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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

ALGM

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

Research Detail

ALGM

ALGM

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
2.850
Correlation To Benchmark 1y
0.562
Inverse To Benchmark 1y
0.438
Drawdown Score 1m
0
Drawdown Score 3m
0.348
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
0.373
Drawdown Score 1y
0.397
Drawdown Score 2y
0.373
Drawdown Score 5y
0.314
Return 1w
-0.011
Return 1m
0.177
Return 3m
0.482
Return 6m
0.791
Return 1y
0.487
Return 2y
0.785
Return 5y
1.005
Sharpe 1m
2.190
Sharpe 3m
2.180
Sharpe 6m
1.881
Sharpe 1y
0.939
Sharpe 2y
0.768
Sharpe 5y
0.525
Trend 1w
-0.000
Trend 1m
0.008
Trend 3m
0.007
Trend 6m
0.005
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
1.213
Volatility 1m
1.215
Volatility 3m
0.913
Volatility 6m
0.781
Volatility 1y
0.636
Volatility 2y
0.642
Volatility 5y
0.525
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
ALGM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:08 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,429
Data Start Date
2020-10-29
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.912
Aptet Fit Raw Score
0.928
Aptet Fit Confidence
0.966
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.839
Force Fit Raw Score
0.860
Force Fit Confidence
0.951
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:08 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALGM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALGM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALGM",
    "hitRates": {
      "1": 0.5521472392638037,
      "5": 0.5548780487804879,
      "10": 0.5609756097560976
    },
    "hitRate1D": 0.5521472392638037,
    "comboQuality": 0.9937355208620348,
    "eligibleDays": 352,
    "fitnessScore": 1.4646466428156941,
    "lookbackDays": 14,
    "returnLift1D": 0.002584408348489246,
    "hitRateLift1D": 0.05786152497808944,
    "activationRate": 0.4659090909090909,
    "activationCount": 164,
    "baselineHitRates": {
      "1": 0.4942857142857143,
      "5": 0.5260115606936416,
      "10": 0.5263157894736842
    },
    "sampleConfidence": 0.9995934959349594,
    "shadowSharpeLike": 1.3919066406369527,
    "avgForwardReturns": {
      "1": 0.005316098415171791,
      "5": 0.017848004786779177,
      "10": 0.02771933061094609
    },
    "shadowMaxDrawdown": -0.2404070565186308,
    "shadowTotalReturn": 1.0503644428178704,
    "avgForwardReturn1D": 0.005316098415171791,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-17",
      "2025-03-10",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 163,
      "5": 164,
      "10": 164
    },
    "baselineAvgForwardReturns": {
      "1": 0.002731690066682545,
      "5": 0.014865040648471462,
      "10": 0.027558120828662463
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9937355208620348,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8866312068082303,
    "bestRawFitnessScore": 1.4646466428156941,
    "upperQuartileComboQuality": 0.9427340000868025
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9116868164503875,
    "rawScore": 0.9276218520603234,
    "confidence": 0.9656432509119037,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.6506333148920626,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        63
      ]
    },
    "parameterStability": 0.9411277059301272,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5521472392638037,
        "5": 0.5548780487804879,
        "10": 0.5609756097560976
      },
      "hitRate1D": 0.5521472392638037,
      "comboQuality": 0.9937355208620348,
      "eligibleDays": 352,
      "fitnessScore": 1.4646466428156941,
      "lookbackDays": 14,
      "returnLift1D": 0.002584408348489246,
      "hitRateLift1D": 0.05786152497808944,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.5260115606936416,
        "10": 0.5263157894736842
      },
      "sampleConfidence": 0.9995934959349594,
      "shadowSharpeLike": 1.3919066406369527,
      "avgForwardReturns": {
        "1": 0.005316098415171791,
        "5": 0.017848004786779177,
        "10": 0.02771933061094609
      },
      "shadowMaxDrawdown": -0.2404070565186308,
      "shadowTotalReturn": 1.0503644428178704,
      "avgForwardReturn1D": 0.005316098415171791,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 164,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.002731690066682545,
        "5": 0.014865040648471462,
        "10": 0.027558120828662463
      }
    },
    {
      "topN": 4,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5588235294117647,
        "5": 0.5672514619883041,
