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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

AFRM

Financials | v2 | as of 2026-07-10
Close

Research Detail

AFRM

AFRM

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
2.597
Correlation To Benchmark 1y
0.527
Inverse To Benchmark 1y
0.473
Drawdown Score 1m
0.788
Drawdown Score 3m
0.632
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
0.113
Drawdown Score 1y
0.171
Drawdown Score 2y
0.302
Drawdown Score 5y
0.053
Return 1w
-0.014
Return 1m
0.281
Return 3m
0.702
Return 6m
0.004
Return 1y
0.208
Return 2y
1.922
Return 5y
0.220
Sharpe 1m
5.314
Sharpe 3m
3.846
Sharpe 6m
0.319
Sharpe 1y
0.612
Sharpe 2y
1.083
Sharpe 5y
0.509
Trend 1w
-0.005
Trend 1m
0.014
Trend 3m
0.005
Trend 6m
0.002
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.401
Volatility 1m
0.594
Volatility 3m
0.601
Volatility 6m
0.611
Volatility 1y
0.619
Volatility 2y
0.743
Volatility 5y
0.962
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
AFRM
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
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,378
Data Start Date
2021-01-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.700
Aptet Fit Raw Score
0.725
Aptet Fit Confidence
0.930
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.467
Force Fit Raw Score
0.496
Force Fit Confidence
0.886
Force Fit Label
weak
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",
      "AFRM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AFRM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AFRM",
    "hitRates": {
      "1": 0.5370370370370371,
      "5": 0.5822784810126582,
      "10": 0.673202614379085
    },
    "hitRate1D": 0.5370370370370371,
    "comboQuality": 0.9428960984853997,
    "eligibleDays": 330,
    "fitnessScore": 0.966898403572456,
    "lookbackDays": 30,
    "returnLift1D": 0.001496083415023667,
    "hitRateLift1D": 0.011201170775638869,
    "activationRate": 0.49393939393939396,
    "activationCount": 163,
    "baselineHitRates": {
      "1": 0.5258358662613982,
      "5": 0.5353846153846153,
      "10": 0.58125
    },
    "sampleConfidence": 0.9934560327198365,
    "shadowSharpeLike": 1.1103302659865184,
    "avgForwardReturns": {
      "1": 0.003781491183969975,
      "5": 0.022269950641363292,
      "10": 0.03609015840934238
    },
    "shadowMaxDrawdown": -0.24925366521978654,
    "shadowTotalReturn": 0.6282267386693781,
    "avgForwardReturn1D": 0.003781491183969975,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-08",
      "2025-05-09",
      "2025-05-13",
      "2025-05-14"
    ],
    "horizonObservationCounts": {
      "1": 162,
      "5": 158,
      "10": 153
    },
    "baselineAvgForwardReturns": {
      "1": 0.0022854077689463083,
      "5": 0.012111415663633386,
      "10": 0.026957738948520975
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9428960984853997,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6766320185673386,
    "bestRawFitnessScore": 0.966898403572456,
    "upperQuartileComboQuality": 0.7733419228441449
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.6998599747707718,
    "rawScore": 0.7251531156938716,
    "confidence": 0.9302405509244823,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0.55010610365982,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4
      ],
      "lookbackDays": [
        21,
        30
      ]
    },
    "parameterStability": 0.5986520639154501,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5370370370370371,
        "5": 0.5822784810126582,
        "10": 0.673202614379085
      },
      "hitRate1D": 0.5370370370370371,
      "comboQuality": 0.9428960984853997,
      "eligibleDays": 330,
      "fitnessScore": 0.966898403572456,
      "lookbackDays": 30,
      "returnLift1D": 0.001496083415023667,
      "hitRateLift1D": 0.011201170775638869,
      "activationRate": 0.49393939393939396,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5258358662613982,
        "5": 0.5353846153846153,
        "10": 0.58125
      },
      "sampleConfidence": 0.9934560327198365,
      "shadowSharpeLike": 1.1103302659865184,
      "avgForwardReturns": {
        "1": 0.003781491183969975,
        "5": 0.022269950641363292,
        "10": 0.03609015840934238
      },
      "shadowMaxDrawdown": -0.24925366521978654,
      "shadowTotalReturn": 0.6282267386693781,
