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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

AORT

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

Research Detail

AORT

AORT

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.594
Correlation To Benchmark 1y
0.141
Inverse To Benchmark 1y
0.859
Drawdown Score 1m
0.754
Drawdown Score 3m
0
0.201 poor
0.817 strong
100%
Jul 26, 1:44 AM
METACommunication Services0.5330.4260.5611.0000.211 poor0.198 poor100%Jul 26, 1:44 AM
MDTHealth Care0.5100.4530.6150.9380.101 poor0.102 poor100%Jul 26, 1:44 AM
MCHPInformation Technology0.3940.4180.5011.0000.163 poor0.667 good100%Jul 26, 1:43 AM
MARAFinancials0.4060.3840.1340.9330.093 poor0.172 poor100%Jul 26, 1:43 AM
MAFinancials0.5860.5250.7091.0000.242 poor0.314 poor100%Jul 26, 1:43 AM
LRCXInformation Technology0.5630.6260.4921.0000.259 poor0.999 strong100%Jul 26, 1:43 AM
LMTIndustrials0.6390.5470.6330.9400.689 good0.636 moderate100%Jul 26, 1:42 AM
LLYHealth Care0.6860.6770.6281.0000.566 moderate0.551 moderate100%Jul 26, 1:42 AM
LINMaterials0.5170.5440.7141.0000.215 poor0.214 poor100%Jul 26, 1:42 AM
LHXIndustrials0.4890.4830.6180.8620.163 poor0.647 moderate100%Jul 26, 1:41 AM
LHHealth Care0.6450.5720.6750.7660.289 poor0.232 poor100%Jul 26, 1:41 AM
LEUEnergy0.3540.3210.1430.7160.142 poor0.755 good100%Jul 26, 1:40 AM
LDOSInformation Technology0.3970.4210.5130.7440.145 poor0.486 weak100%Jul 26, 1:40 AM
KTOSIndustrials0.3480.3300.1940.8120.123 poor0.945 strong100%Jul 26, 1:40 AM
KOConsumer Staples0.5570.6150.7961.0000.163 poor0.309 poor100%Jul 26, 1:39 AM
KMIEnergy0.5430.5340.7620.8350.127 poor0.282 poor100%Jul 26, 1:39 AM
KLACInformation Technology0.5810.6420.4951.0000.176 poor0.937 strong100%Jul 26, 1:39 AM
KBFinancials0.7320.6760.6690.5260.118 poor0.709 good100%Jul 26, 1:38 AM
JPMFinancials0.6070.6180.7001.0000.628 moderate0.595 moderate100%Jul 26, 1:38 AM
JNJHealth Care0.6670.6800.7911.0000.128 poor0.779 good100%Jul 26, 1:38 AM
JEF-0.4520.3770.4370.7270.746 good0.717 good100%Jul 26, 1:37 AM
JBHTIndustrials0.6910.7480.6900.8320.159 poor0.778 good100%Jul 26, 1:37 AM
IWM-0.5370.6170.7781.0000.161 poor0.521 moderate98%Jul 26, 1:36 AM
ITA-0.5510.5610.7320.7280.188 poor0.595 moderate98%Jul 26, 1:36 AM
ISRGHealth Care0.2220.2860.4631.0000.272 poor0.235 poor100%Jul 26, 1:36 AM
IRENFinancials0.2830.2570.1811.0000.110 poor1.000 strong100%Jul 26, 1:35 AM
INTCInformation Technology0.5990.6000.3891.0000.102 poor0.957 strong100%Jul 26, 1:35 AM
ILMNHealth Care0.8480.7810.4650.8450.660 good0.884 strong100%Jul 26, 1:35 AM
ICLN-0.4040.4400.6150.6580.163 poor0.610 moderate98%Jul 26, 1:34 AM
IBKRFinancials0.5730.6480.6400.8710.745 good0.551 moderate100%Jul 26, 1:34 AM
HUTFinancials0.6630.6580.3700.8950.105 poor0.972 strong100%Jul 26, 1:34 AM
HUM-0.7500.7150.3980.9210.970 strong0.939 strong100%Jul 26, 1:33 AM
HUBS-0.4530.4000.3010.8260.069 poor0.089 poor100%Jul 26, 1:33 AM
HUBG-0.5970.5410.5490.5100.301 poor0.304 poor100%Jul 26, 1:33 AM
HUBB-0.5000.4440.6630.8300.294 poor0.258 poor100%Jul 26, 1:32 AM
HIIIndustrials0.4290.4210.4720.7020.162 poor0.905 strong100%Jul 26, 1:32 AM
HEIIndustrials0.6020.5290.5840.7340.202 poor0.455 weak100%Jul 26, 1:32 AM
HDB-0.5770.4840.6160.7760.242 poor0.331 poor100%Jul 26, 1:31 AM
HDConsumer Discretionary0.4870.4290.6421.0000.349 poor0.279 poor100%Jul 26, 1:31 AM
HCSGHealth Care0.7160.6920.5840.4200.362 weak0.404 weak100%Jul 26, 1:31 AM
HCIFinancials0.7070.5760.5720.5130.507 moderate0.642 moderate100%Jul 26, 1:30 AM
HCCMaterials0.3880.3720.4900.6030.365 weak0.330 poor100%Jul 26, 1:30 AM
HCAHealth Care0.4160.3770.5310.9360.472 weak0.410 weak100%Jul 26, 1:29 AM
HAL-0.4060.4610.6260.8850.614 moderate0.546 moderate100%Jul 26, 1:29 AM
GUSH-0.7560.6170.4290.4970.157 poor0.641 moderate98%Jul 26, 1:29 AM
GSLIndustrials0.6710.6500.7250.3460.159 poor0.740 good100%Jul 26, 1:28 AM
GSKHealth Care0.4950.4770.6820.7710.162 poor0.606 moderate100%Jul 26, 1:28 AM
PreviousPage 3 of 8Next
Drawdown Score 6m
0
Drawdown Score 1y
0.111
Drawdown Score 2y
0.278
Drawdown Score 5y
0.349
Return 1w
0.005
Return 1m
0.154
Return 3m
-0.340
Return 6m
-0.465
Return 1y
-0.251
Return 2y
-0.047
Return 5y
-0.161
Sharpe 1m
3.609
Sharpe 3m
-1.847
Sharpe 6m
-1.791
Sharpe 1y
-0.273
Sharpe 2y
0.170
Sharpe 5y
0.154
Trend 1w
-0.002
Trend 1m
0.010
Trend 3m