        "10": 0.5614035087719298
      },
      "hitRate1D": 0.5588235294117647,
      "comboQuality": 0.991869932588456,
      "eligibleDays": 352,
      "fitnessScore": 1.4068850087659412,
      "lookbackDays": 14,
      "returnLift1D": 0.0022719683143614527,
      "hitRateLift1D": 0.06453781512605045,
      "activationRate": 0.48579545454545453,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.5260115606936416,
        "10": 0.5263157894736842
      },
      "sampleConfidence": 0.9996101364522417,
      "shadowSharpeLike": 1.3212905246087947,
      "avgForwardReturns": {
        "1": 0.005003658381043998,
        "5": 0.020208892922946885,
        "10": 0.02916145412348534
      },
      "shadowMaxDrawdown": -0.2711838944387187,
      "shadowTotalReturn": 0.9978650246157967,
      "avgForwardReturn1D": 0.005003658381043998,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002731690066682545,
        "5": 0.014865040648471462,
        "10": 0.027558120828662463
      }
    },
    {
      "topN": 5,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5491329479768786,
        "5": 0.5632183908045977,
        "10": 0.5574712643678161
      },
      "hitRate1D": 0.5491329479768786,
      "comboQuality": 0.9864457915952161,
      "eligibleDays": 352,
      "fitnessScore": 1.2932304840719988,
      "lookbackDays": 14,
      "returnLift1D": 0.0019218078084114647,
      "hitRateLift1D": 0.05484723369116434,
      "activationRate": 0.4943181818181818,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.5260115606936416,
        "10": 0.5263157894736842
      },
      "sampleConfidence": 0.999616858237548,
      "shadowSharpeLike": 1.2462906647569008,
      "avgForwardReturns": {
        "1": 0.00465349787509401,
        "5": 0.019444159578967616,
        "10": 0.027480590607290977
      },
      "shadowMaxDrawdown": -0.27118389443871804,
      "shadowTotalReturn": 0.9078035695750262,
      "avgForwardReturn1D": 0.00465349787509401,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 174,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.002731690066682545,
        "5": 0.014865040648471462,
        "10": 0.027558120828662463
      }
    },
    {
      "topN": 2,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5608108108108109,
        "5": 0.5637583892617449,
        "10": 0.5369127516778524
      },
      "hitRate1D": 0.5608108108108109,
      "comboQuality": 0.9711964747321726,
      "eligibleDays": 352,
      "fitnessScore": 1.1239668212558709,
      "lookbackDays": 14,
      "returnLift1D": 0.0020254767078761405,
      "hitRateLift1D": 0.06652509652509658,
      "activationRate": 0.42329545454545453,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.5260115606936416,
        "10": 0.5263157894736842
      },
      "sampleConfidence": 0.9995525727069352,
      "shadowSharpeLike": 1.1920239830954324,
      "avgForwardReturns": {
        "1": 0.004757166774558686,
        "5": 0.018711902285509487,
        "10": 0.025920784598353775
      },
      "shadowMaxDrawdown": -0.27151834618703674,
      "shadowTotalReturn": 0.7678812130227379,
      "avgForwardReturn1D": 0.004757166774558686,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.002731690066682545,
        "5": 0.014865040648471462,
        "10": 0.027558120828662463
      }
    },
    {
      "topN": 5,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5508982035928144,
        "10": 0.5914634146341463
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.9436901546849656,
      "eligibleDays": 330,
      "fitnessScore": 0.9701642686932619,
      "lookbackDays": 30,
      "returnLift1D": 0.0009253705335493714,
      "hitRateLift1D": 0.04622593718338397,
      "activationRate": 0.5121212121212121,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.49544072948328266,
        "5": 0.5261538461538462,
        "10": 0.546875
      },
      "sampleConfidence": 0.9968441814595661,
      "shadowSharpeLike": 1.0058189685904257,
      "avgForwardReturns": {
        "1": 0.003918175177088108,
        "5": 0.01782729714341862,
        "10": 0.03551743822937741
      },
      "shadowMaxDrawdown": -0.2817440131117749,
      "shadowTotalReturn": 0.6344600658947572,
      "avgForwardReturn1D": 0.003918175177088108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 167,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.002992804643538737,
        "5": 0.015411608290051238,
        "10": 0.03415779769169407
      }
    },
    {
      "topN": 5,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5123152709359606,
        "5": 0.5376884422110553,
        "10": 0.5515463917525774
      },
      "hitRate1D": 0.5123152709359606,
