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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

ALHC

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

Research Detail

ALHC

ALHC

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
0.525
Correlation To Benchmark 1y
0.113
Inverse To Benchmark 1y
0.887
Drawdown Score 1m
0.230
Drawdown Score 3m
0
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
0.197
Drawdown Score 1y
0.321
Drawdown Score 2y
0.448
Drawdown Score 5y
0.190
Return 1w
-0.167
Return 1m
0.033
Return 3m
-0.072
Return 6m
-0.053
Return 1y
0.427
Return 2y
1.491
Return 5y
-0.130
Sharpe 1m
0.893
Sharpe 3m
0.064
Sharpe 6m
0.208
Sharpe 1y
0.895
Sharpe 2y
1.059
Sharpe 5y
0.275
Trend 1w
-0.045
Trend 1m
0.006
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
1.371
Volatility 1m
0.785
Volatility 3m
0.858
Volatility 6m
0.727
Volatility 1y
0.586
Volatility 2y
0.596
Volatility 5y
0.640
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
ALHC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:09 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,328
Data Start Date
2021-03-26
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.650
Aptet Fit Raw Score
0.677
Aptet Fit Confidence
0.919
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.553
Force Fit Raw Score
0.581
Force Fit Confidence
0.904
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALHC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALHC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALHC",
    "hitRates": {
      "1": 0.6,
      "5": 0.6571428571428571,
      "10": 0.6142857142857143
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.9779354323594789,
    "eligibleDays": 352,
    "fitnessScore": 1.18412353201174,
    "lookbackDays": 14,
    "returnLift1D": 0.003406736670096195,
    "hitRateLift1D": 0.08285714285714285,
    "activationRate": 0.3977272727272727,
    "activationCount": 140,
    "baselineHitRates": {
      "1": 0.5171428571428571,
      "5": 0.5144508670520231,
      "10": 0.4766081871345029
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3580812677850067,
    "avgForwardReturns": {
      "1": 0.004637727300203706,
      "5": 0.016248701058093836,
      "10": 0.022086304307522914
    },
    "shadowMaxDrawdown": -0.19687305510075703,
    "shadowTotalReturn": 0.7382714786792539,
    "avgForwardReturn1D": 0.004637727300203706,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21"
    ],
    "horizonObservationCounts": {
      "1": 140,
      "5": 140,
      "10": 140
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012309906301075106,
      "5": 0.007123479650826961,
      "10": 0.013313762507361241
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9779354323594789,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5604935776138207,
    "bestRawFitnessScore": 1.18412353201174,
    "upperQuartileComboQuality": 0.8087476465539032
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6499638610058507,
    "rawScore": 0.6772270036826085,
    "confidence": 0.9194859551420513,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0.4511289786530377,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5207617307234128,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.6,
        "5": 0.6571428571428571,
        "10": 0.6142857142857143
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.9779354323594789,
      "eligibleDays": 352,
      "fitnessScore": 1.18412353201174,
      "lookbackDays": 14,
      "returnLift1D": 0.003406736670096195,
      "hitRateLift1D": 0.08285714285714285,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3580812677850067,
      "avgForwardReturns": {
        "1": 0.004637727300203706,
        "5": 0.016248701058093836,
        "10": 0.022086304307522914
      },
      "shadowMaxDrawdown": -0.19687305510075703,
      "shadowTotalReturn": 0.7382714786792539,
      "avgForwardReturn1D": 0.004637727300203706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 5,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5672514619883041,
        "5": 0.6374269005847953,
        "10": 0.5730994152046783
      },
      "hitRate1D": 0.5672514619883041,
      "comboQuality": 0.9074351628731083,
      "eligibleDays": 352,
      "fitnessScore": 0.852196810902842,
      "lookbackDays": 14,
