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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

ALLY

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

Research Detail

ALLY

ALLY

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
1.253
Correlation To Benchmark 1y
0.526
Inverse To Benchmark 1y
0.474
Drawdown Score 1m
0.766
Drawdown Score 3m
0.721
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
0.596
Drawdown Score 1y
0.646
Drawdown Score 2y
0.605
Drawdown Score 5y
0.419
Return 1w
0.006
Return 1m
0.052
Return 3m
0.098
Return 6m
-0.007
Return 1y
0.163
Return 2y
0.217
Return 5y
0.067
Sharpe 1m
2.217
Sharpe 3m
1.327
Sharpe 6m
0.114
Sharpe 1y
0.654
Sharpe 2y
0.460
Sharpe 5y
0.226
Trend 1w
-0.002
Trend 1m
0.002
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.301
Volatility 1m
0.291
Volatility 3m
0.320
Volatility 6m
0.318
Volatility 1y
0.299
Volatility 2y
0.344
Volatility 5y
0.385
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
ALLY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:12 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.537
Aptet Fit Raw Score
0.563
Aptet Fit Confidence
0.908
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.460
Force Fit Raw Score
0.482
Force Fit Confidence
0.910
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:12 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALLY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALLY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ALLY",
    "hitRates": {
      "1": 0.5864197530864198,
      "5": 0.5740740740740741,
      "10": 0.5308641975308642
    },
    "hitRate1D": 0.5864197530864198,
    "comboQuality": 0.9109507307282089,
    "eligibleDays": 352,
    "fitnessScore": 0.8615657820436424,
    "lookbackDays": 14,
    "returnLift1D": 0.0014830933607942402,
    "hitRateLift1D": 0.04927689594356266,
    "activationRate": 0.4602272727272727,
    "activationCount": 162,
    "baselineHitRates": {
      "1": 0.5371428571428571,
      "5": 0.5520231213872833,
      "10": 0.5789473684210527
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3092534243541982,
    "avgForwardReturns": {
      "1": 0.002495252834969065,
      "5": 0.004855258690441307,
      "10": 0.005048539032641175
    },
    "shadowMaxDrawdown": -0.12926350080409155,
    "shadowTotalReturn": 0.4283196625089274,
    "avgForwardReturn1D": 0.002495252834969065,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02"
    ],
    "horizonObservationCounts": {
      "1": 162,
      "5": 162,
      "10": 162
    },
    "baselineAvgForwardReturns": {
      "1": 0.001012159474174825,
      "5": 0.005963750382575016,
      "10": 0.010739206235401227
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9109507307282089,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.40839223337885233,
    "bestRawFitnessScore": 0.8615657820436424,
    "upperQuartileComboQuality": 0.5653533302713057
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5370836804716553,
    "rawScore": 0.5630697728770019,
    "confidence": 0.9076984996989953,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0.2001580274193661,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6086596867420156,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.5864197530864198,
        "5": 0.5740740740740741,
        "10": 0.5308641975308642
      },
      "hitRate1D": 0.5864197530864198,
      "comboQuality": 0.9109507307282089,
      "eligibleDays": 352,
      "fitnessScore": 0.8615657820436424,
      "lookbackDays": 14,
      "returnLift1D": 0.0014830933607942402,
      "hitRateLift1D": 0.04927689594356266,
      "activationRate": 0.4602272727272727,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.5520231213872833,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3092534243541982,
      "avgForwardReturns": {
        "1": 0.002495252834969065,
        "5": 0.004855258690441307,
        "10": 0.005048539032641175
      },
      "shadowMaxDrawdown": -0.12926350080409155,
      "shadowTotalReturn": 0.4283196625089274,
      "avgForwardReturn1D": 0.002495252834969065,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.001012159474174825,
        "5": 0.005963750382575016,
        "10": 0.010739206235401227
      }
    },
    {
      "topN": 4,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.581081081081081,
