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

Vector V2 pipeline

Vectors

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

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

LLY

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

Research Detail

LLY

Eli Lilly

Category

Sector: Healthcare

Industry / Category: Pharmaceuticals

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Pharma leader with scale in obesity, diabetes, and branded therapeutics.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.410
Correlation To Benchmark 1y
0.135
Inverse To Benchmark 1y
0.865
Drawdown Score 1m
0.713
Drawdown Score 3m
0.809
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
0.582
Drawdown Score 1y
0.643
Drawdown Score 2y
0.569
Drawdown Score 5y
0.655
Return 1w
0.014
Return 1m
0.071
Return 3m
0.289
Return 6m
0.103
Return 1y
0.538
Return 2y
0.416
Return 5y
4.371
Sharpe 1m
2.409
Sharpe 3m
2.875
Sharpe 6m
0.693
Sharpe 1y
1.310
Sharpe 2y
0.644
Sharpe 5y
1.196
Trend 1w
0.002
Trend 1m
0.000
Trend 3m
0.005
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.345
Volatility 1m
0.370
Volatility 3m
0.378
Volatility 6m
0.392
Volatility 1y
0.386
Volatility 2y
0.386
Volatility 5y
0.325
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
LLY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:42 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.566
Aptet Fit Raw Score
0.594
Aptet Fit Confidence
0.906
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.551
Force Fit Raw Score
0.577
Force Fit Confidence
0.909
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:42 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LLY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "LLY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "LLY",
    "hitRates": {
      "1": 0.5531914893617021,
      "5": 0.6,
      "10": 0.5294117647058824
    },
    "hitRate1D": 0.5531914893617021,
    "comboQuality": 0.8112226899995038,
    "eligibleDays": 315,
    "fitnessScore": 0.6707543981279764,
    "lookbackDays": 45,
    "returnLift1D": 0.0019146353845752955,
    "hitRateLift1D": 0.02620736237757515,
    "activationRate": 0.2984126984126984,
    "activationCount": 94,
    "baselineHitRates": {
      "1": 0.526984126984127,
      "5": 0.5530546623794212,
      "10": 0.5392156862745098
    },
    "sampleConfidence": 0.9907801418439717,
    "shadowSharpeLike": 1.5629858142573596,
    "avgForwardReturns": {
      "1": 0.0033955515522086453,
      "5": 0.009288105353409388,
      "10": 0.01905625163207508
    },
    "shadowMaxDrawdown": -0.11503616636528036,
    "shadowTotalReturn": 0.34670283326301976,
    "avgForwardReturn1D": 0.0033955515522086453,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-04-30",
      "2025-10-03",
      "2025-10-07",
      "2025-10-08",
      "2025-10-09",
      "2025-10-10",
      "2025-10-13",
      "2025-10-14"
    ],
    "horizonObservationCounts": {
      "1": 94,
      "5": 90,
      "10": 85
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014809161676333498,
      "5": 0.00673468700340523,
      "10": 0.013608228955401001
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8112226899995038,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5454026898846378,
    "bestRawFitnessScore": 0.6707543981279764,
    "upperQuartileComboQuality": 0.7155638346905027
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5660053807054674,
    "rawScore": 0.5939973949636734,
    "confidence": 0.9057503804038806,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0.4495265010051781,
    "recommendedRegion": {
      "topNs": [
        2,
        4,
        5
      ],
      "lookbackDays": [
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.3763097841863356,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5531914893617021,
        "5": 0.6,
        "10": 0.5294117647058824
      },
      "hitRate1D": 0.5531914893617021,
      "comboQuality": 0.8112226899995038,
      "eligibleDays": 315,
      "fitnessScore": 0.6707543981279764,
      "lookbackDays": 45,
      "returnLift1D": 0.0019146353845752955,
      "hitRateLift1D": 0.02620736237757515,
      "activationRate": 0.2984126984126984,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.526984126984127,
        "5": 0.5530546623794212,
        "10": 0.5392156862745098
      },
