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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

CAT

Industrials | v2 | as of 2026-07-23
Close

Research Detail

CAT

CAT

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
1.675
Correlation To Benchmark 1y
0.558
Inverse To Benchmark 1y
0.442
Drawdown Score 1m
0.253
Drawdown Score 3m
0.533
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
0.660
Drawdown Score 1y
0.713
Drawdown Score 2y
0.574
Drawdown Score 5y
0.660
Return 1w
0.022
Return 1m
-0.089
Return 3m
0.108
Return 6m
0.391
Return 1y
1.164
Return 2y
1.586
Return 5y
3.636
Sharpe 1m
-2.005
Sharpe 3m
1.090
Sharpe 6m
1.735
Sharpe 1y
2.216
Sharpe 2y
1.545
Sharpe 5y
1.134
Trend 1w
0.005
Trend 1m
-0.008
Trend 3m
0.002
Trend 6m
0.003
Trend 1y
0.004
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.263
Volatility 1m
0.500
Volatility 3m
0.480
Volatility 6m
0.435
Volatility 1y
0.381
Volatility 2y
0.346
Volatility 5y
0.314
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
CAT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:08 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.996
Aptet Fit Raw Score
0.997
Aptet Fit Confidence
0.998
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.996
Force Fit Raw Score
0.996
Force Fit Confidence
0.999
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:08 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CAT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CAT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CAT",
    "hitRates": {
      "1": 0.5745454545454546,
      "5": 0.6715328467153284,
      "10": 0.7095588235294118
    },
    "hitRate1D": 0.5745454545454546,
    "comboQuality": 0.9998143536623225,
    "eligibleDays": 315,
    "fitnessScore": 2.2401259170178927,
    "lookbackDays": 45,
    "returnLift1D": -0.00023189026081494798,
    "hitRateLift1D": -0.0028739002932550717,
    "activationRate": 0.873015873015873,
    "activationCount": 275,
    "baselineHitRates": {
      "1": 0.5774193548387097,
      "5": 0.6699346405228758,
      "10": 0.7242524916943521
    },
    "sampleConfidence": 0.999030303030303,
    "shadowSharpeLike": 2.335248195683037,
    "avgForwardReturns": {
      "1": 0.0036284930819179555,
      "5": 0.019340368088677378,
      "10": 0.03797546439956193
    },
    "shadowMaxDrawdown": -0.13877556306743877,
    "shadowTotalReturn": 1.5077553855391042,
    "avgForwardReturn1D": 0.0036284930819179555,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-06",
      "2025-05-07",
      "2025-06-04",
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13"
    ],
    "horizonObservationCounts": {
      "1": 275,
      "5": 274,
      "10": 272
    },
    "baselineAvgForwardReturns": {
      "1": 0.0038603833427329035,
      "5": 0.019317081599157942,
      "10": 0.03951188424324092
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9998143536623225,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.995008706702496,
    "bestRawFitnessScore": 2.2401259170178927,
    "upperQuartileComboQuality": 0.9995670568875962
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9959655151727048,
    "rawScore": 0.9969529495017483,
    "confidence": 0.9980190954256429,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9954277477475119,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5745454545454546,
        "5": 0.6715328467153284,
        "10": 0.7095588235294118
      },
      "hitRate1D": 0.5745454545454546,
      "comboQuality": 0.9998143536623225,
      "eligibleDays": 315,
      "fitnessScore": 2.2401259170178927,
      "lookbackDays": 45,
      "returnLift1D": -0.00023189026081494798,
      "hitRateLift1D": -0.0028739002932550717,
      "activationRate": 0.873015873015873,
      "activationCount": 275,
      "baselineHitRates": {
        "1": 0.5774193548387097,
        "5": 0.6699346405228758,
        "10": 0.7242524916943521
      },
      "sampleConfidence": 0.999030303030303,
      "shadowSharpeLike": 2.335248195683037,
      "avgForwardReturns": {
        "1": 0.0036284930819179555,
        "5": 0.019340368088677378,
        "10": 0.03797546439956193
      },
      "shadowMaxDrawdown": -0.13877556306743877,
      "shadowTotalReturn": 1.5077553855391042,
      "avgForwardReturn1D": 0.0036284930819179555,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-07",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 275,
        "5": 274,
        "10": 272
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038603833427329035,
        "5": 0.019317081599157942,
        "10": 0.03951188424324092
      }
    },
    {
      "topN": 3,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.575091575091575,
        "5": 0.6617100371747212,
        "10": 0.7007575757575758
      },
      "hitRate1D": 0.575091575091575,
      "comboQuality": 0.9997921361273356,
      "eligibleDays": 297,
      "fitnessScore": 2.215252238383348,
      "lookbackDays": 63,
      "returnLift1D": 0.0001841154015537398,
      "hitRateLift1D": 0.0031737668723970103,
      "activationRate": 0.9225589225589226,
      "activationCount": 274,
      "baselineHitRates": {
        "1": 0.571917808219178,
        "5": 0.6597222222222222,
        "10": 0.7137809187279152