-0.010
Trend 6m
-0.006
Trend 1y
-0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.411
Volatility 1m
0.512
Volatility 3m
0.734
Volatility 6m
0.590
Volatility 1y
0.528
Volatility 2y
0.439
Volatility 5y
0.452
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
AORT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.659
Aptet Fit Raw Score
0.686
Aptet Fit Confidence
0.920
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.638
Force Fit Raw Score
0.665
Force Fit Confidence
0.917
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AORT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AORT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AORT",
    "hitRates": {
      "1": 0.5179856115107914,
      "5": 0.5539568345323741,
      "10": 0.60431654676259
    },
    "hitRate1D": 0.5179856115107914,
    "comboQuality": 0.8899897898095569,
    "eligibleDays": 297,
    "fitnessScore": 0.8099400980104157,
    "lookbackDays": 63,
    "returnLift1D": 0.0030985522557003663,
    "hitRateLift1D": 0.0010937196188994802,
    "activationRate": 0.468013468013468,
    "activationCount": 139,
    "baselineHitRates": {
      "1": 0.5168918918918919,
      "5": 0.4931506849315068,
      "10": 0.5121951219512195
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.195653429812129,
    "avgForwardReturns": {
      "1": 0.0030565185557127296,
      "5": 0.01612233802471386,
      "10": 0.031716181451817024
    },
    "shadowMaxDrawdown": -0.12702821083847227,
    "shadowTotalReturn": 0.45167644300185184,
    "avgForwardReturn1D": 0.0030565185557127296,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05"
    ],
    "horizonObservationCounts": {
      "1": 139,
      "5": 139,
      "10": 139
    },
    "baselineAvgForwardReturns": {
      "1": -0.0000420336999876368,
      "5": 0.00041915004759948276,
      "10": 0.00030656367817097054
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8899897898095569,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.585967965755954,
    "bestRawFitnessScore": 0.8099400980104157,
    "upperQuartileComboQuality": 0.8034376855691079
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.6588541310597902,
    "rawScore": 0.6861962376125219,
    "confidence": 0.9203082003251344,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.4504547881630931,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.5872558072321485,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5179856115107914,
        "5": 0.5539568345323741,
        "10": 0.60431654676259
      },
      "hitRate1D": 0.5179856115107914,
      "comboQuality": 0.8899897898095569,
      "eligibleDays": 297,
      "fitnessScore": 0.8099400980104157,
      "lookbackDays": 63,
      "returnLift1D": 0.0030985522557003663,
      "hitRateLift1D": 0.0010937196188994802,
      "activationRate": 0.468013468013468,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.4931506849315068,
        "10": 0.5121951219512195
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.195653429812129,
      "avgForwardReturns": {
        "1": 0.0030565185557127296,
        "5": 0.01612233802471386,
        "10": 0.031716181451817024
      },
      "shadowMaxDrawdown": -0.12702821083847227,
      "shadowTotalReturn": 0.45167644300185184,
      "avgForwardReturn1D": 0.0030565185557127296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000420336999876368,
        "5": 0.00041915004759948276,
        "10": 0.00030656367817097054
      }
    },
    {
      "topN": 4,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5138888888888888,
        "5": 0.5555555555555556,
        "10": 0.5972222222222222
      },
      "hitRate1D": 0.5138888888888888,
      "comboQuality": 0.8799580497481783,
      "eligibleDays": 297,
      "fitnessScore": 0.7882472530638653,
      "lookbackDays": 63,
      "returnLift1D": 0.00290298782400939,
      "hitRateLift1D": -0.0030030030030030463,
      "activationRate": 0.48484848484848486,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.4931506849315068,
        "10": 0.5121951219512195
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1442700185605752,
      "avgForwardReturns": {
        "1": 0.002860954124021753,
        "5": 0.015956661840927484,
        "10": 0.03105673928197194
      },
      "shadowMaxDrawdown": -0.11755521397532076,
