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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 101-150 of 355
Page 3 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
MRVLInformation Technology0.5460.5920.3381.0000.993 strong0.989 strong100%Jul 26, 1:45 AM
MRNAHealth Care0.5490.5400.3210.9130.169 poor0.632 moderate100%Jul 26, 1:45 AM
MPCEnergy0.8970.8380.6880.937
Ticker detail

AEVA

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

AEVA

AEVA

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
3.828
Correlation To Benchmark 1y
0.420
Inverse To Benchmark 1y
0.580
Drawdown Score 1m
0
Drawdown Score 3m
0.210
0.201 poor
0.817 strong
100%
Jul 26, 1:44 AM
METACommunication Services0.5330.4260.5611.0000.211 poor0.198 poor100%Jul 26, 1:44 AM
MDTHealth Care0.5100.4530.6150.9380.101 poor0.102 poor100%Jul 26, 1:44 AM
MCHPInformation Technology0.3940.4180.5011.0000.163 poor0.667 good100%Jul 26, 1:43 AM
MARAFinancials0.4060.3840.1340.9330.093 poor0.172 poor100%Jul 26, 1:43 AM
MAFinancials0.5860.5250.7091.0000.242 poor0.314 poor100%Jul 26, 1:43 AM
LRCXInformation Technology0.5630.6260.4921.0000.259 poor0.999 strong100%Jul 26, 1:43 AM
LMTIndustrials0.6390.5470.6330.9400.689 good0.636 moderate100%Jul 26, 1:42 AM
LLYHealth Care0.6860.6770.6281.0000.566 moderate0.551 moderate100%Jul 26, 1:42 AM
LINMaterials0.5170.5440.7141.0000.215 poor0.214 poor100%Jul 26, 1:42 AM
LHXIndustrials0.4890.4830.6180.8620.163 poor0.647 moderate100%Jul 26, 1:41 AM
LHHealth Care0.6450.5720.6750.7660.289 poor0.232 poor100%Jul 26, 1:41 AM
LEUEnergy0.3540.3210.1430.7160.142 poor0.755 good100%Jul 26, 1:40 AM
LDOSInformation Technology0.3970.4210.5130.7440.145 poor0.486 weak100%Jul 26, 1:40 AM
KTOSIndustrials0.3480.3300.1940.8120.123 poor0.945 strong100%Jul 26, 1:40 AM
KOConsumer Staples0.5570.6150.7961.0000.163 poor0.309 poor100%Jul 26, 1:39 AM
KMIEnergy0.5430.5340.7620.8350.127 poor0.282 poor100%Jul 26, 1:39 AM
KLACInformation Technology0.5810.6420.4951.0000.176 poor0.937 strong100%Jul 26, 1:39 AM
KBFinancials0.7320.6760.6690.5260.118 poor0.709 good100%Jul 26, 1:38 AM
JPMFinancials0.6070.6180.7001.0000.628 moderate0.595 moderate100%Jul 26, 1:38 AM
JNJHealth Care0.6670.6800.7911.0000.128 poor0.779 good100%Jul 26, 1:38 AM
JEF-0.4520.3770.4370.7270.746 good0.717 good100%Jul 26, 1:37 AM
JBHTIndustrials0.6910.7480.6900.8320.159 poor0.778 good100%Jul 26, 1:37 AM
IWM-0.5370.6170.7781.0000.161 poor0.521 moderate98%Jul 26, 1:36 AM
ITA-0.5510.5610.7320.7280.188 poor0.595 moderate98%Jul 26, 1:36 AM
ISRGHealth Care0.2220.2860.4631.0000.272 poor0.235 poor100%Jul 26, 1:36 AM
IRENFinancials0.2830.2570.1811.0000.110 poor1.000 strong100%Jul 26, 1:35 AM
INTCInformation Technology0.5990.6000.3891.0000.102 poor0.957 strong100%Jul 26, 1:35 AM
ILMNHealth Care0.8480.7810.4650.8450.660 good0.884 strong100%Jul 26, 1:35 AM
ICLN-0.4040.4400.6150.6580.163 poor0.610 moderate98%Jul 26, 1:34 AM
IBKRFinancials0.5730.6480.6400.8710.745 good0.551 moderate100%Jul 26, 1:34 AM
HUTFinancials0.6630.6580.3700.8950.105 poor0.972 strong100%Jul 26, 1:34 AM
HUM-0.7500.7150.3980.9210.970 strong0.939 strong100%Jul 26, 1:33 AM
HUBS-0.4530.4000.3010.8260.069 poor0.089 poor100%Jul 26, 1:33 AM
HUBG-0.5970.5410.5490.5100.301 poor0.304 poor100%Jul 26, 1:33 AM
HUBB-0.5000.4440.6630.8300.294 poor0.258 poor100%Jul 26, 1:32 AM
HIIIndustrials0.4290.4210.4720.7020.162 poor0.905 strong100%Jul 26, 1:32 AM
HEIIndustrials0.6020.5290.5840.7340.202 poor0.455 weak100%Jul 26, 1:32 AM
HDB-0.5770.4840.6160.7760.242 poor0.331 poor100%Jul 26, 1:31 AM
HDConsumer Discretionary0.4870.4290.6421.0000.349 poor0.279 poor100%Jul 26, 1:31 AM
HCSGHealth Care0.7160.6920.5840.4200.362 weak0.404 weak100%Jul 26, 1:31 AM
HCIFinancials0.7070.5760.5720.5130.507 moderate0.642 moderate100%Jul 26, 1:30 AM
HCCMaterials0.3880.3720.4900.6030.365 weak0.330 poor100%Jul 26, 1:30 AM
HCAHealth Care0.4160.3770.5310.9360.472 weak0.410 weak100%Jul 26, 1:29 AM
HAL-0.4060.4610.6260.8850.614 moderate0.546 moderate100%Jul 26, 1:29 AM
GUSH-0.7560.6170.4290.4970.157 poor0.641 moderate98%Jul 26, 1:29 AM
GSLIndustrials0.6710.6500.7250.3460.159 poor0.740 good100%Jul 26, 1:28 AM
GSKHealth Care0.4950.4770.6820.7710.162 poor0.606 moderate100%Jul 26, 1:28 AM
PreviousPage 3 of 8Next
Drawdown Score 6m
0.179
Drawdown Score 1y
0
Drawdown Score 2y
0.054
Drawdown Score 5y
0.040
Return 1w
-0.125
Return 1m
-0.053
Return 3m
0.608
Return 6m
0.235
Return 1y
-0.321
Return 2y
7.932
Return 5y
-0.614
Sharpe 1m
0.192
Sharpe 3m
2.115
Sharpe 6m
0.926
Sharpe 1y
0.218
Sharpe 2y
1.529
Sharpe 5y
0.285
Trend 1w
-0.027
Trend 1m
-0.002
Trend 3m
0.010
Trend 6m
0.005
Trend 1y
0.001
Trend 2y
0.004
Trend 5y
-0.001
Volatility 1w
0.855
Volatility 1m
1.402
Volatility 3m
1.272
Volatility 6m
1.136
Volatility 1y
1.145
Volatility 2y
1.110
Volatility 5y
0.981