        "5": 0.5743243243243243,
        "10": 0.5405405405405406
      },
      "hitRate1D": 0.581081081081081,
      "comboQuality": 0.8190111219136023,
      "eligibleDays": 352,
      "fitnessScore": 0.6821256578837009,
      "lookbackDays": 14,
      "returnLift1D": 0.0011307994547019062,
      "hitRateLift1D": 0.043938223938223886,
      "activationRate": 0.42045454545454547,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.5520231213872833,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.037009826856943,
      "avgForwardReturns": {
        "1": 0.002142958928876731,
        "5": 0.004131593513859069,
        "10": 0.004636485088330329
      },
      "shadowMaxDrawdown": -0.13883774214668343,
      "shadowTotalReturn": 0.3078333161219289,
      "avgForwardReturn1D": 0.002142958928876731,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 148,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.001012159474174825,
        "5": 0.005963750382575016,
        "10": 0.010739206235401227
      }
    },
    {
      "topN": 4,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.5578231292517006,
        "5": 0.5347222222222222,
        "10": 0.5251798561151079
      },
      "hitRate1D": 0.5578231292517006,
      "comboQuality": 0.6453884713785489,
      "eligibleDays": 330,
      "fitnessScore": 0.48174249263336855,
      "lookbackDays": 30,
      "returnLift1D": 0.00036315001068222715,
      "hitRateLift1D": 0.025908235634679366,
      "activationRate": 0.44545454545454544,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.5415384615384615,
        "10": 0.590625
      },
      "sampleConfidence": 0.9950113378684808,
      "shadowSharpeLike": 0.7204945702119073,
      "avgForwardReturns": {
        "1": 0.0012650415031800718,
        "5": 0.003907779559959553,
        "10": 0.006133108672066124
      },
      "shadowMaxDrawdown": -0.12617582173828612,
      "shadowTotalReturn": 0.1623193665876208,
      "avgForwardReturn1D": 0.0012650415031800718,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-03",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 144,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009018914924978446,
        "5": 0.005327657976313087,
        "10": 0.012428934792336636
      }
    },
    {
      "topN": 4,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.5732484076433121,
        "5": 0.5477707006369427,
        "10": 0.5032679738562091
      },
      "hitRate1D": 0.5732484076433121,
      "comboQuality": 0.6437797627037313,
      "eligibleDays": 339,
      "fitnessScore": 0.4801976501263019,
      "lookbackDays": 21,
      "returnLift1D": 0.00018007333360972513,
      "hitRateLift1D": 0.03774544906343047,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5419161676646707,
        "10": 0.5805471124620061
      },
      "sampleConfidence": 0.9983014861995754,
      "shadowSharpeLike": 0.629118050108361,
      "avgForwardReturns": {
        "1": 0.0012107429569845106,
        "5": 0.001529545431708455,
        "10": -0.000026683828591681218
      },
      "shadowMaxDrawdown": -0.17544674729384657,
      "shadowTotalReturn": 0.15651760256303815,
      "avgForwardReturn1D": 0.0012107429569845106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-10",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 157,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010306696233747855,
        "5": 0.004789842078162226,
        "10": 0.009546853521718676
      }
    },
    {
      "topN": 5,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.5697674418604651,
        "5": 0.5290697674418605,
        "10": 0.5029940119760479
      },
      "hitRate1D": 0.5697674418604651,
      "comboQuality": 0.5825722442977141,
      "eligibleDays": 339,
      "fitnessScore": 0.4233351769064649,
      "lookbackDays": 21,
      "returnLift1D": -0.00013590931771053423,
      "hitRateLift1D": 0.03426448328058351,
      "activationRate": 0.5073746312684366,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5419161676646707,
        "10": 0.5805471124620061
      },
      "sampleConfidence": 0.998062015503876,
      "shadowSharpeLike": 0.46146285271537013,
      "avgForwardReturns": {
        "1": 0.0008947603056642513,
        "5": 0.0007713047971540816,