      "shadowTotalReturn": 0.430124280776667,
      "avgForwardReturn1D": 0.002860954124021753,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000420336999876368,
        "5": 0.00041915004759948276,
        "10": 0.00030656367817097054
      }
    },
    {
      "topN": 5,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5128205128205128,
        "5": 0.5384615384615384,
        "10": 0.5897435897435898
      },
      "hitRate1D": 0.5128205128205128,
      "comboQuality": 0.86357551894119,
      "eligibleDays": 297,
      "fitnessScore": 0.7559682310965699,
      "lookbackDays": 63,
      "returnLift1D": 0.002526731006609757,
      "hitRateLift1D": -0.004071379071379111,
      "activationRate": 0.5252525252525253,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5168918918918919,
        "5": 0.4931506849315068,
        "10": 0.5121951219512195
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.063105329832282,
      "avgForwardReturns": {
        "1": 0.00248469730662212,
        "5": 0.013920148165224825,
        "10": 0.028692366886247156
      },
      "shadowMaxDrawdown": -0.1270560626316677,
      "shadowTotalReturn": 0.39494184053314774,
      "avgForwardReturn1D": 0.00248469730662212,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000420336999876368,
        "5": 0.00041915004759948276,
        "10": 0.00030656367817097054
      }
    },
    {
      "topN": 5,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5167785234899329,
        "5": 0.5517241379310345,
        "10": 0.6571428571428571
      },
      "hitRate1D": 0.5167785234899329,
      "comboQuality": 0.8437170939323327,
      "eligibleDays": 330,
      "fitnessScore": 0.7209528628004247,
      "lookbackDays": 30,
      "returnLift1D": 0.0022315097988622173,
      "hitRateLift1D": 0.003100711939780898,
      "activationRate": 0.45454545454545453,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.513677811550152,
        "5": 0.5076923076923077,
        "10": 0.5375
      },
      "sampleConfidence": 0.9928888888888889,
      "shadowSharpeLike": 0.9977636586621106,
      "avgForwardReturns": {
        "1": 0.002805739239223415,
        "5": 0.011009255912680586,
        "10": 0.028995377896152703
      },
      "shadowMaxDrawdown": -0.16319615027639156,
      "shadowTotalReturn": 0.41369765732025665,
      "avgForwardReturn1D": 0.002805739239223415,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005742294403611981,
        "5": 0.0034620458749843653,
        "10": 0.007446853131436138
      }
    },
    {
      "topN": 2,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5104166666666666,
        "5": 0.5217391304347826,
        "10": 0.6067415730337079
      },
      "hitRate1D": 0.5104166666666666,
      "comboQuality": 0.8081719709547616,
      "eligibleDays": 330,
      "fitnessScore": 0.6663986281733287,
      "lookbackDays": 30,
      "returnLift1D": 0.0036049626589534887,
      "hitRateLift1D": -0.0032611448834853896,
      "activationRate": 0.29393939393939394,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.513677811550152,
        "5": 0.5076923076923077,
        "10": 0.5375
      },
      "sampleConfidence": 0.9903780068728523,
      "shadowSharpeLike": 1.0543296763474062,
      "avgForwardReturns": {
        "1": 0.004179192099314687,
        "5": 0.005723760505599407,
        "10": 0.017151106571878683
      },
      "shadowMaxDrawdown": -0.11755521397532087,
      "shadowTotalReturn": 0.40679794979536776,
      "avgForwardReturn1D": 0.004179192099314687,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005742294403611981,
        "5": 0.0034620458749843653,
        "10": 0.007446853131436138
      }
    },
    {
      "topN": 2,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5483870967741935,
        "5": 0.5955056179775281,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5483870967741935,
      "comboQuality": 0.8018595904405567,
      "eligibleDays": 352,
      "fitnessScore": 0.6575506719367118,
      "lookbackDays": 14,
      "returnLift1D": 0.0036352404180356283,
      "hitRateLift1D": 0.03981566820276494,
      "activationRate": 0.26420454545454547,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.5085714285714286,