      "sampleConfidence": 0.9907801418439717,
      "shadowSharpeLike": 1.5629858142573596,
      "avgForwardReturns": {
        "1": 0.0033955515522086453,
        "5": 0.009288105353409388,
        "10": 0.01905625163207508
      },
      "shadowMaxDrawdown": -0.11503616636528036,
      "shadowTotalReturn": 0.34670283326301976,
      "avgForwardReturn1D": 0.0033955515522086453,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-10-03",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014809161676333498,
        "5": 0.00673468700340523,
        "10": 0.013608228955401001
      }
    },
    {
      "topN": 5,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5304347826086957,
        "5": 0.6036036036036037,
        "10": 0.5660377358490566
      },
      "hitRate1D": 0.5304347826086957,
      "comboQuality": 0.8094668985506168,
      "eligibleDays": 297,
      "fitnessScore": 0.6682409869522395,
      "lookbackDays": 63,
      "returnLift1D": 0.001132187028902783,
      "hitRateLift1D": 0.005182257356170394,
      "activationRate": 0.3872053872053872,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5665529010238908,
        "10": 0.5659722222222222
      },
      "sampleConfidence": 0.9924637681159421,
      "shadowSharpeLike": 1.2620912826669524,
      "avgForwardReturns": {
        "1": 0.0029448095521490943,
        "5": 0.013547443094686093,
        "10": 0.02300274886822128
      },
      "shadowMaxDrawdown": -0.11503616636528013,
      "shadowTotalReturn": 0.3540436498971069,
      "avgForwardReturn1D": 0.0029448095521490943,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-08",
        "2025-10-13",
        "2025-10-17",
        "2025-10-28",
        "2025-10-29",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018126225232463114,
        "5": 0.00943431982129395,
        "10": 0.019261025284456848
      }
    },
    {
      "topN": 4,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5272727272727272,
        "5": 0.5943396226415094,
        "10": 0.5544554455445545
      },
      "hitRate1D": 0.5272727272727272,
      "comboQuality": 0.8044912788076918,
      "eligibleDays": 297,
      "fitnessScore": 0.6612131303053107,
      "lookbackDays": 63,
      "returnLift1D": 0.0012549820433982869,
      "hitRateLift1D": 0.002020202020201922,
      "activationRate": 0.37037037037037035,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5665529010238908,
        "10": 0.5659722222222222
      },
      "sampleConfidence": 0.9921212121212122,
      "shadowSharpeLike": 1.2792315322546477,
      "avgForwardReturns": {
        "1": 0.0030676045666445982,
        "5": 0.01255801404386346,
        "10": 0.02084940110981231
      },
      "shadowMaxDrawdown": -0.11503616636528047,
      "shadowTotalReturn": 0.35709739254744743,
      "avgForwardReturn1D": 0.0030676045666445982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-13",
        "2025-10-29",
        "2025-10-31",
        "2025-11-03",
        "2025-11-04",
        "2025-11-05",
        "2025-11-06",
        "2025-11-07",
        "2025-11-10",
        "2025-11-11"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 106,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018126225232463114,
        "5": 0.00943431982129395,
        "10": 0.019261025284456848
      }
    },
    {
      "topN": 4,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5407407407407407,
        "5": 0.582089552238806,
        "10": 0.627906976744186
      },
      "hitRate1D": 0.5407407407407407,
      "comboQuality": 0.7497437647973146,
      "eligibleDays": 330,
      "fitnessScore": 0.5913941568365912,
      "lookbackDays": 30,
      "returnLift1D": 0.0008876194997616766,
      "hitRateLift1D": 0.013468013468013518,
      "activationRate": 0.4090909090909091,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5552147239263804,
        "10": 0.5482866043613707
      },
      "sampleConfidence": 0.9965432098765432,
      "shadowSharpeLike": 1.0560885530316273,
      "avgForwardReturns": {
        "1": 0.0023571090623301333,
        "5": 0.014130497690953744,
        "10": 0.029775593285526068
      },
      "shadowMaxDrawdown": -0.2271178396066088,
      "shadowTotalReturn": 0.3161342198605781,
      "avgForwardReturn1D": 0.0023571090623301333,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
