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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

AMBA

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

Research Detail

AMBA

AMBA

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.880
Correlation To Benchmark 1y
0.498
Inverse To Benchmark 1y
0.502
Drawdown Score 1m
0.252
Drawdown Score 3m
0.160
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
0.389
Drawdown Score 1y
0.245
Drawdown Score 2y
0.357
Drawdown Score 5y
0.183
Return 1w
-0.014
Return 1m
0.176
Return 3m
0.452
Return 6m
0.096
Return 1y
0.136
Return 2y
0.331
Return 5y
-0.271
Sharpe 1m
2.082
Sharpe 3m
1.978
Sharpe 6m
0.626
Sharpe 1y
0.540
Sharpe 2y
0.551
Sharpe 5y
0.232
Trend 1w
-0.002
Trend 1m
0.010
Trend 3m
0.003
Trend 6m
0.002
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
-0.001
Volatility 1w
0.951
Volatility 1m
1.288
Volatility 3m
1.007
Volatility 6m
0.806
Volatility 1y
0.726
Volatility 2y
0.683
Volatility 5y
0.650
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
AMBA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:16 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.154
Aptet Fit Raw Score
0.165
Aptet Fit Confidence
0.867
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.129
Force Fit Raw Score
0.138
Force Fit Confidence
0.868
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:16 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMBA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMBA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMBA",
    "hitRates": {
      "1": 0.4968152866242038,
      "5": 0.5194805194805194,
      "10": 0.5533333333333333
    },
    "hitRate1D": 0.4968152866242038,
    "comboQuality": 0.3877997737565909,
    "eligibleDays": 297,
    "fitnessScore": 0.2495545479341053,
    "lookbackDays": 63,
    "returnLift1D": 0.0003937797879367804,
    "hitRateLift1D": 0.00019366500258222175,
    "activationRate": 0.531986531986532,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.4966216216216216,
      "5": 0.5205479452054794,
      "10": 0.5226480836236934
    },
    "sampleConfidence": 0.9945147679324895,
    "shadowSharpeLike": 0.3978973258004074,
    "avgForwardReturns": {
      "1": 0.0018239620381305251,
      "5": 0.00244665305139753,
      "10": 0.0006984714733961776
    },
    "shadowMaxDrawdown": -0.3360051162685648,
    "shadowTotalReturn": 0.0713749008527782,
    "avgForwardReturn1D": 0.0018239620381305251,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-25",
      "2025-06-26",
      "2025-06-27",
      "2025-06-30",
      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09"
    ],
    "horizonObservationCounts": {
      "1": 157,
      "5": 154,
      "10": 150
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014301822501937447,
      "5": 0.0055593741688572266,
      "10": 0.011569264991907913
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3877997737565909,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0461811977335268,
    "bestRawFitnessScore": 0.2495545479341053,
    "upperQuartileComboQuality": 0.13605936302248417
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1541131050416232,
    "rawScore": 0.1651145418914648,
    "confidence": 0.866741757281764,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.27228627989472187,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.4968152866242038,
        "5": 0.5194805194805194,
        "10": 0.5533333333333333
      },
      "hitRate1D": 0.4968152866242038,
      "comboQuality": 0.3877997737565909,
      "eligibleDays": 297,
      "fitnessScore": 0.2495545479341053,
      "lookbackDays": 63,
      "returnLift1D": 0.0003937797879367804,
      "hitRateLift1D": 0.00019366500258222175,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5205479452054794,
        "10": 0.5226480836236934
      },
      "sampleConfidence": 0.9945147679324895,
      "shadowSharpeLike": 0.3978973258004074,
      "avgForwardReturns": {
        "1": 0.0018239620381305251,
        "5": 0.00244665305139753,
        "10": 0.0006984714733961776
      },
      "shadowMaxDrawdown": -0.3360051162685648,
      "shadowTotalReturn": 0.0713749008527782,
      "avgForwardReturn1D": 0.0018239620381305251,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 154,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014301822501937447,