        "5": 0.5057803468208093,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 0.9906810035842295,
      "shadowSharpeLike": 0.95528454140783,
      "avgForwardReturns": {
        "1": 0.0041805846451680295,
        "5": 0.020623649401889214,
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        "10": 0.004466045089947191
      },
      "shadowMaxDrawdown": -0.22653761006591056,
      "shadowTotalReturn": 0.14685457591320716,
      "avgForwardReturn1D": 0.0017267516042532957,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-10",
        "2025-04-14",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005453442271324011,
        "5": 0.0032441256763226334,
        "10": 0.004562337179237902
      }
    },
    {
      "topN": 3,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.514018691588785,
        "5": 0.5339805825242718,
        "10": 0.5816326530612245
      },
      "hitRate1D": 0.514018691588785,
      "comboQuality": 0.34768269570903665,
      "eligibleDays": 339,
      "fitnessScore": 0.21156701593269198,
      "lookbackDays": 21,
      "returnLift1D": 0.00020750233440499624,
      "hitRateLift1D": -0.0007742078194989954,
      "activationRate": 0.3185840707964602,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.5059880239520959,
        "10": 0.5288753799392097
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      "sampleConfidence": 0.9901234567901236,
      "shadowSharpeLike": 0.30545393788235997,
      "avgForwardReturns": {
        "1": 0.0008192136387765196,
        "5": 0.010802205405618735,
        "10": 0.010359828072415742
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      "shadowMaxDrawdown": -0.13126410322814608,
      "shadowTotalReturn": 0.05373100413155418,
      "avgForwardReturn1D": 0.0008192136387765196,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 103,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006117113043715233,
        "5": 0.0033120571846290644,
        "10": 0.0063755084308577325
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    },
    {
      "topN": 4,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.475177304964539,
        "5": 0.5109489051094891,
        "10": 0.5808823529411765
      },
      "hitRate1D": 0.475177304964539,
      "comboQuality": 0.33846847722126094,
      "eligibleDays": 315,
      "fitnessScore": 0.20257213198696025,
      "lookbackDays": 45,
      "returnLift1D": 0.0002610690309849831,
      "hitRateLift1D": -0.04711568866603422,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5222929936305732,
        "5": 0.5064516129032258,
        "10": 0.5344262295081967
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      "sampleConfidence": 0.9943661971830986,
      "shadowSharpeLike": 0.35758598087099447,
      "avgForwardReturns": {
        "1": 0.0010171524484092807,
        "5": 0.01068458749278475,
        "10": 0.018885041786306317
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      "shadowMaxDrawdown": -0.28565138397433154,
      "shadowTotalReturn": 0.08586769236604663,
      "avgForwardReturn1D": 0.0010171524484092807,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007560834174242977,
        "5": 0.004007372686310857,
        "10": 0.007914413733223163
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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": 0.8018595904405567,
      "fitnessScore": 0.6575506719367118,
      "lookbackDays": 14,
      "returnLift1D": 0.0036352404180356283,
      "activationRate": 0.26420454545454547,
      "activationCount": 93,
      "sampleConfidence": 0.9906810035842295,
      "shadowTotalReturn": 0.38000757725442136,
      "avgForwardReturn1D": 0.0041805846451680295
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5666587913727177,
      "fitnessScore": 0.4090110213726932,
      "lookbackDays": 21,
      "returnLift1D": 0.0010096142023815593,
      "activationRate": 0.36578171091445427,
      "activationCount": 124,
      "sampleConfidence": 0.9913978494623656,
      "shadowTotalReturn": 0.16870992314136668,
      "avgForwardReturn1D": 0.0016213255067530827
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8437170939323327,
      "fitnessScore": 0.7209528628004247,
      "lookbackDays": 30,
      "returnLift1D": 0.0022315097988622173,
      "activationRate": 0.45454545454545453,