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        "2025-06-26",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014694895625684567,
        "5": 0.00776255242520594,
        "10": 0.01672035181065352
      }
    },
    {
      "topN": 4,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5426356589147286,
        "5": 0.584,
        "10": 0.55
      },
      "hitRate1D": 0.5426356589147286,
      "comboQuality": 0.7493713889138566,
      "eligibleDays": 315,
      "fitnessScore": 0.5909577501522796,
      "lookbackDays": 45,
      "returnLift1D": 0.0008486959426594772,
      "hitRateLift1D": 0.015651531930601648,
      "activationRate": 0.4095238095238095,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.526984126984127,
        "5": 0.5530546623794212,
        "10": 0.5392156862745098
      },
      "sampleConfidence": 0.9932816537467701,
      "shadowSharpeLike": 1.0736293113390325,
      "avgForwardReturns": {
        "1": 0.002329612110292827,
        "5": 0.010758375953962895,
        "10": 0.01693273503697651
      },
      "shadowMaxDrawdown": -0.1948354717379086,
      "shadowTotalReturn": 0.30164884741380327,
      "avgForwardReturn1D": 0.002329612110292827,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-07-21",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014809161676333498,
        "5": 0.00673468700340523,
        "10": 0.013608228955401001
      }
    },
    {
      "topN": 5,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5310344827586206,
        "5": 0.5804195804195804,
        "10": 0.6231884057971014
      },
      "hitRate1D": 0.5310344827586206,
      "comboQuality": 0.7042946499493847,
      "eligibleDays": 330,
      "fitnessScore": 0.5409233229042553,
      "lookbackDays": 30,
      "returnLift1D": 0.0005058987795555762,
      "hitRateLift1D": 0.0037617554858934144,
      "activationRate": 0.4393939393939394,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5552147239263804,
        "10": 0.5482866043613707
      },
      "sampleConfidence": 0.9958620689655173,
      "shadowSharpeLike": 0.9324995818267265,
      "avgForwardReturns": {
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        "1": -0.0002700037687773092,
        "5": 0.002109486714095808,
        "10": 0.004057490801628772
      },
      "shadowMaxDrawdown": -0.2210050594880978,
      "shadowTotalReturn": -0.08298933501176375,
      "avgForwardReturn1D": -0.0002700037687773092,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.001135549538695059,
        "5": 0.006697306351439104,
        "10": 0.014082390490277055
      }
    },
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5,
        "5": 0.4574468085106383,
        "10": 0.46808510638297873
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.12434141807900417,
      "eligibleDays": 339,
      "fitnessScore": -0.07942792522830054,
      "lookbackDays": 21,
      "returnLift1D": -0.002051744618500367,
      "hitRateLift1D": -0.028023598820059004,
      "activationRate": 0.2831858407079646,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.528023598820059,
        "5": 0.5432835820895522,
        "10": 0.5333333333333333
      },
      "sampleConfidence": 0.9972222222222222,
      "shadowSharpeLike": -0.34241650753446123,
      "avgForwardReturns": {
        "1": -0.0006058772959774359,
        "5": 0.0002456447110335346,
        "10": 0.010407411482720853
      },
      "shadowMaxDrawdown": -0.21454252100403803,
      "shadowTotalReturn": -0.09267803381191231,
      "avgForwardReturn1D": -0.0006058772959774359,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014458673225229313,
        "5": 0.006744186120671163,
        "10": 0.013671482297883997
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    },
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.46551724137931033,
        "5": 0.49137931034482757,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.46551724137931033,
      "comboQuality": 0.06321865337488243,
      "eligibleDays": 352,
      "fitnessScore": -0.2430871087553989,
      "lookbackDays": 14,
      "returnLift1D": -0.0024850121864872683,
      "hitRateLift1D": -0.05300127713920816,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5417867435158501,
        "10": 0.5451895043731778