        "5": 0.0055593741688572266,
        "10": 0.011569264991907913
      }
    },
    {
      "topN": 4,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.49693251533742333,
        "5": 0.51875,
        "10": 0.5612903225806452
      },
      "hitRate1D": 0.49693251533742333,
      "comboQuality": 0.3495374252510345,
      "eligibleDays": 297,
      "fitnessScore": 0.2133639124911822,
      "lookbackDays": 63,
      "returnLift1D": 0.00013143851715330802,
      "hitRateLift1D": 0.00031089371580173,
      "activationRate": 0.5521885521885522,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5205479452054794,
        "10": 0.5226480836236934
      },
      "sampleConfidence": 0.994308943089431,
      "shadowSharpeLike": 0.35015742638699515,
      "avgForwardReturns": {
        "1": 0.0015616207673470528,
        "5": 0.002887491906344967,
        "10": 0.004083655497111978
      },
      "shadowMaxDrawdown": -0.33943485781660665,
      "shadowTotalReturn": 0.03479894496863656,
      "avgForwardReturn1D": 0.0015616207673470528,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 160,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014301822501937447,
        "5": 0.0055593741688572266,
        "10": 0.011569264991907913
      }
    },
    {
      "topN": 3,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.5307692307692308,
        "5": 0.5193798449612403,
        "10": 0.49206349206349204
      },
      "hitRate1D": 0.5307692307692308,
      "comboQuality": 0.24845356626805765,
      "eligibleDays": 339,
      "fitnessScore": 0.10648705486565706,
      "lookbackDays": 21,
      "returnLift1D": -0.0006259126613112065,
      "hitRateLift1D": 0.02781065088757395,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5299401197604791,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 0.9959287531806617,
      "shadowSharpeLike": 0.2387684036269228,
      "avgForwardReturns": {
        "1": 0.0012595884219921765,
        "5": -0.0025449061584541365,
        "10": -0.010164225345641119
      },
      "shadowMaxDrawdown": -0.3677625584178801,
      "shadowTotalReturn": -0.003469189415753804,
      "avgForwardReturn1D": 0.0012595884219921765,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 129,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.001885501083303383,
        "5": 0.007833067614873927,
        "10": 0.016217371568715725
      }
    },
    {
      "topN": 5,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.49696969696969695,
        "5": 0.515527950310559,
        "10": 0.5576923076923077
      },
      "hitRate1D": 0.49696969696969695,
      "comboQuality": 0.2381519759114278,
      "eligibleDays": 297,
      "fitnessScore": 0.09417562499386972,
      "lookbackDays": 63,
      "returnLift1D": -0.00042414875012906027,
      "hitRateLift1D": 0.00034807534807534957,
      "activationRate": 0.5589225589225589,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5205479452054794,
        "10": 0.5226480836236934
      },
      "sampleConfidence": 0.9935742971887551,
      "shadowSharpeLike": 0.21938007994897699,
      "avgForwardReturns": {
        "1": 0.0010060335000646845,
        "5": 0.001838701542317644,
        "10": 0.003145567579861653
      },
      "shadowMaxDrawdown": -0.33910441002161784,
      "shadowTotalReturn": -0.06670200001793203,
      "avgForwardReturn1D": 0.0010060335000646845,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014301822501937447,
        "5": 0.0055593741688572266,
        "10": 0.011569264991907913
      }
    },
    {
      "topN": 4,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.5182481751824818,
        "5": 0.5147058823529411,
        "10": 0.5037593984962406
      },
      "hitRate1D": 0.5182481751824818,
      "comboQuality": 0.19554903745266353,
      "eligibleDays": 339,
      "fitnessScore": 0.038843257027694325,
      "lookbackDays": 21,
      "returnLift1D": -0.0010304799081525021,
      "hitRateLift1D": 0.015289595300824965,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5299401197604791,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 0.9961352657004832,
      "shadowSharpeLike": 0.16124103156814948,
      "avgForwardReturns": {
        "1": 0.0008550211751508809,