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
AEVA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:58 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.968
Aptet Fit Raw Score
0.982
Aptet Fit Confidence
0.971
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.982
Force Fit Raw Score
0.991
Force Fit Confidence
0.984
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:58 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AEVA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AEVA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AEVA",
    "hitRates": {
      "1": 0.5609756097560976,
      "5": 0.5317073170731708,
      "10": 0.5121951219512195
    },
    "hitRate1D": 0.5609756097560976,
    "comboQuality": 0.9999999619112786,
    "eligibleDays": 339,
    "fitnessScore": 4.108336469080195,
    "lookbackDays": 21,
    "returnLift1D": 0.0021188677174566253,
    "hitRateLift1D": 0.03138981093952953,
    "activationRate": 0.6047197640117994,
    "activationCount": 205,
    "baselineHitRates": {
      "1": 0.5295857988165681,
      "5": 0.5299401197604791,
      "10": 0.5440729483282675
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6738698525893012,
    "avgForwardReturns": {
      "1": 0.010387553375825712,
      "5": 0.047815713909553435,
      "10": 0.08554478906140864
    },
    "shadowMaxDrawdown": -0.6551143455386089,
    "shadowTotalReturn": 3.5942567146047164,
    "avgForwardReturn1D": 0.010387553375825712,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03"
    ],
    "horizonObservationCounts": {
      "1": 205,
      "5": 205,
      "10": 205
    },
    "baselineAvgForwardReturns": {
      "1": 0.008268685658369086,
      "5": 0.04042588465883081,
      "10": 0.07999964750873699
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999619112786,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9724040435809311,
    "bestRawFitnessScore": 4.108336469080195,
    "upperQuartileComboQuality": 0.9902615931856935
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9679971677489857,
    "rawScore": 0.9822195998410119,
    "confidence": 0.9710402193270664,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0.6504391237682455,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30
      ]
    },
    "parameterStability": 0.9784629491276213,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.5317073170731708,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.5609756097560976,
      "comboQuality": 0.9999999619112786,
      "eligibleDays": 339,
      "fitnessScore": 4.108336469080195,
      "lookbackDays": 21,
      "returnLift1D": 0.0021188677174566253,
      "hitRateLift1D": 0.03138981093952953,
      "activationRate": 0.6047197640117994,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5299401197604791,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6738698525893012,
      "avgForwardReturns": {
        "1": 0.010387553375825712,
        "5": 0.047815713909553435,
        "10": 0.08554478906140864
      },
      "shadowMaxDrawdown": -0.6551143455386089,
      "shadowTotalReturn": 3.5942567146047164,
      "avgForwardReturn1D": 0.010387553375825712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 205,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.008268685658369086,
        "5": 0.04042588465883081,
        "10": 0.07999964750873699
      }
    },
    {
      "topN": 5,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.5502392344497608,
        "5": 0.5263157894736842,
        "10": 0.507177033492823
      },
      "hitRate1D": 0.5502392344497608,
      "comboQuality": 0.9999985668099768,
      "eligibleDays": 339,
      "fitnessScore": 3.310233403515983,
      "lookbackDays": 21,
      "returnLift1D": 0.001138909817329753,
      "hitRateLift1D": 0.020653435633192663,
      "activationRate": 0.616519174041298,
      "activationCount": 209,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5299401197604791,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5386652100643676,
      "avgForwardReturns": {
        "1": 0.00940759547569884,
        "5": 0.04631657177896885,
        "10": 0.08171164206509149
      },
      "shadowMaxDrawdown": -0.7081887166979457,
      "shadowTotalReturn": 2.8872476438650003,
      "avgForwardReturn1D": 0.00940759547569884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 209,
        "5": 209,
        "10": 209
      },
      "baselineAvgForwardReturns": {
        "1": 0.008268685658369086,
        "5": 0.04042588465883081,
        "10": 0.07999964750873699
      }
    },
    {
      "topN": 3,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.5527638190954773,
        "5": 0.5276381909547738,
        "10": 0.507537688442211
      },
      "hitRate1D": 0.5527638190954773,
      "comboQuality": 0.9999968704448619,