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      "sampleConfidence": 0.9982905982905983,
      "shadowSharpeLike": -0.6293201608349231,
      "avgForwardReturns": {
        "1": -0.0013494626477922093,
        "5": -0.002392629576774392,
        "10": -0.003977845067810409
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      "shadowMaxDrawdown": -0.2642978699221017,
      "shadowTotalReturn": -0.18351138766428687,
      "avgForwardReturn1D": -0.0013494626477922093,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 116,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.001135549538695059,
        "5": 0.006697306351439104,
        "10": 0.014082390490277055
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.2725926897419411,
      "fitnessScore": 0.13406826634726715,
      "lookbackDays": 14,
      "returnLift1D": -0.0010434760841786209,
      "activationRate": 0.4403409090909091,
      "activationCount": 155,
      "sampleConfidence": 0.9978494623655915,
      "shadowTotalReturn": -0.04010088541041623,
      "avgForwardReturn1D": 0.00009207345451643807
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5556861271773991,
      "fitnessScore": 0.3992079240248884,
      "lookbackDays": 21,
      "returnLift1D": -0.00010561917387715458,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "sampleConfidence": 0.9941834451901567,
      "shadowTotalReturn": 0.1643589364702418,
      "avgForwardReturn1D": 0.0013402481486457767
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7497437647973146,
      "fitnessScore": 0.5913941568365912,
      "lookbackDays": 30,
      "returnLift1D": 0.0008876194997616766,
      "activationRate": 0.4090909090909091,
      "activationCount": 135,
      "sampleConfidence": 0.9965432098765432,
      "shadowTotalReturn": 0.3161342198605781,
      "avgForwardReturn1D": 0.0023571090623301333
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.8112226899995038,
      "fitnessScore": 0.6707543981279764,
      "lookbackDays": 45,
      "returnLift1D": 0.0019146353845752955,
      "activationRate": 0.2984126984126984,
      "activationCount": 94,
      "sampleConfidence": 0.9907801418439717,
      "shadowTotalReturn": 0.34670283326301976,
      "avgForwardReturn1D": 0.0033955515522086453
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8094668985506168,
      "fitnessScore": 0.6682409869522395,
      "lookbackDays": 63,
      "returnLift1D": 0.001132187028902783,
      "activationRate": 0.3872053872053872,
      "activationCount": 115,
      "sampleConfidence": 0.9924637681159421,
      "shadowTotalReturn": 0.3540436498971069,
      "avgForwardReturn1D": 0.0029448095521490943
    }
  ],
  "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": "d0b6d2b705bb0f56e253e917baf9b0efeeade2604a7784f7421ddc13b198ff94",
    "size": 13,
    "members": [
      "LLY",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LLY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "LLY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "LLY",
    "hitRates": {
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      "5": 0.575,
      "10": 0.5130434782608696
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    "hitRate1D": 0.5564516129032258,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.841417967893171,
    "eligibleDays": 326,
    "fitnessScore": 0.7171396329762857,
    "lookbackDays": 63,
    "returnLift1D": 0.0015124511474463602,
    "hitRateLift1D": 0.0196417969523055,
    "portfolioSize": 4,
    "activationRate": 0.3803680981595092,
    "activationCount": 124,
    "baselineHitRates": {
      "1": 0.5368098159509203,
      "5": 0.562111801242236,
      "10": 0.5520504731861199
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    "sampleConfidence": 0.9930107526881721,
    "shadowSharpeLike": 1.0518271735118059,
    "avgForwardReturns": {
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      "5": 0.010337450771194853,
      "10": 0.011881962308750715
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    "shadowMaxDrawdown": -0.16122730008469388,
    "shadowTotalReturn": 0.3942414295625891,
    "avgForwardReturn1D": 0.003124876253586266,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 124,
      "5": 120,
      "10": 115
    },
    "baselineAvgForwardReturns": {
      "1": 0.001612425106139906,
      "5": 0.008706469998956435,