      "comboQuality": 0.9424152818874147,
      "eligibleDays": 297,
      "fitnessScore": 0.9649415374817311,
      "lookbackDays": 63,
      "returnLift1D": 0.0005300228687444191,
      "hitRateLift1D": 0.01569364931433903,
      "activationRate": 0.6868686868686869,
      "activationCount": 204,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.523972602739726,
        "10": 0.5505226480836237
      },
      "sampleConfidence": 0.9947712418300654,
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      "avgForwardReturns": {
        "1": 0.0015026519777033944,
        "5": 0.010332863825175375,
        "10": 0.01491342878370111
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      "shadowMaxDrawdown": -0.36393620593585563,
      "shadowTotalReturn": 0.0706688480516684,
      "avgForwardReturn1D": 0.0015026519777033944,
      "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": 143,
        "5": 141,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.004258004801922619,
        "5": 0.02003748413078734,
        "10": 0.04156596836636904
      }
    },
    {
      "topN": 2,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5214285714285715,
        "5": 0.539568345323741,
        "10": 0.5620437956204379
      },
      "hitRate1D": 0.5214285714285715,
      "comboQuality": 0.2725496331822441,
      "eligibleDays": 330,
      "fitnessScore": 0.13402049234913807,
      "lookbackDays": 30,
      "returnLift1D": -0.001739272446507494,
      "hitRateLift1D": 0.025987841945288803,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.49544072948328266,
        "5": 0.5261538461538462,
        "10": 0.546875
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      "sampleConfidence": 0.9966903073286053,
      "shadowSharpeLike": 0.2962846930135995,
      "avgForwardReturns": {
        "1": 0.001253532197031243,
        "5": 0.013934593443643405,
        "10": 0.023009839805943635
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      "shadowMaxDrawdown": -0.4365591264543347,
      "shadowTotalReturn": 0.04802093339328972,
      "avgForwardReturn1D": 0.001253532197031243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 139,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.002992804643538737,
        "5": 0.015411608290051238,
        "10": 0.03415779769169407
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    },
    {
      "topN": 2,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.48427672955974843,
        "5": 0.5225806451612903,
        "10": 0.48
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      "hitRate1D": 0.48427672955974843,
      "comboQuality": 0.09125908669507757,
      "eligibleDays": 297,
      "fitnessScore": -0.1556386416309,
      "lookbackDays": 63,
      "returnLift1D": -0.0031777589098181827,
      "hitRateLift1D": -0.01234489206187317,
      "activationRate": 0.5387205387205387,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.523972602739726,
        "10": 0.5505226480836237
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      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.14522471210088253,
      "avgForwardReturns": {
        "1": -0.00040982149625269225,
        "5": 0.00886958013968992,
        "10": 0.015245472016908863
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      "shadowMaxDrawdown": -0.41078015041379334,
      "shadowTotalReturn": -0.19758693130253702,
      "avgForwardReturn1D": -0.00040982149625269225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-10",
        "2025-06-11",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 155,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027679374135654903,
        "5": 0.013809333188740086,
        "10": 0.030261030323459507
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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": 3,
      "comboQuality": 0.9937355208620348,
      "fitnessScore": 1.4646466428156941,
      "lookbackDays": 14,
      "returnLift1D": 0.002584408348489246,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "sampleConfidence": 0.9995934959349594,
      "shadowTotalReturn": 1.0503644428178704,
      "avgForwardReturn1D": 0.005316098415171791
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9279500594332976,
      "fitnessScore": 0.9122360520736736,
      "lookbackDays": 21,
      "returnLift1D": 0.0009464385399721642,
      "activationRate": 0.4837758112094395,
      "activationCount": 164,
      "sampleConfidence": 0.998780487804878,
      "shadowTotalReturn": 0.5872610821585591,
      "avgForwardReturn1D": 0.0036653805182246834
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9436901546849656,
