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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

ALGN

Health Care | v2 | as of 2026-07-10
Close

Research Detail

ALGN

ALGN

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
1.575
Correlation To Benchmark 1y
0.364
Inverse To Benchmark 1y
0.636
Drawdown Score 1m
0.701
Drawdown Score 3m
0.479
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
0.610
Drawdown Score 1y
0.389
Drawdown Score 2y
0.357
Drawdown Score 5y
0.171
Return 1w
-0.027
Return 1m
0.008
Return 3m
0.028
Return 6m
0.076
Return 1y
-0.105
Return 2y
-0.263
Return 5y
-0.710
Sharpe 1m
0.425
Sharpe 3m
0.467
Sharpe 6m
0.547
Sharpe 1y
0.107
Sharpe 2y
-0.058
Sharpe 5y
-0.237
Trend 1w
-0.010
Trend 1m
0.002
Trend 3m
-0.000
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
-0.001
Trend 5y
-0.001
Volatility 1w
0.519
Volatility 1m
0.543
Volatility 3m
0.449
Volatility 6m
0.449
Volatility 1y
0.543
Volatility 2y
0.478
Volatility 5y
0.499
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
ALGN
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
Health Care
Sector Benchmark Ticker
XLV
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
0.099
Aptet Fit Raw Score
0.107
Aptet Fit Confidence
0.850
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.090
Force Fit Raw Score
0.098
Force Fit Confidence
0.850
Force Fit Label
poor
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",
      "ALGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALGN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALGN",
    "hitRates": {
      "1": 0.5535714285714286,
      "5": 0.4642857142857143,
      "10": 0.49107142857142855
    },
    "hitRate1D": 0.5535714285714286,
    "comboQuality": 0.4035007079829382,
    "eligibleDays": 339,
    "fitnessScore": 0.2640020412875918,
    "lookbackDays": 21,
    "returnLift1D": 0.00028636983869985606,
    "hitRateLift1D": 0.04765426880811496,
    "activationRate": 0.3303834808259587,
    "activationCount": 112,
    "baselineHitRates": {
      "1": 0.5059171597633136,
      "5": 0.5239520958083832,
      "10": 0.5379939209726444
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.3277004566678311,
    "avgForwardReturns": {
      "1": 0.0009382439757156148,
      "5": -0.009409493668728477,
      "10": -0.008611615547941572
    },
    "shadowMaxDrawdown": -0.18180862966823352,
    "shadowTotalReturn": 0.06132779383332165,
    "avgForwardReturn1D": 0.0009382439757156148,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25"
    ],
    "horizonObservationCounts": {
      "1": 112,
      "5": 112,
      "10": 112
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006518741370157588,
      "5": 0.002915425377230043,
      "10": 0.006003365195574882
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4035007079829382,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.036611147739507945,
    "bestRawFitnessScore": 0.2640020412875918,
    "upperQuartileComboQuality": 0.10281235800887453
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09916273277685306,
    "rawScore": 0.10722920188826232,
    "confidence": 0.8495471575025824,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.031782735463998894,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5535714285714286,
        "5": 0.4642857142857143,
        "10": 0.49107142857142855
      },
      "hitRate1D": 0.5535714285714286,
      "comboQuality": 0.4035007079829382,
      "eligibleDays": 339,
      "fitnessScore": 0.2640020412875918,
      "lookbackDays": 21,
      "returnLift1D": 0.00028636983869985606,
      "hitRateLift1D": 0.04765426880811496,
      "activationRate": 0.3303834808259587,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5059171597633136,
        "5": 0.5239520958083832,
        "10": 0.5379939209726444
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3277004566678311,
      "avgForwardReturns": {
        "1": 0.0009382439757156148,
        "5": -0.009409493668728477,
        "10": -0.008611615547941572
      },
      "shadowMaxDrawdown": -0.18180862966823352,
      "shadowTotalReturn": 0.06132779383332165,
      "avgForwardReturn1D": 0.0009382439757156148,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 112,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006518741370157588,
        "5": 0.002915425377230043,
        "10": 0.006003365195574882
      }
    },
    {