      "eligibleDays": 339,
      "fitnessScore": 3.138415643716222,
      "lookbackDays": 21,
      "returnLift1D": 0.001369103569448112,
      "hitRateLift1D": 0.02317802027890925,
      "activationRate": 0.5870206489675516,
      "activationCount": 199,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5299401197604791,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5134015570989443,
      "avgForwardReturns": {
        "1": 0.009637789227817198,
        "5": 0.044431693993407524,
        "10": 0.08303822168432266
      },
      "shadowMaxDrawdown": -0.7194785236241821,
      "shadowTotalReturn": 2.7368549829743816,
      "avgForwardReturn1D": 0.009637789227817198,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 199,
        "5": 199,
        "10": 199
      },
      "baselineAvgForwardReturns": {
        "1": 0.008268685658369086,
        "5": 0.04042588465883081,
        "10": 0.07999964750873699
      }
    },
    {
      "topN": 2,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.546875,
        "5": 0.5208333333333334,
        "10": 0.5104166666666666
      },
      "hitRate1D": 0.546875,
      "comboQuality": 0.9994256861500562,
      "eligibleDays": 339,
      "fitnessScore": 1.9915872121739029,
      "lookbackDays": 21,
      "returnLift1D": -0.00012016830490578327,
      "hitRateLift1D": 0.017289201183431913,
      "activationRate": 0.5663716814159292,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5295857988165681,
        "5": 0.5299401197604791,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2708263505903434,
      "avgForwardReturns": {
        "1": 0.008148517353463303,
        "5": 0.04418625188321714,
        "10": 0.081225103508666
      },
      "shadowMaxDrawdown": -0.75092232781563,
      "shadowTotalReturn": 1.713122871831712,
      "avgForwardReturn1D": 0.008148517353463303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 192,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.008268685658369086,
        "5": 0.04042588465883081,
        "10": 0.07999964750873699
      }
    },
    {
      "topN": 4,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.532258064516129,
        "5": 0.5133689839572193,
        "10": 0.48128342245989303
      },
      "hitRate1D": 0.532258064516129,
      "comboQuality": 0.9915040094181755,
      "eligibleDays": 352,
      "fitnessScore": 1.3971182998727878,
      "lookbackDays": 14,
      "returnLift1D": -0.0005583145124312371,
      "hitRateLift1D": 0.0036866359447004227,
      "activationRate": 0.53125,
      "activationCount": 187,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5375722543352601,
        "10": 0.543859649122807
      },
      "sampleConfidence": 0.9996434937611409,
      "shadowSharpeLike": 1.0782225391619527,
      "avgForwardReturns": {
        "1": 0.007076839182340332,
        "5": 0.03667682306569111,
        "10": 0.06209384070997629
      },
      "shadowMaxDrawdown": -0.6919429267345596,
      "shadowTotalReturn": 1.1837240027912292,
      "avgForwardReturn1D": 0.007076839182340332,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "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": 186,
        "5": 187,
        "10": 187
      },
      "baselineAvgForwardReturns": {
        "1": 0.007635153694771569,
        "5": 0.04459054896609215,
        "10": 0.09742641888559371
      }
    },
    {
      "topN": 3,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.532967032967033,
        "5": 0.5,
        "10": 0.510989010989011
      },
      "hitRate1D": 0.532967032967033,
      "comboQuality": 0.9898474544415329,
      "eligibleDays": 330,
      "fitnessScore": 1.3575618029073302,
      "lookbackDays": 30,
      "returnLift1D": 0.0019427930654599959,
      "hitRateLift1D": 0.013210194061257896,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.52,
        "10": 0.53125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.058460904407569,
      "avgForwardReturns": {
        "1": 0.007257147389221334,
        "5": 0.03824209157375148,
        "10": 0.08524385806389928
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      "shadowTotalReturn": -0.5760314376372784,
      "avgForwardReturn1D": -0.0037625064346311775,
      "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": 123,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.002214004950536043,
        "5": 0.014564850038469619,
        "10": 0.03285880562990388
      }
    },
    {
      "topN": 4,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.46308724832214765,
        "5": 0.47651006711409394,
        "10": 0.4652777777777778
      },
      "hitRate1D": 0.46308724832214765,
      "comboQuality": 0.0017189928902667266,
      "eligibleDays": 297,
      "fitnessScore": -1.0501451676314444,