      "avgForwardReturn1D": 0.003781491183969975,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022854077689463083,
        "5": 0.012111415663633386,
        "10": 0.026957738948520975
      }
    },
    {
      "topN": 3,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5303867403314917,
        "5": 0.5706214689265536,
        "10": 0.6569767441860465
      },
      "hitRate1D": 0.5303867403314917,
      "comboQuality": 0.913420333010656,
      "eligibleDays": 330,
      "fitnessScore": 0.8683488564252164,
      "lookbackDays": 30,
      "returnLift1D": 0.0008687654184288134,
      "hitRateLift1D": 0.004550874070093469,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5258358662613982,
        "5": 0.5353846153846153,
        "10": 0.58125
      },
      "sampleConfidence": 0.9941391941391942,
      "shadowSharpeLike": 0.9518908643836272,
      "avgForwardReturns": {
        "1": 0.0031541731873751216,
        "5": 0.019252242115379424,
        "10": 0.035315652663994175
      },
      "shadowMaxDrawdown": -0.24925366521978654,
      "shadowTotalReturn": 0.531866190991271,
      "avgForwardReturn1D": 0.0031541731873751216,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 181,
        "5": 177,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022854077689463083,
        "5": 0.012111415663633386,
        "10": 0.026957738948520975
      }
    },
    {
      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5352112676056338,
        "5": 0.5177304964539007,
        "10": 0.6029411764705882
      },
      "hitRate1D": 0.5352112676056338,
      "comboQuality": 0.8403903744738752,
      "eligibleDays": 339,
      "fitnessScore": 0.7154498148154594,
      "lookbackDays": 21,
      "returnLift1D": 0.000999411546859156,
      "hitRateLift1D": 0.011542628552379308,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5236686390532544,
        "5": 0.5269461077844312,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9967136150234742,
      "shadowSharpeLike": 0.8386685635110332,
      "avgForwardReturns": {
        "1": 0.0033489808350272974,
        "5": 0.007288107160894373,
        "10": 0.010916600310443189
      },
      "shadowMaxDrawdown": -0.18809083331477128,
      "shadowTotalReturn": 0.42195219848060517,
      "avgForwardReturn1D": 0.0033489808350272974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 141,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023495692881681414,
        "5": 0.0100758618642945,
        "10": 0.02212907960195314
      }
    },
    {
      "topN": 4,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.521505376344086,
        "5": 0.5714285714285714,
        "10": 0.6497175141242938
      },
      "hitRate1D": 0.521505376344086,
      "comboQuality": 0.8252969612032003,
      "eligibleDays": 330,
      "fitnessScore": 0.691584245899585,
      "lookbackDays": 30,
      "returnLift1D": 0.0003212482821489948,
      "hitRateLift1D": -0.004330489917312219,
      "activationRate": 0.5666666666666667,
      "activationCount": 187,
      "baselineHitRates": {
        "1": 0.5258358662613982,
        "5": 0.5353846153846153,
        "10": 0.58125
      },
      "sampleConfidence": 0.9942959001782532,
      "shadowSharpeLike": 0.7939543922884287,
      "avgForwardReturns": {
        "1": 0.002606656051095303,
        "5": 0.019411435424736865,
        "10": 0.035253779944430894
      },
      "shadowMaxDrawdown": -0.28656589351327655,
      "shadowTotalReturn": 0.3987625966129196,
      "avgForwardReturn1D": 0.002606656051095303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 182,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022854077689463083,
        "5": 0.012111415663633386,
        "10": 0.026957738948520975
      }
    },
    {
      "topN": 5,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.518324607329843,
        "5": 0.5614973262032086,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.518324607329843,
      "comboQuality": 0.7776442413933883,
      "eligibleDays": 330,
      "fitnessScore": 0.6254379167902007,
      "lookbackDays": 30,
      "returnLift1D": 0.00005723874576690465,
      "hitRateLift1D": -0.0075112589315552425,
      "activationRate": 0.5818181818181818,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5258358662613982,
        "5": 0.5353846153846153,
        "10": 0.58125
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": 0.7259624230865894,