      "topN": 5,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5180722891566265,
        "5": 0.4695121951219512,
        "10": 0.5
      },
      "hitRate1D": 0.5180722891566265,
      "comboQuality": 0.172779909160507,
      "eligibleDays": 352,
      "fitnessScore": 0.005468514229807862,
      "lookbackDays": 14,
      "returnLift1D": -0.0008802860812553848,
      "hitRateLift1D": 0.015215146299483617,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5028571428571429,
        "5": 0.5202312138728323,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 0.9967871485943776,
      "shadowSharpeLike": -0.29082918749580594,
      "avgForwardReturns": {
        "1": -0.0004471657453447361,
        "5": -0.004875224148119563,
        "10": -0.0027634965269290957
      },
      "shadowMaxDrawdown": -0.24674561679861184,
      "shadowTotalReturn": -0.1298642781249726,
      "avgForwardReturn1D": -0.0004471657453447361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 164,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004331203359106487,
        "5": 0.002479677734607562,
        "10": 0.004035638977332012
      }
    },
    {
      "topN": 2,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5076923076923077,
        "5": 0.35384615384615387,
        "10": 0.4
      },
      "hitRate1D": 0.5076923076923077,
      "comboQuality": 0.12467275957706399,
      "eligibleDays": 297,
      "fitnessScore": -0.07875919335281222,
      "lookbackDays": 63,
      "returnLift1D": -0.0012365858837712015,
      "hitRateLift1D": -0.002442827442827422,
      "activationRate": 0.21885521885521886,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.5205479452054794,
        "10": 0.5365853658536586
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.365973032806528,
      "avgForwardReturns": {
        "1": -0.0010176350129061417,
        "5": -0.0023438625152917432,
        "10": 0.004278192006780556
      },
      "shadowMaxDrawdown": -0.1833412709670711,
      "shadowTotalReturn": -0.08356358869650415,
      "avgForwardReturn1D": -0.0010176350129061417,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-11",
        "2025-07-02",
        "2025-12-05",
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15",
        "2025-12-16"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 65,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002189508708650599,
        "5": 0.0018957439853981998,
        "10": 0.0037136759035773645
      }
    },
    {
      "topN": 2,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.47435897435897434,
        "5": 0.38961038961038963,
        "10": 0.44155844155844154
      },
      "hitRate1D": 0.47435897435897434,
      "comboQuality": 0.11738189876101819,
      "eligibleDays": 315,
      "fitnessScore": -0.09384117677507882,
      "lookbackDays": 45,
      "returnLift1D": -0.0009988246466579097,
      "hitRateLift1D": -0.035195165768414194,
      "activationRate": 0.24761904761904763,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5095541401273885,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 0.9982905982905983,
      "shadowSharpeLike": -0.26010610970722337,
      "avgForwardReturns": {
        "1": -0.0005244190101618268,
        "5": -0.014087756081906861,
        "10": -0.002642287975337961
      },
      "shadowMaxDrawdown": -0.21333730987342048,
      "shadowTotalReturn": -0.06862491526019576,
      "avgForwardReturn1D": -0.0005244190101618268,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004744056364960828,
        "5": 0.0018566232503633181,
        "10": 0.0037055569186038866
      }
    },
    {
      "topN": 4,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5098039215686274,
        "5": 0.4503311258278146,
        "10": 0.49324324324324326
      },
      "hitRate1D": 0.5098039215686274,
      "comboQuality": 0.10412072642252711,
      "eligibleDays": 352,
      "fitnessScore": -0.12349601369444717,
      "lookbackDays": 14,
      "returnLift1D": -0.0014118495984382165,
      "hitRateLift1D": 0.006946778711484525,
      "activationRate": 0.4346590909090909,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5028571428571429,
        "5": 0.5202312138728323,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 0.9969498910675382,
      "shadowSharpeLike": -0.5568005026201897,
      "avgForwardReturns": {
        "1": -0.0009787292625275678,
        "5": -0.006313058657489977,