        "5": -0.0030595014382673313,
        "10": -0.0076690593783670866
      },
      "shadowMaxDrawdown": -0.3677625584178802,
      "shadowTotalReturn": -0.05122116831703494,
      "avgForwardReturn1D": 0.0008550211751508809,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 136,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.001885501083303383,
        "5": 0.007833067614873927,
        "10": 0.016217371568715725
      }
    },
    {
      "topN": 5,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.5170068027210885,
        "5": 0.5205479452054794,
        "10": 0.5104895104895105
      },
      "hitRate1D": 0.5170068027210885,
      "comboQuality": 0.11622947154575772,
      "eligibleDays": 339,
      "fitnessScore": -0.09629882125915115,
      "lookbackDays": 21,
      "returnLift1D": -0.0019046484558206975,
      "hitRateLift1D": 0.014048222839431634,
      "activationRate": 0.4365781710914454,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.5299401197604791,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 0.9963963963963964,
      "shadowSharpeLike": -0.026351292752664342,
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        "1": 0.5075987841945289,
        "5": 0.5415384615384615,
        "10": 0.546875
      },
      "sampleConfidence": 0.995774647887324,
      "shadowSharpeLike": -0.7916863959336972,
      "avgForwardReturns": {
        "1": -0.0034200226280554514,
        "5": -0.010861739963403824,
        "10": -0.007557109530363736
      },
      "shadowMaxDrawdown": -0.594219998349037,
      "shadowTotalReturn": -0.48072346334560245,
      "avgForwardReturn1D": -0.0034200226280554514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021321251215013844,
        "5": 0.010010976413313817,
        "10": 0.021261467469410253
      }
    },
    {
      "topN": 2,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.47706422018348627,
        "10": 0.5283018867924528
      },
      "hitRate1D": 0.45454545454545453,
      "comboQuality": 0.008506462299498975,
      "eligibleDays": 297,
      "fitnessScore": -0.6968449827159149,
      "lookbackDays": 63,
      "returnLift1D": -0.005647025104732952,
      "hitRateLift1D": -0.04207616707616707,
      "activationRate": 0.37373737373737376,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5205479452054794,
        "10": 0.5226480836236934
      },
      "sampleConfidence": 0.9951951951951953,
      "shadowSharpeLike": -0.900054571928567,
      "avgForwardReturns": {
        "1": -0.004216842854539208,
        "5": -0.01034114746244342,
        "10": -0.01760116288882945
      },
      "shadowMaxDrawdown": -0.5382589372857217,
      "shadowTotalReturn": -0.4497763363109859,
      "avgForwardReturn1D": -0.004216842854539208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 109,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014301822501937447,
        "5": 0.0055593741688572266,
        "10": 0.011569264991907913
      }
    },
    {
      "topN": 2,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.47368421052631576,
        "10": 0.4298245614035088
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.008180661891869823,
      "eligibleDays": 330,
      "fitnessScore": -0.7055089399005717,
      "lookbackDays": 30,
      "returnLift1D": -0.006108464879824728,
      "hitRateLift1D": -0.0339145736682131,
      "activationRate": 0.3484848484848485,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.5075987841945289,
        "5": 0.5415384615384615,
        "10": 0.546875
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      "sampleConfidence": 0.9982608695652174,
      "shadowSharpeLike": -0.800900998185915,
      "avgForwardReturns": {
        "1": -0.003976339758323343,
        "5": -0.012336194261686998,
        "10": -0.01976755471587973
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      "shadowMaxDrawdown": -0.5842098920480929,
      "shadowTotalReturn": -0.45364983671360126,
      "avgForwardReturn1D": -0.003976339758323343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021321251215013844,
        "5": 0.010010976413313817,
        "10": 0.021261467469410253
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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": 0.07623502497667586,
