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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-0.4710.4860.7080.395
Ticker detail

RTX

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

Research Detail

RTX

RTX Corporation

Category

Sector: Defense

Industry / Category: Aerospace & Defense

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Defense and aerospace supplier spanning missiles, avionics, and commercial aerospace systems.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.397
Correlation To Benchmark 1y
0.194
Inverse To Benchmark 1y
0.806
Drawdown Score 1m
0.841
Drawdown Score 3m
0.860
0.162 poor
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
0.649
Drawdown Score 1y
0.703
Drawdown Score 2y
0.759
Drawdown Score 5y
0.672
Return 1w
0.076
Return 1m
0.122
Return 3m
0.161
Return 6m
0.067
Return 1y
0.425
Return 2y
1.089
Return 5y
1.748
Sharpe 1m
4.451
Sharpe 3m
2.139
Sharpe 6m
0.594
Sharpe 1y
1.493
Sharpe 2y
1.538
Sharpe 5y
0.954
Trend 1w
0.011
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.521
Volatility 1m
0.322
Volatility 3m
0.300
Volatility 6m
0.286
Volatility 1y
0.259
Volatility 2y
0.262
Volatility 5y
0.243
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
RTX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:00 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.559
Aptet Fit Raw Score
0.585
Aptet Fit Confidence
0.913
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.420
Force Fit Raw Score
0.443
Force Fit Confidence
0.899
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:00 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "RTX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "RTX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "RTX",
    "hitRates": {
      "1": 0.5658536585365853,
      "5": 0.5771144278606966,
      "10": 0.6581632653061225
    },
    "hitRate1D": 0.5658536585365853,
    "comboQuality": 0.9573959290168398,
    "eligibleDays": 315,
    "fitnessScore": 1.0346987868888828,
    "lookbackDays": 45,
    "returnLift1D": 0.00007718028825428724,
    "hitRateLift1D": 0.010298102981029733,
    "activationRate": 0.6507936507936508,
    "activationCount": 205,
    "baselineHitRates": {
      "1": 0.5555555555555556,
      "5": 0.6109324758842444,
      "10": 0.696078431372549
    },
    "sampleConfidence": 0.9957723577235773,
    "shadowSharpeLike": 1.8156759048976197,
    "avgForwardReturns": {
      "1": 0.002214175991559619,
      "5": 0.007044073915383154,
      "10": 0.014477182244983258
    },
    "shadowMaxDrawdown": -0.11510906281069755,
    "shadowTotalReturn": 0.5117542756109918,
    "avgForwardReturn1D": 0.002214175991559619,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 205,
      "5": 201,
      "10": 196
    },
    "baselineAvgForwardReturns": {
      "1": 0.0021369957033053315,
      "5": 0.009025144382820663,
      "10": 0.016947641632805863
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9573959290168398,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.41241074514927345,
    "bestRawFitnessScore": 1.0346987868888828,
    "upperQuartileComboQuality": 0.5794845701258484
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5594565116633229,
    "rawScore": 0.5848748257052181,
    "confidence": 0.9130811827599288,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.2501547216390879,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        45,
        63
      ]
    },
    "parameterStability": 0.6571499788076032,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5658536585365853,
        "5": 0.5771144278606966,
        "10": 0.6581632653061225
      },
      "hitRate1D": 0.5658536585365853,
      "comboQuality": 0.9573959290168398,
      "eligibleDays": 315,
      "fitnessScore": 1.0346987868888828,
      "lookbackDays": 45,
      "returnLift1D": 0.00007718028825428724,
      "hitRateLift1D": 0.010298102981029733,
      "activationRate": 0.6507936507936508,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5555555555555556,
        "5": 0.6109324758842444,
        "10": 0.696078431372549
      },
      "sampleConfidence": 0.9957723577235773,
      "shadowSharpeLike": 1.8156759048976197,
      "avgForwardReturns": {
        "1": 0.002214175991559619,
