      "lookbackDays": 21,
      "returnLift1D": -0.0030956155122982445,
      "hitRateLift1D": -0.02775472950547625,
      "portfolioSize": 2,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5163043478260869,
        "5": 0.5082417582417582,
        "10": 0.584958217270195
      },
      "sampleConfidence": 0.9944020356234097,
      "shadowSharpeLike": -0.3912126429997249,
      "avgForwardReturns": {
        "1": -0.0007403977066096401,
        "5": -0.0008923779892635745,
        "10": -0.0029725540869852568
      },
      "shadowMaxDrawdown": -0.3173773116354883,
      "shadowTotalReturn": -0.13699163438563822,
      "avgForwardReturn1D": -0.0007403977066096401,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 128,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023552178056886045,
        "5": 0.013065532447803159,
        "10": 0.026525686107903717
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4628099173553719,
        "5": 0.5128205128205128,
        "10": 0.5948275862068966
      },
      "hitRate1D": 0.4628099173553719,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07967809187811273,
      "eligibleDays": 344,
      "fitnessScore": -0.18828034552556833,
      "lookbackDays": 45,
      "returnLift1D": -0.0033436522054284645,
      "hitRateLift1D": -0.054631943109744396,
      "portfolioSize": 2,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.6
      },
      "sampleConfidence": 0.9950413223140496,
      "shadowSharpeLike": -0.3912430904918113,
      "avgForwardReturns": {
        "1": -0.000763294774571533,
        "5": 0.005998870831729228,
        "10": 0.00971077504996661
      },
      "shadowMaxDrawdown": -0.32255148717507054,
      "shadowTotalReturn": -0.1253279217936838,
      "avgForwardReturn1D": -0.000763294774571533,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 121,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025803574308569314,
        "5": 0.014134012039667153,
        "10": 0.028745723366987636
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4876543209876543,
        "5": 0.4591194968553459,
        "10": 0.4805194805194805
      },
      "hitRate1D": 0.4876543209876543,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07278175369221725,
      "eligibleDays": 368,
      "fitnessScore": -0.20983921027624886,
      "lookbackDays": 21,
      "returnLift1D": -0.003393756919639853,
      "hitRateLift1D": -0.028650026838432596,
      "portfolioSize": 3,
      "activationRate": 0.44021739130434784,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5163043478260869,
        "5": 0.5082417582417582,
        "10": 0.584958217270195
      },
      "sampleConfidence": 0.9954732510288067,
      "shadowSharpeLike": -0.5857465473741535,
      "avgForwardReturns": {
        "1": -0.0010385391139512484,
        "5": -0.0008659057008655184,
        "10": -0.004863072990980942
      },
      "shadowMaxDrawdown": -0.34145488740485774,
      "shadowTotalReturn": -0.20237091685722575,
      "avgForwardReturn1D": -0.0010385391139512484,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023552178056886045,
        "5": 0.013065532447803159,
        "10": 0.026525686107903717
      }
    },
    {
      "topN": 2,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.4846153846153846,
        "5": 0.47619047619047616,
        "10": 0.5041322314049587
      },
      "hitRate1D": 0.4846153846153846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.06993502558176971,
      "eligibleDays": 359,
      "fitnessScore": -0.21929132560255535,
      "lookbackDays": 30,
      "returnLift1D": -0.003547852073340388,
      "hitRateLift1D": -0.033490464966788036,
      "portfolioSize": 2,
      "activationRate": 0.362116991643454,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5126760563380282,
        "10": 0.6
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.509608749448446,
      "avgForwardReturns": {
        "1": -0.0010934002647325948,
        "5": -0.00010155317178456038,