      "avgForwardReturns": {
        "1": 0.002342646514713213,
        "5": 0.01791634589194258,
        "10": 0.03325886868537462
      },
      "shadowMaxDrawdown": -0.29991440661049285,
      "shadowTotalReturn": 0.34520733928332503,
      "avgForwardReturn1D": 0.002342646514713213,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 187,
        "10": 182
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022854077689463083,
        "5": 0.012111415663633386,
        "10": 0.026957738948520975
      }
    },
    {
      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.5785714285714286,
        "10": 0.5912408759124088
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.7719078166610639,
      "eligibleDays": 352,
      "fitnessScore": 0.618205360344419,
      "lookbackDays": 14,
      "returnLift1D": 0.0011345046431349,
      "hitRateLift1D": 0.010000000000000009,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5257142857142857,
        "5": 0.5260115606936416,
        "10": 0.5584795321637427
      },
      "sampleConfidence": 0.9971631205673759,
      "shadowSharpeLike": 0.7745130662470814,
      "avgForwardReturns": {
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      "sampleConfidence": 0.9957364341085272,
      "shadowSharpeLike": 0.4822358993028181,
      "avgForwardReturns": {
        "1": 0.0017872950837953669,
        "5": 0.004812439570222422,
        "10": 0.014336281636204817
      },
      "shadowMaxDrawdown": -0.32667769666501856,
      "shadowTotalReturn": 0.16925516477150349,
      "avgForwardReturn1D": 0.0017872950837953669,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 169,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023495692881681414,
        "5": 0.0100758618642945,
        "10": 0.02212907960195314
      }
    },
    {
      "topN": 5,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5159235668789809,
        "5": 0.5032679738562091,
        "10": 0.5743243243243243
      },
      "hitRate1D": 0.5159235668789809,
      "comboQuality": 0.4339641275517051,
      "eligibleDays": 297,
      "fitnessScore": 0.2915469724428341,
      "lookbackDays": 63,
      "returnLift1D": -0.00031340300450002564,
      "hitRateLift1D": -0.0009683250129109977,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.5171232876712328,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9932489451476794,
      "shadowSharpeLike": 0.43875250053565035,
      "avgForwardReturns": {
        "1": 0.0014172346755713346,
        "5": 0.006782232151018442,
        "10": 0.021688955318867168
      },
      "shadowMaxDrawdown": -0.40226621845948285,
      "shadowTotalReturn": 0.12077430794789668,
      "avgForwardReturn1D": 0.0014172346755713346,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017306376800713603,
        "5": 0.009998062358740288,
        "10": 0.021801591824857646
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    },
    {
      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.525,
        "5": 0.5128205128205128,
        "10": 0.609271523178808
      },
      "hitRate1D": 0.525,
      "comboQuality": 0.23687053052828697,
      "eligibleDays": 315,
      "fitnessScore": 0.09261892121596309,
      "lookbackDays": 45,
      "returnLift1D": -0.0019287452477854783,
      "hitRateLift1D": -0.0004777070063693989,
      "activationRate": 0.5079365079365079,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5254777070063694,
        "5": 0.5258064516129032,
        "10": 0.5704918032786885
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      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": 0.09313574073096441,
      "avgForwardReturns": {
        "1": 0.0003912975370813906,
        "5": 0.008069866079999748,
        "10": 0.022327843881923413
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      "shadowMaxDrawdown": -0.3225695820287877,
      "shadowTotalReturn": -0.06218135868758856,
      "avgForwardReturn1D": 0.0003912975370813906,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-21",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.002320042784866869,
        "5": 0.01049588086341704,
        "10": 0.021643309366827554
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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": 2,
      "comboQuality": 0.7719078166610639,
      "fitnessScore": 0.618205360344419,
      "lookbackDays": 14,
