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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

BDC

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

BDC

BDC

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.391
Correlation To Benchmark 1y
0.472
Inverse To Benchmark 1y
0.528
Drawdown Score 1m
0.435
Drawdown Score 3m
0.397
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
0.411
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 5y
0.634
Return 1w
-0.073
Return 1m
-0.029
Return 3m
-0.164
Return 6m
-0.054
Return 1y
-0.122
Return 2y
0.181
Return 5y
1.110
Sharpe 1m
-0.626
Sharpe 3m
-1.470
Sharpe 6m
-0.045
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 5y
0.593
Trend 1w
-0.015
Trend 1m
-0.002
Trend 3m
-0.002
Trend 6m
-0.001
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.406
Volatility 1m
0.420
Volatility 3m
0.426
Volatility 6m
0.427
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 5y
0.368
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
BDC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:42 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
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
0.382
Aptet Fit Raw Score
0.400
Aptet Fit Confidence
0.911
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.362
Force Fit Raw Score
0.380
Force Fit Confidence
0.907
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:42 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
    },
    "hitRate1D": 0.5703125,
    "comboQuality": 0.9291580249478782,
    "eligibleDays": 352,
    "fitnessScore": 0.9162419693835901,
    "lookbackDays": 14,
    "returnLift1D": 0.0032214682983023025,
    "hitRateLift1D": 0.058883928571428545,
    "activationRate": 0.36363636363636365,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5114285714285715,
      "5": 0.5144508670520231,
      "10": 0.5292397660818714
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5443329467852507,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
    },
    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": 0.000255308065528413,
      "5": 0.0016016799956526128,
      "10": 0.002943866453769879
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9291580249478782,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10844462768711222,
    "bestRawFitnessScore": 0.9162419693835901,
    "upperQuartileComboQuality": 0.3753777063869577
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3818384535163655,
    "rawScore": 0.3995955141846931,
    "confidence": 0.9111248247890976,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6149976638546351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5703125,
        "5": 0.5625,
        "10": 0.453125
      },
      "hitRate1D": 0.5703125,
      "comboQuality": 0.9291580249478782,
      "eligibleDays": 352,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "hitRateLift1D": 0.058883928571428545,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5443329467852507,
      "avgForwardReturns": {
        "1": 0.0034767763638307156,
        "5": 0.0023166887758897404,
        "10": -0.015665818765416506
      },
      "shadowMaxDrawdown": -0.07041692336804661,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.564625850340136,
        "5": 0.5714285714285714,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.564625850340136,
      "comboQuality": 0.8923741329205181,
      "eligibleDays": 352,
      "fitnessScore": 0.8153493805323795,
      "lookbackDays": 14,
      "returnLift1D": 0.0024701555847822187,
      "hitRateLift1D": 0.05319727891156456,
      "activationRate": 0.41761363636363635,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2306760986168168,
      "avgForwardReturns": {
        "1": 0.0027254636503106318,
        "5": 0.005695513958973262,
        "10": -0.00836035449896858
      },
      "shadowMaxDrawdown": -0.10898913460434201,
      "shadowTotalReturn": 0.42004356654066255,
      "avgForwardReturn1D": 0.0027254636503106318,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.59,
        "5": 0.54,
        "10": 0.44
      },
      "hitRate1D": 0.59,
      "comboQuality": 0.8883099806166744,
      "eligibleDays": 352,
      "fitnessScore": 0.8061905500353141,
      "lookbackDays": 14,
      "returnLift1D": 0.003455770784297062,
      "hitRateLift1D": 0.07857142857142851,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.522733205365778,
      "avgForwardReturns": {
        "1": 0.003711078849825475,
        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
      },
      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.546583850931677,
        "10": 0.484472049689441
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.6719059949938296,
      "eligibleDays": 352,
      "fitnessScore": 0.5077000203647479,
      "lookbackDays": 14,
      "returnLift1D": 0.0012343904859904585,
      "hitRateLift1D": 0.05378881987577633,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6436114583112306,