      "10": 0.017643797620103926
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.841417967893171,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4739680553946437,
    "bestRawFitnessScore": 0.7171396329762857,
    "upperQuartileComboQuality": 0.5571416581817639
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5506935048061081,
    "rawScore": 0.5768416318268141,
    "confidence": 0.9093403611043228,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.2493320355034449,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.6087814996976999,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "LLY",
      "hitRates": {
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        "5": 0.575,
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      "hitRate1D": 0.5564516129032258,
      "rankWeights": [
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      "comboQuality": 0.841417967893171,
      "eligibleDays": 326,
      "fitnessScore": 0.7171396329762857,
      "lookbackDays": 63,
      "returnLift1D": 0.0015124511474463602,
      "hitRateLift1D": 0.0196417969523055,
      "portfolioSize": 4,
      "activationRate": 0.3803680981595092,
      "activationCount": 124,
      "baselineHitRates": {
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      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 1.0518271735118059,
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      "shadowMaxDrawdown": -0.16122730008469388,
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      "avgForwardReturn1D": 0.003124876253586266,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
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      "horizonObservationCounts": {
        "1": 124,
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      "baselineAvgForwardReturns": {
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        "10": 0.017643797620103926
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    },
    {
      "topN": 5,
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      "comboQuality": 0.841417967893171,
      "eligibleDays": 326,
      "fitnessScore": 0.7171396329762857,
      "lookbackDays": 63,
      "returnLift1D": 0.0015124511474463602,
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      "portfolioSize": 5,
      "activationRate": 0.3803680981595092,
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      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 1.0518271735118059,
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      "shadowMaxDrawdown": -0.16122730008469388,
      "shadowTotalReturn": 0.3942414295625891,
      "avgForwardReturn1D": 0.003124876253586266,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.7973826164428449,
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      "sampleConfidence": 0.9919003115264798,
      "shadowSharpeLike": 1.3367486633102705,
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      "horizonObservationCounts": {
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    },
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      "hitRate1D": 0.5347222222222222,
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      "comboQuality": 0.6307274497844247,
      "eligibleDays": 344,
      "fitnessScore": 0.46777454602843105,
      "lookbackDays": 45,
      "returnLift1D": 0.00028502214051947866,
      "hitRateLift1D": 0.0027454780361757525,
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      "activationRate": 0.4186046511627907,
      "activationCount": 144,
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      "sampleConfidence": 0.9939814814814816,
      "shadowSharpeLike": 0.7680248621115566,
      "avgForwardReturns": {
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        "5": 0.007907922199918396,
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      "shadowMaxDrawdown": -0.2073168505251365,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.6307274497844247,
      "eligibleDays": 344,
      "fitnessScore": 0.46777454602843105,
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      "returnLift1D": 0.00028502214051947866,
      "hitRateLift1D": 0.0027454780361757525,
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        "1": 0.0003914759234837274,
        "5": 0.001536990431878261,