      "returnLift1D": 0.0011345046431349,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "sampleConfidence": 0.9971631205673759,
      "shadowTotalReturn": 0.3699943642438872,
      "avgForwardReturn1D": 0.0031590036302804442
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.8403903744738752,
      "fitnessScore": 0.7154498148154594,
      "lookbackDays": 21,
      "returnLift1D": 0.000999411546859156,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "sampleConfidence": 0.9967136150234742,
      "shadowTotalReturn": 0.42195219848060517,
      "avgForwardReturn1D": 0.0033489808350272974
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9428960984853997,
      "fitnessScore": 0.966898403572456,
      "lookbackDays": 30,
      "returnLift1D": 0.001496083415023667,
      "activationRate": 0.49393939393939396,
      "activationCount": 163,
      "sampleConfidence": 0.9934560327198365,
      "shadowTotalReturn": 0.6282267386693781,
      "avgForwardReturn1D": 0.003781491183969975
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.7035145943733483,
      "fitnessScore": 0.5400999378653396,
      "lookbackDays": 45,
      "returnLift1D": -0.00026906919770048514,
      "activationRate": 0.5428571428571428,
      "activationCount": 171,
      "sampleConfidence": 0.9937621832358675,
      "shadowTotalReturn": 0.24598866363870497,
      "avgForwardReturn1D": 0.002050973587166384
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7386879190113835,
      "fitnessScore": 0.5786152273640829,
      "lookbackDays": 63,
      "returnLift1D": 0.0014840530418879928,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "sampleConfidence": 0.996236559139785,
      "shadowTotalReturn": 0.35718181385748116,
      "avgForwardReturn1D": 0.003214690721959353
    }
  ],
  "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": "af9724d60eae9ecec2b24c904c9c0a0e17d8590116bbb9e98d64af6f75b9fa04",
    "size": 13,
    "members": [
      "AFRM",
      "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",
      "AFRM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AFRM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AFRM",
    "hitRates": {
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      "5": 0.5528455284552846,
      "10": 0.6016949152542372
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    "hitRate1D": 0.532258064516129,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.7120130753149619,
    "eligibleDays": 326,
    "fitnessScore": 0.5491398632835964,
    "lookbackDays": 63,
    "returnLift1D": 0.0005130684742415204,
    "hitRateLift1D": 0.007718187215515537,
    "portfolioSize": 2,
    "activationRate": 0.3803680981595092,
    "activationCount": 124,
    "baselineHitRates": {
      "1": 0.5245398773006135,
      "5": 0.5403726708074534,
      "10": 0.5867507886435331
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    "sampleConfidence": 0.996236559139785,
    "shadowSharpeLike": 0.8301231186155007,
    "avgForwardReturns": {
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      "5": 0.012296989572439422,
      "10": 0.028051496007167328
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    "shadowMaxDrawdown": -0.35122472804983507,
    "shadowTotalReturn": 0.35718181385748116,
    "avgForwardReturn1D": 0.003214690721959353,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23"
    ],
    "horizonObservationCounts": {
      "1": 124,
      "5": 123,
      "10": 118
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    "baselineAvgForwardReturns": {
      "1": 0.0027016222477178327,
      "5": 0.013590558549879433,
      "10": 0.028254216949861827
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7120130753149619,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.47876404058190025,
    "bestRawFitnessScore": 0.5491398632835964,
    "upperQuartileComboQuality": 0.5569757587918065
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.46740193396312524,
    "rawScore": 0.49571440226826374,
    "confidence": 0.8857710481051679,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.2499047270931142,
    "recommendedRegion": {
      "lookbackDays": [
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        63
      ],
      "portfolioSizes": [
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        3
      ]
    },
    "parameterStability": 0.29081442520153844,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