        "10": -0.00039328498043998786
      },
      "shadowMaxDrawdown": -0.3483467180458444,
      "shadowTotalReturn": -0.16815821978420764,
      "avgForwardReturn1D": -0.0010934002647325948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 130,
        "5": 126,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.002454451808607793,
        "5": 0.013749113131336704,
        "10": 0.02810075708473132
      }
    },
    {
      "topN": 3,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.47337278106508873,
        "5": 0.41818181818181815,
        "10": 0.48125
      },
      "hitRate1D": 0.47337278106508873,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05447715926028487,
      "eligibleDays": 359,
      "fitnessScore": -0.2778704360362972,
      "lookbackDays": 30,
      "returnLift1D": -0.0037227218284809314,
      "hitRateLift1D": -0.04473306851708392,
      "portfolioSize": 3,
      "activationRate": 0.47075208913649025,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5126760563380282,
        "10": 0.6
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": -0.6846987580601075,
      "avgForwardReturns": {
        "1": -0.0012682700198731382,
        "5": -0.003835753275549011,
        "10": -0.0036301051720372193
      },
      "shadowMaxDrawdown": -0.3949614080538306,
      "shadowTotalReturn": -0.2330822611144895,
      "avgForwardReturn1D": -0.0012682700198731382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 169,
        "5": 165,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.002454451808607793,
        "5": 0.013749113131336704,
        "10": 0.02810075708473132
      }
    },
    {
      "topN": 4,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.47513812154696133,
        "5": 0.4350282485875706,
        "10": 0.5
      },
      "hitRate1D": 0.47513812154696133,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.050089153832198224,
      "eligibleDays": 359,
      "fitnessScore": -0.29736400075016917,
      "lookbackDays": 30,
      "returnLift1D": -0.0038384878334523755,
      "hitRateLift1D": -0.04296772803521132,
      "portfolioSize": 4,
      "activationRate": 0.5041782729805014,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5126760563380282,
        "10": 0.6
      },
      "sampleConfidence": 0.9952117863720075,
      "shadowSharpeLike": -0.770750111563024,
      "avgForwardReturns": {
        "1": -0.0013840360248445823,
        "5": -0.0018328827613780432,
        "10": -0.0008031022756123527
      },
      "shadowMaxDrawdown": -0.3981954874053053,
      "shadowTotalReturn": -0.26307355921572984,
      "avgForwardReturn1D": -0.0013840360248445823,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 181,
        "5": 177,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.002454451808607793,
        "5": 0.013749113131336704,
        "10": 0.02810075708473132
      }
    },
    {
      "topN": 5,
      "ticker": "HCSG",
      "hitRates": {
        "1": 0.47513812154696133,
        "5": 0.4350282485875706,
        "10": 0.5
      },
      "hitRate1D": 0.47513812154696133,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.050089153832198224,
      "eligibleDays": 359,
      "fitnessScore": -0.29736400075016917,
      "lookbackDays": 30,
      "returnLift1D": -0.0038384878334523755,
      "hitRateLift1D": -0.04296772803521132,
      "portfolioSize": 5,
      "activationRate": 0.5041782729805014,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5126760563380282,
        "10": 0.6
      },
      "sampleConfidence": 0.9952117863720075,
      "shadowSharpeLike": -0.770750111563024,
      "avgForwardReturns": {
        "1": -0.0013840360248445823,
        "5": -0.0018328827613780432,
        "10": -0.0008031022756123527
      },
      "shadowMaxDrawdown": -0.3981954874053053,
      "shadowTotalReturn": -0.26307355921572984,
      "avgForwardReturn1D": -0.0013840360248445823,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "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": 181,