        "10": 0.0016882298877738098
      },
      "shadowMaxDrawdown": -0.25628656197568256,
      "shadowTotalReturn": 0.006174470970076618,
      "avgForwardReturn1D": 0.0003914759234837274,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015081440907269816,
        "5": 0.00696295440108635,
        "10": 0.013471924005420336
      }
    },
    {
      "topN": 5,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5426829268292683,
        "5": 0.5548780487804879,
        "10": 0.5123456790123457
      },
      "hitRate1D": 0.5426829268292683,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3245232434806414,
      "eligibleDays": 375,
      "fitnessScore": 0.18872645122702267,
      "lookbackDays": 14,
      "returnLift1D": -0.0011166681672432543,
      "hitRateLift1D": 0.006682926829268299,
      "portfolioSize": 5,
      "activationRate": 0.43733333333333335,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5633423180592992,
        "10": 0.5491803278688525
      },
      "sampleConfidence": 0.9991869918699188,
      "shadowSharpeLike": 0.1349533346817432,
      "avgForwardReturns": {
        "1": 0.0003914759234837274,
        "5": 0.001536990431878261,
        "10": 0.0016882298877738098
      },
      "shadowMaxDrawdown": -0.25628656197568256,
      "shadowTotalReturn": 0.006174470970076618,
      "avgForwardReturn1D": 0.0003914759234837274,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015081440907269816,
        "5": 0.00696295440108635,
        "10": 0.013471924005420336
      }
    },
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5679012345679012,
        "5": 0.5974025974025974,
        "10": 0.4794520547945205
      },
      "hitRate1D": 0.5679012345679012,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.22311881874234318,
      "eligibleDays": 326,
      "fitnessScore": 0.07553174665163856,
      "lookbackDays": 63,
      "returnLift1D": -0.0017536089335461662,
      "hitRateLift1D": 0.031091418616980948,
      "portfolioSize": 2,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.562111801242236,
        "10": 0.5520504731861199
      },
      "sampleConfidence": 0.9901234567901236,
      "shadowSharpeLike": -0.06412105377209441,
      "avgForwardReturns": {
        "1": -0.00014118382740626025,
        "5": 0.005135723845522682,
        "10": -0.002107959114548962
      },
      "shadowMaxDrawdown": -0.20640703265064086,
      "shadowTotalReturn": -0.03962047585152895,
      "avgForwardReturn1D": -0.00014118382740626025,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-11-04"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 77,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.001612425106139906,
        "5": 0.008706469998956435,
        "10": 0.017643797620103926
      }
    },
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5263157894736842,
        "5": 0.5338345864661654,
        "10": 0.48091603053435117
      },
      "hitRate1D": 0.5263157894736842,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1817883225765734,
      "eligibleDays": 375,
      "fitnessScore": 0.019058811388036785,
      "lookbackDays": 14,
      "returnLift1D": -0.0016603300709222058,
      "hitRateLift1D": -0.00968421052631585,
      "portfolioSize": 2,
      "activationRate": 0.3546666666666667,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5633423180592992,
        "10": 0.5491803278688525
      },
      "sampleConfidence": 0.9989974937343359,
      "shadowSharpeLike": -0.12294075508298752,
      "avgForwardReturns": {
        "1": -0.00015218598019522424,
        "5": -0.0013902168847519407,
        "10": -0.0066807846475206495
      },
      "shadowMaxDrawdown": -0.26647510538541197,
      "shadowTotalReturn": -0.06640759542284747,
      "avgForwardReturn1D": -0.00015218598019522424,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015081440907269816,
        "5": 0.00696295440108635,
        "10": 0.013471924005420336
      }
    },
    {
      "topN": 2,
      "ticker": "LLY",
      "hitRates": {
        "1": 0.5086206896551724,
        "5": 0.5043478260869565,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.5086206896551724,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.16268486259784842,
      "eligibleDays": 368,
      "fitnessScore": -0.010444818076751539,
      "lookbackDays": 21,