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        "5": 0.5528455284552846,
        "10": 0.6016949152542372
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      "hitRate1D": 0.532258064516129,
      "rankWeights": [
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      "comboQuality": 0.7120130753149619,
      "eligibleDays": 326,
      "fitnessScore": 0.5491398632835964,
      "lookbackDays": 63,
      "returnLift1D": 0.0005130684742415204,
      "hitRateLift1D": 0.007718187215515537,
      "portfolioSize": 2,
      "activationRate": 0.3803680981595092,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5403726708074534,
        "10": 0.5867507886435331
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      "sampleConfidence": 0.996236559139785,
      "shadowSharpeLike": 0.8301231186155007,
      "avgForwardReturns": {
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        "10": 0.028051496007167328
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      "shadowMaxDrawdown": -0.35122472804983507,
      "shadowTotalReturn": 0.35718181385748116,
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      "riskOffActivations": 0,
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        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.536144578313253,
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      "hitRate1D": 0.5352941176470588,
      "rankWeights": [
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      "comboQuality": 0.6793908199661591,
      "eligibleDays": 344,
      "fitnessScore": 0.5152142073956955,
      "lookbackDays": 45,
      "returnLift1D": -0.00010967312622218528,
      "hitRateLift1D": 0.012038303693570396,
      "portfolioSize": 3,
      "activationRate": 0.4941860465116279,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5232558139534884,
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        "10": 0.5701492537313433
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      "sampleConfidence": 0.9949019607843138,
      "shadowSharpeLike": 0.5927075424000479,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.23554265604327673,
      "shadowTotalReturn": 0.24598866363870497,
      "avgForwardReturn1D": 0.002050973587166384,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-21",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
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      "horizonObservationCounts": {
        "1": 170,
        "5": 166,
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      "baselineAvgForwardReturns": {
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        "5": 0.010073740590225966,
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    },
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      "hitRates": {
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      "hitRate1D": 0.5290697674418605,
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      "comboQuality": 0.6013073130545413,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.6013073130545413,
      "eligibleDays": 344,
      "fitnessScore": 0.4404013501763275,
      "lookbackDays": 45,
      "returnLift1D": -0.0003687877446155233,
      "hitRateLift1D": 0.005813953488372103,
      "portfolioSize": 5,
      "activationRate": 0.5,
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      "sampleConfidence": 0.9949612403100776,
      "shadowSharpeLike": 0.5192553638461452,
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      "shadowMaxDrawdown": -0.25241444750282804,
      "shadowTotalReturn": 0.19449237236682548,
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      "riskOffActivations": 0,
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        "2025-06-02",
        "2025-06-03",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.532051282051282,
      "rankWeights": [
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      "comboQuality": 0.595520364246152,
      "eligibleDays": 368,
      "fitnessScore": 0.43510352270397495,
      "lookbackDays": 21,
      "returnLift1D": 0.0006359208757254829,
      "hitRateLift1D": 0.01574693422519513,
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      "shadowSharpeLike": 0.16296764523752952,
      "avgForwardReturns": {
        "1": 0.0006591454966863166,
        "5": -0.003409607703194272,
        "10": -0.005932934326168174