        "10": -0.000933273838429855
      },
      "shadowMaxDrawdown": -0.2704250953402598,
      "shadowTotalReturn": -0.19181191616685844,
      "avgForwardReturn1D": -0.0009787292625275678,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 151,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004331203359106487,
        "5": 0.002479677734607562,
        "10": 0.004035638977332012
      }
    },
    {
      "topN": 3,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5474452554744526,
        "5": 0.5182481751824818,
        "10": 0.48905109489051096
      },
      "hitRate1D": 0.5474452554744526,
      "comboQuality": 0.10237623520432368,
      "eligibleDays": 339,
      "fitnessScore": -0.12764120860733585,
      "lookbackDays": 21,
      "returnLift1D": -0.0012465096982625437,
      "hitRateLift1D": 0.04152809571113891,
      "activationRate": 0.40412979351032446,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5059171597633136,
        "5": 0.5239520958083832,
        "10": 0.5379939209726444
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1904283769635628,
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        "5": 0.5323076923076923,
        "10": 0.55
      },
      "sampleConfidence": 0.9971223021582735,
      "shadowSharpeLike": -0.8638523413173097,
      "avgForwardReturns": {
        "1": -0.0031510211966622012,
        "5": -0.008822713473302553,
        "10": -0.013627364530392998
      },
      "shadowMaxDrawdown": -0.5124608199897923,
      "shadowTotalReturn": -0.44302368816659876,
      "avgForwardReturn1D": -0.0031510211966622012,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007731745170369888,
        "5": 0.003909705879783339,
        "10": 0.007678190943718295
      }
    },
    {
      "topN": 4,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.4645669291338583,
        "5": 0.3983739837398374,
        "10": 0.4789915966386555
      },
      "hitRate1D": 0.4645669291338583,
      "comboQuality": 0.009554978073398203,
      "eligibleDays": 315,
      "fitnessScore": -0.6710402567886087,
      "lookbackDays": 45,
      "returnLift1D": -0.004463270469633794,
      "hitRateLift1D": -0.04498721099353026,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5095541401273885,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 0.9921875,
      "shadowSharpeLike": -1.0624336479808107,
      "avgForwardReturns": {
        "1": -0.003988864833137711,
        "5": -0.014387252030560361,
        "10": -0.0011847282001404228
      },
      "shadowMaxDrawdown": -0.5073933353918603,
      "shadowTotalReturn": -0.47213541773752177,
      "avgForwardReturn1D": -0.003988864833137711,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004744056364960828,
        "5": 0.0018566232503633181,
        "10": 0.0037055569186038866
      }
    },
    {
      "topN": 3,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.37735849056603776,
        "10": 0.4807692307692308
      },
      "hitRate1D": 0.45454545454545453,
      "comboQuality": 0.006554230412973212,
      "eligibleDays": 315,
      "fitnessScore": -0.7546351292993944,
      "lookbackDays": 45,
      "returnLift1D": -0.005453823078090932,
      "hitRateLift1D": -0.055008685581934,
      "activationRate": 0.3523809523809524,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5095541401273885,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 0.9921921921921922,
      "shadowSharpeLike": -1.188991349617367,
      "avgForwardReturns": {
        "1": -0.004979417441594849,
        "5": -0.020386190465148328,
        "10": -0.0042238548135813715
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      "shadowMaxDrawdown": -0.5008867637390151,
      "shadowTotalReturn": -0.49141788727856706,
      "avgForwardReturn1D": -0.004979417441594849,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 106,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004744056364960828,
        "5": 0.0018566232503633181,
        "10": 0.0037055569186038866
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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": 0.172779909160507,
      "fitnessScore": 0.005468514229807862,
      "lookbackDays": 14,
      "returnLift1D": -0.0008802860812553848,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "sampleConfidence": 0.9967871485943776,
      "shadowTotalReturn": -0.1298642781249726,