      "lookbackDays": 63,
      "returnLift1D": -0.007386256974363528,
      "hitRateLift1D": -0.04704788681298744,
      "activationRate": 0.5016835016835017,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.5,
        "10": 0.5052264808362369
      },
      "sampleConfidence": 0.9977628635346757,
      "shadowSharpeLike": -0.7593097507941764,
      "avgForwardReturns": {
        "1": -0.005172252023827485,
        "5": -0.002623238722344298,
        "10": 0.0021219745508617655
      },
      "shadowMaxDrawdown": -0.8693642106553032,
      "shadowTotalReturn": -0.7123713453043545,
      "avgForwardReturn1D": -0.005172252023827485,
      "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": 149,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.002214004950536043,
        "5": 0.014564850038469619,
        "10": 0.03285880562990388
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    },
    {
      "topN": 5,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.45751633986928103,
        "5": 0.47019867549668876,
        "10": 0.4657534246575342
      },
      "hitRate1D": 0.45751633986928103,
      "comboQuality": 0.0013601724270314466,
      "eligibleDays": 297,
      "fitnessScore": -1.1017321949652519,
      "lookbackDays": 63,
      "returnLift1D": -0.007979387081660102,
      "hitRateLift1D": -0.05261879526585406,
      "activationRate": 0.5151515151515151,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.5,
        "10": 0.5052264808362369
      },
      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": -0.8629469905910325,
      "avgForwardReturns": {
        "1": -0.005765382131124059,
        "5": -0.0028269354085678953,
        "10": 0.001225348348286598
      },
      "shadowMaxDrawdown": -0.8754727415771709,
      "shadowTotalReturn": -0.7449511819775512,
      "avgForwardReturn1D": -0.005765382131124059,
      "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": 153,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.002214004950536043,
        "5": 0.014564850038469619,
        "10": 0.03285880562990388
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.9915040094181755,
      "fitnessScore": 1.3971182998727878,
      "lookbackDays": 14,
      "returnLift1D": -0.0005583145124312371,
      "activationRate": 0.53125,
      "activationCount": 187,
      "sampleConfidence": 0.9996434937611409,
      "shadowTotalReturn": 1.1837240027912292,
      "avgForwardReturn1D": 0.007076839182340332
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9999999619112786,
      "fitnessScore": 4.108336469080195,
      "lookbackDays": 21,
      "returnLift1D": 0.0021188677174566253,
      "activationRate": 0.6047197640117994,
      "activationCount": 205,
      "sampleConfidence": 1,
      "shadowTotalReturn": 3.5942567146047164,
      "avgForwardReturn1D": 0.010387553375825712
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9898474544415329,
      "fitnessScore": 1.3575618029073302,
      "lookbackDays": 30,
      "returnLift1D": 0.0019427930654599959,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.0948215255617328,
      "avgForwardReturn1D": 0.007257147389221334
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.8012256068358344,
      "fitnessScore": 0.6566738586955965,
      "lookbackDays": 45,
      "returnLift1D": -0.00023121059970862556,
      "activationRate": 0.5142857142857142,
      "activationCount": 162,
      "sampleConfidence": 0.9983539094650207,
      "shadowTotalReturn": 0.5214903409614204,
      "avgForwardReturn1D": 0.005569434160834001
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.008136025816634345,
      "fitnessScore": -0.7067225115054191,
      "lookbackDays": 63,
      "returnLift1D": -0.004116582516599902,
      "activationRate": 0.4713804713804714,
      "activationCount": 140,
      "sampleConfidence": 0.9976190476190476,
      "shadowTotalReturn": -0.5076005169949123,
      "avgForwardReturn1D": -0.0019025775660638591
    }
  ],
  "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": "267ad47f9c667deb6f15728e5632cd391e241b0c8f5006e7d85049d2d859b7a0",
    "size": 13,
    "members": [
      "AEVA",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AEVA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AEVA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AEVA",
    "hitRates": {
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      "5": 0.5317073170731708,
      "10": 0.5121951219512195
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    "hitRate1D": 0.5609756097560976,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9999999592862504,
    "eligibleDays": 368,
    "fitnessScore": 4.093673985500537,
    "lookbackDays": 21,
    "returnLift1D": 0.0038057764350537173,
    "hitRateLift1D": 0.041953870625662804,