      "fitnessScore": -0.1988200697762438,
      "lookbackDays": 14,
      "returnLift1D": -0.0020849508692011532,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "sampleConfidence": 0.9973118279569894,
      "shadowTotalReturn": -0.16752517861451688,
      "avgForwardReturn1D": -0.00012352290001527876
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.24845356626805765,
      "fitnessScore": 0.10648705486565706,
      "lookbackDays": 21,
      "returnLift1D": -0.0006259126613112065,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 0.9959287531806617,
      "shadowTotalReturn": -0.003469189415753804,
      "avgForwardReturn1D": 0.0012595884219921765
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.013857482852046016,
      "fitnessScore": -0.5882946144030589,
      "lookbackDays": 30,
      "returnLift1D": -0.004886932675844414,
      "activationRate": 0.45454545454545453,
      "activationCount": 150,
      "sampleConfidence": 0.9960000000000001,
      "shadowTotalReturn": -0.4436443858333662,
      "avgForwardReturn1D": -0.00275480755434303
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.06245019736502463,
      "fitnessScore": -0.24595810610797075,
      "lookbackDays": 45,
      "returnLift1D": -0.003230611736270305,
      "activationRate": 0.546031746031746,
      "activationCount": 172,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.24554123991081023,
      "avgForwardReturn1D": -0.00044709180288178584
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3877997737565909,
      "fitnessScore": 0.2495545479341053,
      "lookbackDays": 63,
      "returnLift1D": 0.0003937797879367804,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "shadowTotalReturn": 0.0713749008527782,
      "avgForwardReturn1D": 0.0018239620381305251
    }
  ],
  "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": "551d3b50b10b33d7e6d9acb0ec93e13818d3c338b334b709d9da4c6be94181cf",
    "size": 13,
    "members": [
      "AMBA",
      "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",
      "AMBA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMBA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMBA",
    "hitRates": {
      "1": 0.4968152866242038,
      "5": 0.5194805194805194,
      "10": 0.5533333333333333
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    "hitRate1D": 0.4968152866242038,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.3503902875848382,
    "eligibleDays": 326,
    "fitnessScore": 0.21418869810660457,
    "lookbackDays": 63,
    "returnLift1D": -0.000627436516232026,
    "hitRateLift1D": -0.009319682700949516,
    "portfolioSize": 3,
    "activationRate": 0.4815950920245399,
    "activationCount": 157,
    "baselineHitRates": {
      "1": 0.5061349693251533,
      "5": 0.546583850931677,
      "10": 0.5520504731861199
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    "sampleConfidence": 0.9957537154989384,
    "shadowSharpeLike": 0.3798337208448853,
    "avgForwardReturns": {
      "1": 0.0018239620381305251,
      "5": 0.00244665305139753,
      "10": 0.0006984714733961776
    },
    "shadowMaxDrawdown": -0.3360051162685648,
    "shadowTotalReturn": 0.0713749008527782,
    "avgForwardReturn1D": 0.0018239620381305251,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-25",
      "2025-06-26",
      "2025-06-27",
      "2025-06-30",
      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09"
    ],
    "horizonObservationCounts": {
      "1": 157,
      "5": 154,
      "10": 150
    },
    "baselineAvgForwardReturns": {
      "1": 0.002451398554362551,
      "5": 0.011468170655573212,
      "10": 0.022620689520979637
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3503902875848382,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.036693009764253146,
    "bestRawFitnessScore": 0.21418869810660457,
    "upperQuartileComboQuality": 0.06821375670022538
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12870201019671457,
    "rawScore": 0.13782491597372099,
    "confidence": 0.8676160153981753,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.26767864877618824,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.4968152866242038,
        "5": 0.5194805194805194,
        "10": 0.5533333333333333
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      "hitRate1D": 0.4968152866242038,
