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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

AGX

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

Research Detail

AGX

AGX

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.682
Correlation To Benchmark 1y
0.278
Inverse To Benchmark 1y
0.722
Drawdown Score 1m
0.157
Drawdown Score 3m
0.473
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
0.617
Drawdown Score 1y
0.616
Drawdown Score 2y
0.453
Drawdown Score 5y
0.563
Return 1w
-0.107
Return 1m
0.027
Return 3m
0.035
Return 6m
0.874
Return 1y
2.068
Return 2y
8.067
Return 5y
13.555
Sharpe 1m
0.783
Sharpe 3m
0.535
Sharpe 6m
1.861
Sharpe 1y
1.838
Sharpe 2y
1.879
Sharpe 5y
1.287
Trend 1w
-0.021
Trend 1m
0.004
Trend 3m
0.002
Trend 6m
0.007
Trend 1y
0.005
Trend 2y
0.004
Trend 5y
0.002
Volatility 1w
0.935
Volatility 1m
0.787
Volatility 3m
0.622
Volatility 6m
0.856
Volatility 1y
0.760
Volatility 2y
0.720
Volatility 5y
0.517
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
AGX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:01 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.966
Aptet Fit Raw Score
0.975
Aptet Fit Confidence
0.982
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.972
Force Fit Raw Score
0.981
Force Fit Confidence
0.981
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:01 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AGX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AGX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AGX",
    "hitRates": {
      "1": 0.5692883895131086,
      "5": 0.6217228464419475,
      "10": 0.6554307116104869
    },
    "hitRate1D": 0.5692883895131086,
    "comboQuality": 0.9999978821289471,
    "eligibleDays": 315,
    "fitnessScore": 3.2243213567767466,
    "lookbackDays": 45,
    "returnLift1D": -0.00005939288490046206,
    "hitRateLift1D": -0.003960018130203524,
    "activationRate": 0.8476190476190476,
    "activationCount": 267,
    "baselineHitRates": {
      "1": 0.5732484076433121,
      "5": 0.6225806451612903,
      "10": 0.6688524590163935
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.8310091492324931,
    "avgForwardReturns": {
      "1": 0.0057510634349593245,
      "5": 0.02270305338995817,
      "10": 0.04528348303891761
    },
    "shadowMaxDrawdown": -0.2902186450782729,
    "shadowTotalReturn": 2.5270172715130697,
    "avgForwardReturn1D": 0.0057510634349593245,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 267,
      "5": 267,
      "10": 267
    },
    "baselineAvgForwardReturns": {
      "1": 0.0058104563198597865,
      "5": 0.026540548261530534,
      "10": 0.05198967252203718
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999978821289471,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9595055892992638,
    "bestRawFitnessScore": 3.2243213567767466,
    "upperQuartileComboQuality": 0.9995588662555648
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9663112113428318,
    "rawScore": 0.9752332627520073,
    "confidence": 0.9817027335921699,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.8000259154912892,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9577081407453427,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5692883895131086,
        "5": 0.6217228464419475,
        "10": 0.6554307116104869
      },
      "hitRate1D": 0.5692883895131086,
      "comboQuality": 0.9999978821289471,
      "eligibleDays": 315,
      "fitnessScore": 3.2243213567767466,
      "lookbackDays": 45,
      "returnLift1D": -0.00005939288490046206,
      "hitRateLift1D": -0.003960018130203524,
      "activationRate": 0.8476190476190476,
      "activationCount": 267,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6225806451612903,
        "10": 0.6688524590163935
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8310091492324931,
      "avgForwardReturns": {
        "1": 0.0057510634349593245,
        "5": 0.02270305338995817,
        "10": 0.04528348303891761
      },
      "shadowMaxDrawdown": -0.2902186450782729,
      "shadowTotalReturn": 2.5270172715130697,
      "avgForwardReturn1D": 0.0057510634349593245,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 267,
        "5": 267,
        "10": 267
      },
      "baselineAvgForwardReturns": {
        "1": 0.0058104563198597865,
        "5": 0.026540548261530534,
        "10": 0.05198967252203718
      }
    },
    {
      "topN": 3,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5653846153846154,