    "portfolioSize": 4,
    "activationRate": 0.5570652173913043,
    "activationCount": 205,
    "baselineHitRates": {
      "1": 0.5190217391304348,
      "5": 0.521978021978022,
      "10": 0.5292479108635098
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6060442616545596,
    "avgForwardReturns": {
      "1": 0.010387553375825712,
      "5": 0.047815713909553435,
      "10": 0.08554478906140864
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    "shadowMaxDrawdown": -0.6551143455386089,
    "shadowTotalReturn": 3.5942567146047164,
    "avgForwardReturn1D": 0.010387553375825712,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03"
    ],
    "horizonObservationCounts": {
      "1": 205,
      "5": 205,
      "10": 205
    },
    "baselineAvgForwardReturns": {
      "1": 0.006581776940771994,
      "5": 0.037345496235537734,
      "10": 0.08622716165779826
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999592862504,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9804727361557113,
    "bestRawFitnessScore": 4.093673985500537,
    "upperQuartileComboQuality": 0.999927207316517
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9824607402094572,
    "rawScore": 0.9905746896719188,
    "confidence": 0.9836176927453114,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.8002424254085374,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9920189974378366,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AEVA",
      "hitRates": {
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        "5": 0.5317073170731708,
        "10": 0.5121951219512195
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      "hitRate1D": 0.5609756097560976,
      "rankWeights": [
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        0.10000000000000002
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      "comboQuality": 0.9999999592862504,
      "eligibleDays": 368,
      "fitnessScore": 4.093673985500537,
      "lookbackDays": 21,
      "returnLift1D": 0.0038057764350537173,
      "hitRateLift1D": 0.041953870625662804,
      "portfolioSize": 4,
      "activationRate": 0.5570652173913043,
      "activationCount": 205,
      "baselineHitRates": {
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        "10": 0.5292479108635098
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6060442616545596,
      "avgForwardReturns": {
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        "5": 0.047815713909553435,
        "10": 0.08554478906140864
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      "shadowMaxDrawdown": -0.6551143455386089,
      "shadowTotalReturn": 3.5942567146047164,
      "avgForwardReturn1D": 0.010387553375825712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 205,
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      "baselineAvgForwardReturns": {
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        "5": 0.037345496235537734,
        "10": 0.08622716165779826
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5317073170731708,
        "10": 0.5121951219512195
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      "hitRate1D": 0.5609756097560976,
      "rankWeights": [
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      "comboQuality": 0.9999999592862504,
      "eligibleDays": 368,
      "fitnessScore": 4.093673985500537,
      "lookbackDays": 21,
      "returnLift1D": 0.0038057764350537173,
      "hitRateLift1D": 0.041953870625662804,
      "portfolioSize": 5,
      "activationRate": 0.5570652173913043,
      "activationCount": 205,
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        "1": 0.5190217391304348,
        "5": 0.521978021978022,
        "10": 0.5292479108635098
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6060442616545596,
      "avgForwardReturns": {
        "1": 0.010387553375825712,
        "5": 0.047815713909553435,
        "10": 0.08554478906140864
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      "shadowMaxDrawdown": -0.6551143455386089,
      "shadowTotalReturn": 3.5942567146047164,
      "avgForwardReturn1D": 0.010387553375825712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
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      "horizonObservationCounts": {
        "1": 205,
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        "10": 205
      },
      "baselineAvgForwardReturns": {
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    },
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      "hitRate1D": 0.5527638190954773,
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      "comboQuality": 0.9999966711381418,
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      "fitnessScore": 3.1248328889221098,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.7194785236241821,