      "activationCount": 150,
      "sampleConfidence": 0.9928888888888889,
      "shadowTotalReturn": 0.41369765732025665,
      "avgForwardReturn1D": 0.002805739239223415
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7929562423965527,
      "fitnessScore": 0.6454243335934371,
      "lookbackDays": 45,
      "returnLift1D": 0.002484634417825125,
      "activationRate": 0.38412698412698415,
      "activationCount": 121,
      "sampleConfidence": 0.9955922865013775,
      "shadowTotalReturn": 0.3992819781280923,
      "avgForwardReturn1D": 0.0032407178352494227
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8899897898095569,
      "fitnessScore": 0.8099400980104157,
      "lookbackDays": 63,
      "returnLift1D": 0.0030985522557003663,
      "activationRate": 0.468013468013468,
      "activationCount": 139,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.45167644300185184,
      "avgForwardReturn1D": 0.0030565185557127296
    }
  ],
  "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": "9c9218de5b8b859c3ce70cdc479a2e101cbc24e968ff06ce9223596ea6fa4885",
    "size": 13,
    "members": [
      "AORT",
      "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",
      "AORT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AORT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AORT",
    "hitRates": {
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      "5": 0.5539568345323741,
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    "hitRate1D": 0.5179856115107914,
    "rankWeights": [
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    "comboQuality": 0.8757708794884911,
    "eligibleDays": 326,
    "fitnessScore": 0.77965491732841,
    "lookbackDays": 63,
    "returnLift1D": 0.0024240522466653872,
    "hitRateLift1D": 0.0057156728604845775,
    "portfolioSize": 3,
    "activationRate": 0.4263803680981595,
    "activationCount": 139,
    "baselineHitRates": {
      "1": 0.5122699386503068,
      "5": 0.5124223602484472,
      "10": 0.5425867507886435
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.1411167031086962,
    "avgForwardReturns": {
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      "5": 0.01612233802471386,
      "10": 0.031716181451817024
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    "shadowMaxDrawdown": -0.12702821083847227,
    "shadowTotalReturn": 0.45167644300185184,
    "avgForwardReturn1D": 0.0030565185557127296,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02",
      "2025-06-03",
      "2025-06-04",
      "2025-06-05"
    ],
    "horizonObservationCounts": {
      "1": 139,
      "5": 139,
      "10": 139
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    "baselineAvgForwardReturns": {
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      "10": 0.00816249088476116
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8757708794884911,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5598777181598911,
    "bestRawFitnessScore": 0.77965491732841,
    "upperQuartileComboQuality": 0.7844084604149364
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6376531473507874,
    "rawScore": 0.6653895336495904,
    "confidence": 0.9166311314015659,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.40045125713565344,
    "recommendedRegion": {
      "lookbackDays": [
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        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5698534967931311,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AORT",
      "hitRates": {
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        "5": 0.5539568345323741,
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      "hitRate1D": 0.5179856115107914,
      "rankWeights": [
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      "comboQuality": 0.8757708794884911,
      "eligibleDays": 326,
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      "lookbackDays": 63,
      "returnLift1D": 0.0024240522466653872,
      "hitRateLift1D": 0.0057156728604845775,
      "portfolioSize": 3,
      "activationRate": 0.4263803680981595,
      "activationCount": 139,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "comboQuality": 0.8642871842003897,
      "eligibleDays": 326,
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      "lookbackDays": 63,