      "returnLift1D": -0.001611654909266602,
      "hitRateLift1D": -0.029422788605697137,
      "portfolioSize": 2,
      "activationRate": 0.31521739130434784,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.5380434782608695,
        "5": 0.554945054945055,
        "10": 0.5403899721448467
      },
      "sampleConfidence": 0.9988505747126437,
      "shadowSharpeLike": -0.18077283606045255,
      "avgForwardReturns": {
        "1": -0.00022891495218615234,
        "5": -0.0013485902946691018,
        "10": 0.005536225747689522
      },
      "shadowMaxDrawdown": -0.21671423419105573,
      "shadowTotalReturn": -0.06831090748500435,
      "avgForwardReturn1D": -0.00022891495218615234,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013827399570804496,
        "5": 0.0062092937194136106,
        "10": 0.012088991190580616
      }
    }
  ],
  "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": 0.32555264224920416,
      "fitnessScore": 0.18975872092072746,
      "lookbackDays": 14,
      "returnLift1D": -0.0010283757808848067,
      "activationRate": 0.4053333333333333,
      "activationCount": 152,
      "sampleConfidence": 0.999122807017544,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.018934010271735913,
      "avgForwardReturn1D": 0.00047976830984217486
    },
    {
      "comboQuality": 0.5071009138775262,
      "fitnessScore": 0.3562492243741591,
      "lookbackDays": 21,
      "returnLift1D": -0.0002564465565337989,
      "activationRate": 0.4375,
      "activationCount": 161,
      "sampleConfidence": 0.9958592132505176,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14239437907348806,
      "avgForwardReturn1D": 0.0011262934005466508
    },
    {
      "comboQuality": 0.5326130609808769,
      "fitnessScore": 0.3787402980320482,
      "lookbackDays": 30,
      "returnLift1D": 0.00010917737439573405,
      "activationRate": 0.43175487465181056,
      "activationCount": 155,
      "sampleConfidence": 0.996989247311828,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.18015294777426205,
      "avgForwardReturn1D": 0.001403574001651777
    },
    {
      "comboQuality": 0.7973826164428449,
      "fitnessScore": 0.6514033536631224,
      "lookbackDays": 45,
      "returnLift1D": 0.0015301258651615503,
      "activationRate": 0.311046511627907,
      "activationCount": 107,
      "sampleConfidence": 0.9919003115264798,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3300065947621016,
      "avgForwardReturn1D": 0.0029206528505611893
    },
    {
      "comboQuality": 0.841417967893171,
      "fitnessScore": 0.7171396329762857,
      "lookbackDays": 63,
      "returnLift1D": 0.0015124511474463602,
      "activationRate": 0.3803680981595092,
      "activationCount": 124,
      "sampleConfidence": 0.9930107526881721,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3942414295625891,
      "avgForwardReturn1D": 0.003124876253586266
    }
  ],
  "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": "d0b6d2b705bb0f56e253e917baf9b0efeeade2604a7784f7421ddc13b198ff94",
    "size": 13,
    "members": [
      "LLY",
      "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
0.900
Liquidity
1
Momentum
0.686
Relative strength
0.732
Trend quality
0.621
Stability
0.628
Aggression
0.368
Downside risk
0.664
Drawdown state
0.955
Quality momentum
0.677
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.865
Benchmark Independence 3m Score
0.994
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0
Beta Change Score
0.287
Correlation Change Score
0.430
Current Drawdown Score
0.938
Days Since 52w High Score
0.048
Distance From 52w High Score
0.938
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.786
Distance From Sma 50 Score
0.590
Downside Volatility 1m Score
0.326
Downside Volatility 1y Score
0.417
Downside Volatility 2y Score
0.441
Downside Volatility 3m Score
0.288
Downside Volatility 5y Score
0.347
Downside Volatility 6m Score
0.356
Drawdown Recovery Score
1
Excess Return 1m Score
0.608
Excess Return 1y Score
1
Excess Return 3m Score
0.914
Excess Return 6m Score
0.534
Expected Shortfall 95 1y Score
0.513
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.900
Drawdown Score 1m
0.713
Drawdown Score 1y
0.643
Drawdown Score 2y
0.569
Drawdown Score 3m
0.809
Drawdown Score 5y
0.655
Drawdown Score 6m
0.582