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      "riskOffActivations": 0,
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        "2025-03-24",
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        "2025-03-26",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9999904974198602,
      "eligibleDays": 359,
      "fitnessScore": 2.8940662939878643,
      "lookbackDays": 30,
      "returnLift1D": 0.003300943138492031,
      "hitRateLift1D": 0.02976649084335925,
      "portfolioSize": 3,
      "activationRate": 0.5236768802228412,
      "activationCount": 188,
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        "10": 0.5342857142857143
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.40274047978148,
      "avgForwardReturns": {
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        "5": 0.046799151155532966,
        "10": 0.09087816113687296
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      "shadowMaxDrawdown": -0.6436164838865419,
      "shadowTotalReturn": 2.4998422273785357,
      "avgForwardReturn1D": 0.009890847695915639,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-25",
        "2025-03-26",
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        "2025-04-03",
        "2025-04-04"
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      "horizonObservationCounts": {
        "1": 188,
        "5": 188,
        "10": 188
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5440414507772021,
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      "comboQuality": 0.999927207316517,
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      "fitnessScore": 2.4461209090989184,
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      "returnLift1D": 0.002581211834778165,
      "hitRateLift1D": 0.025935601195029467,
      "portfolioSize": 4,
      "activationRate": 0.5376044568245125,
      "activationCount": 193,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 197,
        "5": 197,
        "10": 193
      },
      "baselineAvgForwardReturns": {
        "1": 0.008142381304227729,
        "5": 0.04578197730426857,
        "10": 0.10040466085146255
      }
    },
    {
      "topN": 3,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.5,
        "5": 0.5352941176470588,
        "10": 0.5393939393939394
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4161140173663125,
      "eligibleDays": 326,
      "fitnessScore": 0.27547578636020403,
      "lookbackDays": 63,
      "returnLift1D": -0.0006248424030387799,
      "hitRateLift1D": -0.018404907975460127,
      "portfolioSize": 3,
      "activationRate": 0.5214723926380368,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5217391304347826,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9980392156862745,
      "shadowSharpeLike": 0.6407547701448284,
      "avgForwardReturns": {
        "1": 0.004602613469339532,
        "5": 0.034951690575158435,
        "10": 0.08049881860211298
      },
      "shadowMaxDrawdown": -0.7763609637455775,
      "shadowTotalReturn": 0.24215718651501694,
      "avgForwardReturn1D": 0.004602613469339532,
      "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",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 170,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.005227455872378312,
        "5": 0.02982414106996366,
        "10": 0.06589913523415676
      }
    },
    {
      "topN": 2,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.5032679738562091,
        "5": 0.5490196078431373,
        "10": 0.5436241610738255
      },
      "hitRate1D": 0.5032679738562091,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.19886440401854213,
      "eligibleDays": 326,
      "fitnessScore": 0.04345045769425083,
      "lookbackDays": 63,
      "returnLift1D": -0.0013972803326591878,
      "hitRateLift1D": -0.015136934119250989,
      "portfolioSize": 2,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5217391304347826,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9982570806100218,
      "shadowSharpeLike": 0.5009427009529345,
      "avgForwardReturns": {
        "1": 0.003830175539719124,
        "5": 0.033950398516884805,
        "10": 0.08395290700585675
      },
      "shadowMaxDrawdown": -0.7929978929608251,
      "shadowTotalReturn": 0.06952914203172367,
      "avgForwardReturn1D": 0.003830175539719124,
      "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",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.005227455872378312,
        "5": 0.02982414106996366,
        "10": 0.06589913523415676
      }
    },
    {
      "topN": 4,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.4860335195530726,
        "5": 0.5195530726256983,
        "10": 0.5172413793103449