        "5": 0.6307692307692307,
        "10": 0.6615384615384615
      },
      "hitRate1D": 0.5653846153846154,
      "comboQuality": 0.9999961081873342,
      "eligibleDays": 315,
      "fitnessScore": 3.0904589599530157,
      "lookbackDays": 45,
      "returnLift1D": -0.00005330903356440958,
      "hitRateLift1D": -0.007863792258696711,
      "activationRate": 0.8253968253968254,
      "activationCount": 260,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6225806451612903,
        "10": 0.6688524590163935
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8060432216347029,
      "avgForwardReturns": {
        "1": 0.005757147286295377,
        "5": 0.024203362219324988,
        "10": 0.04675049992991453
      },
      "shadowMaxDrawdown": -0.27337779764501235,
      "shadowTotalReturn": 2.4101592645080965,
      "avgForwardReturn1D": 0.005757147286295377,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 260,
        "5": 260,
        "10": 260
      },
      "baselineAvgForwardReturns": {
        "1": 0.0058104563198597865,
        "5": 0.026540548261530534,
        "10": 0.05198967252203718
      }
    },
    {
      "topN": 4,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5643939393939394,
        "5": 0.6212121212121212,
        "10": 0.6553030303030303
      },
      "hitRate1D": 0.5643939393939394,
      "comboQuality": 0.9999840108203486,
      "eligibleDays": 315,
      "fitnessScore": 2.779588116334541,
      "lookbackDays": 45,
      "returnLift1D": -0.0004506214589867453,
      "hitRateLift1D": -0.008854468249372638,
      "activationRate": 0.8380952380952381,
      "activationCount": 264,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6225806451612903,
        "10": 0.6688524590163935
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6905276691532052,
      "avgForwardReturns": {
        "1": 0.005359834860873041,
        "5": 0.02233977083031332,
        "10": 0.04499421661384086
      },
      "shadowMaxDrawdown": -0.2902186450782728,
      "shadowTotalReturn": 2.128419847508765,
      "avgForwardReturn1D": 0.005359834860873041,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 264,
        "5": 264,
        "10": 264
      },
      "baselineAvgForwardReturns": {
        "1": 0.0058104563198597865,
        "5": 0.026540548261530534,
        "10": 0.05198967252203718
      }
    },
    {
      "topN": 2,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6410256410256411,
        "10": 0.6709401709401709
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9996920731350498,
      "eligibleDays": 315,
      "fitnessScore": 2.128774861679867,
      "lookbackDays": 45,
      "returnLift1D": -0.0007615145921570027,
      "hitRateLift1D": -0.017692852087756505,
      "activationRate": 0.7428571428571429,
      "activationCount": 234,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6225806451612903,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.513011458966352,
      "avgForwardReturns": {
        "1": 0.005048941727702784,
        "5": 0.025319803088656487,
        "10": 0.04593081274804243
      },
      "shadowMaxDrawdown": -0.2517171037805567,
      "shadowTotalReturn": 1.5666400257753486,
      "avgForwardReturn1D": 0.005048941727702784,
      "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": 234,
        "5": 234,
        "10": 234
      },
      "baselineAvgForwardReturns": {
        "1": 0.0058104563198597865,
        "5": 0.026540548261530534,
        "10": 0.05198967252203718
      }
    },
    {
      "topN": 4,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5488721804511278,
        "5": 0.5827067669172933,
        "10": 0.6240601503759399
      },
      "hitRate1D": 0.5488721804511278,
      "comboQuality": 0.9996140536449213,
      "eligibleDays": 297,
      "fitnessScore": 2.0790737538329243,
      "lookbackDays": 63,
      "returnLift1D": -0.000550342100112065,
      "hitRateLift1D": -0.008560251981304612,
      "activationRate": 0.8956228956228957,
      "activationCount": 266,
      "baselineHitRates": {
        "1": 0.5574324324324325,
        "5": 0.5993150684931506,
        "10": 0.6480836236933798
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4254409322199675,
      "avgForwardReturns": {
        "1": 0.004440556907968357,
        "5": 0.01795523384407763,
        "10": 0.03749316707680683
      },
      "shadowMaxDrawdown": -0.2495951412144194,