      },
      "shadowMaxDrawdown": -0.32667769666501856,
      "shadowTotalReturn": -0.03888412937878194,
      "avgForwardReturn1D": 0.0006591454966863166,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24"
      ],
      "horizonObservationCounts": {
        "1": 187,
        "5": 184,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014608632861461183,
        "5": 0.006426851629775647,
        "10": 0.011458311097984977
      }
    },
    {
      "topN": 5,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5026737967914439,
        "5": 0.47282608695652173,
        "10": 0.5418994413407822
      },
      "hitRate1D": 0.5026737967914439,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2434026712561582,
      "eligibleDays": 368,
      "fitnessScore": 0.10049491420614765,
      "lookbackDays": 21,
      "returnLift1D": -0.0008017177894598016,
      "hitRateLift1D": -0.013630551034643057,
      "portfolioSize": 5,
      "activationRate": 0.5081521739130435,
      "activationCount": 187,
      "baselineHitRates": {
        "1": 0.5163043478260869,
        "5": 0.5082417582417582,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": 0.16296764523752952,
      "avgForwardReturns": {
        "1": 0.0006591454966863166,
        "5": -0.003409607703194272,
        "10": -0.005932934326168174
      },
      "shadowMaxDrawdown": -0.32667769666501856,
      "shadowTotalReturn": -0.03888412937878194,
      "avgForwardReturn1D": 0.0006591454966863166,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24"
      ],
      "horizonObservationCounts": {
        "1": 187,
        "5": 184,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014608632861461183,
        "5": 0.006426851629775647,
        "10": 0.011458311097984977
      }
    },
    {
      "topN": 2,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.525,
        "5": 0.5128205128205128,
        "10": 0.609271523178808
      },
      "hitRate1D": 0.525,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.220377826253168,
      "eligibleDays": 344,
      "fitnessScore": 0.07203749225078489,
      "lookbackDays": 45,
      "returnLift1D": -0.0017693491763071784,
      "hitRateLift1D": 0.0017441860465116088,
      "portfolioSize": 2,
      "activationRate": 0.46511627906976744,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5232558139534884,
        "5": 0.5264705882352941,
        "10": 0.5701492537313433
      },
      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": 0.09003385626547228,
      "avgForwardReturns": {
        "1": 0.0003912975370813906,
        "5": 0.008069866079999748,
        "10": 0.022327843881923413
      },
      "shadowMaxDrawdown": -0.32223069737747656,
      "shadowTotalReturn": -0.06171221479498612,
      "avgForwardReturn1D": 0.0003912975370813906,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-21",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.002160646713388569,
        "5": 0.010073740590225966,
        "10": 0.021990160295027216
      }
    },
    {
      "topN": 4,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5050505050505051,
        "5": 0.5360824742268041,
        "10": 0.6084656084656085
      },
      "hitRate1D": 0.5050505050505051,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16018944116642472,
      "eligibleDays": 359,
      "fitnessScore": -0.014500228194182972,
      "lookbackDays": 30,
      "returnLift1D": -0.00035880161150084937,
      "hitRateLift1D": -0.007484313890999128,
      "portfolioSize": 4,
      "activationRate": 0.5515320334261838,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9956228956228956,
      "shadowSharpeLike": 0.04402943754946107,
      "avgForwardReturns": {
        "1": 0.00023898426897451595,
        "5": 0.008920076082386177,
        "10": 0.01723119373135075
      },
      "shadowMaxDrawdown": -0.45765809707572946,
      "shadowTotalReturn": -0.11482258466573414,
      "avgForwardReturn1D": 0.00023898426897451595,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 194,
        "10": 189
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005977858804753653,
        "5": 0.0036553749251667183,
        "10": 0.011488817436634578
      }
    },
    {
      "topN": 5,
      "ticker": "AFRM",
      "hitRates": {
        "1": 0.5050505050505051,
        "5": 0.5360824742268041,
        "10": 0.6084656084656085
      },