        "5": 0.007044073915383154,
        "10": 0.014477182244983258
      },
      "shadowMaxDrawdown": -0.11510906281069755,
      "shadowTotalReturn": 0.5117542756109918,
      "avgForwardReturn1D": 0.002214175991559619,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 201,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021369957033053315,
        "5": 0.009025144382820663,
        "10": 0.016947641632805863
      }
    },
    {
      "topN": 5,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5467980295566502,
        "5": 0.5621890547263682,
        "10": 0.6318407960199005
      },
      "hitRate1D": 0.5467980295566502,
      "comboQuality": 0.9266849789235907,
      "eligibleDays": 297,
      "fitnessScore": 0.908106596375504,
      "lookbackDays": 63,
      "returnLift1D": 0.00018238507175158554,
      "hitRateLift1D": 0.0013434841021048305,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5938566552901023,
        "10": 0.6770833333333334
      },
      "sampleConfidence": 0.9986863711001642,
      "shadowSharpeLike": 1.602344297078679,
      "avgForwardReturns": {
        "1": 0.0018487536108328856,
        "5": 0.00502011103508037,
        "10": 0.01154578276482515
      },
      "shadowMaxDrawdown": -0.09376698230311253,
      "shadowTotalReturn": 0.4014925004345462,
      "avgForwardReturn1D": 0.0018487536108328856,
      "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": 203,
        "5": 201,
        "10": 201
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016663685390813,
        "5": 0.0075815125518652925,
        "10": 0.014987286081936897
      }
    },
    {
      "topN": 4,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5489130434782609,
        "5": 0.5388888888888889,
        "10": 0.64
      },
      "hitRate1D": 0.5489130434782609,
      "comboQuality": 0.8142081681483155,
      "eligibleDays": 315,
      "fitnessScore": 0.6750696250488353,
      "lookbackDays": 45,
      "returnLift1D": -0.0006113130019816853,
      "hitRateLift1D": -0.0066425120772947155,
      "activationRate": 0.5841269841269842,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.5555555555555556,
        "5": 0.6109324758842444,
        "10": 0.696078431372549
      },
      "sampleConfidence": 0.9952898550724638,
      "shadowSharpeLike": 1.1750096394161114,
      "avgForwardReturns": {
        "1": 0.0015256827013236463,
        "5": 0.004502703862973214,
        "10": 0.01238701535653474
      },
      "shadowMaxDrawdown": -0.1238012033479109,
      "shadowTotalReturn": 0.27103792365701285,
      "avgForwardReturn1D": 0.0015256827013236463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-12",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 180,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021369957033053315,
        "5": 0.009025144382820663,
        "10": 0.016947641632805863
      }
    },
    {
      "topN": 4,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5411764705882353,
        "5": 0.5059523809523809,
        "10": 0.5892857142857143
      },
      "hitRate1D": 0.5411764705882353,
      "comboQuality": 0.7840249431705766,
      "eligibleDays": 297,
      "fitnessScore": 0.6336411405824381,
      "lookbackDays": 63,
      "returnLift1D": -0.00023120043339026008,
      "hitRateLift1D": -0.004278074866310155,
      "activationRate": 0.5723905723905723,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5938566552901023,
        "10": 0.6770833333333334
      },
      "sampleConfidence": 0.9984313725490197,
      "shadowSharpeLike": 1.0972230645729695,
      "avgForwardReturns": {
        "1": 0.00143516810569104,
        "5": 0.0019548751600036098,
        "10": 0.008665545807264445
      },
      "shadowMaxDrawdown": -0.0930547600742534,
      "shadowTotalReturn": 0.23494474205514138,
      "avgForwardReturn1D": 0.00143516810569104,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-06-03",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016663685390813,
        "5": 0.0075815125518652925,
        "10": 0.014987286081936897
      }
    },
    {
      "topN": 3,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5033557046979866,
        "10": 0.6041666666666666
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.7153520073568741,