      "returnLift1D": 0.0022284878149744112,
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      "portfolioSize": 4,
      "activationRate": 0.44171779141104295,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.11755521397532076,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "sampleConfidence": 0.99106529209622,
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      "shadowMaxDrawdown": -0.14772032101203036,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.8010850145583622,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-02-03",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006178423599233292,
        "5": 0.000009164133768757785,
        "10": -0.00023303431574931853
      }
    },
    {
      "topN": 5,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5193798449612403,
        "5": 0.496,
        "10": 0.5166666666666667
      },
      "hitRate1D": 0.5193798449612403,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.47361076790947343,
      "eligibleDays": 375,
      "fitnessScore": 0.32675587702317005,
      "lookbackDays": 14,
      "returnLift1D": 0.0017801881039002185,
      "hitRateLift1D": 0.023379844961240348,
      "portfolioSize": 5,
      "activationRate": 0.344,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.496,
        "5": 0.4797843665768194,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 0.9932816537467701,
      "shadowSharpeLike": 0.46621654176000316,
      "avgForwardReturns": {
        "1": 0.0017184038679078856,
        "5": 0.010300109030536877,
        "10": 0.003996363131380267
      },
      "shadowMaxDrawdown": -0.22653761006591022,
      "shadowTotalReturn": 0.1530375002153297,
      "avgForwardReturn1D": 0.0017184038679078856,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-02-03",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006178423599233292,
        "5": 0.000009164133768757785,
        "10": -0.00023303431574931853
      }
    },
    {
      "topN": 3,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.514018691588785,
        "10": 0.5588235294117647
      },
      "hitRate1D": 0.5135135135135135,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3395557337060548,
      "eligibleDays": 368,
      "fitnessScore": 0.2036395788237895,
      "lookbackDays": 21,
      "returnLift1D": 0.000845293143830965,
      "hitRateLift1D": 0.018948296122209163,
      "portfolioSize": 3,
      "activationRate": 0.3016304347826087,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.4945652173913043,
        "5": 0.4807692307692308,
        "10": 0.5041782729805014
      },
      "sampleConfidence": 0.9921921921921922,
      "shadowSharpeLike": 0.2823794809008165,
      "avgForwardReturns": {
        "1": 0.0007842584089712519,
        "5": 0.009334018558797319,
        "10": 0.007372728603236128
      },
      "shadowMaxDrawdown": -0.13126410322814597,
      "shadowTotalReturn": 0.051307794321273414,
      "avgForwardReturn1D": 0.0007842584089712519,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": -0.000061034734859713207,
        "5": -0.00007302216219574962,
        "10": 0.00008867026332976026
      }
    },
    {
      "topN": 4,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.475177304964539,
        "5": 0.5109489051094891,
        "10": 0.5808823529411765
      },
      "hitRate1D": 0.475177304964539,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3171331778803736,
      "eligibleDays": 344,
      "fitnessScore": 0.18126482991659465,
      "lookbackDays": 45,
      "returnLift1D": 0.00033428581259627155,
      "hitRateLift1D": -0.03935757875639123,
      "portfolioSize": 4,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5145348837209303,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 0.9957446808510639,
      "shadowSharpeLike": 0.3422200994088599,
      "avgForwardReturns": {
        "1": 0.0010171524484092807,
        "5": 0.01068458749278475,
        "10": 0.018885041786306317
      },
      "shadowMaxDrawdown": -0.28565138397433154,
      "shadowTotalReturn": 0.08586769236604663,
      "avgForwardReturn1D": 0.0010171524484092807,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006828666358130092,
        "5": 0.0037660263566617015,
        "10": 0.00697009578496904
      }