      "hitRate1D": 0.5050505050505051,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16018944116642472,
      "eligibleDays": 359,
      "fitnessScore": -0.014500228194182972,
      "lookbackDays": 30,
      "returnLift1D": -0.00035880161150084937,
      "hitRateLift1D": -0.007484313890999128,
      "portfolioSize": 5,
      "activationRate": 0.5515320334261838,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.504225352112676,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9956228956228956,
      "shadowSharpeLike": 0.04402943754946107,
      "avgForwardReturns": {
        "1": 0.00023898426897451595,
        "5": 0.008920076082386177,
        "10": 0.01723119373135075
      },
      "shadowMaxDrawdown": -0.45765809707572946,
      "shadowTotalReturn": -0.11482258466573414,
      "avgForwardReturn1D": 0.00023898426897451595,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 194,
        "10": 189
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005977858804753653,
        "5": 0.0036553749251667183,
        "10": 0.011488817436634578
      }
    }
  ],
  "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": 0.4862213948996143,
      "fitnessScore": 0.3378717568277545,
      "lookbackDays": 14,
      "returnLift1D": 0.000600869426039932,
      "activationRate": 0.4053333333333333,
      "activationCount": 152,
      "sampleConfidence": 0.9982456140350878,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.18975861410616712,
      "avgForwardReturn1D": 0.0021855729301136642
    },
    {
      "comboQuality": 0.595520364246152,
      "fitnessScore": 0.43510352270397495,
      "lookbackDays": 21,
      "returnLift1D": 0.0006359208757254829,
      "activationRate": 0.42391304347826086,
      "activationCount": 156,
      "sampleConfidence": 0.997008547008547,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.21149324885607834,
      "avgForwardReturn1D": 0.002096784161871601
    },
    {
      "comboQuality": 0.5367601000695349,
      "fitnessScore": 0.38240736210141385,
      "lookbackDays": 30,
      "returnLift1D": 0.0012526107097876266,
      "activationRate": 0.4763231197771588,
      "activationCount": 171,
      "sampleConfidence": 0.9949317738791423,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.1983615660675615,
      "avgForwardReturn1D": 0.001850396590262992
    },
    {
      "comboQuality": 0.6793908199661591,
      "fitnessScore": 0.5152142073956955,
      "lookbackDays": 45,
      "returnLift1D": -0.00010967312622218528,
      "activationRate": 0.4941860465116279,
      "activationCount": 170,
      "sampleConfidence": 0.9949019607843138,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24598866363870497,
      "avgForwardReturn1D": 0.002050973587166384
    },
    {
      "comboQuality": 0.7120130753149619,
      "fitnessScore": 0.5491398632835964,
      "lookbackDays": 63,
      "returnLift1D": 0.0005130684742415204,
      "activationRate": 0.3803680981595092,
      "activationCount": 124,
      "sampleConfidence": 0.996236559139785,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.35718181385748116,
      "avgForwardReturn1D": 0.003214690721959353
    }
  ],
  "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": "af9724d60eae9ecec2b24c904c9c0a0e17d8590116bbb9e98d64af6f75b9fa04",
    "size": 13,
    "members": [
      "AFRM",
      "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
0.545
Liquidity
0.847
Momentum
0.815
Relative strength
0.717
Trend quality
0.438
Stability
0.253
Aggression
0.680
Downside risk
0.412
Drawdown state
0.604
Quality momentum
0.616
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.473
Benchmark Independence 3m Score
0.417
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.541
Correlation Change Score
0.528
Current Drawdown Score
0.223
Days Since 52w High Score
0.798
Distance From 52w High Score
0.854
Distance From Sma 20 Score
0.625
Distance From Sma 200 Score
0.934
Distance From Sma 50 Score
0.787
Downside Volatility 1m Score
0.460
Downside Volatility 1y Score
0.723
Downside Volatility 2y Score
0.803
Downside Volatility 3m Score
0.605
Downside Volatility 5y Score
1
Downside Volatility 6m Score
0.758
Drawdown Recovery Score
1
Excess Return 1m Score
0.924
Excess Return 1y Score
0.474
Excess Return 3m Score
1
Excess Return 6m Score
0.340
Expected Shortfall 95 1y Score
0.209
Log Avg Dollar Volume 20d Score
0.847
Log Market Cap Score
0.545
Drawdown Score 1m