      "eligibleDays": 315,
      "fitnessScore": 0.552734715957953,
      "lookbackDays": 45,
      "returnLift1D": -0.000655123679558569,
      "hitRateLift1D": 0,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5555555555555556,
        "5": 0.6109324758842444,
        "10": 0.696078431372549
      },
      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 1.0413711367519294,
      "avgForwardReturns": {
        "1": 0.0014818720237467625,
        "5": 0.0034211873955616967,
        "10": 0.009347806588777291
      },
      "shadowMaxDrawdown": -0.14790294032218942,
      "shadowTotalReturn": 0.21207248584367067,
      "avgForwardReturn1D": 0.0014818720237467625,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-26",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021369957033053315,
        "5": 0.009025144382820663,
        "10": 0.016947641632805863
      }
    },
    {
      "topN": 5,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5223880597014925,
        "5": 0.49746192893401014,
        "10": 0.5729166666666666
      },
      "hitRate1D": 0.5223880597014925,
      "comboQuality": 0.5341954243821732,
      "eligibleDays": 330,
      "fitnessScore": 0.3801390220415155,
      "lookbackDays": 30,
      "returnLift1D": -0.0010516917959394253,
      "hitRateLift1D": -0.029127091813659023,
      "activationRate": 0.6090909090909091,
      "activationCount": 201,
      "baselineHitRates": {
        "1": 0.5515151515151515,
        "5": 0.598159509202454,
        "10": 0.6728971962616822
      },
      "sampleConfidence": 0.9956882255389718,
      "shadowSharpeLike": 0.36146224610681466,
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        "1": 0.5515151515151515,
        "5": 0.598159509202454,
        "10": 0.6728971962616822
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -0.48636589303600086,
      "avgForwardReturns": {
        "1": -0.0008127570625984671,
        "5": -0.004193825204944471,
        "10": 0.00034733723230408073
      },
      "shadowMaxDrawdown": -0.20506785982544906,
      "shadowTotalReturn": -0.11202906146873015,
      "avgForwardReturn1D": -0.0008127570625984671,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016211003157210458,
        "5": 0.007750686450037204,
        "10": 0.015606612958300438
      }
    },
    {
      "topN": 3,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.49645390070921985,
        "5": 0.4306569343065693,
        "10": 0.518796992481203
      },
      "hitRate1D": 0.49645390070921985,
      "comboQuality": 0.0991163441728595,
      "eligibleDays": 339,
      "fitnessScore": -0.13555798888135248,
      "lookbackDays": 21,
      "returnLift1D": -0.0025205361494514385,
      "hitRateLift1D": -0.05221866566246153,
      "activationRate": 0.415929203539823,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5486725663716814,
        "5": 0.5850746268656717,
        "10": 0.6575757575757576
      },
      "sampleConfidence": 0.9943262411347518,
      "shadowSharpeLike": -0.695622535164666,
      "avgForwardReturns": {
        "1": -0.0009479115445618486,
        "5": -0.0026674489777739454,
        "10": 0.0009559902236559427
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      "shadowMaxDrawdown": -0.25942692693749814,
      "shadowTotalReturn": -0.16586686318380617,
      "avgForwardReturn1D": -0.0009479115445618486,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015726246048895897,
        "5": 0.0070111521887830895,
        "10": 0.013610164013550115
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    },
    {
      "topN": 4,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5029585798816568,
        "5": 0.45454545454545453,
        "10": 0.5403726708074534
      },
      "hitRate1D": 0.5029585798816568,
      "comboQuality": 0.05626862165023324,
      "eligibleDays": 339,
      "fitnessScore": -0.27033499681117673,
      "lookbackDays": 21,
      "returnLift1D": -0.003148456649045823,
      "hitRateLift1D": -0.04571398649002456,
      "activationRate": 0.49852507374631266,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5486725663716814,
        "5": 0.5850746268656717,
        "10": 0.6575757575757576