      "fitnessScore": 0.9701642686932619,
      "lookbackDays": 30,
      "returnLift1D": 0.0009253705335493714,
      "activationRate": 0.5121212121212121,
      "activationCount": 169,
      "sampleConfidence": 0.9968441814595661,
      "shadowTotalReturn": 0.6344600658947572,
      "avgForwardReturn1D": 0.003918175177088108
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5546237616850536,
      "fitnessScore": 0.3982615259897243,
      "lookbackDays": 45,
      "returnLift1D": -0.0019727338080460432,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "sampleConfidence": 0.99520697167756,
      "shadowTotalReturn": 0.21516259712937402,
      "avgForwardReturn1D": 0.0022852709938765755
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9424152818874147,
      "fitnessScore": 0.9649415374817311,
      "lookbackDays": 63,
      "returnLift1D": 0.0005300228687444191,
      "activationRate": 0.6868686868686869,
      "activationCount": 204,
      "sampleConfidence": 0.9947712418300654,
      "shadowTotalReturn": 0.616680070991515,
      "avgForwardReturn1D": 0.0032979602823099093
    }
  ],
  "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": "5d07f5e882e5a2f11c4d0ab6b06979c0fc2d38afd0472ab98711c7724e5dba2a",
    "size": 13,
    "members": [
      "ALGM",
      "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",
      "ALGM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALGM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALGM",
    "hitRates": {
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      "5": 0.5284090909090909,
      "10": 0.5738636363636364
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    "hitRate1D": 0.5397727272727273,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.9853071472847812,
    "eligibleDays": 375,
    "fitnessScore": 1.2752302953348822,
    "lookbackDays": 14,
    "returnLift1D": 0.001844546445708729,
    "hitRateLift1D": 0.04643939393939395,
    "portfolioSize": 3,
    "activationRate": 0.4693333333333333,
    "activationCount": 176,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.1991446138896773,
    "avgForwardReturns": {
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      "5": 0.011486616950079631,
      "10": 0.028247873551501126
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    "shadowMaxDrawdown": -0.2404070565186308,
    "shadowTotalReturn": 0.9061076723463299,
    "avgForwardReturn1D": 0.004598798252803602,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-02-03",
      "2025-02-06",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25"
    ],
    "horizonObservationCounts": {
      "1": 176,
      "5": 176,
      "10": 176
    },
    "baselineAvgForwardReturns": {
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      "10": 0.029506903967077853
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9853071472847812,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7518703485899769,
    "bestRawFitnessScore": 1.2752302953348822,
    "upperQuartileComboQuality": 0.9386860735181131
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8392679341274232,
    "rawScore": 0.8601678552892791,
    "confidence": 0.9514050169781638,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.5003666691076525,
    "recommendedRegion": {
      "lookbackDays": [
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        21,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8847606269052145,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
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      "hitRates": {
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        "5": 0.5284090909090909,
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      "hitRate1D": 0.5397727272727273,
      "rankWeights": [
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      "comboQuality": 0.9853071472847812,
      "eligibleDays": 375,
      "fitnessScore": 1.2752302953348822,
      "lookbackDays": 14,
      "returnLift1D": 0.001844546445708729,
      "hitRateLift1D": 0.04643939393939395,
      "portfolioSize": 3,
      "activationRate": 0.4693333333333333,
      "activationCount": 176,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-02-03",
        "2025-02-06",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9813711998232604,
      "eligibleDays": 375,
      "fitnessScore": 1.2221332394334066,
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      "hitRateLift1D": 0.053114754098360695,
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      "activationRate": 0.488,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.2711838944387186,
      "shadowTotalReturn": 0.8573019372589776,