      "shadowTotalReturn": 1.4592815283963323,
      "avgForwardReturn1D": 0.004440556907968357,
      "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": 266,
        "5": 266,
        "10": 266
      },
      "baselineAvgForwardReturns": {
        "1": 0.004990899008080422,
        "5": 0.023252849041768196,
        "10": 0.04494335608109886
      }
    },
    {
      "topN": 5,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5441176470588235,
        "5": 0.5882352941176471,
        "10": 0.6286764705882353
      },
      "hitRate1D": 0.5441176470588235,
      "comboQuality": 0.9995404704591127,
      "eligibleDays": 297,
      "fitnessScore": 2.040666492653182,
      "lookbackDays": 63,
      "returnLift1D": -0.0007123234702900447,
      "hitRateLift1D": -0.013314785373608973,
      "activationRate": 0.9158249158249159,
      "activationCount": 272,
      "baselineHitRates": {
        "1": 0.5574324324324325,
        "5": 0.5993150684931506,
        "10": 0.6480836236933798
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4062601264360812,
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      "shadowMaxDrawdown": -0.3679694188210004,
      "shadowTotalReturn": 0.18477850331432122,
      "avgForwardReturn1D": 0.0017588936732115129,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "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": 226,
        "5": 227,
        "10": 227
      },
      "baselineAvgForwardReturns": {
        "1": 0.005613234144655376,
        "5": 0.027256376792157515,
        "10": 0.052244642263891736
      }
    },
    {
      "topN": 3,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5272727272727272,
        "5": 0.6063348416289592,
        "10": 0.6742081447963801
      },
      "hitRate1D": 0.5272727272727272,
      "comboQuality": 0.44567106177756216,
      "eligibleDays": 352,
      "fitnessScore": 0.3020010354510341,
      "lookbackDays": 14,
      "returnLift1D": -0.004165111391015443,
      "hitRateLift1D": -0.03558441558441561,
      "activationRate": 0.6278409090909091,
      "activationCount": 221,
      "baselineHitRates": {
        "1": 0.5628571428571428,
        "5": 0.6242774566473989,
        "10": 0.6812865497076024
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      "sampleConfidence": 0.9996983408748115,
      "shadowSharpeLike": 0.3902392654320364,
      "avgForwardReturns": {
        "1": 0.001448122753639933,
        "5": 0.019072280211737937,
        "10": 0.046595482213588536
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      "shadowMaxDrawdown": -0.3986516675317755,
      "shadowTotalReturn": 0.09709293302792821,
      "avgForwardReturn1D": 0.001448122753639933,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "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": 220,
        "5": 221,
        "10": 221
      },
      "baselineAvgForwardReturns": {
        "1": 0.005613234144655376,
        "5": 0.027256376792157515,
        "10": 0.052244642263891736
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    },
    {
      "topN": 2,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5125628140703518,
        "5": 0.6,
        "10": 0.665
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      "hitRate1D": 0.5125628140703518,
      "comboQuality": 0.08814055047169994,
      "eligibleDays": 352,
      "fitnessScore": -0.1640416954243601,
      "lookbackDays": 14,
      "returnLift1D": -0.005670845626327333,
      "hitRateLift1D": -0.050294328786791076,
      "activationRate": 0.5681818181818182,
      "activationCount": 200,
      "baselineHitRates": {
        "1": 0.5628571428571428,
        "5": 0.6242774566473989,
        "10": 0.6812865497076024
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      "sampleConfidence": 0.9996666666666667,
      "shadowSharpeLike": -0.055939993884869255,
      "avgForwardReturns": {
        "1": -0.00005761148167195649,
        "5": 0.016962410600191602,
        "10": 0.04368711158223206
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      "shadowMaxDrawdown": -0.534604492442821,
      "shadowTotalReturn": -0.19508585859421823,
      "avgForwardReturn1D": -0.00005761148167195649,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "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": 200,
        "10": 200
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      "baselineAvgForwardReturns": {
        "1": 0.005613234144655376,