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      "sampleConfidence": 0.9952662721893492,
      "shadowSharpeLike": -1.0949602173505402,
      "avgForwardReturns": {
        "1": -0.0015758320441562335,
        "5": -0.0025698772339628265,
        "10": 0.003035061659055464
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      "shadowMaxDrawdown": -0.35678003110230994,
      "shadowTotalReturn": -0.27476757868492807,
      "avgForwardReturn1D": -0.0015758320441562335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 165,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015726246048895897,
        "5": 0.0070111521887830895,
        "10": 0.013610164013550115
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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": 0.46069480509905497,
      "fitnessScore": 0.31533991537691025,
      "lookbackDays": 14,
      "returnLift1D": -0.0010946458033935817,
      "activationRate": 0.5511363636363636,
      "activationCount": 194,
      "sampleConfidence": 0.9965635738831615,
      "shadowTotalReturn": 0.02587733327152497,
      "avgForwardReturn1D": 0.0003961044790553071
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.26775086524685354,
      "fitnessScore": 0.12866595009395185,
      "lookbackDays": 21,
      "returnLift1D": -0.0012617997988565149,
      "activationRate": 0.30383480825958703,
      "activationCount": 103,
      "sampleConfidence": 0.9954692556634305,
      "shadowTotalReturn": -0.0009492588977153549,
      "avgForwardReturn1D": 0.00031082480603307494
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5341954243821732,
      "fitnessScore": 0.3801390220415155,
      "lookbackDays": 30,
      "returnLift1D": -0.0010516917959394253,
      "activationRate": 0.6090909090909091,
      "activationCount": 201,
      "sampleConfidence": 0.9956882255389718,
      "shadowTotalReturn": 0.07330183137135937,
      "avgForwardReturn1D": 0.0005694085197816205
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9573959290168398,
      "fitnessScore": 1.0346987868888828,
      "lookbackDays": 45,
      "returnLift1D": 0.00007718028825428724,
      "activationRate": 0.6507936507936508,
      "activationCount": 205,
      "sampleConfidence": 0.9957723577235773,
      "shadowTotalReturn": 0.5117542756109918,
      "avgForwardReturn1D": 0.002214175991559619
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9266849789235907,
      "fitnessScore": 0.908106596375504,
      "lookbackDays": 63,
      "returnLift1D": 0.00018238507175158554,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "sampleConfidence": 0.9986863711001642,
      "shadowTotalReturn": 0.4014925004345462,
      "avgForwardReturn1D": 0.0018487536108328856
    }
  ],
  "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": "e9dff3c4785bb7e524cb30345b8e17a4e98fa2878dd85d9c3f6d8a15759321af",
    "size": 13,
    "members": [
      "RTX",
      "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",
      "RTX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "RTX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "RTX",
    "hitRates": {
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      "10": 0.6040609137055838
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    "hitRate1D": 0.5454545454545454,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.761195452346532,
    "eligibleDays": 326,
    "fitnessScore": 0.6050338419135354,
    "lookbackDays": 63,
    "returnLift1D": -0.0004385822291694439,
    "hitRateLift1D": -0.009760178471834968,
    "portfolioSize": 4,
    "activationRate": 0.6073619631901841,
    "activationCount": 198,
    "baselineHitRates": {
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      "10": 0.6750788643533123
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    "sampleConfidence": 0.9993265993265994,
    "shadowSharpeLike": 0.7820460863959608,
    "avgForwardReturns": {
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      "5": 0.0039000174575015848,
      "10": 0.010705561186233748
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    "shadowMaxDrawdown": -0.12746587559396638,
    "shadowTotalReturn": 0.21703144192061008,
    "avgForwardReturn1D": 0.0012414195526867437,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17"