      "returnLift1D": 0.0017228093375592798,
      "hitRateLift1D": 0.05010860484544699,
      "activationRate": 0.48579545454545453,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9706934075814866,
      "avgForwardReturns": {
        "1": 0.0029537999676667905,
        "5": 0.011125201765854425,
        "10": 0.011927994979682978
      },
      "shadowMaxDrawdown": -0.23682832353881755,
      "shadowTotalReturn": 0.4854610783867337,
      "avgForwardReturn1D": 0.0029537999676667905,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.573170731707317,
        "5": 0.6402439024390244,
        "10": 0.5792682926829268
      },
      "hitRate1D": 0.573170731707317,
      "comboQuality": 0.9007850751642633,
      "eligibleDays": 352,
      "fitnessScore": 0.8353152114530763,
      "lookbackDays": 14,
      "returnLift1D": 0.001772688337164694,
      "hitRateLift1D": 0.0560278745644599,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9521918299675839,
      "avgForwardReturns": {
        "1": 0.0030036789672722047,
        "5": 0.012873605551032606,
        "10": 0.01403112040137572
      },
      "shadowMaxDrawdown": -0.22967676398596049,
      "shadowTotalReturn": 0.46877738273470904,
      "avgForwardReturn1D": 0.0030036789672722047,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.6410256410256411,
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      },
      "hitRate1D": 0.5833333333333334,
      "comboQuality": 0.890560975727823,
      "eligibleDays": 352,
      "fitnessScore": 0.8112264878711812,
      "lookbackDays": 14,
      "returnLift1D": 0.0018386223122376043,
      "hitRateLift1D": 0.06619047619047624,
      "activationRate": 0.4431818181818182,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5171428571428571,
        "5": 0.5144508670520231,
        "10": 0.4766081871345029
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9210923478709409,
      "avgForwardReturns": {
        "1": 0.003069612942345115,
        "5": 0.013051187141219852,
        "10": 0.013283748226220712
      },
      "shadowMaxDrawdown": -0.2294560464857306,
      "shadowTotalReturn": 0.44421818004571323,
      "avgForwardReturn1D": 0.003069612942345115,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
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        "2025-03-14",
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        "2025-03-18",
        "2025-03-19",
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      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0012309906301075106,
        "5": 0.007123479650826961,
        "10": 0.013313762507361241
      }
    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5407407407407407,
        "5": 0.5555555555555556,
        "10": 0.5185185185185185
      },
      "hitRate1D": 0.5407407407407407,
      "comboQuality": 0.8115985441747929,
      "eligibleDays": 297,
      "fitnessScore": 0.6712947594462781,
      "lookbackDays": 63,
      "returnLift1D": 0.0011521873045959564,
      "hitRateLift1D": 0.01709209209209206,
      "activationRate": 0.45454545454545453,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5136986301369864,
        "10": 0.4808362369337979
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0413090612833384,
      "avgForwardReturns": {
        "1": 0.0025770584270872676,
        "5": 0.006189319273042998,
        "10": 0.008963664413581903
      },
      "shadowMaxDrawdown": -0.17722802097074208,
      "shadowTotalReturn": 0.3441795206577636,
      "avgForwardReturn1D": 0.0025770584270872676,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-08-22",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014248711224913112,
        "5": 0.008310546579308723,
        "10": 0.017306104669802966
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5477707006369427,
        "5": 0.6242038216560509,
        "10": 0.567741935483871
      },
      "hitRate1D": 0.5477707006369427,
      "comboQuality": 0.8077973473469399,
      "eligibleDays": 339,
      "fitnessScore": 0.6658674026989623,
      "lookbackDays": 21,
      "returnLift1D": 0.0014656760824798304,
      "hitRateLift1D": 0.032977801228658676,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.5089820359281437,
        "10": 0.47112462006079026
      },
      "sampleConfidence": 0.9991507430997877,