0.788
Drawdown Score 1y
0.171
Drawdown Score 2y
0.302
Drawdown Score 3m
0.632
Drawdown Score 5y
0.053
Drawdown Score 6m
0.113
Momentum Acceleration 1m Vs 3m Score
0.657
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.766
Relative Volume 20d Score
0.223
Return 1m Score
0.969
Return 1w Score
0.454
Return 1y Score
0.630
Return 2y Score
0.835
Return 3m Score
1
Return 5y Score
0.094
Return 6m Score
0.504
Return Skewness 1y Score
0.531
Sector Excess Return 1y Score
0.713
Sharpe 1m Score
1
Sharpe 1y Score
0.522
Sharpe 2y Score
0.617
Sharpe 3m Score
1
Sharpe 5y Score
0.502
Sharpe 6m Score
0.464
Sortino 1m Score
1
Sortino 1y Score
0.455
Sortino 2y Score
0.529
Sortino 3m Score
0.949
Sortino 5y Score
0.446
Sortino 6m Score
0.414
Trend R2 1m Score
0.871
Trend R2 1w Score
0.255
Trend R2 1y Score
0.130
Trend R2 2y Score
0.346
Trend R2 3m Score
0.713
Trend R2 5y Score
0.065
Trend R2 6m Score
0.158
Trend Slope 1m Score
1
Trend Slope 1w Score
0.200
Trend Slope 1y Score
0.445
Trend Slope 2y Score
0.574
Trend Slope 3m Score
0.840
Trend Slope 5y Score
0.529
Trend Slope 6m Score
0.631
Volatility 1m Score
0.725
Volatility 1w Score
0.468
Volatility 1y Score
0.759
Volatility 2y Score
0.924
Volatility 3m Score
0.735
Volatility 5y Score
1
Volatility 6m Score
0.749
Worst Day 1y Score
0.400
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
346,616,762.834
Best Day 1y
0.126
Beta To Benchmark 1y
2.597
Beta 3m
2.678
Beta Change
0.081
Beta To Sector 1y
1.878
Correlation To Benchmark 1y
0.527
Correlation 3m
0.583
Correlation Change
0.056
Correlation To Sector 1y
0.449
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.473
Benchmark Independence 3m Score
0.417
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.541
Correlation Change Score
0.528
Current Drawdown Score
0.223
Distance From Sma 20 Score
0.625
Distance From Sma 200 Score
0.934
Current Drawdown
-0.505
Days Since 52w High
201
Distance From 52w High
-0.095
Distance From Sma 20
0.075
Distance From Sma 200
0.260
Distance From Sma 50
0.172
Downside Capture 1y
0.377
Downside Volatility 1m
0.395
Downside Volatility 1w
-
Downside Volatility 1y
0.592
Downside Volatility 2y
0.652
Downside Volatility 3m
0.504
Downside Volatility 5y
0.860
Downside Volatility 6m
0.619
Drawdown Recovery
1
Excess Return 1m
0.254
Excess Return 1y
-0.015
Excess Return 3m
0.589
Excess Return 6m
-0.096
Expected Shortfall 95 1y
-0.079
Market Cap
27,655,924,110.918
Max Drawdown 1m
-0.053
Max Drawdown 1w
-0.052
Max Drawdown 1y
-0.539
Max Drawdown 2y
-0.559
Max Drawdown 3m
-0.147
Max Drawdown 5y
-0.947
Max Drawdown 6m
-0.488
Momentum Acceleration 1m Vs 3m
0.047
Momentum Acceleration 3m Vs 6m
0.233
Moving Average Alignment
0.500
Relative Strength Acceleration
0.012
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.903
Return 1m
0.281
Return 1w
-0.014
Return 1y
0.208
Return 2y
1.922
Return 3m
0.702
Return 5y
0.220
Return 6m
0.004
Return Skewness 1y
0.184
Sector Excess Return 1y
0.128
Sharpe 1m
5.314
Sharpe 1y
0.612
Sharpe 2y
1.083
Sharpe 3m
3.846
Sharpe 5y
0.509
Sharpe 6m
0.319
Sortino 1m
7.983
Sortino 1y
0.640
Sortino 2y
1.233
Sortino 3m
4.593
Sortino 5y
0.570
Sortino 6m
0.316
Trend R2 1m
0.871
Trend R2 1w
0.255
Trend R2 1y
0.130
Trend R2 2y
0.346
Trend R2 3m
0.713
Trend R2 5y
0.065
Trend R2 6m
0.158
Trend 1m
0.014
Trend 1w
-0.005
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
0.005
Trend 5y
0.000
Trend 6m
0.002
Upside Capture 1y
2.620
Value At Risk 95 1y
-0.066
Volatility 1m
0.594
Volatility 1w
0.401
Volatility 1y
0.619
Volatility 2y
0.743
Volatility 3m
0.601
Volatility 5y
0.962
Volatility 6m
0.611
Worst Day 1y
-0.120
Distance From Sma 50 Score
0.787
Downside Volatility 1y Score
0.723
Downside Volatility 3m Score
0.605
Drawdown Recovery Score
1
Excess Return 1m Score
0.924
Excess Return 1y Score
0.474
Excess Return 3m Score
1
Excess Return 6m Score
0.340
Expected Shortfall 95 1y Score
0.209
Log Avg Dollar Volume 20d Score
0.847
Log Market Cap Score
0.545
Drawdown Score 1y
0.171
Drawdown Score 5y
0.053
Momentum Acceleration 1m Vs 3m Score
0.657
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.223
Return 1m Score
0.969
Return 1y Score
0.630
Return 3m Score
1
Return 6m Score
0.504
Return Skewness 1y Score
0.531
Sortino 1y Score
0.455
Sortino 3m Score
0.949
Trend R2 1y Score
0.130
Trend R2 3m Score
0.713
Trend Slope 1y Score
0.445
Trend Slope 3m Score
0.840
Volatility 1y Score
0.759
Volatility 3m Score
0.735