        "10": 0.0008891129618635239
      },
      "shadowMaxDrawdown": -0.20426601823989265,
      "shadowTotalReturn": 0.1101745959265481,
      "avgForwardReturn1D": 0.0008947603056642513,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-10",
        "2025-04-11"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 167
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010306696233747855,
        "5": 0.004789842078162226,
        "10": 0.009546853521718676
      }
    },
    {
      "topN": 3,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.5755395683453237,
        "5": 0.5683453237410072,
        "10": 0.5217391304347826
      },
      "hitRate1D": 0.5755395683453237,
      "comboQuality": 0.5596136922625029,
      "eligibleDays": 339,
      "fitnessScore": 0.4027107672491305,
      "lookbackDays": 21,
      "returnLift1D": 0.00012606999441967933,
      "hitRateLift1D": 0.0400366097654421,
      "activationRate": 0.41002949852507375,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5419161676646707,
        "10": 0.5805471124620061
      },
      "sampleConfidence": 0.9995203836930456,
      "shadowSharpeLike": 0.5416838166327347,
      "avgForwardReturns": {
        "1": 0.0011567396177944648,
        "5": 0.002917064211314866,
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      "sampleConfidence": 0.997716894977169,
      "shadowSharpeLike": -0.6699012665272966,
      "avgForwardReturns": {
        "1": -0.0008761356170107363,
        "5": -0.003339006999495679,
        "10": -0.002999956941634666
      },
      "shadowMaxDrawdown": -0.28343637055178983,
      "shadowTotalReturn": -0.1486235016429973,
      "avgForwardReturn1D": -0.0008761356170107363,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009436823381314138,
        "5": 0.005478989974347759,
        "10": 0.011717478977563424
      }
    },
    {
      "topN": 3,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.48412698412698413,
        "5": 0.4634146341463415,
        "10": 0.47107438016528924
      },
      "hitRate1D": 0.48412698412698413,
      "comboQuality": 0.0825111269864293,
      "eligibleDays": 315,
      "fitnessScore": -0.17991560501893492,
      "lookbackDays": 45,
      "returnLift1D": -0.002624027769712549,
      "hitRateLift1D": -0.054089576382570004,
      "activationRate": 0.4,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.5516129032258065,
        "10": 0.5901639344262295
      },
      "sampleConfidence": 0.9957671957671959,
      "shadowSharpeLike": -0.8858025563710488,
      "avgForwardReturns": {
        "1": -0.0012549401536049998,
        "5": -0.0030932250782544136,
        "10": -0.003783709243129946
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      "shadowMaxDrawdown": -0.2546310111188478,
      "shadowTotalReturn": -0.17269828324932301,
      "avgForwardReturn1D": -0.0012549401536049998,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 123,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013690876161075493,
        "5": 0.006617328229907261,
        "10": 0.013535725536358834
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    },
    {
      "topN": 3,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.45544554455445546,
        "5": 0.45544554455445546,
        "10": 0.4489795918367347
      },
      "hitRate1D": 0.45544554455445546,
      "comboQuality": 0.06346303926424492,
      "eligibleDays": 297,
      "fitnessScore": -0.24218088828410714,
      "lookbackDays": 63,
      "returnLift1D": -0.002515155069936731,
      "hitRateLift1D": -0.08509499598608511,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5445205479452054,
        "10": 0.5818815331010453
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      "sampleConfidence": 0.998019801980198,
      "shadowSharpeLike": -0.9917541264398143,
      "avgForwardReturns": {
        "1": -0.0015714727318053173,
        "5": -0.004940466840266857,
        "10": -0.007365548325468166
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      "shadowMaxDrawdown": -0.22786126498021853,
      "shadowTotalReturn": -0.1674837627768463,
      "avgForwardReturn1D": -0.0015714727318053173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-12",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 98