      "avgForwardReturns": {
        "1": 0.0014896985515188716,
        "5": 0.003845374494239762,
        "10": -0.007749511971920682
      },
      "shadowMaxDrawdown": -0.20678653048124507,
      "shadowTotalReturn": 0.19621644807952765,
      "avgForwardReturn1D": 0.0014896985515188716,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5238095238095238,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.5428571428571428,
      "comboQuality": 0.4450815375104758,
      "eligibleDays": 315,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "hitRateLift1D": 0.030118289353958105,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4773609213632257,
      "avgForwardReturns": {
        "1": 0.0012480830761485524,
        "5": -0.00024765118506225815,
        "10": -0.0065391987567037235
      },
      "shadowMaxDrawdown": -0.1913130423587147,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5470085470085471,
        "5": 0.5299145299145299,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.5470085470085471,
      "comboQuality": 0.3521430960124517,
      "eligibleDays": 315,
      "fitnessScore": 0.21588090961254186,
      "lookbackDays": 45,
      "returnLift1D": 0.00013785644012608705,
      "hitRateLift1D": 0.03426969350536235,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2599301670190038,
      "avgForwardReturns": {
        "1": 0.0006665639972190181,
        "5": 0.0022229933120739833,
        "10": -0.0025903838492710085
      },
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        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.022686652425019507,
      "eligibleDays": 330,
      "fitnessScore": -0.47786672588481266,
      "lookbackDays": 30,
      "returnLift1D": -0.003567936047163552,
      "hitRateLift1D": -0.04052684903748738,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.226644908885491,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "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": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.015769859197640804,
      "eligibleDays": 330,
      "fitnessScore": -0.5594270416428128,
      "lookbackDays": 30,
      "returnLift1D": -0.0037232331924986453,
      "hitRateLift1D": -0.053302691081622056,
      "activationRate": 0.37272727272727274,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.450266031609391,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
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      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
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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": 3,
      "comboQuality": 0.9291580249478782,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.20319499887470713,
      "fitnessScore": 0.04938234657622467,
      "lookbackDays": 21,
      "returnLift1D": -0.0002968704087968856,
      "activationRate": 0.2743362831858407,
      "activationCount": 93,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06922389697169855,
      "fitnessScore": -0.22170797695960234,
      "lookbackDays": 30,
      "returnLift1D": -0.0020891274210728906,
      "activationRate": 0.2,
      "activationCount": 66,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4450815375104758,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.1208860155908032,
      "fitnessScore": -0.08649462618684012,
      "lookbackDays": 63,
      "returnLift1D": -0.0010077286957427107,
      "activationRate": 0.29292929292929293,
      "activationCount": 87,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.10755863286185918,
      "avgForwardReturn1D": -0.0010379009526456332
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "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",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
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    "hitRate1D": 0.5703125,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9257929223092627,
    "eligibleDays": 375,
    "fitnessScore": 0.9052340312926666,
    "lookbackDays": 14,
    "returnLift1D": 0.0036145424681534085,
    "hitRateLift1D": 0.06364583333333329,
    "portfolioSize": 3,
    "activationRate": 0.3413333333333333,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5066666666666667,
      "5": 0.48787061994609165,
      "10": 0.5027322404371585
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4959194404404064,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
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    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": -0.00013776610432269306,
      "5": -0.0004108314718364767,
      "10": -0.000043540745252265566
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9257929223092627,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.095412150907987,
    "bestRawFitnessScore": 0.9052340312926666,
    "upperQuartileComboQuality": 0.3593277771167367
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36191531773224334,