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      "riskOffActivations": 0,
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        "2025-02-03",
        "2025-02-06",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25"
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      "horizonObservationCounts": {
        "1": 183,
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      "baselineAvgForwardReturns": {
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    },
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    },
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      "comboQuality": 0.9543858244542442,
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      "portfolioSize": 2,
      "activationRate": 0.424,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.27151834618703696,
      "shadowTotalReturn": 0.7002325943721701,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.9386860735181131,
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      "sampleConfidence": 0.9956882255389718,
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      "shadowMaxDrawdown": -0.36393620593585563,
      "shadowTotalReturn": -0.02568065248033302,
      "avgForwardReturn1D": 0.0008386311270481381,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 167,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028422937629427924,
        "5": 0.013917197006401523,
        "10": 0.02876602101239451
      }
    },
    {
      "topN": 5,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5117647058823529,
        "5": 0.47904191616766467,
        "10": 0.46060606060606063
      },
      "hitRate1D": 0.5117647058823529,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.24113046928900572,
      "eligibleDays": 344,
      "fitnessScore": 0.09777182314569045,
      "lookbackDays": 45,
      "returnLift1D": -0.0020036626358946544,
      "hitRateLift1D": 0.017578659370725003,
      "portfolioSize": 5,
      "activationRate": 0.4941860465116279,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.5205882352941177,
        "10": 0.5313432835820896
      },
      "sampleConfidence": 0.9968627450980393,
      "shadowSharpeLike": 0.2000197864923322,
      "avgForwardReturns": {
        "1": 0.0008386311270481381,
        "5": 0.0024394292981983322,
        "10": 0.00012830447606245238
      },
      "shadowMaxDrawdown": -0.36393620593585563,
      "shadowTotalReturn": -0.02568065248033302,
      "avgForwardReturn1D": 0.0008386311270481381,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 167,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028422937629427924,
        "5": 0.013917197006401523,
        "10": 0.02876602101239451
      }
    },
    {
      "topN": 2,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.49079754601226994,
        "5": 0.5220125786163522,
        "10": 0.474025974025974
      },
      "hitRate1D": 0.49079754601226994,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.13395196107480223,
      "eligibleDays": 326,
      "fitnessScore": -0.060621011458032684,
      "lookbackDays": 63,
      "returnLift1D": -0.003038700287579616,
      "hitRateLift1D": -0.006134969325153394,
      "portfolioSize": 2,
      "activationRate": 0.5,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.49693251533742333,
        "5": 0.531055900621118,
        "10": 0.5520504731861199
      },
      "sampleConfidence": 0.9946830265848672,
      "shadowSharpeLike": 0.03501815314750963,
      "avgForwardReturns": {
        "1": 0.00024265099057141836,
        "5": 0.009025447979340885,
        "10": 0.014398820050844486
      },
      "shadowMaxDrawdown": -0.41078015041379323,
      "shadowTotalReturn": -0.11184327405816186,
      "avgForwardReturn1D": 0.00024265099057141836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-10"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0032813512781510344,
        "5": 0.0172394237162233,
        "10": 0.03648165745276188
      }
    },
    {
      "topN": 3,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5093167701863354,
        "5": 0.4779874213836478,
        "10": 0.4585987261146497
      },
      "hitRate1D": 0.5093167701863354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.13155139410514158,
      "eligibleDays": 344,
      "fitnessScore": -0.065208376716841,
      "lookbackDays": 45,
      "returnLift1D": -0.0027796519409519264,
      "hitRateLift1D": 0.01513072367470747,
      "portfolioSize": 3,
      "activationRate": 0.4680232558139535,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.5205882352941177,
        "10": 0.5313432835820896
      },