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      "baselineAvgForwardReturns": {
        "1": 0.0009436823381314138,
        "5": 0.005478989974347759,
        "10": 0.011717478977563424
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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": 0.9109507307282089,
      "fitnessScore": 0.8615657820436424,
      "lookbackDays": 14,
      "returnLift1D": 0.0014830933607942402,
      "activationRate": 0.4602272727272727,
      "activationCount": 162,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.4283196625089274,
      "avgForwardReturn1D": 0.002495252834969065
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6437797627037313,
      "fitnessScore": 0.4801976501263019,
      "lookbackDays": 21,
      "returnLift1D": 0.00018007333360972513,
      "activationRate": 0.4631268436578171,
      "activationCount": 157,
      "sampleConfidence": 0.9983014861995754,
      "shadowTotalReturn": 0.15651760256303815,
      "avgForwardReturn1D": 0.0012107429569845106
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6453884713785489,
      "fitnessScore": 0.48174249263336855,
      "lookbackDays": 30,
      "returnLift1D": 0.00036315001068222715,
      "activationRate": 0.44545454545454544,
      "activationCount": 147,
      "sampleConfidence": 0.9950113378684808,
      "shadowTotalReturn": 0.1623193665876208,
      "avgForwardReturn1D": 0.0012650415031800718
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.14230495119678002,
      "fitnessScore": -0.045180789689583105,
      "lookbackDays": 45,
      "returnLift1D": -0.0021868148473915714,
      "activationRate": 0.5396825396825397,
      "activationCount": 170,
      "sampleConfidence": 0.9949019607843138,
      "shadowTotalReturn": -0.1629473271522458,
      "avgForwardReturn1D": -0.0008177272312840221
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1620691709195407,
      "fitnessScore": -0.011440712407512665,
      "lookbackDays": 63,
      "returnLift1D": -0.000136850155647835,
      "activationRate": 0.12121212121212122,
      "activationCount": 36,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.021685648263493507,
      "avgForwardReturn1D": 0.0008068321824835788
    }
  ],
  "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": "b71001343dc01063e068efb15098328ae32075771463add72babc7a5448b8dbe",
    "size": 13,
    "members": [
      "ALLY",
      "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",
      "ALLY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALLY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALLY",
    "hitRates": {
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      "5": 0.5408805031446541,
      "10": 0.5220125786163522
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    "hitRate1D": 0.5786163522012578,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.7695589880751339,
    "eligibleDays": 375,
    "fitnessScore": 0.6152809922138639,
    "lookbackDays": 14,
    "returnLift1D": 0.0011803645767037815,
    "hitRateLift1D": 0.05061635220125782,
    "portfolioSize": 4,
    "activationRate": 0.424,
    "activationCount": 159,
    "baselineHitRates": {
      "1": 0.528,
      "5": 0.5202156334231806,
      "10": 0.5519125683060109
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8608264377323819,
    "avgForwardReturns": {
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      "5": 0.00284160682246662,
      "10": 0.003344990782793965
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    "shadowMaxDrawdown": -0.13883774214668365,
    "shadowTotalReturn": 0.25764297612045906,
    "avgForwardReturn1D": 0.0017614988862124528,
    "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": 159,
      "5": 159,
      "10": 159
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005811343095086714,
      "5": 0.003380279203945572,
      "10": 0.0072277421221281545
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7695589880751339,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.30042768205333326,
    "bestRawFitnessScore": 0.6152809922138639,
    "upperQuartileComboQuality": 0.47864300787715064
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.46041539088182043,
    "rawScore": 0.48211799246505144,
    "confidence": 0.9099697504659953,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