      "avgForwardReturn1D": -0.0004471657453447361
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.4035007079829382,
      "fitnessScore": 0.2640020412875918,
      "lookbackDays": 21,
      "returnLift1D": 0.00028636983869985606,
      "activationRate": 0.3303834808259587,
      "activationCount": 112,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.06132779383332165,
      "avgForwardReturn1D": 0.0009382439757156148
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.05429475225597136,
      "fitnessScore": -0.27865074015277125,
      "lookbackDays": 30,
      "returnLift1D": -0.002182619760869569,
      "activationRate": 0.3,
      "activationCount": 99,
      "sampleConfidence": 0.9986531986531987,
      "shadowTotalReturn": -0.23415843901117506,
      "avgForwardReturn1D": -0.00140944524383258
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.11738189876101819,
      "fitnessScore": -0.09384117677507882,
      "lookbackDays": 45,
      "returnLift1D": -0.0009988246466579097,
      "activationRate": 0.24761904761904763,
      "activationCount": 78,
      "sampleConfidence": 0.9982905982905983,
      "shadowTotalReturn": -0.06862491526019576,
      "avgForwardReturn1D": -0.0005244190101618268
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.12467275957706399,
      "fitnessScore": -0.07875919335281222,
      "lookbackDays": 63,
      "returnLift1D": -0.0012365858837712015,
      "activationRate": 0.21885521885521886,
      "activationCount": 65,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.08356358869650415,
      "avgForwardReturn1D": -0.0010176350129061417
    }
  ],
  "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": "0be780038b942f756cfd3a37c3ece17f20576515449f58962e6988eef4d409ce",
    "size": 13,
    "members": [
      "ALGN",
      "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",
      "ALGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALGN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALGN",
    "hitRates": {
      "1": 0.5535714285714286,
      "5": 0.4642857142857143,
      "10": 0.49107142857142855
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    "hitRate1D": 0.5535714285714286,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.3947177798235658,
    "eligibleDays": 368,
    "fitnessScore": 0.2559447638206477,
    "lookbackDays": 21,
    "returnLift1D": 0.001050198819748817,
    "hitRateLift1D": 0.05628881987577644,
    "portfolioSize": 2,
    "activationRate": 0.30434782608695654,
    "activationCount": 112,
    "baselineHitRates": {
      "1": 0.49728260869565216,
      "5": 0.4945054945054945,
      "10": 0.5041782729805014
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.31455478385598373,
    "avgForwardReturns": {
      "1": 0.0009382439757156148,
      "5": -0.009409493668728477,
      "10": -0.008611615547941572
    },
    "shadowMaxDrawdown": -0.18180862966823352,
    "shadowTotalReturn": 0.06132779383332165,
    "avgForwardReturn1D": 0.0009382439757156148,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25"
    ],
    "horizonObservationCounts": {
      "1": 112,
      "5": 112,
      "10": 112
    },
    "baselineAvgForwardReturns": {
      "1": -0.00011195484403320218,
      "5": -0.0006220579013085632,
      "10": -0.0008874208653711792
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3947177798235658,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.031185367255219035,
    "bestRawFitnessScore": 0.2559447638206477,
    "upperQuartileComboQuality": 0.08064049765387832
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09047496398773196,
    "rawScore": 0.09782170710515185,
    "confidence": 0.8497931934570996,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.02989884408029891,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.5535714285714286,
        "5": 0.4642857142857143,
        "10": 0.49107142857142855
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      "hitRate1D": 0.5535714285714286,
      "rankWeights": [
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      ],
      "comboQuality": 0.3947177798235658,
      "eligibleDays": 368,
      "fitnessScore": 0.2559447638206477,
      "lookbackDays": 21,
      "returnLift1D": 0.001050198819748817,
      "hitRateLift1D": 0.05628881987577644,
      "portfolioSize": 2,
      "activationRate": 0.30434782608695654,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.49728260869565216,