      },
      "hitRate1D": 0.4860335195530726,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03386521490812214,
      "eligibleDays": 326,
      "fitnessScore": -0.38720129447548257,
      "lookbackDays": 63,
      "returnLift1D": -0.0036736033724544827,
      "hitRateLift1D": -0.032371388422387515,
      "portfolioSize": 4,
      "activationRate": 0.549079754601227,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5217391304347826,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9981378026070764,
      "shadowSharpeLike": 0.21335638913333263,
      "avgForwardReturns": {
        "1": 0.001553852499923829,
        "5": 0.027707120914334464,
        "10": 0.06761559188947916
      },
      "shadowMaxDrawdown": -0.8693642106553032,
      "shadowTotalReturn": -0.274410285125846,
      "avgForwardReturn1D": 0.001553852499923829,
      "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",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 179,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.005227455872378312,
        "5": 0.02982414106996366,
        "10": 0.06589913523415676
      }
    },
    {
      "topN": 5,
      "ticker": "AEVA",
      "hitRates": {
        "1": 0.4860335195530726,
        "5": 0.5195530726256983,
        "10": 0.5172413793103449
      },
      "hitRate1D": 0.4860335195530726,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03386521490812214,
      "eligibleDays": 326,
      "fitnessScore": -0.38720129447548257,
      "lookbackDays": 63,
      "returnLift1D": -0.0036736033724544827,
      "hitRateLift1D": -0.032371388422387515,
      "portfolioSize": 5,
      "activationRate": 0.549079754601227,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5217391304347826,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9981378026070764,
      "shadowSharpeLike": 0.21335638913333263,
      "avgForwardReturns": {
        "1": 0.001553852499923829,
        "5": 0.027707120914334464,
        "10": 0.06761559188947916
      },
      "shadowMaxDrawdown": -0.8693642106553032,
      "shadowTotalReturn": -0.274410285125846,
      "avgForwardReturn1D": 0.001553852499923829,
      "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",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 179,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.005227455872378312,
        "5": 0.02982414106996366,
        "10": 0.06589913523415676
      }
    }
  ],
  "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": 0.9839857650642984,
      "fitnessScore": 1.2559893524796768,
      "lookbackDays": 14,
      "returnLift1D": 0.000555406086600976,
      "activationRate": 0.5013333333333333,
      "activationCount": 188,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.0696110770949412,
      "avgForwardReturn1D": 0.00672877704831714
    },
    {
      "comboQuality": 0.9999999592862504,
      "fitnessScore": 4.093673985500537,
      "lookbackDays": 21,
      "returnLift1D": 0.0038057764350537173,
      "activationRate": 0.5570652173913043,
      "activationCount": 205,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 3.5942567146047164,
      "avgForwardReturn1D": 0.010387553375825712
    },
    {
      "comboQuality": 0.9999904974198602,
      "fitnessScore": 2.8940662939878643,
      "lookbackDays": 30,
      "returnLift1D": 0.003300943138492031,
      "activationRate": 0.5236768802228412,
      "activationCount": 188,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 2.4998422273785357,
      "avgForwardReturn1D": 0.009890847695915639
    },
    {
      "comboQuality": 0.975747653564406,
      "fitnessScore": 1.1628319382422432,
      "lookbackDays": 45,
      "returnLift1D": -0.0013474244505845391,
      "activationRate": 0.5290697674418605,
      "activationCount": 182,
      "sampleConfidence": 0.9985347985347985,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.9837188867443465,
      "avgForwardReturn1D": 0.0067949568536431896
    },
    {
      "comboQuality": 0.4161140173663125,
      "fitnessScore": 0.27547578636020403,
      "lookbackDays": 63,
      "returnLift1D": -0.0006248424030387799,
      "activationRate": 0.5214723926380368,
      "activationCount": 170,
      "sampleConfidence": 0.9980392156862745,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24215718651501694,
      "avgForwardReturn1D": 0.004602613469339532
    }
  ],
  "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": "267ad47f9c667deb6f15728e5632cd391e241b0c8f5006e7d85049d2d859b7a0",
    "size": 13,
    "members": [
      "AEVA",
      "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
0.248
Liquidity
0.579
Momentum
0.617
Relative strength
0.608
Trend quality
0.460
Stability
0.104
Aggression
0.681
Downside risk
0.288
Drawdown state
0.392
Quality momentum
0.510