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    "horizonObservationCounts": {
      "1": 198,
      "5": 197,
      "10": 197
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    "baselineAvgForwardReturns": {
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      "5": 0.008354564590401932,
      "10": 0.015864411890321742
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.761195452346532,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3003780549103463,
    "bestRawFitnessScore": 0.6050338419135354,
    "upperQuartileComboQuality": 0.43547489480127394
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  "algorithmFit": {
    "label": "weak",
    "score": 0.42036759814084745,
    "rawScore": 0.44282281896636044,
    "confidence": 0.8985814648037871,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.20016354692255697,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        5
      ]
    },
    "parameterStability": 0.4981177772496181,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "RTX",
      "hitRates": {
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      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
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      "comboQuality": 0.761195452346532,
      "eligibleDays": 326,
      "fitnessScore": 0.6050338419135354,
      "lookbackDays": 63,
      "returnLift1D": -0.0004385822291694439,
      "hitRateLift1D": -0.009760178471834968,
      "portfolioSize": 4,
      "activationRate": 0.6073619631901841,
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      "shadowSharpeLike": 0.7820460863959608,
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      "shadowMaxDrawdown": -0.12746587559396638,
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      "riskOffActivations": 0,
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        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "comboQuality": 0.761195452346532,
      "eligibleDays": 326,
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      "returnLift1D": -0.0004385822291694439,
      "hitRateLift1D": -0.009760178471834968,
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      "shadowMaxDrawdown": -0.12746587559396638,
      "shadowTotalReturn": 0.21703144192061008,
      "avgForwardReturn1D": 0.0012414195526867437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.7296199287674633,
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      "comboQuality": 0.7296199287674633,
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      "fitnessScore": 0.5683929247820809,
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      "returnLift1D": -0.0006570098933998457,
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      "activationRate": 0.6016713091922006,
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      "riskOffActivations": 0,
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
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        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "returnLift1D": -0.0019732843056382452,
      "hitRateLift1D": -0.06782508732369458,
      "portfolioSize": 2,
      "activationRate": 0.35097493036211697,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5598885793871866,
        "5": 0.5915492957746479,
        "10": 0.6657142857142857
      },
      "sampleConfidence": 0.9931216931216932,
      "shadowSharpeLike": -0.2123643564240447,
      "avgForwardReturns": {
        "1": -0.0002529393635852568,
        "5": -0.0035131233484901017,
        "10": -0.0029652947754454594
      },
      "shadowMaxDrawdown": -0.22030107805456833,
      "shadowTotalReturn": -0.06623302938665021,
      "avgForwardReturn1D": -0.0002529393635852568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 122,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017203449420529885,
        "5": 0.007574992524764924,
        "10": 0.014370449293827076
      }
    },
    {
      "topN": 2,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.5446428571428571,
        "5": 0.3761467889908257,
        "10": 0.4811320754716981
      },
      "hitRate1D": 0.5446428571428571,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.15168856431167452,
      "eligibleDays": 344,