        "5": 177,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.002454451808607793,
        "5": 0.013749113131336704,
        "10": 0.02810075708473132
      }
    }
  ],
  "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": 0.7201733011366204,
      "fitnessScore": 0.5579707080329895,
      "lookbackDays": 14,
      "returnLift1D": -0.00003851172680981261,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "sampleConfidence": 0.9978902953586498,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3114675173741739,
      "avgForwardReturn1D": 0.0021784825309985665
    },
    {
      "comboQuality": 0.22006999219786993,
      "fitnessScore": 0.07164312120839744,
      "lookbackDays": 21,
      "returnLift1D": -0.002269493250971053,
      "activationRate": 0.4945652173913043,
      "activationCount": 182,
      "sampleConfidence": 0.9952380952380953,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.052965051608019786,
      "avgForwardReturn1D": 0.00008572455471755159
    },
    {
      "comboQuality": 0.06993502558176971,
      "fitnessScore": -0.21929132560255535,
      "lookbackDays": 30,
      "returnLift1D": -0.003547852073340388,
      "activationRate": 0.362116991643454,
      "activationCount": 130,
      "sampleConfidence": 0.9933333333333334,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.16815821978420764,
      "avgForwardReturn1D": -0.0010934002647325948
    },
    {
      "comboQuality": 0.3214064409948986,
      "fitnessScore": 0.1855905092209554,
      "lookbackDays": 45,
      "returnLift1D": -0.002071897081798749,
      "activationRate": 0.5755813953488372,
      "activationCount": 198,
      "sampleConfidence": 0.9962962962962963,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.035408548482827706,
      "avgForwardReturn1D": 0.0005084603490581826
    },
    {
      "comboQuality": 0.5698268106208649,
      "fitnessScore": 0.411851807610206,
      "lookbackDays": 63,
      "returnLift1D": -0.0017425239188689193,
      "activationRate": 0.5858895705521472,
      "activationCount": 191,
      "sampleConfidence": 0.9961605584642235,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.15931836017046286,
      "avgForwardReturn1D": 0.001155127474707898
    }
  ],
  "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": "2ea93cc0d0de895e8ddae2d48aacd71d1f71c219f2d0bacddacb7134e1fe3ec7",
    "size": 13,
    "members": [
      "HCSG",
      "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
0.272
Liquidity
0.420
Momentum
0.716
Relative strength
0.740
Trend quality
0.707
Stability
0.584
Aggression
0.480
Downside risk
0.579
Drawdown state
0.847
Quality momentum
0.692
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.717
Benchmark Independence 3m Score
0.780
Beta 1y Profile Score
0.405
Beta 3m Profile Score
0.327
Beta Change Score
0.404
Correlation Change Score
0.469
Current Drawdown Score
0.641
Days Since 52w High Score
0.020
Distance From 52w High Score
0.917
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.849
Distance From Sma 50 Score
0.628
Downside Volatility 1m Score
0.247
Downside Volatility 1y Score
0.416
Downside Volatility 2y Score
0.389
Downside Volatility 3m Score
0.391
Downside Volatility 5y Score
0.429
Downside Volatility 6m Score
0.391
Drawdown Recovery Score
1
Excess Return 1m Score
0.649
Excess Return 1y Score
1
Excess Return 3m Score
0.696
Excess Return 6m Score
0.731
Expected Shortfall 95 1y Score
0.529
Log Avg Dollar Volume 20d Score
0.420
Log Market Cap Score
0.272
Drawdown Score 1m
0.784
Drawdown Score 1y
0.694
Drawdown Score 2y
0.658
Drawdown Score 3m
0.662
Drawdown Score 5y
0.302
Drawdown Score 6m
0.638
Momentum Acceleration 1m Vs 3m Score
0.632
Momentum Acceleration 3m Vs 6m Score
0.624
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.845
Relative Strength Slope 3m Score
0.612
Relative Volume 20d Score
0.289
Return 1m Score
0.694
Return 1w Score
0.320
Return 1y Score
0.889
Return 2y Score
0.635
Return 3m Score
0.788
Return 5y Score
0.062
Return 6m Score
0.699
Return Skewness 1y Score