    "rawScore": 0.3795165268743991,
    "confidence": 0.9072440439571116,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5632539194281537,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
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        "5": 0.5625,
        "10": 0.453125
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      "hitRate1D": 0.5703125,
      "rankWeights": [
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      "comboQuality": 0.9257929223092627,
      "eligibleDays": 375,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "hitRateLift1D": 0.06364583333333329,
      "portfolioSize": 3,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4959194404404064,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07041692336804661,
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      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
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      "horizonObservationCounts": {
        "1": 128,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.59,
      "rankWeights": [
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      "comboQuality": 0.8844603906581238,
      "eligibleDays": 375,
      "fitnessScore": 0.7977801507918886,
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      "returnLift1D": 0.003848844954148168,
      "hitRateLift1D": 0.08333333333333326,
      "portfolioSize": 2,
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      "activationCount": 100,
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        "1": 0.5066666666666667,
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        "10": 0.5027322404371585
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4750087506615897,
      "avgForwardReturns": {
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        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
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      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
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    },
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      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5570469798657718,
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      "comboQuality": 0.8119688150749742,
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      "fitnessScore": 0.6718279037620877,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1530869358797624,
      "shadowTotalReturn": 0.3373378452758016,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-27",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.42895093413277186,
      "eligibleDays": 344,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.45684050695980194,
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      "shadowMaxDrawdown": -0.1913130423587147,
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        "2025-05-05",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.43333333333333335,
        "5": 0.35,
        "10": 0.3
      },
      "hitRate1D": 0.43333333333333335,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.023100980260578965,
      "eligibleDays": 344,
      "fitnessScore": -0.4737918121549741,
      "lookbackDays": 45,
      "returnLift1D": -0.0040571818542399175,
      "hitRateLift1D": -0.08120155038759691,
      "portfolioSize": 2,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
      "baselineHitRates": {
        "1": 0.5145348837209303,
        "5": 0.5176470588235295,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1607862032212446,
      "avgForwardReturns": {
        "1": -0.003698785816732982,
        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003583960375069357,
        "5": 0.0017097124570612779,
        "10": 0.003725943214961098
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.021935786350200857,
      "eligibleDays": 359,
      "fitnessScore": -0.4854403074432059,
      "lookbackDays": 30,
      "returnLift1D": -0.003173129159655096,
      "hitRateLift1D": -0.030773312110359496,
      "portfolioSize": 3,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1759175920913871,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "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": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 5,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    }
  ],
  "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": 0.9257929223092627,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "comboQuality": 0.19656044463305014,
      "fitnessScore": 0.040254967614196016,
      "lookbackDays": 21,
      "returnLift1D": -0.00004207895325135044,
      "activationRate": 0.25271739130434784,
      "activationCount": 93,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "comboQuality": 0.0680831552478792,
      "fitnessScore": -0.22563302697245674,
      "lookbackDays": 30,
      "returnLift1D": -0.0016943205335644346,