        "5": 0.027256376792157515,
        "10": 0.052244642263891736
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.8562149884772101,
      "fitnessScore": 0.7425245040044743,
      "lookbackDays": 14,
      "returnLift1D": -0.003110636803527272,
      "activationRate": 0.6676136363636364,
      "activationCount": 235,
      "sampleConfidence": 0.9997163120567376,
      "shadowTotalReturn": 0.4229613603767959,
      "avgForwardReturn1D": 0.002502597341128104
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9629814483417435,
      "fitnessScore": 1.0668952920830066,
      "lookbackDays": 21,
      "returnLift1D": -0.002667194107317489,
      "activationRate": 0.6784660766961652,
      "activationCount": 230,
      "sampleConfidence": 0.9997101449275363,
      "shadowTotalReturn": 0.7111494173419513,
      "avgForwardReturn1D": 0.0032690201551520298
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9756019809671505,
      "fitnessScore": 1.1614816061057949,
      "lookbackDays": 30,
      "returnLift1D": -0.0022596722240286445,
      "activationRate": 0.7424242424242424,
      "activationCount": 245,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7550868753439715,
      "avgForwardReturn1D": 0.0034293511091947745
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999978821289471,
      "fitnessScore": 3.2243213567767466,
      "lookbackDays": 45,
      "returnLift1D": -0.00005939288490046206,
      "activationRate": 0.8476190476190476,
      "activationCount": 267,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.5270172715130697,
      "avgForwardReturn1D": 0.0057510634349593245
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9996140536449213,
      "fitnessScore": 2.0790737538329243,
      "lookbackDays": 63,
      "returnLift1D": -0.000550342100112065,
      "activationRate": 0.8956228956228957,
      "activationCount": 266,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.4592815283963323,
      "avgForwardReturn1D": 0.004440556907968357
    }
  ],
  "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": "856e8152df356dff6f4d76cb862e53cd820f999538c0e263b7571ae955e8e5fd",
    "size": 13,
    "members": [
      "AGX",
      "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",
      "AGX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AGX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5622775800711743,
    "rankWeights": [
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    "comboQuality": 0.999979256704031,
    "eligibleDays": 326,
    "fitnessScore": 2.7223186752789297,
    "lookbackDays": 63,
    "returnLift1D": -0.0007986062471610125,
    "hitRateLift1D": -0.008274567168089497,
    "portfolioSize": 4,
    "activationRate": 0.8619631901840491,
    "activationCount": 281,
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      "10": 0.6813880126182965
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6104209198785204,
    "avgForwardReturns": {
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      "5": 0.021059049620604814,
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    "shadowMaxDrawdown": -0.24959514121441884,
    "shadowTotalReturn": 2.0586860497514285,
    "avgForwardReturn1D": 0.004990640217267823,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "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"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.999979256704031,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9535834564534803,
    "bestRawFitnessScore": 2.7223186752789297,
    "upperQuartileComboQuality": 0.9995865630424481
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  "algorithmFit": {
    "label": "strong",
    "score": 0.9716644647793073,
    "rawScore": 0.9809552740805612,
    "confidence": 0.9810576291361254,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
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    "profileBreadth": 0.7499894764241062,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9981418111647615,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRate1D": 0.5622775800711743,
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      "comboQuality": 0.999979256704031,
      "eligibleDays": 326,
      "fitnessScore": 2.7223186752789297,
      "lookbackDays": 63,
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      "riskOffActivations": 0,
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        "2025-05-07",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.999979256704031,