      "fitnessScore": -0.02871203204938525,
      "lookbackDays": 45,
      "returnLift1D": -0.002236860200230874,
      "hitRateLift1D": -0.010589700996677776,
      "portfolioSize": 2,
      "activationRate": 0.32558139534883723,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5552325581395349,
        "5": 0.5882352941176471,
        "10": 0.6597014925373135
      },
      "sampleConfidence": 0.9946428571428572,
      "shadowSharpeLike": -0.38306598782817264,
      "avgForwardReturns": {
        "1": -0.0006030232008580139,
        "5": -0.003965500175371441,
        "10": -0.0007762859567450587
      },
      "shadowMaxDrawdown": -0.2439544754547054,
      "shadowTotalReturn": -0.10874758636963966,
      "avgForwardReturn1D": -0.0006030232008580139,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 109,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016338369993728597,
        "5": 0.007267748561703967,
        "10": 0.013823617919870614
      }
    },
    {
      "topN": 3,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.4968152866242038,
        "5": 0.41935483870967744,
        "10": 0.5
      },
      "hitRate1D": 0.4968152866242038,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.08117004539066228,
      "eligibleDays": 368,
      "fitnessScore": -0.1838420542813267,
      "lookbackDays": 21,
      "returnLift1D": -0.0026195160175821654,
      "hitRateLift1D": -0.05753253946275272,
      "portfolioSize": 3,
      "activationRate": 0.4266304347826087,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5543478260869565,
        "5": 0.5796703296703297,
        "10": 0.6545961002785515
      },
      "sampleConfidence": 0.9961783439490446,
      "shadowSharpeLike": -0.8165942161310944,
      "avgForwardReturns": {
        "1": -0.0011011115859533933,
        "5": -0.003104726399837712,
        "10": 0.000760962610209636
      },
      "shadowMaxDrawdown": -0.2769101077410916,
      "shadowTotalReturn": -0.20234654726611268,
      "avgForwardReturn1D": -0.0011011115859533933,
      "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",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 155,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015184044316287721,
        "5": 0.006882783789574122,
        "10": 0.013819401404401976
      }
    },
    {
      "topN": 4,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.4973544973544973,
        "5": 0.44623655913978494,
        "10": 0.5303867403314917
      },
      "hitRate1D": 0.4973544973544973,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04351889799569095,
      "eligibleDays": 368,
      "fitnessScore": -0.3298144651768148,
      "lookbackDays": 21,
      "returnLift1D": -0.003196133854475891,
      "hitRateLift1D": -0.056993328732459214,
      "portfolioSize": 4,
      "activationRate": 0.5135869565217391,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5543478260869565,
        "5": 0.5796703296703297,
        "10": 0.6545961002785515
      },
      "sampleConfidence": 0.9961199294532629,
      "shadowSharpeLike": -1.213346243750146,
      "avgForwardReturns": {
        "1": -0.0016777294228471188,
        "5": -0.0028687353325763335,
        "10": 0.0032995129111192925
      },
      "shadowMaxDrawdown": -0.38149669417550136,
      "shadowTotalReturn": -0.3144645946185983,
      "avgForwardReturn1D": -0.0016777294228471188,
      "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",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015184044316287721,
        "5": 0.006882783789574122,
        "10": 0.013819401404401976
      }
    },
    {
      "topN": 5,
      "ticker": "RTX",
      "hitRates": {
        "1": 0.4973544973544973,
        "5": 0.44623655913978494,
        "10": 0.5303867403314917
      },
      "hitRate1D": 0.4973544973544973,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04351889799569095,
      "eligibleDays": 368,
      "fitnessScore": -0.3298144651768148,
      "lookbackDays": 21,
      "returnLift1D": -0.003196133854475891,
      "hitRateLift1D": -0.056993328732459214,
      "portfolioSize": 5,
      "activationRate": 0.5135869565217391,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5543478260869565,
        "5": 0.5796703296703297,
        "10": 0.6545961002785515