      "shadowSharpeLike": 0.8112673335255003,
      "avgForwardReturns": {
        "1": 0.002605213176837604,
        "5": 0.0055719063203383285,
        "10": 0.003176852188565782
      },
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        "10": 0.0014212270328443188
      },
      "shadowMaxDrawdown": -0.33144129587219784,
      "shadowTotalReturn": -0.21869141654679458,
      "avgForwardReturn1D": -0.0017369677355606793,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 103,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5275590551181102,
        "5": 0.5365853658536586,
        "10": 0.5210084033613446
      },
      "hitRate1D": 0.5275590551181102,
      "comboQuality": 0.05261085048162904,
      "eligibleDays": 315,
      "fitnessScore": -0.28597326234831266,
      "lookbackDays": 45,
      "returnLift1D": -0.0029807879611813736,
      "hitRateLift1D": 0.014820201614925477,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.4967741935483871,
        "10": 0.46557377049180326
      },
      "sampleConfidence": 0.9921875,
      "shadowSharpeLike": -0.6989717811958257,
      "avgForwardReturns": {
        "1": -0.0020500453196653353,
        "5": -0.004748112003081924,
        "10": -0.011230019379016534
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      "shadowMaxDrawdown": -0.3777449416991615,
      "shadowTotalReturn": -0.284967820066126,
      "avgForwardReturn1D": -0.0020500453196653353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
      }
    },
    {
      "topN": 5,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.49324324324324326,
        "5": 0.5069444444444444,
        "10": 0.4676258992805755
      },
      "hitRate1D": 0.49324324324324326,
      "comboQuality": 0.04923148037259023,
      "eligibleDays": 315,
      "fitnessScore": -0.30136221958039683,
      "lookbackDays": 45,
      "returnLift1D": -0.0027497582695109953,
      "hitRateLift1D": -0.019495610259941454,
      "activationRate": 0.473015873015873,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.4967741935483871,
        "10": 0.46557377049180326
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      "sampleConfidence": 0.9928411633109621,
      "shadowSharpeLike": -0.6688081643661757,
      "avgForwardReturns": {
        "1": -0.0018190156279949568,
        "5": -0.0094788450027553,
        "10": -0.01789751024407384
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      "shadowMaxDrawdown": -0.3712810655379094,
      "shadowTotalReturn": -0.29603212814154745,
      "avgForwardReturn1D": -0.0018190156279949568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009307426415160385,
        "5": 0.005645372542080867,
        "10": 0.012514292309045051
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.9779354323594789,
      "fitnessScore": 1.18412353201174,
      "lookbackDays": 14,
      "returnLift1D": 0.003406736670096195,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7382714786792539,
      "avgForwardReturn1D": 0.004637727300203706
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8077973473469399,
      "fitnessScore": 0.6658674026989623,
      "lookbackDays": 21,
      "returnLift1D": 0.0014656760824798304,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "sampleConfidence": 0.9991507430997877,
      "shadowTotalReturn": 0.3592545692465918,
      "avgForwardReturn1D": 0.002605213176837604
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3044326007032144,
      "fitnessScore": 0.16821879690938432,
      "lookbackDays": 30,
      "returnLift1D": -0.0005906894969151903,
      "activationRate": 0.5272727272727272,
      "activationCount": 174,
      "sampleConfidence": 0.9950191570881226,
      "shadowTotalReturn": -0.04951885966782932,
      "avgForwardReturn1D": 0.0002523545161920661
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.08196140021387371,
      "fitnessScore": -0.18151802662120528,
      "lookbackDays": 45,
      "returnLift1D": -0.0021696906327866574,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "sampleConfidence": 0.9924882629107982,
      "shadowTotalReturn": -0.22548627377376218,
      "avgForwardReturn1D": -0.0012389479912706188
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8115985441747929,
      "fitnessScore": 0.6712947594462781,