      "sampleConfidence": 0.9975155279503106,
      "shadowSharpeLike": -0.0022019349355055628,
      "avgForwardReturns": {
        "1": 0.00006264182199086592,
        "5": 0.0022235424290860234,
        "10": -0.0007603429791078548
      },
      "shadowMaxDrawdown": -0.36393620593585563,
      "shadowTotalReturn": -0.14153597559070308,
      "avgForwardReturn1D": 0.00006264182199086592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 159,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028422937629427924,
        "5": 0.013917197006401523,
        "10": 0.02876602101239451
      }
    },
    {
      "topN": 2,
      "ticker": "ALGM",
      "hitRates": {
        "1": 0.5030674846625767,
        "5": 0.5061728395061729,
        "10": 0.525
      },
      "hitRate1D": 0.5030674846625767,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1245218692874323,
      "eligibleDays": 359,
      "fitnessScore": -0.07906353925827471,
      "lookbackDays": 30,
      "returnLift1D": -0.0026073874247082665,
      "hitRateLift1D": 0.012816788283746605,
      "portfolioSize": 2,
      "activationRate": 0.45403899721448465,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.49025069637883006,
        "5": 0.5154929577464789,
        "10": 0.5371428571428571
      },
      "sampleConfidence": 0.9983640081799592,
      "shadowSharpeLike": 0.021882990106012988,
      "avgForwardReturns": {
        "1": 0.00015381897090287056,
        "5": 0.0059631579343808585,
        "10": 0.011715984331034178
      },
      "shadowMaxDrawdown": -0.43655912645433426,
      "shadowTotalReturn": -0.113892617996328,
      "avgForwardReturn1D": 0.00015381897090287056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 162,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.002761206395611137,
        "5": 0.013141695359676055,
        "10": 0.029245486422518487
      }
    }
  ],
  "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": 0.9853071472847812,
      "fitnessScore": 1.2752302953348822,
      "lookbackDays": 14,
      "returnLift1D": 0.001844546445708729,
      "activationRate": 0.4693333333333333,
      "activationCount": 176,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.9061076723463299,
      "avgForwardReturn1D": 0.004598798252803602
    },
    {
      "comboQuality": 0.862101724189571,
      "fitnessScore": 0.7532285381670256,
      "lookbackDays": 21,
      "returnLift1D": -0.00018327048188768354,
      "activationRate": 0.5407608695652174,
      "activationCount": 199,
      "sampleConfidence": 0.9989949748743719,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4593393134056363,
      "avgForwardReturn1D": 0.0028339929073100613
    },
    {
      "comboQuality": 0.6653403109441669,
      "fitnessScore": 0.5011805885937356,
      "lookbackDays": 30,
      "returnLift1D": -0.0004868653649100878,
      "activationRate": 0.5125348189415042,
      "activationCount": 184,
      "sampleConfidence": 0.9981884057971016,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.27453626940184783,
      "avgForwardReturn1D": 0.0022743410307010494
    },
    {
      "comboQuality": 0.28745301211984614,
      "fitnessScore": 0.15028698163911713,
      "lookbackDays": 45,
      "returnLift1D": -0.0017793371185787805,
      "activationRate": 0.436046511627907,
      "activationCount": 150,
      "sampleConfidence": 0.9982222222222223,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.00832086870858273,
      "avgForwardReturn1D": 0.001062956644364012
    },
    {
      "comboQuality": 0.9386860735181131,
      "fitnessScore": 0.9502643021087459,
      "lookbackDays": 63,
      "returnLift1D": 0.00007880544946338615,
      "activationRate": 0.6165644171779141,
      "activationCount": 201,
      "sampleConfidence": 0.9956882255389718,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6283305761924285,
      "avgForwardReturn1D": 0.0033601567276144205
    }
  ],
  "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": "5d07f5e882e5a2f11c4d0ab6b06979c0fc2d38afd0472ab98711c7724e5dba2a",
    "size": 13,
    "members": [
      "ALGM",
      "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
0.441
Liquidity
0.792
Momentum
0.823
Relative strength
0.909
Trend quality
0.652
Stability
0.415
Aggression
0.737
Downside risk
0.456
Drawdown state
0.785
Quality momentum
0.729
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.438
Benchmark Independence 3m Score
0.378
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.530
Current Drawdown Score
0.674
Days Since 52w High Score
0.028
Distance From 52w High Score
0.674
Distance From Sma 20 Score
0.442
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.619