      },
      "sampleConfidence": 0.9961199294532629,
      "shadowSharpeLike": -1.213346243750146,
      "avgForwardReturns": {
        "1": -0.0016777294228471188,
        "5": -0.0028687353325763335,
        "10": 0.0032995129111192925
      },
      "shadowMaxDrawdown": -0.38149669417550136,
      "shadowTotalReturn": -0.3144645946185983,
      "avgForwardReturn1D": -0.0016777294228471188,
      "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",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 186,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015184044316287721,
        "5": 0.006882783789574122,
        "10": 0.013819401404401976
      }
    }
  ],
  "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": 0.38722842382488476,
      "fitnessScore": 0.24902495605492883,
      "lookbackDays": 14,
      "returnLift1D": -0.0012667209603997348,
      "activationRate": 0.4826666666666667,
      "activationCount": 181,
      "sampleConfidence": 0.9966850828729282,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0015606208048677406,
      "avgForwardReturn1D": 0.0003020724274083304
    },
    {
      "comboQuality": 0.21083138564211887,
      "fitnessScore": 0.05961731166918581,
      "lookbackDays": 21,
      "returnLift1D": -0.0016664879020055442,
      "activationRate": 0.31521739130434784,
      "activationCount": 116,
      "sampleConfidence": 0.9977011494252874,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05195299945316023,
      "avgForwardReturn1D": -0.000148083470376772
    },
    {
      "comboQuality": 0.7296199287674633,
      "fitnessScore": 0.5683929247820809,
      "lookbackDays": 30,
      "returnLift1D": -0.0006570098933998457,
      "activationRate": 0.6016713091922006,
      "activationCount": 216,
      "sampleConfidence": 0.9959876543209877,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.202931089336154,
      "avgForwardReturn1D": 0.0010633350486531428
    },
    {
      "comboQuality": 0.43547489480127394,
      "fitnessScore": 0.2928995042077351,
      "lookbackDays": 45,
      "returnLift1D": -0.0013380263390909467,
      "activationRate": 0.6133720930232558,
      "activationCount": 211,
      "sampleConfidence": 0.9958925750394946,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.009004984606353794,
      "avgForwardReturn1D": 0.00029581066028191294
    },
    {
      "comboQuality": 0.761195452346532,
      "fitnessScore": 0.6050338419135354,
      "lookbackDays": 63,
      "returnLift1D": -0.0004385822291694439,
      "activationRate": 0.6073619631901841,
      "activationCount": 198,
      "sampleConfidence": 0.9993265993265994,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21703144192061008,
      "avgForwardReturn1D": 0.0012414195526867437
    }
  ],
  "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": "e9dff3c4785bb7e524cb30345b8e17a4e98fa2878dd85d9c3f6d8a15759321af",
    "size": 13,
    "members": [
      "RTX",
      "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
0.772
Liquidity
0.986
Momentum
0.679
Relative strength
0.664
Trend quality
0.565
Stability
0.703
Aggression
0.405
Downside risk
0.638
Drawdown state
0.951
Quality momentum
0.639
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.806
Benchmark Independence 3m Score
0.950
Beta 1y Profile Score
0.159
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.378
Current Drawdown Score
0.985
Days Since 52w High Score
0.393
Distance From 52w High Score
0.985
Distance From Sma 20 Score
0.623
Distance From Sma 200 Score
0.715
Distance From Sma 50 Score
0.712
Downside Volatility 1m Score
0.200
Downside Volatility 1y Score
0.244
Downside Volatility 2y Score
0.279
Downside Volatility 3m Score
0.265
Downside Volatility 5y Score
0.253
Downside Volatility 6m Score
0.275
Drawdown Recovery Score
1
Excess Return 1m Score
0.693
Excess Return 1y Score
0.896
Excess Return 3m Score
0.701
Excess Return 6m Score
0.474
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
0.986
Log Market Cap Score
0.772
Drawdown Score 1m
0.841
Drawdown Score 1y
0.703
Drawdown Score 2y
0.759
Drawdown Score 3m
0.860
Drawdown Score 5y
0.672
Drawdown Score 6m
0.649
Momentum Acceleration 1m Vs 3m Score
0.728
Momentum Acceleration 3m Vs 6m Score
0.642