    },
    "profileBreadth": 0.20027569092515984,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        5
      ]
    },
    "parameterStability": 0.634261597315802,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "ALLY",
      "hitRates": {
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        "5": 0.5408805031446541,
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      "hitRate1D": 0.5786163522012578,
      "rankWeights": [
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      "comboQuality": 0.7695589880751339,
      "eligibleDays": 375,
      "fitnessScore": 0.6152809922138639,
      "lookbackDays": 14,
      "returnLift1D": 0.0011803645767037815,
      "hitRateLift1D": 0.05061635220125782,
      "portfolioSize": 4,
      "activationRate": 0.424,
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      "baselineHitRates": {
        "1": 0.528,
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        "10": 0.5519125683060109
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.13883774214668365,
      "shadowTotalReturn": 0.25764297612045906,
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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"
      ],
      "horizonObservationCounts": {
        "1": 159,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5786163522012578,
      "rankWeights": [
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      "comboQuality": 0.7695589880751339,
      "eligibleDays": 375,
      "fitnessScore": 0.6152809922138639,
      "lookbackDays": 14,
      "returnLift1D": 0.0011803645767037815,
      "hitRateLift1D": 0.05061635220125782,
      "portfolioSize": 5,
      "activationRate": 0.424,
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        "1": 0.528,
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        "10": 0.5519125683060109
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8608264377323819,
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      "shadowMaxDrawdown": -0.13883774214668365,
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      "avgForwardReturn1D": 0.0017614988862124528,
      "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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      "comboQuality": 0.5782135412359531,
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      "sampleConfidence": 0.9984031936127745,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.5782135412359531,
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      "fitnessScore": 0.41939769867153337,
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      "activationRate": 0.453804347826087,
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      "sampleConfidence": 0.9984031936127745,
      "shadowSharpeLike": 0.4939567479028391,
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        "10": -0.0016615061332179392
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      "shadowMaxDrawdown": -0.2043140695254877,
      "shadowTotalReturn": 0.1210325595227566,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-13",
        "2025-02-19",
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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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      "rankWeights": [
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      "comboQuality": 0.4855854813274864,
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      "returnLift1D": 0.00017980076109118056,
      "hitRateLift1D": 0.041715628672150395,
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      "activationRate": 0.40217391304347827,
      "activationCount": 148,
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      "shadowSharpeLike": -0.21820732121054925,
      "avgForwardReturns": {
        "1": -0.00034787086066122573,
        "5": -0.010414026544324568,
        "10": -0.025977940607254623
      },
      "shadowMaxDrawdown": -0.09166328638554433,
      "shadowTotalReturn": -0.03258687883441125,
      "avgForwardReturn1D": -0.00034787086066122573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-05-13",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 50,
        "5": 50,
        "10": 50
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011181313012678874,