    },
    {
      "topN": 5,
      "ticker": "AORT",
      "hitRates": {
        "1": 0.475177304964539,
        "5": 0.5109489051094891,
        "10": 0.5808823529411765
      },
      "hitRate1D": 0.475177304964539,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3171331778803736,
      "eligibleDays": 344,
      "fitnessScore": 0.18126482991659465,
      "lookbackDays": 45,
      "returnLift1D": 0.00033428581259627155,
      "hitRateLift1D": -0.03935757875639123,
      "portfolioSize": 5,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5145348837209303,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 0.9957446808510639,
      "shadowSharpeLike": 0.3422200994088599,
      "avgForwardReturns": {
        "1": 0.0010171524484092807,
        "5": 0.01068458749278475,
        "10": 0.018885041786306317
      },
      "shadowMaxDrawdown": -0.28565138397433154,
      "shadowTotalReturn": 0.08586769236604663,
      "avgForwardReturn1D": 0.0010171524484092807,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006828666358130092,
        "5": 0.0037660263566617015,
        "10": 0.00697009578496904
      }
    }
  ],
  "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": 0.8307544085249373,
      "fitnessScore": 0.7000163369698181,
      "lookbackDays": 14,
      "returnLift1D": 0.004271084671865083,
      "activationRate": 0.25866666666666666,
      "activationCount": 97,
      "sampleConfidence": 0.99106529209622,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.4063461992101165,
      "avgForwardReturn1D": 0.00420930043587275
    },
    {
      "comboQuality": 0.5435051246871995,
      "fitnessScore": 0.3883815655590296,
      "lookbackDays": 21,
      "returnLift1D": 0.0016265454543664102,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.16602230235387494,
      "avgForwardReturn1D": 0.001565510719506697
    },
    {
      "comboQuality": 0.8010850145583622,
      "fitnessScore": 0.6564797015183456,
      "lookbackDays": 30,
      "returnLift1D": 0.0041957502907827016,
      "activationRate": 0.26740947075208915,
      "activationCount": 96,
      "sampleConfidence": 0.9923611111111112,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.40679794979536776,
      "avgForwardReturn1D": 0.004179192099314687
    },
    {
      "comboQuality": 0.7788496090337944,
      "fitnessScore": 0.6269744996926506,
      "lookbackDays": 45,
      "returnLift1D": 0.0025578511994364134,
      "activationRate": 0.3488372093023256,
      "activationCount": 120,
      "sampleConfidence": 0.9972222222222222,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3999819691126485,
      "avgForwardReturn1D": 0.0032407178352494227
    },
    {
      "comboQuality": 0.8757708794884911,
      "fitnessScore": 0.77965491732841,
      "lookbackDays": 63,
      "returnLift1D": 0.0024240522466653872,
      "activationRate": 0.4263803680981595,
      "activationCount": 139,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.45167644300185184,
      "avgForwardReturn1D": 0.0030565185557127296
    }
  ],
  "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": "9c9218de5b8b859c3ce70cdc479a2e101cbc24e968ff06ce9223596ea6fa4885",
    "size": 13,
    "members": [
      "AORT",
      "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
0.238
Liquidity
0.430
Momentum
0.405
Relative strength
0.192
Trend quality
0.507
Stability
0.352
Aggression
0.670
Downside risk
0.362
Drawdown state
0.359
Quality momentum
0.369
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.859
Benchmark Independence 3m Score
0.982
Beta 1y Profile Score
0.238
Beta 3m Profile Score
0.039
Beta Change Score
0.252
Correlation Change Score
0.438
Current Drawdown Score
0.240
Days Since 52w High Score
0.647
Distance From 52w High Score
0.240
Distance From Sma 20 Score
0.626
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.497
Downside Volatility 1m Score
0.550
Downside Volatility 1y Score
0.698
Downside Volatility 2y Score
0.527
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.539
Downside Volatility 6m Score
0.938
Drawdown Recovery Score
0.672
Excess Return 1m Score
0.711
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.257
Log Avg Dollar Volume 20d Score
0.430
Log Market Cap Score
0.238
Drawdown Score 1m
0.754
Drawdown Score 1y
0.111
Drawdown Score 2y