      "lookbackDays": 63,
      "returnLift1D": 0.0011521873045959564,
      "activationRate": 0.45454545454545453,
      "activationCount": 135,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3441795206577636,
      "avgForwardReturn1D": 0.0025770584270872676
    }
  ],
  "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": "c57e0cf4a18d2aec7f09392a90192eada42dc1937f1ec95b79094faf30a20626",
    "size": 13,
    "members": [
      "ALHC",
      "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",
      "ALHC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALHC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALHC",
    "hitRates": {
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      "5": 0.6258064516129033,
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    "hitRate1D": 0.5935483870967742,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9717205124917427,
    "eligibleDays": 375,
    "fitnessScore": 1.1281249312575963,
    "lookbackDays": 14,
    "returnLift1D": 0.002619660351489538,
    "hitRateLift1D": 0.07354838709677414,
    "portfolioSize": 2,
    "activationRate": 0.41333333333333333,
    "activationCount": 155,
    "baselineHitRates": {
      "1": 0.52,
      "5": 0.5040431266846361,
      "10": 0.48633879781420764
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2525744831130445,
    "avgForwardReturns": {
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      "5": 0.013073452467734335,
      "10": 0.017939622174283566
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    "shadowMaxDrawdown": -0.1968730551007568,
    "shadowTotalReturn": 0.7022897526402936,
    "avgForwardReturn1D": 0.004081412485486666,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-24",
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06"
    ],
    "horizonObservationCounts": {
      "1": 155,
      "5": 155,
      "10": 155
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    "baselineAvgForwardReturns": {
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      "5": 0.007444625319972615,
      "10": 0.014583911978500225
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9717205124917427,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.41296533074288566,
    "bestRawFitnessScore": 1.1281249312575963,
    "upperQuartileComboQuality": 0.6785347260701331
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5530133646695118,
    "rawScore": 0.5809341240466745,
    "confidence": 0.9038763321986588,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.25049168832340496,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.501781166791128,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.6258064516129033,
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      "hitRate1D": 0.5935483870967742,
      "rankWeights": [
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      "comboQuality": 0.9717205124917427,
      "eligibleDays": 375,
      "fitnessScore": 1.1281249312575963,
      "lookbackDays": 14,
      "returnLift1D": 0.002619660351489538,
      "hitRateLift1D": 0.07354838709677414,
      "portfolioSize": 2,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "baselineHitRates": {
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        "10": 0.48633879781420764
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2525744831130445,
      "avgForwardReturns": {
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        "10": 0.017939622174283566
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      "shadowTotalReturn": 0.7022897526402936,
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      "riskOffActivations": 0,
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        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5789473684210527,
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      "comboQuality": 0.8698121258113277,
      "eligibleDays": 375,
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      "lookbackDays": 14,
      "returnLift1D": 0.0012411527328318333,
      "hitRateLift1D": 0.05894736842105264,
      "portfolioSize": 3,
      "activationRate": 0.456,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8424172330744447,
      "avgForwardReturns": {
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        "5": 0.010453521511087614,