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.739
Relative Strength Slope 3m Score
0.608
Relative Volume 20d Score
0.210
Return 1m Score
0.704
Return 1w Score
0.754
Return 1y Score
0.765
Return 2y Score
0.597
Return 3m Score
0.701
Return 5y Score
0.211
Return 6m Score
0.556
Return Skewness 1y Score
0.617
Sector Excess Return 1y Score
0.840
Sharpe 1m Score
1
Sharpe 1y Score
0.699
Sharpe 2y Score
0.708
Sharpe 3m Score
0.828
Sharpe 5y Score
0.591
Sharpe 6m Score
0.519
Sortino 1m Score
1
Sortino 1y Score
0.583
Sortino 2y Score
0.569
Sortino 3m Score
0.697
Sortino 5y Score
0.496
Sortino 6m Score
0.458
Trend R2 1m Score
0.403
Trend R2 1w Score
0.454
Trend R2 1y Score
0.529
Trend R2 2y Score
0.902
Trend R2 3m Score
0.785
Trend R2 5y Score
0.780
Trend R2 6m Score
0.195
Trend Slope 1m Score
0.677
Trend Slope 1w Score
1
Trend Slope 1y Score
0.559
Trend Slope 2y Score
0.584
Trend Slope 3m Score
0.649
Trend Slope 5y Score
0.547
Trend Slope 6m Score
0.457
Volatility 1m Score
0.363
Volatility 1w Score
0.628
Volatility 1y Score
0.279
Volatility 2y Score
0.283
Volatility 3m Score
0.333
Volatility 5y Score
0.257
Volatility 6m Score
0.315
Worst Day 1y Score
0.780
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
907,874,115.486
Best Day 1y
0.077
Beta To Benchmark 1y
0.397
Beta 3m
-0.116
Beta Change
-0.512
Beta To Sector 1y
0.757
Correlation To Benchmark 1y
0.194
Correlation 3m
-0.050
Correlation Change
-0.245
Correlation To Sector 1y
0.488
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.806
Benchmark Independence 3m Score
0.950
Beta 1y Profile Score
0.159
Beta 3m Profile Score
0
Beta Change Score
0.244
Correlation Change Score
0.378
Current Drawdown Score
0.985
Distance From Sma 20 Score
0.623
Distance From Sma 200 Score
0.715
Current Drawdown
-0.010
Days Since 52w High
99
Distance From 52w High
-0.010
Distance From Sma 20
0.074
Distance From Sma 200
0.129
Distance From Sma 50
0.127
Downside Capture 1y
1.760
Downside Volatility 1m
0.200
Downside Volatility 1w
-
Downside Volatility 1y
0.233
Downside Volatility 2y
0.259
Downside Volatility 3m
0.249
Downside Volatility 5y
0.240
Downside Volatility 6m
0.256
Drawdown Recovery
1
Excess Return 1m
0.116
Excess Return 1y
0.238
Excess Return 3m
0.120
Excess Return 6m
-0.016
Expected Shortfall 95 1y
-0.032
Market Cap
286,789,455,461.76
Max Drawdown 1m
-0.040
Max Drawdown 1w
-0.004
Max Drawdown 1y
-0.193
Max Drawdown 2y
-0.193
Max Drawdown 3m
-0.056
Max Drawdown 5y
-0.328
Max Drawdown 6m
-0.193
Momentum Acceleration 1m Vs 3m
0.069
Momentum Acceleration 3m Vs 6m
0.042
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.866
Return 1m
0.122
Return 1w
0.076
Return 1y
0.425
Return 2y
1.089
Return 3m
0.161
Return 5y
1.748
Return 6m
0.067
Return Skewness 1y
0.703
Sector Excess Return 1y
0.204
Sharpe 1m
4.451
Sharpe 1y
1.493
Sharpe 2y
1.538
Sharpe 3m
2.139
Sharpe 5y
0.954
Sharpe 6m
0.594
Sortino 1m
7.164
Sortino 1y
1.662
Sortino 2y
1.554
Sortino 3m
2.579
Sortino 5y
0.967
Sortino 6m
0.663
Trend R2 1m
0.403
Trend R2 1w
0.454
Trend R2 1y
0.529
Trend R2 2y
0.902
Trend R2 3m
0.785
Trend R2 5y
0.780
Trend R2 6m
0.195
Trend 1m
0.003
Trend 1w
0.011
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
0.682
Value At Risk 95 1y
-0.025
Volatility 1m
0.322
Volatility 1w
0.521
Volatility 1y
0.259
Volatility 2y
0.262
Volatility 3m
0.300
Volatility 5y
0.243
Volatility 6m
0.286
Worst Day 1y
-0.044
Distance From Sma 50 Score
0.712
Downside Volatility 1y Score
0.244
Downside Volatility 3m Score
0.265
Drawdown Recovery Score
1
Excess Return 1m Score
0.693
Excess Return 1y Score
0.896
Excess Return 3m Score
0.701
Excess Return 6m Score
0.474
Expected Shortfall 95 1y Score
0.678
Log Avg Dollar Volume 20d Score
0.986
Log Market Cap Score
0.772
Drawdown Score 1y
0.703
Drawdown Score 5y
0.672
Momentum Acceleration 1m Vs 3m Score
0.728
Momentum Acceleration 3m Vs 6m Score
0.642
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.739
Relative Volume 20d Score
0.210
Return 1m Score
0.704
Return 1y Score
0.765
Return 3m Score
0.701
Return 6m Score
0.556
Return Skewness 1y Score
0.617
Sortino 1y Score
0.583
Sortino 3m Score
0.697
Trend R2 1y Score
0.529
Trend R2 3m Score
0.785
Trend Slope 1y Score
0.559
Trend Slope 3m Score
0.649
Volatility 1y Score
0.279
Volatility 3m Score
0.333