Momentum Acceleration 1m Vs 3m Score
0.416
Momentum Acceleration 3m Vs 6m Score
0.764
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.450
Relative Strength Slope 3m Score
0.760
Relative Volume 20d Score
0.219
Return 1m Score
0.619
Return 1w Score
0.548
Return 1y Score
0.836
Return 2y Score
0.405
Return 3m Score
0.861
Return 5y Score
0.413
Return 6m Score
0.586
Return Skewness 1y Score
0.473
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.882
Sharpe 1y Score
0.662
Sharpe 2y Score
0.529
Sharpe 3m Score
0.975
Sharpe 5y Score
0.639
Sharpe 6m Score
0.539
Sortino 1m Score
0.753
Sortino 1y Score
0.549
Sortino 2y Score
0.456
Sortino 3m Score
0.885
Sortino 5y Score
0.532
Sortino 6m Score
0.482
Trend R2 1m Score
0.003
Trend R2 1w Score
0.060
Trend R2 1y Score
0.617
Trend R2 2y Score
0.330
Trend R2 3m Score
0.828
Trend R2 5y Score
0.909
Trend R2 6m Score
0.288
Trend Slope 1m Score
0.517
Trend Slope 1w Score
0.597
Trend Slope 1y Score
0.608
Trend Slope 2y Score
0.536
Trend Slope 3m Score
0.800
Trend Slope 5y Score
0.585
Trend Slope 6m Score
0.586
Volatility 1m Score
0.426
Volatility 1w Score
0.393
Volatility 1y Score
0.448
Volatility 2y Score
0.447
Volatility 3m Score
0.437
Volatility 5y Score
0.367
Volatility 6m Score
0.456
Worst Day 1y Score
0.293
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,387,903,981.904
Best Day 1y
0.103
Beta To Benchmark 1y
0.410
Beta 3m
-0.016
Beta Change
-0.427
Beta To Sector 1y
1.674
Correlation To Benchmark 1y
0.135
Correlation 3m
-0.006
Correlation Change
-0.141
Correlation To Sector 1y
0.685
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.865
Benchmark Independence 3m Score
0.994
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0
Beta Change Score
0.287
Correlation Change Score
0.430
Current Drawdown Score
0.938
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.786
Current Drawdown
-0.040
Days Since 52w High
12
Distance From 52w High
-0.040
Distance From Sma 20
-0.001
Distance From Sma 200
0.172
Distance From Sma 50
0.054
Downside Capture 1y
1.667
Downside Volatility 1m
0.294
Downside Volatility 1w
-
Downside Volatility 1y
0.363
Downside Volatility 2y
0.381
Downside Volatility 3m
0.266
Downside Volatility 5y
0.310
Downside Volatility 6m
0.317
Drawdown Recovery
1
Excess Return 1m
0.065
Excess Return 1y
0.351
Excess Return 3m
0.249
Excess Return 6m
0.021
Expected Shortfall 95 1y
-0.049
Market Cap
1,066,549,473,818.18
Max Drawdown 1m
-0.072
Max Drawdown 1w
-0.027
Max Drawdown 1y
-0.232
Max Drawdown 2y
-0.345
Max Drawdown 3m
-0.076
Max Drawdown 5y
-0.345
Max Drawdown 6m
-0.230
Momentum Acceleration 1m Vs 3m
-0.025
Momentum Acceleration 3m Vs 6m
0.079
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.891
Return 1m
0.071
Return 1w
0.014
Return 1y
0.538
Return 2y
0.416
Return 3m
0.289
Return 5y
4.371
Return 6m
0.103
Return Skewness 1y
-0.160
Sector Excess Return 1y
0.308
Sharpe 1m
2.409
Sharpe 1y
1.310
Sharpe 2y
0.644
Sharpe 3m
2.875
Sharpe 5y
1.196
Sharpe 6m
0.693
Sortino 1m
3.027
Sortino 1y
1.391
Sortino 2y
0.652
Sortino 3m
4.083
Sortino 5y
1.253
Sortino 6m
0.857
Trend R2 1m
0.003
Trend R2 1w
0.060
Trend R2 1y
0.617
Trend R2 2y
0.330
Trend R2 3m
0.828
Trend R2 5y
0.909
Trend R2 6m
0.288
Trend 1m
0.000
Trend 1w
0.002
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.777
Value At Risk 95 1y
-0.026
Volatility 1m
0.370
Volatility 1w
0.345
Volatility 1y
0.386
Volatility 2y
0.386
Volatility 3m
0.378
Volatility 5y
0.325
Volatility 6m
0.392
Worst Day 1y
-0.141
Distance From Sma 50 Score
0.590
Downside Volatility 1y Score
0.417
Downside Volatility 3m Score
0.288
Drawdown Recovery Score
1
Excess Return 1m Score
0.608
Excess Return 1y Score
1
Excess Return 3m Score
0.914
Excess Return 6m Score
0.534
Expected Shortfall 95 1y Score
0.513
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.900
Drawdown Score 1y
0.643
Drawdown Score 5y
0.655
Momentum Acceleration 1m Vs 3m Score
0.416
Momentum Acceleration 3m Vs 6m Score
0.764
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.450
Relative Volume 20d Score
0.219
Return 1m Score
0.619
Return 1y Score
0.836
Return 3m Score
0.861
Return 6m Score
0.586
Return Skewness 1y Score
0.473
Sortino 1y Score
0.549
Sortino 3m Score
0.885
Trend R2 1y Score
0.617
Trend R2 3m Score
0.828
Trend Slope 1y Score
0.608
Trend Slope 3m Score
0.800
Volatility 1y Score
0.448
Volatility 3m Score
0.437