      "activationRate": 0.18384401114206128,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "comboQuality": 0.42895093413277186,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "comboQuality": 0.10413992364347693,
      "fitnessScore": -0.12345074072452525,
      "lookbackDays": 63,
      "returnLift1D": -0.0017259591159346729,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.11612764358950745,
      "avgForwardReturn1D": -0.0011239056738064509
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "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
0.356
Liquidity
0.616
Momentum
0.420
Relative strength
0.205
Trend quality
0.260
Stability
0.504
Aggression
0.513
Downside risk
0.523
Drawdown state
0.563
Quality momentum
0.347
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Days Since 52w High Score
0.401
Distance From 52w High Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Distance From Sma 50 Score
0.428
Downside Volatility 1m Score
0.437
Downside Volatility 1y Score
0.433
Downside Volatility 2y Score
0.421
Downside Volatility 3m Score
0.554
Downside Volatility 5y Score
0.429
Downside Volatility 6m Score
0.539
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1m
0.435
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 3m
0.397
Drawdown Score 5y
0.634
Drawdown Score 6m
0.411
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Strength Slope 3m Score
0.297
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1w Score
0.256
Return 1y Score
0.424
Return 2y Score
0.337
Return 3m Score
0.295
Return 5y Score
0.162
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sharpe 1m Score
0.275
Sharpe 1y Score
0.367
Sharpe 2y Score
0.482
Sharpe 3m Score
0.106
Sharpe 5y Score
0.519
Sharpe 6m Score
0.391
Sortino 1m Score
0.288
Sortino 1y Score
0.355
Sortino 2y Score
0.427
Sortino 3m Score
0.207
Sortino 5y Score
0.448
Sortino 6m Score
0.370
Trend R2 1m Score
0.056
Trend R2 1w Score
0.670
Trend R2 1y Score
0.077
Trend R2 2y Score
0.189
Trend R2 3m Score
0.234
Trend R2 5y Score
0.843
Trend R2 6m Score
0.229
Trend Slope 1m Score
0.388
Trend Slope 1w Score
0
Trend Slope 1y Score
0.481
Trend Slope 2y Score
0.518
Trend Slope 3m Score
0.371
Trend Slope 5y Score
0.546
Trend Slope 6m Score
0.421
Volatility 1m Score
0.494
Volatility 1w Score
0.475
Volatility 1y Score
0.427
Volatility 2y Score
0.426
Volatility 3m Score
0.501
Volatility 5y Score
0.424
Volatility 6m Score
0.503
Worst Day 1y Score
0.411
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
70,346,036.304
Best Day 1y
0.063
Beta To Benchmark 1y
1.391
Beta 3m
1.090
Beta Change
-0.300
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.472
Correlation 3m
0.335
Correlation Change
-0.137
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Current Drawdown
-0.291
Days Since 52w High
101
Distance From 52w High
-0.291
Distance From Sma 20
-0.076
Distance From Sma 200
-0.104
Distance From Sma 50
-0.043
Downside Capture 1y
0.625
Downside Volatility 1m
0.378
Downside Volatility 1w
-
Downside Volatility 1y
0.375
Downside Volatility 2y
0.366
Downside Volatility 3m
0.465
Downside Volatility 5y
0.372
Downside Volatility 6m
0.455
Drawdown Recovery
0.153
Excess Return 1m
-0.055
Excess Return 1y
-0.345
Excess Return 3m
-0.277
Excess Return 6m
-0.154
Expected Shortfall 95 1y
-0.052
Market Cap
3,939,092,250.246
Max Drawdown 1m
-0.141
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.324
Max Drawdown 2y
-0.337
Max Drawdown 3m
-0.241
Max Drawdown 5y
-0.366
Max Drawdown 6m
-0.324
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
-0.046
Moving Average Alignment
0
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.083
Return 1m
-0.029
Return 1w
-0.073
Return 1y
-0.122
Return 2y
0.181
Return 3m
-0.164
Return 5y
1.110
Return 6m
-0.054
Return Skewness 1y
-0.212
Sector Excess Return 1y
-
Sharpe 1m
-0.626
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 3m
-1.470
Sharpe 5y
0.593
Sharpe 6m
-0.045
Sortino 1m
-0.697
Sortino 1y
-0.164
Sortino 2y
0.413
Sortino 3m
-1.344
Sortino 5y
0.587
Sortino 6m
-0.042
Trend R2 1m
0.056
Trend R2 1w
0.670
Trend R2 1y
0.077
Trend R2 2y
0.189
Trend R2 3m
0.234
Trend R2 5y
0.843
Trend R2 6m
0.229
Trend 1m
-0.002
Trend 1w
-0.015
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
1.148
Value At Risk 95 1y
-0.036
Volatility 1m
0.420
Volatility 1w
0.406
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 3m
0.426
Volatility 5y
0.368
Volatility 6m
0.427
Worst Day 1y
-0.118
Distance From Sma 50 Score
0.428
Downside Volatility 1y Score
0.433
Downside Volatility 3m Score
0.554
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1y
0.501
Drawdown Score 5y
0.634
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1y Score
0.424
Return 3m Score
0.295
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sortino 1y Score
0.355
Sortino 3m Score
0.207
Trend R2 1y Score
0.077
Trend R2 3m Score
0.234
Trend Slope 1y Score
0.481
Trend Slope 3m Score
0.371
Volatility 1y Score
0.427
Volatility 3m Score
0.501