        "5": 0.005809538043386265,
        "10": 0.011237825401555141
      }
    },
    {
      "topN": 4,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.49324324324324326,
        "5": 0.4583333333333333,
        "10": 0.4859154929577465
      },
      "hitRate1D": 0.49324324324324326,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10999275351675859,
      "eligibleDays": 344,
      "fitnessScore": -0.10997932602753857,
      "lookbackDays": 45,
      "returnLift1D": -0.0020129064889092742,
      "hitRateLift1D": -0.044547454431175304,
      "portfolioSize": 4,
      "activationRate": 0.43023255813953487,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5377906976744186,
        "5": 0.55,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9954954954954955,
      "shadowSharpeLike": -0.6526272348607242,
      "avgForwardReturns": {
        "1": -0.0008947751876413867,
        "5": -0.0025033666635845197,
        "10": -0.0021902095163294846
      },
      "shadowMaxDrawdown": -0.24998418783717014,
      "shadowTotalReturn": -0.15460712467283577,
      "avgForwardReturn1D": -0.0008947751876413867,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-06-12",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011181313012678874,
        "5": 0.005809538043386265,
        "10": 0.011237825401555141
      }
    },
    {
      "topN": 5,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.49324324324324326,
        "5": 0.4583333333333333,
        "10": 0.4859154929577465
      },
      "hitRate1D": 0.49324324324324326,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10999275351675859,
      "eligibleDays": 344,
      "fitnessScore": -0.10997932602753857,
      "lookbackDays": 45,
      "returnLift1D": -0.0020129064889092742,
      "hitRateLift1D": -0.044547454431175304,
      "portfolioSize": 5,
      "activationRate": 0.43023255813953487,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5377906976744186,
        "5": 0.55,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9954954954954955,
      "shadowSharpeLike": -0.6526272348607242,
      "avgForwardReturns": {
        "1": -0.0008947751876413867,
        "5": -0.0025033666635845197,
        "10": -0.0021902095163294846
      },
      "shadowMaxDrawdown": -0.24998418783717014,
      "shadowTotalReturn": -0.15460712467283577,
      "avgForwardReturn1D": -0.0008947751876413867,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-06-12",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011181313012678874,
        "5": 0.005809538043386265,
        "10": 0.011237825401555141
      }
    },
    {
      "topN": 3,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.48031496062992124,
        "5": 0.4596774193548387,
        "10": 0.4672131147540984
      },
      "hitRate1D": 0.48031496062992124,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0719138953548662,
      "eligibleDays": 344,
      "fitnessScore": -0.2126841017928573,
      "lookbackDays": 45,
      "returnLift1D": -0.0024546532772188015,
      "hitRateLift1D": -0.05747573704449732,
      "portfolioSize": 3,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5377906976744186,
        "5": 0.55,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9958005249343833,
      "shadowSharpeLike": -0.9070934157456684,
      "avgForwardReturns": {
        "1": -0.001336521975950914,
        "5": -0.0033684645553964557,
        "10": -0.005167863608704521
      },
      "shadowMaxDrawdown": -0.25463101111884834,
      "shadowTotalReturn": -0.1831303706591012,
      "avgForwardReturn1D": -0.001336521975950914,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-05-13",
        "2025-05-14",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 124,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011181313012678874,
        "5": 0.005809538043386265,
        "10": 0.011237825401555141
      }
    },
    {
      "topN": 3,
      "ticker": "ALLY",
      "hitRates": {
        "1": 0.45544554455445546,
        "5": 0.45544554455445546,
        "10": 0.4489795918367347
      },
      "hitRate1D": 0.45544554455445546,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.05938394122378299,
      "eligibleDays": 326,
      "fitnessScore": -0.25775246448895955,