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      "shadowMaxDrawdown": -0.24959514121441884,
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      "riskOffActivations": 0,
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        "2025-05-01",
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      "baselineAvgForwardReturns": {
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    },
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        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 214,
        "5": 214,
        "10": 214
      },
      "baselineAvgForwardReturns": {
        "1": 0.00499729626568226,
        "5": 0.024077694953425592,
        "10": 0.04962147946808369
      }
    },
    {
      "topN": 4,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5129310344827587,
        "5": 0.5905172413793104,
        "10": 0.6594827586206896
      },
      "hitRate1D": 0.5129310344827587,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16100889753979272,
      "eligibleDays": 375,
      "fitnessScore": -0.013162904235341721,
      "lookbackDays": 14,
      "returnLift1D": -0.0041311578062420895,
      "hitRateLift1D": -0.02840229885057466,
      "portfolioSize": 4,
      "activationRate": 0.6186666666666667,
      "activationCount": 232,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5983827493261455,
        "10": 0.6584699453551912
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.05781834539060263,
      "avgForwardReturns": {
        "1": 0.0003120023953084497,
        "5": 0.015295200108921866,
        "10": 0.043257841681789644
      },
      "shadowMaxDrawdown": -0.370072874241539,
      "shadowTotalReturn": -0.1641473375359539,
      "avgForwardReturn1D": 0.0003120023953084497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 232,
        "5": 232,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.004443160201550539,
        "5": 0.022841223139014554,
        "10": 0.046452744106845585
      }
    },
    {
      "topN": 5,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5129310344827587,
        "5": 0.5905172413793104,
        "10": 0.6594827586206896
      },
      "hitRate1D": 0.5129310344827587,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.16100889753979272,
      "eligibleDays": 375,
      "fitnessScore": -0.013162904235341721,
      "lookbackDays": 14,
      "returnLift1D": -0.0041311578062420895,
      "hitRateLift1D": -0.02840229885057466,
      "portfolioSize": 5,
      "activationRate": 0.6186666666666667,
      "activationCount": 232,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5983827493261455,
        "10": 0.6584699453551912
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.05781834539060263,
      "avgForwardReturns": {
        "1": 0.0003120023953084497,
        "5": 0.015295200108921866,
        "10": 0.043257841681789644
      },
      "shadowMaxDrawdown": -0.370072874241539,
      "shadowTotalReturn": -0.1641473375359539,
      "avgForwardReturn1D": 0.0003120023953084497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 232,
        "5": 232,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.004443160201550539,
        "5": 0.022841223139014554,
        "10": 0.046452744106845585
      }
    },
    {
      "topN": 3,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5155555555555555,
        "5": 0.5955555555555555,
        "10": 0.6622222222222223
      },
      "hitRate1D": 0.5155555555555555,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.14272392393743835,
      "eligibleDays": 375,
      "fitnessScore": -0.04442652628304078,
      "lookbackDays": 14,
      "returnLift1D": -0.004194403923539766,
      "hitRateLift1D": -0.02577777777777779,
      "portfolioSize": 3,
      "activationRate": 0.6,
      "activationCount": 225,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5983827493261455,
        "10": 0.6584699453551912
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.03583700258566442,
      "avgForwardReturns": {
        "1": 0.0002487562780107735,
        "5": 0.015477724897870202,
        "10": 0.04382255797698591
      },
      "shadowMaxDrawdown": -0.39865166753177483,
      "shadowTotalReturn": -0.17440191640708114,
      "avgForwardReturn1D": 0.0002487562780107735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 225,
        "5": 225,
        "10": 225
      },
      "baselineAvgForwardReturns": {