      "rankWeights": [
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      "comboQuality": 0.3503902875848382,
      "eligibleDays": 326,
      "fitnessScore": 0.21418869810660457,
      "lookbackDays": 63,
      "returnLift1D": -0.000627436516232026,
      "hitRateLift1D": -0.009319682700949516,
      "portfolioSize": 3,
      "activationRate": 0.4815950920245399,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.546583850931677,
        "10": 0.5520504731861199
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      "sampleConfidence": 0.9957537154989384,
      "shadowSharpeLike": 0.3798337208448853,
      "avgForwardReturns": {
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        "5": 0.00244665305139753,
        "10": 0.0006984714733961776
      },
      "shadowMaxDrawdown": -0.3360051162685648,
      "shadowTotalReturn": 0.0713749008527782,
      "avgForwardReturn1D": 0.0018239620381305251,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 154,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.002451398554362551,
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        "10": 0.022620689520979637
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.51875,
        "10": 0.5612903225806452
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      "hitRate1D": 0.49693251533742333,
      "rankWeights": [
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      "comboQuality": 0.31307332290632395,
      "eligibleDays": 326,
      "fitnessScore": 0.17712617012124374,
      "lookbackDays": 63,
      "returnLift1D": -0.0008897777870154984,
      "hitRateLift1D": -0.009202453987730008,
      "portfolioSize": 4,
      "activationRate": 0.5,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5061349693251533,
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        "10": 0.5520504731861199
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      "sampleConfidence": 0.9955010224948876,
      "shadowSharpeLike": 0.3342632147986492,
      "avgForwardReturns": {
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        "5": 0.002887491906344967,
        "10": 0.004083655497111978
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      "shadowMaxDrawdown": -0.33943485781660665,
      "shadowTotalReturn": 0.03479894496863656,
      "avgForwardReturn1D": 0.0015616207673470528,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 160,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.31307332290632395,
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      "returnLift1D": -0.0008897777870154984,
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      "sampleConfidence": 0.9955010224948876,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.08617640050851692,
      "eligibleDays": 368,
      "fitnessScore": -0.16947306186083358,
      "lookbackDays": 21,
      "returnLift1D": -0.0012503526672376693,
      "hitRateLift1D": 0.020009881422924924,
      "portfolioSize": 3,
      "activationRate": 0.358695652173913,
      "activationCount": 132,
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      "sampleConfidence": 0.9974747474747475,
      "shadowSharpeLike": -0.08719887823380745,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.3677625584178802,
      "shadowTotalReturn": -0.20644622509807253,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-05",
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        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009124573664400512,
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    },
    {
      "topN": 4,
      "ticker": "AMBA",
      "hitRates": {
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      "hitRate1D": 0.5107913669064749,
      "rankWeights": [
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      "comboQuality": 0.06821375670022538,
      "eligibleDays": 368,
      "fitnessScore": -0.22518057960927065,
      "lookbackDays": 21,
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      "returnLift1D": -0.004573846513331029,
      "hitRateLift1D": -0.025324799591741276,
      "portfolioSize": 3,
      "activationRate": 0.3649025069637883,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5126760563380282,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 0.9979643765903309,