      "lookbackDays": 63,
      "returnLift1D": -0.002768667661556341,
      "hitRateLift1D": -0.07522930207131145,
      "portfolioSize": 3,
      "activationRate": 0.3098159509202454,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.546583850931677,
        "10": 0.5962145110410094
      },
      "sampleConfidence": 0.998019801980198,
      "shadowSharpeLike": -0.9465924884645638,
      "avgForwardReturns": {
        "1": -0.0015714727318053173,
        "5": -0.004940466840266857,
        "10": -0.007365548325468166
      },
      "shadowMaxDrawdown": -0.22786126498021853,
      "shadowTotalReturn": -0.1674837627768463,
      "avgForwardReturn1D": -0.0015714727318053173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-12",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011971949297510235,
        "5": 0.006608156266849351,
        "10": 0.013702337266638654
      }
    }
  ],
  "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": 0.7695589880751339,
      "fitnessScore": 0.6152809922138639,
      "lookbackDays": 14,
      "returnLift1D": 0.0011803645767037815,
      "activationRate": 0.424,
      "activationCount": 159,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.25764297612045906,
      "avgForwardReturn1D": 0.0017614988862124528
    },
    {
      "comboQuality": 0.5782135412359531,
      "fitnessScore": 0.41939769867153337,
      "lookbackDays": 21,
      "returnLift1D": 0.0002591155357134575,
      "activationRate": 0.453804347826087,
      "activationCount": 167,
      "sampleConfidence": 0.9984031936127745,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1210325595227566,
      "avgForwardReturn1D": 0.0009655870367814657
    },
    {
      "comboQuality": 0.47632885006037207,
      "fitnessScore": 0.3291538045874169,
      "lookbackDays": 30,
      "returnLift1D": 0.000004493390905240631,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "sampleConfidence": 0.9952991452991453,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07292096311172935,
      "avgForwardReturn1D": 0.0007069925926521328
    },
    {
      "comboQuality": 0.11182067285106326,
      "fitnessScore": -0.10590098724319187,
      "lookbackDays": 45,
      "returnLift1D": -0.0014660021619291132,
      "activationRate": 0.14534883720930233,
      "activationCount": 50,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03258687883441125,
      "avgForwardReturn1D": -0.00034787086066122573
    },
    {
      "comboQuality": 0.15695328697996414,
      "fitnessScore": -0.019836311544766005,
      "lookbackDays": 63,
      "returnLift1D": -0.00039036274726744476,
      "activationRate": 0.11042944785276074,
      "activationCount": 36,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.021685648263493507,
      "avgForwardReturn1D": 0.0008068321824835788
    }
  ],
  "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": "b71001343dc01063e068efb15098328ae32075771463add72babc7a5448b8dbe",
    "size": 13,
    "members": [
      "ALLY",
      "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
0.478
Liquidity
0.713
Momentum
0.578
Relative strength
0.446
Trend quality
0.449
Stability
0.636
Aggression
0.451
Downside risk
0.617
Drawdown state
0.958
Quality momentum
0.521
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.474
Benchmark Independence 3m Score
0.576
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.414
Beta Change Score
0.392
Correlation Change Score
0.449
Current Drawdown Score
0.934
Days Since 52w High Score
0.032
Distance From 52w High Score
0.946
Distance From Sma 20 Score
0.501
Distance From Sma 200 Score
0.659
Distance From Sma 50 Score
0.566
Downside Volatility 1m Score
0.342
Downside Volatility 1y Score
0.332
Downside Volatility 2y Score
0.432
Downside Volatility 3m Score
0.316
Downside Volatility 5y Score
0.442
Downside Volatility 6m Score
0.368
Drawdown Recovery Score
1
Excess Return 1m Score
0.541
Excess Return 1y Score
0.400
Excess Return 3m Score
0.475
Excess Return 6m Score
0.321
Expected Shortfall 95 1y Score
0.600
Log Avg Dollar Volume 20d Score
0.713
Log Market Cap Score
0.478
Drawdown Score 1m
0.766
Drawdown Score 1y
0.646
Drawdown Score 2y
0.605
Drawdown Score 3m
0.721
Drawdown Score 5y
0.419
Drawdown Score 6m
0.596
Momentum Acceleration 1m Vs 3m Score
0.563
Momentum Acceleration 3m Vs 6m Score