        "5": 0.4945054945054945,
        "10": 0.5041782729805014
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.31455478385598373,
      "avgForwardReturns": {
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        "5": -0.009409493668728477,
        "10": -0.008611615547941572
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      "shadowMaxDrawdown": -0.18180862966823352,
      "shadowTotalReturn": 0.06132779383332165,
      "avgForwardReturn1D": 0.0009382439757156148,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 112,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.00011195484403320218,
        "5": -0.0006220579013085632,
        "10": -0.0008874208653711792
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.35384615384615387,
        "10": 0.4
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      "hitRate1D": 0.5076923076923077,
      "rankWeights": [
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      ],
      "comboQuality": 0.11757942770954738,
      "eligibleDays": 326,
      "fitnessScore": -0.09342203311285796,
      "lookbackDays": 63,
      "returnLift1D": -0.0018806993873740456,
      "hitRateLift1D": -0.004577630957999124,
      "portfolioSize": 2,
      "activationRate": 0.19938650306748465,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.5122699386503068,
        "5": 0.5341614906832298,
        "10": 0.5457413249211357
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3493602245543726,
      "avgForwardReturns": {
        "1": -0.0010176350129061417,
        "5": -0.0023438625152917432,
        "10": 0.004278192006780556
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      "shadowMaxDrawdown": -0.1833412709670711,
      "shadowTotalReturn": -0.08356358869650415,
      "avgForwardReturn1D": -0.0010176350129061417,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-11",
        "2025-07-02",
        "2025-12-05",
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15",
        "2025-12-16"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 65,
        "10": 65
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      "baselineAvgForwardReturns": {
        "1": 0.0008630643744679038,
        "5": 0.004304286534674495,
        "10": 0.007433927948525233
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    },
    {
      "topN": 2,
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      "rankWeights": [
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      "comboQuality": 0.111879856305094,
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      "fitnessScore": -0.10576991830204793,
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      "returnLift1D": -0.0011899190338472308,
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      "portfolioSize": 2,
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      "sampleConfidence": 0.9982905982905983,
      "shadowSharpeLike": -0.24893156559956606,
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      "shadowMaxDrawdown": -0.21333730987342048,
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        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.09826707836935258,
      "eligibleDays": 368,
      "fitnessScore": -0.13765845021932477,
      "lookbackDays": 21,
      "returnLift1D": -0.0004826807172135828,
      "hitRateLift1D": 0.05016264677880039,
      "portfolioSize": 3,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1827913994005123,
      "avgForwardReturns": {
        "1": -0.000594635561246785,
        "5": -0.005384313190333449,
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      "shadowMaxDrawdown": -0.40181020387753996,
      "shadowTotalReturn": -0.20011257522996717,
      "avgForwardReturn1D": -0.000594635561246785,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
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        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
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      "baselineAvgForwardReturns": {
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        "5": -0.0006220579013085632,
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5031847133757962,
      "rankWeights": [
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      "comboQuality": 0.08064049765387832,
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      "fitnessScore": -0.18540877695338434,