      "shadowSharpeLike": -0.7864194422485606,
      "avgForwardReturns": {
        "1": -0.003738076513382583,
        "5": -0.01404130525997056,
        "10": -0.013044379921650973
      },
      "shadowMaxDrawdown": -0.5851942166651322,
      "shadowTotalReturn": -0.48393499037103804,
      "avgForwardReturn1D": -0.003738076513382583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008357699999484462,
        "5": 0.0026133890562636945,
        "10": 0.007409795924231473
      }
    },
    {
      "topN": 2,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.45454545454545453,
        "5": 0.47706422018348627,
        "10": 0.5283018867924528
      },
      "hitRate1D": 0.45454545454545453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.007562974054615193,
      "eligibleDays": 326,
      "fitnessScore": -0.7229177919502006,
      "lookbackDays": 63,
      "returnLift1D": -0.006668241408901759,
      "hitRateLift1D": -0.05158951477969881,
      "portfolioSize": 2,
      "activationRate": 0.3374233128834356,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.546583850931677,
        "10": 0.5520504731861199
      },
      "sampleConfidence": 0.9969696969696971,
      "shadowSharpeLike": -0.8581853927674415,
      "avgForwardReturns": {
        "1": -0.004216842854539208,
        "5": -0.01034114746244342,
        "10": -0.01760116288882945
      },
      "shadowMaxDrawdown": -0.5380279512613524,
      "shadowTotalReturn": -0.44950108685441315,
      "avgForwardReturn1D": -0.004216842854539208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 109,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.002451398554362551,
        "5": 0.011468170655573212,
        "10": 0.022620689520979637
      }
    },
    {
      "topN": 4,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.4652777777777778,
        "5": 0.46099290780141844,
        "10": 0.45390070921985815
      },
      "hitRate1D": 0.4652777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.007200528725640858,
      "eligibleDays": 359,
      "fitnessScore": -0.7338023336552587,
      "lookbackDays": 30,
      "returnLift1D": -0.004521622382559574,
      "hitRateLift1D": -0.0333294645620551,
      "portfolioSize": 4,
      "activationRate": 0.4011142061281337,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5126760563380282,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 0.9972222222222222,
      "shadowSharpeLike": -0.8324481309763302,
      "avgForwardReturns": {
        "1": -0.0036858523826111276,
        "5": -0.01358662948949728,
        "10": -0.014423663655063448
      },
      "shadowMaxDrawdown": -0.594219998349037,
      "shadowTotalReturn": -0.5063038138406168,
      "avgForwardReturn1D": -0.0036858523826111276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008357699999484462,
        "5": 0.0026133890562636945,
        "10": 0.007409795924231473
      }
    },
    {
      "topN": 5,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.4652777777777778,
        "5": 0.46099290780141844,
        "10": 0.45390070921985815
      },
      "hitRate1D": 0.4652777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.007200528725640858,
      "eligibleDays": 359,
      "fitnessScore": -0.7338023336552587,
      "lookbackDays": 30,
      "returnLift1D": -0.004521622382559574,
      "hitRateLift1D": -0.0333294645620551,
      "portfolioSize": 5,
      "activationRate": 0.4011142061281337,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5126760563380282,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 0.9972222222222222,
      "shadowSharpeLike": -0.8324481309763302,
      "avgForwardReturns": {
        "1": -0.0036858523826111276,
        "5": -0.01358662948949728,
        "10": -0.014423663655063448
      },
      "shadowMaxDrawdown": -0.594219998349037,
      "shadowTotalReturn": -0.5063038138406168,
      "avgForwardReturn1D": -0.0036858523826111276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008357699999484462,
        "5": 0.0026133890562636945,
        "10": 0.007409795924231473
      }
    },
    {
      "topN": 2,
      "ticker": "AMBA",
      "hitRates": {
        "1": 0.46956521739130436,
        "5": 0.46956521739130436,
        "10": 0.4260869565217391
      },