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      "shadowMaxDrawdown": -0.2294560464857308,
      "shadowTotalReturn": 0.41432327379414335,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "ALHC",
      "hitRates": {
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      "comboQuality": 0.8624728938911023,
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      "sampleConfidence": 1,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.22967676398596104,
      "shadowTotalReturn": 0.4087464287992464,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-28",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.7536714901963857,
      "eligibleDays": 368,
      "fitnessScore": 0.5960239172371439,
      "lookbackDays": 21,
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      "sampleConfidence": 0.9992337164750958,
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      "shadowMaxDrawdown": -0.3658480554328939,
      "shadowTotalReturn": -0.0635620897635063,
      "avgForwardReturn1D": 0.0001660588522709372,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5962732919254659,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2047405404783192,
      "eligibleDays": 359,
      "fitnessScore": 0.051476521060265,
      "lookbackDays": 30,
      "returnLift1D": -0.0018735063592000562,
      "hitRateLift1D": 0.021777665231704213,
      "portfolioSize": 2,
      "activationRate": 0.4596100278551532,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5154929577464789,
        "10": 0.5028571428571429
      },
      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": -0.09225927541077246,
      "avgForwardReturns": {
        "1": -0.00018155670273964784,
        "5": 0.0040530766073490565,
        "10": 0.00442794240683468
      },
      "shadowMaxDrawdown": -0.2558650413470738,
      "shadowTotalReturn": -0.11665349143404402,
      "avgForwardReturn1D": -0.00018155670273964784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016919496564604085,
        "5": 0.008989348401520963,
        "10": 0.01790434234273803
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5328467153284672,
        "5": 0.6240601503759399,
        "10": 0.5923076923076923
      },
      "hitRate1D": 0.5328467153284672,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20230879179163122,
      "eligibleDays": 344,
      "fitnessScore": 0.04817620013489212,
      "lookbackDays": 45,
      "returnLift1D": -0.0013141621784969553,
      "hitRateLift1D": 0.012497878119164807,
      "portfolioSize": 2,
      "activationRate": 0.39825581395348836,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5176470588235295,
        "10": 0.48059701492537316
      },
      "sampleConfidence": 0.994647201946472,
      "shadowSharpeLike": 0.021006877321477414,
      "avgForwardReturns": {
        "1": 0.00012578235622259,
        "5": 0.008275101087687043,
        "10": 0.006935314261994155
      },
      "shadowMaxDrawdown": -0.3314412958721977,
      "shadowTotalReturn": -0.0553466615709296,
      "avgForwardReturn1D": 0.00012578235622259,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 133,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 3,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.5414012738853503,
        "5": 0.5751633986928104,
        "10": 0.5436241610738255
      },
      "hitRate1D": 0.5414012738853503,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1505026850634935,
      "eligibleDays": 344,
      "fitnessScore": -0.03074604818057875,
      "lookbackDays": 45,
      "returnLift1D": -0.0018047090257387174,
      "hitRateLift1D": 0.021052436676047948,
      "portfolioSize": 3,
      "activationRate": 0.4563953488372093,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5176470588235295,
        "10": 0.48059701492537316
      },
      "sampleConfidence": 0.9949044585987261,
      "shadowSharpeLike": -0.15298654811918563,
      "avgForwardReturns": {
        "1": -0.0003647644910191723,
        "5": 0.0013937786593252032,
        "10": -0.003871839968645365
      },
      "shadowMaxDrawdown": -0.3777449416991613,
      "shadowTotalReturn": -0.13547918176787233,
      "avgForwardReturn1D": -0.0003647644910191723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014399445347195452,
        "5": 0.007492151174414416,