      "lookbackDays": 14,
      "returnLift1D": -0.0009092299529110468,
      "hitRateLift1D": 0.012518046709129538,
      "portfolioSize": 4,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
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      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5070422535211268,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 0.9963718820861679,
      "shadowSharpeLike": -0.7300528284242028,
      "avgForwardReturns": {
        "1": -0.0026506027978450246,
        "5": -0.007512844194515566,
        "10": -0.01610585493162484
      },
      "shadowMaxDrawdown": -0.49563698262314904,
      "shadowTotalReturn": -0.41627118595005963,
      "avgForwardReturn1D": -0.0026506027978450246,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 145,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.00000137607233460597,
        "5": 0.00038072746710605596,
        "10": 0.00144422847381908
      }
    },
    {
      "topN": 3,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.4892086330935252,
        "5": 0.44525547445255476,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.4892086330935252,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.013693353065861748,
      "eligibleDays": 359,
      "fitnessScore": -0.5909524893507827,
      "lookbackDays": 30,
      "returnLift1D": -0.0031523972689968074,
      "hitRateLift1D": -0.009398609246307699,
      "portfolioSize": 3,
      "activationRate": 0.3871866295264624,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5070422535211268,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 0.9971223021582735,
      "shadowSharpeLike": -0.8282290792134935,
      "avgForwardReturns": {
        "1": -0.0031510211966622012,
        "5": -0.008822713473302553,
        "10": -0.013627364530392998
      },
      "shadowMaxDrawdown": -0.5124608199897923,
      "shadowTotalReturn": -0.44302368816659876,
      "avgForwardReturn1D": -0.0031510211966622012,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.00000137607233460597,
        "5": 0.00038072746710605596,
        "10": 0.00144422847381908
      }
    },
    {
      "topN": 4,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.4645669291338583,
        "5": 0.3983739837398374,
        "10": 0.4789915966386555
      },
      "hitRate1D": 0.4645669291338583,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008748164359968088,
      "eligibleDays": 344,
      "fitnessScore": -0.6906274414496762,
      "lookbackDays": 45,
      "returnLift1D": -0.0046543648568231144,
      "hitRateLift1D": -0.04124702435451383,
      "portfolioSize": 4,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 0.9937007874015749,
      "shadowSharpeLike": -1.016608932801053,
      "avgForwardReturns": {
        "1": -0.003988864833137711,
        "5": -0.014387252030560361,
        "10": -0.0011847282001404228
      },
      "shadowMaxDrawdown": -0.5073933353918603,
      "shadowTotalReturn": -0.47213541773752177,
      "avgForwardReturn1D": -0.003988864833137711,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006655000236854039,
        "5": 0.0032010421792773983,
        "10": 0.005901382248084317
      }
    },
    {
      "topN": 5,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.4645669291338583,
        "5": 0.3983739837398374,
        "10": 0.4789915966386555
      },
      "hitRate1D": 0.4645669291338583,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008748164359968088,
      "eligibleDays": 344,
      "fitnessScore": -0.6906274414496762,
      "lookbackDays": 45,
      "returnLift1D": -0.0046543648568231144,
      "hitRateLift1D": -0.04124702435451383,
      "portfolioSize": 5,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 0.9937007874015749,
      "shadowSharpeLike": -1.016608932801053,
      "avgForwardReturns": {
        "1": -0.003988864833137711,
        "5": -0.014387252030560361,
        "10": -0.0011847282001404228
      },
      "shadowMaxDrawdown": -0.5073933353918603,
      "shadowTotalReturn": -0.47213541773752177,
      "avgForwardReturn1D": -0.003988864833137711,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006655000236854039,
        "5": 0.0032010421792773983,
        "10": 0.005901382248084317
      }
    },
    {
      "topN": 3,
      "ticker": "ALGN",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.37735849056603776,