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.580
Benchmark Independence 3m Score
0.549
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.779
Correlation Change Score
0.516
Current Drawdown Score
0
Days Since 52w High Score
0.972
Distance From 52w High Score
0.463
Distance From Sma 20 Score
0.311
Distance From Sma 200 Score
0.957
Distance From Sma 50 Score
0.415
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
1
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.366
Excess Return 1y Score
0
Excess Return 3m Score
1
Excess Return 6m Score
0.725
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.579
Log Market Cap Score
0.248
Drawdown Score 1m
0
Drawdown Score 1y
0
Drawdown Score 2y
0.054
Drawdown Score 3m
0.210
Drawdown Score 5y
0.040
Drawdown Score 6m
0.179
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.064
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.251
Return 1m Score
0.411
Return 1w Score
0.084
Return 1y Score
0.299
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.030
Return 6m Score
0.696
Return Skewness 1y Score
0.624
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.438
Sharpe 1y Score
0.444
Sharpe 2y Score
0.706
Sharpe 3m Score
0.823
Sharpe 5y Score
0.457
Sharpe 6m Score
0.585
Sortino 1m Score
0.398
Sortino 1y Score
0.405
Sortino 2y Score
0.591
Sortino 3m Score
0.673
Sortino 5y Score
0.414
Sortino 6m Score
0.501
Trend R2 1m Score
0.026
Trend R2 1w Score
0.710
Trend R2 1y Score
0.038
Trend R2 2y Score
0.698
Trend R2 3m Score
0.613
Trend R2 5y Score
0.086
Trend R2 6m Score
0.441
Trend Slope 1m Score
0.347
Trend Slope 1w Score
0
Trend Slope 1y Score
0.543
Trend Slope 2y Score
0.776
Trend Slope 3m Score
1
Trend Slope 5y Score
0.457
Trend Slope 6m Score
0.787
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
1
Worst Day 1y Score
0.122
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
54,657,729.574
Best Day 1y
0.344
Beta To Benchmark 1y
3.828
Beta 3m
4.387
Beta Change
0.559
Beta To Sector 1y
2.081
Correlation To Benchmark 1y
0.420
Correlation 3m
0.451
Correlation Change
0.031
Correlation To Sector 1y
0.441
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.580
Benchmark Independence 3m Score
0.549
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.779
Correlation Change Score
0.516
Current Drawdown Score
0
Distance From Sma 20 Score
0.311
Distance From Sma 200 Score
0.957
Current Drawdown
-0.790
Days Since 52w High
245
Distance From 52w High
-0.349
Distance From Sma 20
-0.113
Distance From Sma 200
0.274
Distance From Sma 50
-0.051
Downside Capture 1y
0.072
Downside Volatility 1m
1.430
Downside Volatility 1w
-
Downside Volatility 1y
1.052
Downside Volatility 2y
0.980
Downside Volatility 3m
1.127
Downside Volatility 5y
0.885
Downside Volatility 6m
1.043
Drawdown Recovery
1
Excess Return 1m
-0.080
Excess Return 1y
-0.544
Excess Return 3m
0.495
Excess Return 6m
0.135
Expected Shortfall 95 1y
-0.135
Market Cap
1,284,519,591.975
Max Drawdown 1m
-0.269
Max Drawdown 1w
-0.133
Max Drawdown 1y
-0.715
Max Drawdown 2y
-0.757
Max Drawdown 3m
-0.316
Max Drawdown 5y
-0.960
Max Drawdown 6m
-0.451
Momentum Acceleration 1m Vs 3m
-0.256
Momentum Acceleration 3m Vs 6m
0.164
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.007
Relative Strength Slope 3m
0.009
Relative Volume 20d
0.978
Return 1m
-0.053
Return 1w
-0.125
Return 1y
-0.321
Return 2y
7.932
Return 3m
0.608
Return 5y
-0.614
Return 6m
0.235
Return Skewness 1y
0.742
Sector Excess Return 1y
-0.770
Sharpe 1m
0.192
Sharpe 1y
0.218
Sharpe 2y
1.529
Sharpe 3m
2.115
Sharpe 5y
0.285
Sharpe 6m
0.926
Sortino 1m
0.188
Sortino 1y
0.237
Sortino 2y
1.732
Sortino 3m
2.386
Sortino 5y
0.315
Sortino 6m
1.009
Trend R2 1m
0.026
Trend R2 1w
0.710
Trend R2 1y
0.038
Trend R2 2y
0.698
Trend R2 3m
0.613
Trend R2 5y
0.086
Trend R2 6m
0.441
Trend 1m
-0.002
Trend 1w
-0.027
Trend 1y
0.001
Trend 2y
0.004
Trend 3m
0.010
Trend 5y
-0.001
Trend 6m
0.005
Upside Capture 1y
7.725
Value At Risk 95 1y
-0.107
Volatility 1m
1.402
Volatility 1w
0.855
Volatility 1y
1.145
Volatility 2y
1.110
Volatility 3m
1.272
Volatility 5y
0.981
Volatility 6m
1.136
Worst Day 1y
-0.176
Distance From Sma 50 Score
0.415
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.366
Excess Return 1y Score
0
Excess Return 3m Score
1
Excess Return 6m Score
0.725
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.579
Log Market Cap Score
0.248
Drawdown Score 1y
0
Drawdown Score 5y
0.040
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.064
Relative Volume 20d Score
0.251
Return 1m Score
0.411
Return 1y Score
0.299
Return 3m Score
1
Return 6m Score
0.696
Return Skewness 1y Score
0.624
Sortino 1y Score
0.405
Sortino 3m Score
0.673
Trend R2 1y Score
0.038
Trend R2 3m Score
0.613
Trend Slope 1y Score
0.543
Trend Slope 3m Score
1
Volatility 1y Score
1
Volatility 3m Score
1