        "1": 0.004443160201550539,
        "5": 0.022841223139014554,
        "10": 0.046452744106845585
      }
    },
    {
      "topN": 2,
      "ticker": "AGX",
      "hitRates": {
        "1": 0.5,
        "5": 0.5882352941176471,
        "10": 0.6519607843137255
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.027459481927982383,
      "eligibleDays": 375,
      "fitnessScore": -0.4347840450372196,
      "lookbackDays": 14,
      "returnLift1D": -0.0057866971040068165,
      "hitRateLift1D": -0.04133333333333333,
      "portfolioSize": 2,
      "activationRate": 0.544,
      "activationCount": 204,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5983827493261455,
        "10": 0.6584699453551912
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3965550921315481,
      "avgForwardReturns": {
        "1": -0.0013435369024562772,
        "5": 0.013039197525808973,
        "10": 0.04068576613757438
      },
      "shadowMaxDrawdown": -0.5346044924428215,
      "shadowTotalReturn": -0.3942759518399571,
      "avgForwardReturn1D": -0.0013435369024562772,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 204,
        "5": 204,
        "10": 204
      },
      "baselineAvgForwardReturns": {
        "1": 0.004443160201550539,
        "5": 0.022841223139014554,
        "10": 0.046452744106845585
      }
    }
  ],
  "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": 0.16100889753979272,
      "fitnessScore": -0.013162904235341721,
      "lookbackDays": 14,
      "returnLift1D": -0.0041311578062420895,
      "activationRate": 0.6186666666666667,
      "activationCount": 232,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1641473375359539,
      "avgForwardReturn1D": 0.0003120023953084497
    },
    {
      "comboQuality": 0.9570193551324495,
      "fitnessScore": 1.0326762186303606,
      "lookbackDays": 21,
      "returnLift1D": -0.0019594011786583957,
      "activationRate": 0.6277173913043478,
      "activationCount": 231,
      "sampleConfidence": 0.9997113997113998,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.7039529720234037,
      "avgForwardReturn1D": 0.003240983382257291
    },
    {
      "comboQuality": 0.9723964016864827,
      "fitnessScore": 1.133599828898906,
      "lookbackDays": 30,
      "returnLift1D": -0.0015679451564874856,
      "activationRate": 0.6824512534818942,
      "activationCount": 245,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.7550868753439715,
      "avgForwardReturn1D": 0.0034293511091947745
    },
    {
      "comboQuality": 0.9999520926554888,
      "fitnessScore": 2.5381626418787304,
      "lookbackDays": 45,
      "returnLift1D": -0.001048732720019532,
      "activationRate": 0.7674418604651163,
      "activationCount": 264,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.9459970247433613,
      "avgForwardReturn1D": 0.005151020152971989
    },
    {
      "comboQuality": 0.999979256704031,
      "fitnessScore": 2.7223186752789297,
      "lookbackDays": 63,
      "returnLift1D": -0.0007986062471610125,
      "activationRate": 0.8619631901840491,
      "activationCount": 281,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.0586860497514285,
      "avgForwardReturn1D": 0.004990640217267823
    }
  ],
  "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": "856e8152df356dff6f4d76cb862e53cd820f999538c0e263b7571ae955e8e5fd",
    "size": 13,
    "members": [
      "AGX",
      "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
0.428
Liquidity
0.799
Momentum
0.620
Relative strength
0.665
Trend quality
0.720
Stability
0.434
Aggression
0.565
Downside risk
0.489
Drawdown state
0.787
Quality momentum
0.630
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.722
Benchmark Independence 3m Score
0.640
Beta 1y Profile Score
0.673
Beta 3m Profile Score
0.685
Beta Change Score
0.515
Correlation Change Score
0.541
Current Drawdown Score
0.676
Days Since 52w High Score
0.028
Distance From 52w High Score
0.676
Distance From Sma 20 Score
0.301
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.356
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.795
Downside Volatility 2y Score
0.763
Downside Volatility 3m Score
0.906
Downside Volatility 5y Score
0.545
Downside Volatility 6m Score
0.794
Drawdown Recovery Score
1
Excess Return 1m Score
0.500
Excess Return 1y Score
1
Excess Return 3m Score
0.370
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.121
Log Avg Dollar Volume 20d Score
0.799