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.684
Downside Volatility 2y Score
0.714
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.582
Downside Volatility 6m Score
0.925
Drawdown Recovery Score
1
Excess Return 1m Score
0.750
Excess Return 1y Score
0.940
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.178
Log Avg Dollar Volume 20d Score
0.792
Log Market Cap Score
0.441
Drawdown Score 1m
0
Drawdown Score 1y
0.397
Drawdown Score 2y
0.373
Drawdown Score 3m
0.348
Drawdown Score 5y
0.314
Drawdown Score 6m
0.373
Momentum Acceleration 1m Vs 3m Score
0.553
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.696
Relative Strength Slope 3m Score
0.836
Relative Volume 20d Score
0.398
Return 1m Score
0.795
Return 1w Score
0.463
Return 1y Score
0.805
Return 2y Score
0.510
Return 3m Score
1
Return 5y Score
0.154
Return 6m Score
1
Return Skewness 1y Score
0.558
Sector Excess Return 1y Score
0.565
Sharpe 1m Score
0.838
Sharpe 1y Score
0.588
Sharpe 2y Score
0.554
Sharpe 3m Score
0.836
Sharpe 5y Score
0.505
Sharpe 6m Score
0.776
Sortino 1m Score
0.680
Sortino 1y Score
0.508
Sortino 2y Score
0.480
Sortino 3m Score
0.635
Sortino 5y Score
0.446
Sortino 6m Score
0.622
Trend R2 1m Score
0.215
Trend R2 1w Score
0.000
Trend R2 1y Score
0.492
Trend R2 2y Score
0.607
Trend R2 3m Score
0.708
Trend R2 5y Score
0.013
Trend R2 6m Score
0.660
Trend Slope 1m Score
0.985
Trend Slope 1w Score
0.475
Trend Slope 1y Score
0.640
Trend Slope 2y Score
0.590
Trend Slope 3m Score
0.911
Trend Slope 5y Score
0.505
Trend Slope 6m Score
0.792
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
0.782
Volatility 2y Score
0.789
Volatility 3m Score
1
Volatility 5y Score
0.634
Volatility 6m Score
0.975
Worst Day 1y Score
0.326
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
237,675,585.91
Best Day 1y
0.146
Beta To Benchmark 1y
2.850
Beta 3m
4.340
Beta Change
1.490
Beta To Sector 1y
1.574
Correlation To Benchmark 1y
0.562
Correlation 3m
0.622
Correlation Change
0.060
Correlation To Sector 1y
0.600
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.438
Benchmark Independence 3m Score
0.378
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.530
Current Drawdown Score
0.674
Distance From Sma 20 Score
0.442
Distance From Sma 200 Score
1
Current Drawdown
-0.212
Days Since 52w High
7
Distance From 52w High
-0.212
Distance From Sma 20
-0.035
Distance From Sma 200
0.496
Distance From Sma 50
0.071
Downside Capture 1y
0.354
Downside Volatility 1m
1.091
Downside Volatility 1w
-
Downside Volatility 1y
0.563
Downside Volatility 2y
0.585
Downside Volatility 3m
0.956
Downside Volatility 5y
0.486
Downside Volatility 6m
0.744
Drawdown Recovery
1
Excess Return 1m
0.150
Excess Return 1y
0.264
Excess Return 3m
0.369
Excess Return 6m
0.690
Expected Shortfall 95 1y
-0.082
Market Cap
9,464,481,830.528
Max Drawdown 1m
-0.261
Max Drawdown 1w
-0.090
Max Drawdown 1y
-0.392
Max Drawdown 2y
-0.501
Max Drawdown 3m
-0.261
Max Drawdown 5y
-0.686
Max Drawdown 6m
-0.345
Momentum Acceleration 1m Vs 3m
0.016
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.005
Relative Volume 20d
1.375
Return 1m
0.177
Return 1w
-0.011
Return 1y
0.487
Return 2y
0.785
Return 3m
0.482
Return 5y
1.005
Return 6m
0.791
Return Skewness 1y
0.346
Sector Excess Return 1y
0.039
Sharpe 1m
2.190
Sharpe 1y
0.939
Sharpe 2y
0.768
Sharpe 3m
2.180
Sharpe 5y
0.525
Sharpe 6m
1.881
Sortino 1m
2.439
Sortino 1y
1.061
Sortino 2y
0.842
Sortino 3m
2.082
Sortino 5y
0.567
Sortino 6m
1.975
Trend R2 1m
0.215
Trend R2 1w
0.000
Trend R2 1y
0.492
Trend R2 2y
0.607
Trend R2 3m
0.708
Trend R2 5y
0.013
Trend R2 6m
0.660
Trend 1m
0.008
Trend 1w
-0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.007
Trend 5y
0.000
Trend 6m
0.005
Upside Capture 1y
3.430
Value At Risk 95 1y
-0.058
Volatility 1m
1.215
Volatility 1w
1.213
Volatility 1y
0.636
Volatility 2y
0.642
Volatility 3m
0.913
Volatility 5y
0.525
Volatility 6m
0.781
Worst Day 1y
-0.135
Distance From Sma 50 Score
0.619
Downside Volatility 1y Score
0.684
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.750
Excess Return 1y Score
0.940
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.178
Log Avg Dollar Volume 20d Score
0.792
Log Market Cap Score
0.441
Drawdown Score 1y
0.397
Drawdown Score 5y
0.314
Momentum Acceleration 1m Vs 3m Score
0.553
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.696
Relative Volume 20d Score
0.398
Return 1m Score
0.795
Return 1y Score
0.805
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.558
Sortino 1y Score
0.508
Sortino 3m Score
0.635
Trend R2 1y Score
0.492
Trend R2 3m Score
0.708
Trend Slope 1y Score
0.640
Trend Slope 3m Score
0.911
Volatility 1y Score
0.782
Volatility 3m Score
1