0.613
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.591
Relative Strength Slope 3m Score
0.489
Relative Volume 20d Score
0.225
Return 1m Score
0.586
Return 1w Score
0.520
Return 1y Score
0.602
Return 2y Score
0.348
Return 3m Score
0.623
Return 5y Score
0.082
Return 6m Score
0.494
Return Skewness 1y Score
0.525
Sector Excess Return 1y Score
0.639
Sharpe 1m Score
0.843
Sharpe 1y Score
0.531
Sharpe 2y Score
0.492
Sharpe 3m Score
0.665
Sharpe 5y Score
0.445
Sharpe 6m Score
0.423
Sortino 1m Score
0.638
Sortino 1y Score
0.457
Sortino 2y Score
0.428
Sortino 3m Score
0.560
Sortino 5y Score
0.403
Sortino 6m Score
0.389
Trend R2 1m Score
0.268
Trend R2 1w Score
0.074
Trend R2 1y Score
0.346
Trend R2 2y Score
0.410
Trend R2 3m Score
0.246
Trend R2 5y Score
0.057
Trend R2 6m Score
0.205
Trend Slope 1m Score
0.636
Trend Slope 1w Score
0.385
Trend Slope 1y Score
0.534
Trend Slope 2y Score
0.529
Trend Slope 3m Score
0.563
Trend Slope 5y Score
0.509
Trend Slope 6m Score
0.548
Volatility 1m Score
0.322
Volatility 1w Score
0.335
Volatility 1y Score
0.332
Volatility 2y Score
0.392
Volatility 3m Score
0.359
Volatility 5y Score
0.446
Volatility 6m Score
0.357
Worst Day 1y Score
0.702
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
137,563,888.5
Best Day 1y
0.081
Beta To Benchmark 1y
1.253
Beta 3m
1.036
Beta Change
-0.217
Beta To Sector 1y
1.395
Correlation To Benchmark 1y
0.526
Correlation 3m
0.424
Correlation Change
-0.102
Correlation To Sector 1y
0.689
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.474
Benchmark Independence 3m Score
0.576
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.414
Beta Change Score
0.392
Correlation Change Score
0.449
Current Drawdown Score
0.934
Distance From Sma 20 Score
0.501
Distance From Sma 200 Score
0.659
Current Drawdown
-0.043
Days Since 52w High
8
Distance From 52w High
-0.035
Distance From Sma 20
0.001
Distance From Sma 200
0.096
Distance From Sma 50
0.040
Downside Capture 1y
0.832
Downside Volatility 1m
0.306
Downside Volatility 1w
-
Downside Volatility 1y
0.299
Downside Volatility 2y
0.374
Downside Volatility 3m
0.287
Downside Volatility 5y
0.381
Downside Volatility 6m
0.326
Drawdown Recovery
1
Excess Return 1m
0.025
Excess Return 1y
-0.060
Excess Return 3m
-0.015
Excess Return 6m
-0.108
Expected Shortfall 95 1y
-0.040
Market Cap
13,870,168,555.5
Max Drawdown 1m
-0.059
Max Drawdown 1w
-0.038
Max Drawdown 1y
-0.230
Max Drawdown 2y
-0.316
Max Drawdown 3m
-0.112
Max Drawdown 5y
-0.581
Max Drawdown 6m
-0.222
Momentum Acceleration 1m Vs 3m
0.019
Momentum Acceleration 3m Vs 6m
0.034
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.908
Return 1m
0.052
Return 1w
0.006
Return 1y
0.163
Return 2y
0.217
Return 3m
0.098
Return 5y
0.067
Return 6m
-0.007
Return Skewness 1y
0.152
Sector Excess Return 1y
0.083
Sharpe 1m
2.217
Sharpe 1y
0.654
Sharpe 2y
0.460
Sharpe 3m
1.327
Sharpe 5y
0.226
Sharpe 6m
0.114
Sortino 1m
2.108
Sortino 1y
0.654
Sortino 2y
0.423
Sortino 3m
1.480
Sortino 5y
0.228
Sortino 6m
0.111
Trend R2 1m
0.268
Trend R2 1w
0.074
Trend R2 1y
0.346
Trend R2 2y
0.410
Trend R2 3m
0.246
Trend R2 5y
0.057
Trend R2 6m
0.205
Trend 1m
0.002
Trend 1w
-0.002
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
1.143
Value At Risk 95 1y
-0.029
Volatility 1m
0.291
Volatility 1w
0.301
Volatility 1y
0.299
Volatility 2y
0.344
Volatility 3m
0.320
Volatility 5y
0.385
Volatility 6m
0.318
Worst Day 1y
-0.060
Distance From Sma 50 Score
0.566
Downside Volatility 1y Score
0.332
Downside Volatility 3m Score
0.316
Drawdown Recovery Score
1
Excess Return 1m Score
0.541
Excess Return 1y Score
0.400
Excess Return 3m Score
0.475
Excess Return 6m Score
0.321
Expected Shortfall 95 1y Score
0.600
Log Avg Dollar Volume 20d Score
0.713
Log Market Cap Score
0.478
Drawdown Score 1y
0.646
Drawdown Score 5y
0.419
Momentum Acceleration 1m Vs 3m Score
0.563
Momentum Acceleration 3m Vs 6m Score
0.613
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.591
Relative Volume 20d Score
0.225
Return 1m Score
0.586
Return 1y Score
0.602
Return 3m Score
0.623
Return 6m Score
0.494
Return Skewness 1y Score
0.525
Sortino 1y Score
0.457
Sortino 3m Score
0.560
Trend R2 1y Score
0.346
Trend R2 3m Score
0.246
Trend Slope 1y Score
0.534
Trend Slope 3m Score
0.563
Volatility 1y Score
0.332
Volatility 3m Score
0.359