0.278
Drawdown Score 3m
0
Drawdown Score 5y
0.349
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.380
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0
Relative Volume 20d Score
0.310
Return 1m Score
0.756
Return 1w Score
0.517
Return 1y Score
0.343
Return 2y Score
0.272
Return 3m Score
0.075
Return 5y Score
0.065
Return 6m Score
0.112
Return Skewness 1y Score
0.363
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.345
Sharpe 2y Score
0.434
Sharpe 3m Score
0.031
Sharpe 5y Score
0.431
Sharpe 6m Score
0.042
Sortino 1m Score
0.874
Sortino 1y Score
0.344
Sortino 2y Score
0.396
Sortino 3m Score
0.193
Sortino 5y Score
0.394
Sortino 6m Score
0.200
Trend R2 1m Score
0.809
Trend R2 1w Score
0.073
Trend R2 1y Score
0.351
Trend R2 2y Score
0.155
Trend R2 3m Score
0.638
Trend R2 5y Score
0.396
Trend R2 6m Score
0.788
Trend Slope 1m Score
1
Trend Slope 1w Score
0.358
Trend Slope 1y Score
0.375
Trend Slope 2y Score
0.540
Trend Slope 3m Score
0
Trend Slope 5y Score
0.540
Trend Slope 6m Score
0.098
Volatility 1m Score
0.615
Volatility 1w Score
0.482
Volatility 1y Score
0.637
Volatility 2y Score
0.519
Volatility 3m Score
0.912
Volatility 5y Score
0.537
Volatility 6m Score
0.720
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
19,550,717.407
Best Day 1y
0.252
Beta To Benchmark 1y
0.594
Beta 3m
0.098
Beta Change
-0.496
Beta To Sector 1y
0.817
Correlation To Benchmark 1y
0.141
Correlation 3m
0.018
Correlation Change
-0.124
Correlation To Sector 1y
0.244
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.859
Benchmark Independence 3m Score
0.982
Beta 1y Profile Score
0.238
Beta 3m Profile Score
0.039
Beta Change Score
0.252
Correlation Change Score
0.438
Current Drawdown Score
0.240
Distance From Sma 20 Score
0.626
Distance From Sma 200 Score
0
Current Drawdown
-0.494
Days Since 52w High
163
Distance From 52w High
-0.494
Distance From Sma 20
0.075
Distance From Sma 200
-0.350
Distance From Sma 50
-0.002
Downside Capture 1y
1.424
Downside Volatility 1m
0.463
Downside Volatility 1w
-
Downside Volatility 1y
0.573
Downside Volatility 2y
0.445
Downside Volatility 3m
0.930
Downside Volatility 5y
0.454
Downside Volatility 6m
0.754
Drawdown Recovery
0.343
Excess Return 1m
0.127
Excess Return 1y
-0.474
Excess Return 3m
-0.453
Excess Return 6m
-0.566
Expected Shortfall 95 1y
-0.074
Market Cap
1,164,312,279.379
Max Drawdown 1m
-0.062
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.578
Max Drawdown 2y
-0.578
Max Drawdown 3m
-0.482
Max Drawdown 5y
-0.651
Max Drawdown 6m
-0.554
Momentum Acceleration 1m Vs 3m
0.267
Momentum Acceleration 3m Vs 6m
-0.036
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.016
Relative Strength Slope 3m
-0.012
Relative Volume 20d
1.136
Return 1m
0.154
Return 1w
0.005
Return 1y
-0.251
Return 2y
-0.047
Return 3m
-0.340
Return 5y
-0.161
Return 6m
-0.465
Return Skewness 1y
-0.820
Sector Excess Return 1y
-0.459
Sharpe 1m
3.609
Sharpe 1y
-0.273
Sharpe 2y
0.170
Sharpe 3m
-1.847
Sharpe 5y
0.154
Sharpe 6m
-1.791
Sortino 1m
3.991
Sortino 1y
-0.252
Sortino 2y
0.167
Sortino 3m
-1.458
Sortino 5y
0.153
Sortino 6m
-1.402
Trend R2 1m
0.809
Trend R2 1w
0.073
Trend R2 1y
0.351
Trend R2 2y
0.155
Trend R2 3m
0.638
Trend R2 5y
0.396
Trend R2 6m
0.788
Trend 1m
0.010
Trend 1w
-0.002
Trend 1y
-0.002
Trend 2y
0.001
Trend 3m
-0.010
Trend 5y
0.001
Trend 6m
-0.006
Upside Capture 1y
0.430
Value At Risk 95 1y
-0.040
Volatility 1m
0.512
Volatility 1w
0.411
Volatility 1y
0.528
Volatility 2y
0.439
Volatility 3m
0.734
Volatility 5y
0.452
Volatility 6m
0.590
Worst Day 1y
-0.283
Distance From Sma 50 Score
0.497
Downside Volatility 1y Score
0.698
Downside Volatility 3m Score
1
Drawdown Recovery Score
0.672
Excess Return 1m Score
0.711
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.257
Log Avg Dollar Volume 20d Score
0.430
Log Market Cap Score
0.238
Drawdown Score 1y
0.111
Drawdown Score 5y
0.349
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.380
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.310
Return 1m Score
0.756
Return 1y Score
0.343
Return 3m Score
0.075
Return 6m Score
0.112
Return Skewness 1y Score
0.363
Sortino 1y Score
0.344
Sortino 3m Score
0.193
Trend R2 1y Score
0.351
Trend R2 3m Score
0.638
Trend Slope 1y Score
0.375
Trend Slope 3m Score
0
Volatility 1y Score
0.637
Volatility 3m Score
0.912