        "10": 0.4807692307692308
      },
      "hitRate1D": 0.45454545454545453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.006063350551764512,
      "eligibleDays": 344,
      "fitnessScore": -0.7718704041720872,
      "lookbackDays": 45,
      "returnLift1D": -0.005644917465280253,
      "hitRateLift1D": -0.05126849894291757,
      "portfolioSize": 3,
      "activationRate": 0.31976744186046513,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -1.1376535967677381,
      "avgForwardReturns": {
        "1": -0.004979417441594849,
        "5": -0.020386190465148328,
        "10": -0.0042238548135813715
      },
      "shadowMaxDrawdown": -0.5008867637390151,
      "shadowTotalReturn": -0.49141788727856706,
      "avgForwardReturn1D": -0.004979417441594849,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 106,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006655000236854039,
        "5": 0.0032010421792773983,
        "10": 0.005901382248084317
      }
    }
  ],
  "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": 0.08064049765387832,
      "fitnessScore": -0.18540877695338434,
      "lookbackDays": 14,
      "returnLift1D": -0.0009092299529110468,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
      "sampleConfidence": 0.997027600849257,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.22961301556817204,
      "avgForwardReturn1D": -0.0012427396081818864
    },
    {
      "comboQuality": 0.3947177798235658,
      "fitnessScore": 0.2559447638206477,
      "lookbackDays": 21,
      "returnLift1D": 0.001050198819748817,
      "activationRate": 0.30434782608695654,
      "activationCount": 112,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.06132779383332165,
      "avgForwardReturn1D": 0.0009382439757156148
    },
    {
      "comboQuality": 0.05298887389590075,
      "fitnessScore": -0.2843103529146993,
      "lookbackDays": 30,
      "returnLift1D": -0.001410821316167186,
      "activationRate": 0.2757660167130919,
      "activationCount": 99,
      "sampleConfidence": 0.9986531986531987,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.23415843901117506,
      "avgForwardReturn1D": -0.00140944524383258
    },
    {
      "comboQuality": 0.111879856305094,
      "fitnessScore": -0.10576991830204793,
      "lookbackDays": 45,
      "returnLift1D": -0.0011899190338472308,
      "activationRate": 0.22674418604651161,
      "activationCount": 78,
      "sampleConfidence": 0.9982905982905983,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06862491526019576,
      "avgForwardReturn1D": -0.0005244190101618268
    },
    {
      "comboQuality": 0.11757942770954738,
      "fitnessScore": -0.09342203311285796,
      "lookbackDays": 63,
      "returnLift1D": -0.0018806993873740456,
      "activationRate": 0.19938650306748465,
      "activationCount": 65,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08356358869650415,
      "avgForwardReturn1D": -0.0010176350129061417
    }
  ],
  "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": "0be780038b942f756cfd3a37c3ece17f20576515449f58962e6988eef4d409ce",
    "size": 13,
    "members": [
      "ALGN",
      "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
0.472
Liquidity
0.767
Momentum
0.508
Relative strength
0.368
Trend quality
0.255
Stability
0.322
Aggression
0.511
Downside risk
0.450
Drawdown state
0.493
Quality momentum
0.398
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.636
Benchmark Independence 3m Score
0.604
Beta 1y Profile Score
0.630
Beta 3m Profile Score
0.544
Beta Change Score
0.392
Correlation Change Score
0.516
Current Drawdown Score
0
Days Since 52w High Score
0.948
Distance From 52w High Score
0.794
Distance From Sma 20 Score
0.520
Distance From Sma 200 Score
0.665
Distance From Sma 50 Score
0.577
Downside Volatility 1m Score
0.676
Downside Volatility 1y Score
0.767
Downside Volatility 2y Score
0.629
Downside Volatility 3m Score
0.493
Downside Volatility 5y Score
0.613
Downside Volatility 6m Score
0.492
Drawdown Recovery Score
1
Excess Return 1m Score
0.468
Excess Return 1y Score
0
Excess Return 3m Score
0.358
Excess Return 6m Score
0.459
Expected Shortfall 95 1y Score
0.280
Log Avg Dollar Volume 20d Score
0.767
Log Market Cap Score
0.472
Drawdown Score 1m
0.701
Drawdown Score 1y
0.389
Drawdown Score 2y
0.357
Drawdown Score 3m
0.479
Drawdown Score 5y
0.171
Drawdown Score 6m
0.610