0.857
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.659
Sharpe 2y Score
0.622
Sharpe 3m Score
0.788
Sharpe 5y Score
0.419
Sharpe 6m Score
0.629
Sortino 1m Score
1
Sortino 1y Score
0.575
Sortino 2y Score
0.555
Sortino 3m Score
0.718
Sortino 5y Score
0.389
Sortino 6m Score
0.568
Trend R2 1m Score
0.759
Trend R2 1w Score
0.856
Trend R2 1y Score
0.840
Trend R2 2y Score
0.874
Trend R2 3m Score
0.525
Trend R2 5y Score
0.011
Trend R2 6m Score
0.464
Trend Slope 1m Score
0.935
Trend Slope 1w Score
0
Trend Slope 1y Score
0.621
Trend Slope 2y Score
0.608
Trend Slope 3m Score
0.686
Trend Slope 5y Score
0.495
Trend Slope 6m Score
0.593
Volatility 1m Score
0.314
Volatility 1w Score
0.203
Volatility 1y Score
0.532
Volatility 2y Score
0.524
Volatility 3m Score
0.581
Volatility 5y Score
0.495
Volatility 6m Score
0.548
Worst Day 1y Score
0.537
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
18,145,892.34
Best Day 1y
0.183
Beta To Benchmark 1y
1.011
Beta 3m
0.818
Beta Change
-0.193
Beta To Sector 1y
0.793
Correlation To Benchmark 1y
0.283
Correlation 3m
0.220
Correlation Change
-0.062
Correlation To Sector 1y
0.279
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.717
Benchmark Independence 3m Score
0.780
Beta 1y Profile Score
0.405
Beta 3m Profile Score
0.327
Beta Change Score
0.404
Correlation Change Score
0.469
Current Drawdown Score
0.641
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.849
Current Drawdown
-0.234
Days Since 52w High
5
Distance From 52w High
-0.054
Distance From Sma 20
0.010
Distance From Sma 200
0.209
Distance From Sma 50
0.077
Downside Capture 1y
1.408
Downside Volatility 1m
0.236
Downside Volatility 1w
-
Downside Volatility 1y
0.362
Downside Volatility 2y
0.342
Downside Volatility 3m
0.343
Downside Volatility 5y
0.371
Downside Volatility 6m
0.343
Drawdown Recovery
1
Excess Return 1m
0.089
Excess Return 1y
0.400
Excess Return 3m
0.118
Excess Return 6m
0.138
Expected Shortfall 95 1y
-0.047
Market Cap
1,650,574,127.777
Max Drawdown 1m
-0.054
Max Drawdown 1w
-0.054
Max Drawdown 1y
-0.199
Max Drawdown 2y
-0.274
Max Drawdown 3m
-0.135
Max Drawdown 5y
-0.698
Max Drawdown 6m
-0.199
Momentum Acceleration 1m Vs 3m
0.039
Momentum Acceleration 3m Vs 6m
0.037
Moving Average Alignment
1
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.079
Return 1m
0.116
Return 1w
-0.054
Return 1y
0.623
Return 2y
1.223
Return 3m
0.231
Return 5y
-0.200
Return 6m
0.239
Return Skewness 1y
2.145
Sector Excess Return 1y
0.415
Sharpe 1m
4.773
Sharpe 1y
1.295
Sharpe 2y
1.112
Sharpe 3m
1.938
Sharpe 5y
0.097
Sharpe 6m
1.147
Sortino 1m
5.786
Sortino 1y
1.604
Sortino 2y
1.441
Sortino 3m
2.743
Sortino 5y
0.110
Sortino 6m
1.541
Trend R2 1m
0.759
Trend R2 1w
0.856
Trend R2 1y
0.840
Trend R2 2y
0.874
Trend R2 3m
0.525
Trend R2 5y
0.011
Trend R2 6m
0.464
Trend 1m
0.007
Trend 1w
-0.010
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
0.003
Trend 5y
-0.000
Trend 6m
0.001
Upside Capture 1y
0.943
Value At Risk 95 1y
-0.032
Volatility 1m
0.286
Volatility 1w
0.202
Volatility 1y
0.449
Volatility 2y
0.443
Volatility 3m
0.486
Volatility 5y
0.421
Volatility 6m
0.461
Worst Day 1y
-0.093
Distance From Sma 50 Score
0.628
Downside Volatility 1y Score
0.416
Downside Volatility 3m Score
0.391
Drawdown Recovery Score
1
Excess Return 1m Score
0.649
Excess Return 1y Score
1
Excess Return 3m Score
0.696
Excess Return 6m Score
0.731
Expected Shortfall 95 1y Score
0.529
Log Avg Dollar Volume 20d Score
0.420
Log Market Cap Score
0.272
Drawdown Score 1y
0.694
Drawdown Score 5y
0.302
Momentum Acceleration 1m Vs 3m Score
0.632
Momentum Acceleration 3m Vs 6m Score
0.624
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.845
Relative Volume 20d Score
0.289
Return 1m Score
0.694
Return 1y Score
0.889
Return 3m Score
0.788
Return 6m Score
0.699
Return Skewness 1y Score
0.857
Sortino 1y Score
0.575
Sortino 3m Score
0.718
Trend R2 1y Score
0.840
Trend R2 3m Score
0.525
Trend Slope 1y Score
0.621
Trend Slope 3m Score
0.686
Volatility 1y Score
0.532
Volatility 3m Score
0.581