        "10": 0.013660678522488208
      }
    },
    {
      "topN": 2,
      "ticker": "ALHC",
      "hitRates": {
        "1": 0.4523809523809524,
        "5": 0.46825396825396826,
        "10": 0.38095238095238093
      },
      "hitRate1D": 0.4523809523809524,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04574380110604668,
      "eligibleDays": 326,
      "fitnessScore": -0.31833269802262765,
      "lookbackDays": 63,
      "returnLift1D": -0.0025667559054092246,
      "hitRateLift1D": -0.056821501606777625,
      "portfolioSize": 2,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.4968944099378882,
        "10": 0.45110410094637227
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6229736583108447,
      "avgForwardReturns": {
        "1": -0.0017013907661958786,
        "5": -0.006633802222299646,
        "10": -0.02182638926380682
      },
      "shadowMaxDrawdown": -0.32050877331612304,
      "shadowTotalReturn": -0.2385060107779321,
      "avgForwardReturn1D": -0.0017013907661958786,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.000865365139213346,
        "5": 0.005141282950039904,
        "10": 0.009237534875390672
      }
    }
  ],
  "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": 0.9717205124917427,
      "fitnessScore": 1.1281249312575963,
      "lookbackDays": 14,
      "returnLift1D": 0.002619660351489538,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7022897526402936,
      "avgForwardReturn1D": 0.004081412485486666
    },
    {
      "comboQuality": 0.7536714901963857,
      "fitnessScore": 0.5960239172371439,
      "lookbackDays": 21,
      "returnLift1D": 0.0008228608058806464,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "sampleConfidence": 0.9992337164750958,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.30539945952510017,
      "avgForwardReturn1D": 0.002163784631483845
    },
    {
      "comboQuality": 0.48927025465029994,
      "fitnessScore": 0.3405563742869924,
      "lookbackDays": 30,
      "returnLift1D": -0.0008507112860219931,
      "activationRate": 0.5543175487465181,
      "activationCount": 199,
      "sampleConfidence": 0.9956448911222782,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06454367831161334,
      "avgForwardReturn1D": 0.0008412383704384154
    },
    {
      "comboQuality": 0.22478278705809915,
      "fitnessScore": 0.07763808164712328,
      "lookbackDays": 45,
      "returnLift1D": -0.001273885682448608,
      "activationRate": 0.49709302325581395,
      "activationCount": 171,
      "sampleConfidence": 0.9949317738791423,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0635620897635063,
      "avgForwardReturn1D": 0.0001660588522709372
    },
    {
      "comboQuality": 0.38885936211012234,
      "fitnessScore": 0.25053593903824206,
      "lookbackDays": 63,
      "returnLift1D": 0.00003122102930389341,
      "activationRate": 0.5030674846625767,
      "activationCount": 164,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07872571487855917,
      "avgForwardReturn1D": 0.0008965861685172394
    }
  ],
  "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": "c57e0cf4a18d2aec7f09392a90192eada42dc1937f1ec95b79094faf30a20626",
    "size": 13,
    "members": [
      "ALHC",
      "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
0.362
Liquidity
0.696
Momentum
0.541
Relative strength
0.431
Trend quality
0.236
Stability
0.400
Aggression
0.587
Downside risk
0.446
Drawdown state
0.763
Quality momentum
0.418
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.875
Beta 1y Profile Score
0.210
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.381
Current Drawdown Score
0.580
Days Since 52w High Score
0.016
Distance From 52w High Score
0.704
Distance From Sma 20 Score
0.341
Distance From Sma 200 Score
0.561
Distance From Sma 50 Score
0.567
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.706
Downside Volatility 2y Score
0.671
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.773
Downside Volatility 6m Score
0.887
Drawdown Recovery Score
1
Excess Return 1m Score
0.510
Excess Return 1y Score
0.839
Excess Return 3m Score
0.190
Excess Return 6m Score
0.245
Expected Shortfall 95 1y Score
0.158
Log Avg Dollar Volume 20d Score
0.696
Log Market Cap Score
0.362
Drawdown Score 1m
0.230
Drawdown Score 1y
0.321
Drawdown Score 2y
0.448