Log Market Cap Score
0.428
Drawdown Score 1m
0.157
Drawdown Score 1y
0.616
Drawdown Score 2y
0.453
Drawdown Score 3m
0.473
Drawdown Score 5y
0.563
Drawdown Score 6m
0.617
Momentum Acceleration 1m Vs 3m Score
0.550
Momentum Acceleration 3m Vs 6m Score
0.054
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.325
Relative Strength Slope 3m Score
0.567
Relative Volume 20d Score
0.274
Return 1m Score
0.544
Return 1w Score
0.142
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.544
Return 5y Score
1
Return 6m Score
1
Return Skewness 1y Score
0.826
Sharpe 1m Score
0.557
Sharpe 1y Score
0.768
Sharpe 2y Score
0.776
Sharpe 3m Score
0.507
Sharpe 5y Score
0.657
Sharpe 6m Score
0.772
Sortino 1m Score
0.452
Sortino 1y Score
0.645
Sortino 2y Score
0.647
Sortino 3m Score
0.432
Sortino 5y Score
0.556
Sortino 6m Score
0.684
Trend R2 1m Score
0.091
Trend R2 1w Score
0.599
Trend R2 1y Score
0.945
Trend R2 2y Score
0.948
Trend R2 3m Score
0.301
Trend R2 5y Score
0.813
Trend R2 6m Score
0.883
Trend Slope 1m Score
0.756
Trend Slope 1w Score
0
Trend Slope 1y Score
0.839
Trend Slope 2y Score
0.776
Trend Slope 3m Score
0.642
Trend Slope 5y Score
0.646
Trend Slope 6m Score
0.934
Volatility 1m Score
0.983
Volatility 1w Score
1
Volatility 1y Score
0.946
Volatility 2y Score
0.894
Volatility 3m Score
0.763
Volatility 5y Score
0.622
Volatility 6m Score
1
Worst Day 1y Score
0.401
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
249,655,313.426
Best Day 1y
0.379
Beta To Benchmark 1y
1.682
Beta 3m
1.711
Beta Change
0.029
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.278
Correlation 3m
0.360
Correlation Change
0.082
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.722
Benchmark Independence 3m Score
0.640
Beta 1y Profile Score
0.673
Beta 3m Profile Score
0.685
Beta Change Score
0.515
Correlation Change Score
0.541
Current Drawdown Score
0.676
Distance From Sma 20 Score
0.301
Distance From Sma 200 Score
1
Current Drawdown
-0.211
Days Since 52w High
7
Distance From 52w High
-0.211
Distance From Sma 20
-0.119
Distance From Sma 200
0.359
Distance From Sma 50
-0.087
Downside Capture 1y
0.754
Downside Volatility 1m
1.006
Downside Volatility 1w
-
Downside Volatility 1y
0.646
Downside Volatility 2y
0.622
Downside Volatility 3m
0.729
Downside Volatility 5y
0.459
Downside Volatility 6m
0.645
Drawdown Recovery
1
Excess Return 1m
-0.000
Excess Return 1y
1.845
Excess Return 3m
-0.078
Excess Return 6m
0.773
Expected Shortfall 95 1y
-0.088
Market Cap
8,278,925,815.34
Max Drawdown 1m
-0.211
Max Drawdown 1w
-0.131
Max Drawdown 1y
-0.250
Max Drawdown 2y
-0.437
Max Drawdown 3m
-0.211
Max Drawdown 5y
-0.437
Max Drawdown 6m
-0.211
Momentum Acceleration 1m Vs 3m
0.015
Momentum Acceleration 3m Vs 6m
-0.134
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.039
Return 1m
0.027
Return 1w
-0.107
Return 1y
2.068
Return 2y
8.067
Return 3m
0.035
Return 5y
13.555
Return 6m
0.874
Return Skewness 1y
1.956
Sector Excess Return 1y
-
Sharpe 1m
0.783
Sharpe 1y
1.838
Sharpe 2y
1.879
Sharpe 3m
0.535
Sharpe 5y
1.287
Sharpe 6m
1.861
Sortino 1m
0.613
Sortino 1y
2.161
Sortino 2y
2.176
Sortino 3m
0.457
Sortino 5y
1.449
Sortino 6m
2.469
Trend R2 1m
0.091
Trend R2 1w
0.599
Trend R2 1y
0.945
Trend R2 2y
0.948
Trend R2 3m
0.301
Trend R2 5y
0.813
Trend R2 6m
0.883
Trend 1m
0.004
Trend 1w
-0.021
Trend 1y
0.005
Trend 2y
0.004
Trend 3m
0.002
Trend 5y
0.002
Trend 6m
0.007
Upside Capture 1y
3.328
Value At Risk 95 1y
-0.072
Volatility 1m
0.787
Volatility 1w
0.935
Volatility 1y
0.760
Volatility 2y
0.720
Volatility 3m
0.622
Volatility 5y
0.517
Volatility 6m
0.856
Worst Day 1y
-0.120
Distance From Sma 50 Score
0.356
Downside Volatility 1y Score
0.795
Downside Volatility 3m Score
0.906
Drawdown Recovery Score
1
Excess Return 1m Score
0.500
Excess Return 1y Score
1
Excess Return 3m Score
0.370
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.121
Log Avg Dollar Volume 20d Score
0.799
Log Market Cap Score
0.428
Drawdown Score 1y
0.616
Drawdown Score 5y
0.563
Momentum Acceleration 1m Vs 3m Score
0.550
Momentum Acceleration 3m Vs 6m Score
0.054
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.325
Relative Volume 20d Score
0.274
Return 1m Score
0.544
Return 1y Score
1
Return 3m Score
0.544
Return 6m Score
1
Return Skewness 1y Score
0.826
Sortino 1y Score
0.645
Sortino 3m Score
0.432
Trend R2 1y Score
0.945
Trend R2 3m Score
0.301
Trend Slope 1y Score
0.839
Trend Slope 3m Score
0.642
Volatility 1y Score
0.946
Volatility 3m Score
0.763