      "hitRate1D": 0.46956521739130436,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.006838175435277944,
      "eligibleDays": 359,
      "fitnessScore": -0.7452419872388628,
      "lookbackDays": 30,
      "returnLift1D": -0.005106013887767619,
      "hitRateLift1D": -0.029042024948528533,
      "portfolioSize": 2,
      "activationRate": 0.3203342618384401,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5126760563380282,
        "10": 0.5171428571428571
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8287966802782449,
      "avgForwardReturns": {
        "1": -0.004270243887819173,
        "5": -0.014201948571373519,
        "10": -0.022564831443458
      },
      "shadowMaxDrawdown": -0.5842098920480931,
      "shadowTotalReturn": -0.4745615611226549,
      "avgForwardReturn1D": -0.004270243887819173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-21",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008357699999484462,
        "5": 0.0026133890562636945,
        "10": 0.007409795924231473
      }
    }
  ],
  "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": 0.05773658046621887,
      "fitnessScore": -0.26432666339788985,
      "lookbackDays": 14,
      "returnLift1D": -0.0012030778680943359,
      "activationRate": 0.344,
      "activationCount": 129,
      "sampleConfidence": 0.9979328165374678,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.21484941384454592,
      "avgForwardReturn1D": -0.0005369624011900269
    },
    {
      "comboQuality": 0.08617640050851692,
      "fitnessScore": -0.16947306186083358,
      "lookbackDays": 21,
      "returnLift1D": -0.0012503526672376693,
      "activationRate": 0.358695652173913,
      "activationCount": 132,
      "sampleConfidence": 0.9974747474747475,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.20644622509807253,
      "avgForwardReturn1D": -0.000337895300797618
    },
    {
      "comboQuality": 0.007885861728466252,
      "fitnessScore": -0.7136486647389279,
      "lookbackDays": 30,
      "returnLift1D": -0.004573846513331029,
      "activationRate": 0.3649025069637883,
      "activationCount": 131,
      "sampleConfidence": 0.9979643765903309,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.48393499037103804,
      "avgForwardReturn1D": -0.003738076513382583
    },
    {
      "comboQuality": 0.05129358179696024,
      "fitnessScore": -0.2918574268606653,
      "lookbackDays": 45,
      "returnLift1D": -0.0027363580543805495,
      "activationRate": 0.4796511627906977,
      "activationCount": 165,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.25862861665113246,
      "avgForwardReturn1D": -0.000598912850258917
    },
    {
      "comboQuality": 0.3503902875848382,
      "fitnessScore": 0.21418869810660457,
      "lookbackDays": 63,
      "returnLift1D": -0.000627436516232026,
      "activationRate": 0.4815950920245399,
      "activationCount": 157,
      "sampleConfidence": 0.9957537154989384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.0713749008527782,
      "avgForwardReturn1D": 0.0018239620381305251
    }
  ],
  "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": "551d3b50b10b33d7e6d9acb0ec93e13818d3c338b334b709d9da4c6be94181cf",
    "size": 13,
    "members": [
      "AMBA",
      "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
0.337
Liquidity
0.709
Momentum
0.756
Relative strength
0.688
Trend quality
0.229
Stability
0.206
Aggression
0.747
Downside risk
0.360
Drawdown state
0.501
Quality momentum
0.528
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.502
Benchmark Independence 3m Score
0.470
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.516
Current Drawdown Score
0.010
Days Since 52w High Score
0.647
Distance From 52w High Score
0.707
Distance From Sma 20 Score
0.631
Distance From Sma 200 Score
0.636
Distance From Sma 50 Score
0.560
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.889
Downside Volatility 2y Score
0.843
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.805
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.748
Excess Return 1y Score
0.355
Excess Return 3m Score
1
Excess Return 6m Score
0.492
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.709
Log Market Cap Score
0.337
Drawdown Score 1m
0.252
Drawdown Score 1y
0.245
Drawdown Score 2y
0.357
Drawdown Score 3m