Momentum Acceleration 1m Vs 3m Score
0.494
Momentum Acceleration 3m Vs 6m Score
0.489
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.606
Relative Strength Slope 3m Score
0.397
Relative Volume 20d Score
0.278
Return 1m Score
0.513
Return 1w Score
0.408
Return 1y Score
0.434
Return 2y Score
0.210
Return 3m Score
0.535
Return 5y Score
0.022
Return 6m Score
0.563
Return Skewness 1y Score
0
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.485
Sharpe 1y Score
0.421
Sharpe 2y Score
0.388
Sharpe 3m Score
0.493
Sharpe 5y Score
0.353
Sharpe 6m Score
0.509
Sortino 1m Score
0.427
Sortino 1y Score
0.387
Sortino 2y Score
0.368
Sortino 3m Score
0.437
Sortino 5y Score
0.346
Sortino 6m Score
0.448
Trend R2 1m Score
0.116
Trend R2 1w Score
0.476
Trend R2 1y Score
0.244
Trend R2 2y Score
0.415
Trend R2 3m Score
0.025
Trend R2 5y Score
0.686
Trend R2 6m Score
0.003
Trend Slope 1m Score
0.597
Trend Slope 1w Score
0
Trend Slope 1y Score
0.557
Trend Slope 2y Score
0.449
Trend Slope 3m Score
0.471
Trend Slope 5y Score
0.438
Trend Slope 6m Score
0.495
Volatility 1m Score
0.657
Volatility 1w Score
0.626
Volatility 1y Score
0.657
Volatility 2y Score
0.571
Volatility 3m Score
0.532
Volatility 5y Score
0.598
Volatility 6m Score
0.531
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
199,555,879.646
Best Day 1y
0.089
Beta To Benchmark 1y
1.575
Beta 3m
1.359
Beta Change
-0.215
Beta To Sector 1y
1.415
Correlation To Benchmark 1y
0.364
Correlation 3m
0.396
Correlation Change
0.032
Correlation To Sector 1y
0.411
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.636
Benchmark Independence 3m Score
0.604
Beta 1y Profile Score
0.630
Beta 3m Profile Score
0.544
Beta Change Score
0.392
Correlation Change Score
0.516
Current Drawdown Score
0
Distance From Sma 20 Score
0.520
Distance From Sma 200 Score
0.665
Current Drawdown
-0.754
Days Since 52w High
239
Distance From 52w High
-0.134
Distance From Sma 20
0.012
Distance From Sma 200
0.099
Distance From Sma 50
0.046
Downside Capture 1y
0.522
Downside Volatility 1m
0.557
Downside Volatility 1w
-
Downside Volatility 1y
0.626
Downside Volatility 2y
0.521
Downside Volatility 3m
0.420
Downside Volatility 5y
0.510
Downside Volatility 6m
0.419
Drawdown Recovery
1
Excess Return 1m
-0.019
Excess Return 1y
-0.328
Excess Return 3m
-0.085
Excess Return 6m
-0.025
Expected Shortfall 95 1y
-0.072
Market Cap
13,007,283,876.042
Max Drawdown 1m
-0.075
Max Drawdown 1w
-0.073
Max Drawdown 1y
-0.397
Max Drawdown 2y
-0.514
Max Drawdown 3m
-0.209
Max Drawdown 5y
-0.829
Max Drawdown 6m
-0.214
Momentum Acceleration 1m Vs 3m
-0.002
Momentum Acceleration 3m Vs 6m
-0.003
Moving Average Alignment
0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.052
Return 1m
0.008
Return 1w
-0.027
Return 1y
-0.105
Return 2y
-0.263
Return 3m
0.028
Return 5y
-0.710
Return 6m
0.076
Return Skewness 1y
-4.721
Sector Excess Return 1y
-0.313
Sharpe 1m
0.425
Sharpe 1y
0.107
Sharpe 2y
-0.058
Sharpe 3m
0.467
Sharpe 5y
-0.237
Sharpe 6m
0.547
Sortino 1m
0.413
Sortino 1y
0.093
Sortino 2y
-0.053
Sortino 3m
0.499
Sortino 5y
-0.232
Sortino 6m
0.586
Trend R2 1m
0.116
Trend R2 1w
0.476
Trend R2 1y
0.244
Trend R2 2y
0.415
Trend R2 3m
0.025
Trend R2 5y
0.686
Trend R2 6m
0.003
Trend 1m
0.002
Trend 1w
-0.010
Trend 1y
0.001
Trend 2y
-0.001
Trend 3m
-0.000
Trend 5y
-0.001
Trend 6m
-0.000
Upside Capture 1y
1.403
Value At Risk 95 1y
-0.036
Volatility 1m
0.543
Volatility 1w
0.519
Volatility 1y
0.543
Volatility 2y
0.478
Volatility 3m
0.449
Volatility 5y
0.499
Volatility 6m
0.449
Worst Day 1y
-0.366
Distance From Sma 50 Score
0.577
Downside Volatility 1y Score
0.767
Downside Volatility 3m Score
0.493
Drawdown Recovery Score
1
Excess Return 1m Score
0.468
Excess Return 1y Score
0
Excess Return 3m Score
0.358
Excess Return 6m Score
0.459
Expected Shortfall 95 1y Score
0.280
Log Avg Dollar Volume 20d Score
0.767
Log Market Cap Score
0.472
Drawdown Score 1y
0.389
Drawdown Score 5y
0.171
Momentum Acceleration 1m Vs 3m Score
0.494
Momentum Acceleration 3m Vs 6m Score
0.489
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.606
Relative Volume 20d Score
0.278
Return 1m Score
0.513
Return 1y Score
0.434
Return 3m Score
0.535
Return 6m Score
0.563
Return Skewness 1y Score
0
Sortino 1y Score
0.387
Sortino 3m Score
0.437
Trend R2 1y Score
0.244
Trend R2 3m Score
0.025
Trend Slope 1y Score
0.557
Trend Slope 3m Score
0.471
Volatility 1y Score
0.657
Volatility 3m Score
0.532