Drawdown Score 3m
0
Drawdown Score 5y
0.190
Drawdown Score 6m
0.197
Momentum Acceleration 1m Vs 3m Score
0.690
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.928
Relative Strength Slope 3m Score
0.477
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1w Score
0
Return 1y Score
0.767
Return 2y Score
0.712
Return 3m Score
0.409
Return 5y Score
0.067
Return 6m Score
0.456
Return Skewness 1y Score
0.625
Sector Excess Return 1y Score
0.865
Sharpe 1m Score
0.579
Sharpe 1y Score
0.579
Sharpe 2y Score
0.612
Sharpe 3m Score
0.413
Sharpe 5y Score
0.455
Sharpe 6m Score
0.442
Sortino 1m Score
0.455
Sortino 1y Score
0.488
Sortino 2y Score
0.518
Sortino 3m Score
0.383
Sortino 5y Score
0.410
Sortino 6m Score
0.401
Trend R2 1m Score
0.257
Trend R2 1w Score
0.730
Trend R2 1y Score
0.382
Trend R2 2y Score
0.720
Trend R2 3m Score
0.010
Trend R2 5y Score
0.058
Trend R2 6m Score
0.051
Trend Slope 1m Score
0.874
Trend Slope 1w Score
0
Trend Slope 1y Score
0.585
Trend Slope 2y Score
0.596
Trend Slope 3m Score
0.551
Trend Slope 5y Score
0.518
Trend Slope 6m Score
0.450
Volatility 1m Score
0.980
Volatility 1w Score
1
Volatility 1y Score
0.715
Volatility 2y Score
0.728
Volatility 3m Score
1
Volatility 5y Score
0.787
Volatility 6m Score
0.903
Worst Day 1y Score
0.164
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
122,565,331.898
Best Day 1y
0.251
Beta To Benchmark 1y
0.525
Beta 3m
-0.821
Beta Change
-1.346
Beta To Sector 1y
0.790
Correlation To Benchmark 1y
0.113
Correlation 3m
-0.125
Correlation Change
-0.238
Correlation To Sector 1y
0.212
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.887
Benchmark Independence 3m Score
0.875
Beta 1y Profile Score
0.210
Beta 3m Profile Score
0
Beta Change Score
0
Correlation Change Score
0.381
Current Drawdown Score
0.580
Distance From Sma 20 Score
0.341
Distance From Sma 200 Score
0.561
Current Drawdown
-0.273
Days Since 52w High
4
Distance From 52w High
-0.193
Distance From Sma 20
-0.096
Distance From Sma 200
0.037
Distance From Sma 50
0.040
Downside Capture 1y
1.802
Downside Volatility 1m
1.093
Downside Volatility 1w
-
Downside Volatility 1y
0.579
Downside Volatility 2y
0.553
Downside Volatility 3m
0.827
Downside Volatility 5y
0.630
Downside Volatility 6m
0.715
Drawdown Recovery
1
Excess Return 1m
0.006
Excess Return 1y
0.203
Excess Return 3m
-0.186
Excess Return 6m
-0.153
Expected Shortfall 95 1y
-0.084
Market Cap
4,184,292,530.202
Max Drawdown 1m
-0.193
Max Drawdown 1w
-0.193
Max Drawdown 1y
-0.441
Max Drawdown 2y
-0.441
Max Drawdown 3m
-0.410
Max Drawdown 5y
-0.810
Max Drawdown 6m
-0.441
Momentum Acceleration 1m Vs 3m
0.057
Momentum Acceleration 3m Vs 6m
-0.015
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.938
Return 1m
0.033
Return 1w
-0.167
Return 1y
0.427
Return 2y
1.491
Return 3m
-0.072
Return 5y
-0.130
Return 6m
-0.053
Return Skewness 1y
0.748
Sector Excess Return 1y
0.219
Sharpe 1m
0.893
Sharpe 1y
0.895
Sharpe 2y
1.059
Sharpe 3m
0.064
Sharpe 5y
0.275
Sharpe 6m
0.208
Sortino 1m
0.641
Sortino 1y
0.906
Sortino 2y
1.141
Sortino 3m
0.067
Sortino 5y
0.280
Sortino 6m
0.211
Trend R2 1m
0.257
Trend R2 1w
0.730
Trend R2 1y
0.382
Trend R2 2y
0.720
Trend R2 3m
0.010
Trend R2 5y
0.058
Trend R2 6m
0.051
Trend 1m
0.006
Trend 1w
-0.045
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.647
Value At Risk 95 1y
-0.053
Volatility 1m
0.785
Volatility 1w
1.371
Volatility 1y
0.586
Volatility 2y
0.596
Volatility 3m
0.858
Volatility 5y
0.640
Volatility 6m
0.727
Worst Day 1y
-0.167
Distance From Sma 50 Score
0.567
Downside Volatility 1y Score
0.706
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.510
Excess Return 1y Score
0.839
Excess Return 3m Score
0.190
Excess Return 6m Score
0.245
Expected Shortfall 95 1y Score
0.158
Log Avg Dollar Volume 20d Score
0.696
Log Market Cap Score
0.362
Drawdown Score 1y
0.321
Drawdown Score 5y
0.190
Momentum Acceleration 1m Vs 3m Score
0.690
Momentum Acceleration 3m Vs 6m Score
0.449
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.928
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1y Score
0.767
Return 3m Score
0.409
Return 6m Score
0.456
Return Skewness 1y Score
0.625
Sortino 1y Score
0.488
Sortino 3m Score
0.383
Trend R2 1y Score
0.382
Trend R2 3m Score
0.010
Trend Slope 1y Score
0.585
Trend Slope 3m Score
0.551
Volatility 1y Score
0.715
Volatility 3m Score
1