0.160
Drawdown Score 5y
0.183
Drawdown Score 6m
0.389
Momentum Acceleration 1m Vs 3m Score
0.583
Momentum Acceleration 3m Vs 6m Score
0.949
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.626
Relative Volume 20d Score
0.331
Return 1m Score
0.793
Return 1w Score
0.455
Return 1y Score
0.585
Return 2y Score
0.380
Return 3m Score
1
Return 5y Score
0.056
Return 6m Score
0.580
Return Skewness 1y Score
0.520
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.816
Sharpe 1y Score
0.508
Sharpe 2y Score
0.510
Sharpe 3m Score
0.796
Sharpe 5y Score
0.446
Sharpe 6m Score
0.525
Sortino 1m Score
0.713
Sortino 1y Score
0.443
Sortino 2y Score
0.444
Sortino 3m Score
0.611
Sortino 5y Score
0.404
Sortino 6m Score
0.454
Trend R2 1m Score
0.408
Trend R2 1w Score
0.012
Trend R2 1y Score
0.081
Trend R2 2y Score
0.146
Trend R2 3m Score
0.184
Trend R2 5y Score
0.302
Trend R2 6m Score
0.150
Trend Slope 1m Score
1
Trend Slope 1w Score
0.358
Trend Slope 1y Score
0.463
Trend Slope 2y Score
0.531
Trend Slope 3m Score
0.700
Trend Slope 5y Score
0.468
Trend Slope 6m Score
0.599
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
0.901
Volatility 2y Score
0.844
Volatility 3m Score
1
Volatility 5y Score
0.800
Volatility 6m Score
1
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
133,714,693.069
Best Day 1y
0.280
Beta To Benchmark 1y
2.880
Beta 3m
4.076
Beta Change
1.196
Beta To Sector 1y
1.644
Correlation To Benchmark 1y
0.498
Correlation 3m
0.530
Correlation Change
0.032
Correlation To Sector 1y
0.549
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.502
Benchmark Independence 3m Score
0.470
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.516
Current Drawdown Score
0.010
Distance From Sma 20 Score
0.631
Distance From Sma 200 Score
0.636
Current Drawdown
-0.644
Days Since 52w High
163
Distance From 52w High
-0.191
Distance From Sma 20
0.078
Distance From Sma 200
0.082
Distance From Sma 50
0.036
Downside Capture 1y
0.243
Downside Volatility 1m
0.991
Downside Volatility 1w
-
Downside Volatility 1y
0.717
Downside Volatility 2y
0.682
Downside Volatility 3m
1.053
Downside Volatility 5y
0.653
Downside Volatility 6m
0.801
Drawdown Recovery
1
Excess Return 1m
0.149
Excess Return 1y
-0.087
Excess Return 3m
0.339
Excess Return 6m
-0.005
Expected Shortfall 95 1y
-0.112
Market Cap
3,236,160,545.815
Max Drawdown 1m
-0.187
Max Drawdown 1w
-0.099
Max Drawdown 1y
-0.491
Max Drawdown 2y
-0.514
Max Drawdown 3m
-0.336
Max Drawdown 5y
-0.817
Max Drawdown 6m
-0.336
Momentum Acceleration 1m Vs 3m
0.025
Momentum Acceleration 3m Vs 6m
0.135
Moving Average Alignment
0
Relative Strength Acceleration
0.008
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.194
Return 1m
0.176
Return 1w
-0.014
Return 1y
0.136
Return 2y
0.331
Return 3m
0.452
Return 5y
-0.271
Return 6m
0.096
Return Skewness 1y
0.120
Sector Excess Return 1y
-0.312
Sharpe 1m
2.082
Sharpe 1y
0.540
Sharpe 2y
0.551
Sharpe 3m
1.978
Sharpe 5y
0.232
Sharpe 6m
0.626
Sortino 1m
2.706
Sortino 1y
0.547
Sortino 2y
0.552
Sortino 3m
1.892
Sortino 5y
0.231
Sortino 6m
0.630
Trend R2 1m
0.408
Trend R2 1w
0.012
Trend R2 1y
0.081
Trend R2 2y
0.146
Trend R2 3m
0.184
Trend R2 5y
0.302
Trend R2 6m
0.150
Trend 1m
0.010
Trend 1w
-0.002
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.003
Trend 5y
-0.001
Trend 6m
0.002
Upside Capture 1y
3.830
Value At Risk 95 1y
-0.051
Volatility 1m
1.288
Volatility 1w
0.951
Volatility 1y
0.726
Volatility 2y
0.683
Volatility 3m
1.007
Volatility 5y
0.650
Volatility 6m
0.806
Worst Day 1y
-0.214
Distance From Sma 50 Score
0.560
Downside Volatility 1y Score
0.889
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.748
Excess Return 1y Score
0.355
Excess Return 3m Score
1
Excess Return 6m Score
0.492
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.709
Log Market Cap Score
0.337
Drawdown Score 1y
0.245
Drawdown Score 5y
0.183
Momentum Acceleration 1m Vs 3m Score
0.583
Momentum Acceleration 3m Vs 6m Score
0.949
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.331
Return 1m Score
0.793
Return 1y Score
0.585
Return 3m Score
1
Return 6m Score
0.580
Return Skewness 1y Score
0.520
Sortino 1y Score
0.443
Sortino 3m Score
0.611
Trend R2 1y Score
0.081
Trend R2 3m Score
0.184
Trend Slope 1y Score
0.463
Trend Slope 3m Score
0.700
Volatility 1y Score
0.901
Volatility 3m Score
1