      },
      "sampleConfidence": 0.9961070559610706,
      "shadowSharpeLike": 2.3485313057274952,
      "avgForwardReturns": {
        "1": 0.003603977269259898,
        "5": 0.018108480591358344,
        "10": 0.037144321692281365
      },
      "shadowMaxDrawdown": -0.17551900020703526,
      "shadowTotalReturn": 1.4757497182622892,
      "avgForwardReturn1D": 0.003603977269259898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-06-20",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30"
      ],
      "horizonObservationCounts": {
        "1": 273,
        "5": 269,
        "10": 264
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034198618677061584,
        "5": 0.01790681117385063,
        "10": 0.037455279305856036
      }
    },
    {
      "topN": 5,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5709219858156028,
        "5": 0.658273381294964,
        "10": 0.7032967032967034
      },
      "hitRate1D": 0.5709219858156028,
      "comboQuality": 0.999761172274959,
      "eligibleDays": 297,
      "fitnessScore": 2.1846964295934255,
      "lookbackDays": 63,
      "returnLift1D": 0.000018313856553718415,
      "hitRateLift1D": -0.0009958224035752083,
      "activationRate": 0.9528619528619529,
      "activationCount": 283,
      "baselineHitRates": {
        "1": 0.571917808219178,
        "5": 0.6597222222222222,
        "10": 0.7137809187279152
      },
      "sampleConfidence": 0.9962308598351002,
      "shadowSharpeLike": 2.3067131599365704,
      "avgForwardReturns": {
        "1": 0.003438175724259877,
        "5": 0.017913899974284664,
        "10": 0.036722578859596344
      },
      "shadowMaxDrawdown": -0.17551900020703548,
      "shadowTotalReturn": 1.4415412049932885,
      "avgForwardReturn1D": 0.003438175724259877,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 282,
        "5": 278,
        "10": 273
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034198618677061584,
        "5": 0.01790681117385063,
        "10": 0.037455279305856036
      }
    },
    {
      "topN": 4,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5703971119133574,
        "5": 0.6593406593406593,
        "10": 0.7014925373134329
      },
      "hitRate1D": 0.5703971119133574,
      "comboQuality": 0.9997267020015574,
      "eligibleDays": 297,
      "fitnessScore": 2.1550283797413874,
      "lookbackDays": 63,
      "returnLift1D": 0.0000552744893115905,
      "hitRateLift1D": -0.0015206963058206346,
      "activationRate": 0.936026936026936,
      "activationCount": 278,
      "baselineHitRates": {
        "1": 0.571917808219178,
        "5": 0.6597222222222222,
        "10": 0.7137809187279152
      },
      "sampleConfidence": 0.9961630695443646,
      "shadowSharpeLike": 2.29002403824526,
      "avgForwardReturns": {
        "1": 0.003475136357017749,
        "5": 0.01813654526475738,
        "10": 0.03697752877810819
      },
      "shadowMaxDrawdown": -0.17551900020703493,
      "shadowTotalReturn": 1.4226196244590068,
      "avgForwardReturn1D": 0.003475136357017749,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-06-02",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 277,
        "5": 273,
        "10": 268
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034198618677061584,
        "5": 0.01790681117385063,
        "10": 0.037455279305856036
      }
    },
    {
      "topN": 4,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.569811320754717,
        "5": 0.660377358490566,
        "10": 0.6996197718631179
      },
      "hitRate1D": 0.569811320754717,
      "comboQuality": 0.9996617852624458,
      "eligibleDays": 315,
      "fitnessScore": 2.108128080292684,
      "lookbackDays": 45,
      "returnLift1D": -0.00024954129041786363,
      "hitRateLift1D": -0.0076080340839926874,
      "activationRate": 0.8412698412698413,
      "activationCount": 265,
      "baselineHitRates": {
        "1": 0.5774193548387097,
        "5": 0.6699346405228758,
        "10": 0.7242524916943521
      },
      "sampleConfidence": 0.999496855345912,
      "shadowSharpeLike": 2.2426375599033914,
      "avgForwardReturns": {
        "1": 0.00361084205231504,
        "5": 0.018331887076262682,
        "10": 0.03726386526543282
      },
      "shadowMaxDrawdown": -0.13877556306743855,
      "shadowTotalReturn": 1.4079911607945648,
      "avgForwardReturn1D": 0.00361084205231504,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 265,
        "5": 265,
        "10": 263
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038603833427329035,
        "5": 0.019317081599157942,
        "10": 0.03951188424324092
      }
    },
    {
      "topN": 3,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.573076923076923,
        "5": 0.6615384615384615,
        "10": 0.6961538461538461
      },
      "hitRate1D": 0.573076923076923,
      "comboQuality": 0.9995354807626463,
      "eligibleDays": 315,
      "fitnessScore": 2.038289450808943,
      "lookbackDays": 45,
      "returnLift1D": -0.0003078603795257785,
      "hitRateLift1D": -0.004342431761786614,
      "activationRate": 0.8253968253968254,
      "activationCount": 260,
      "baselineHitRates": {
        "1": 0.5774193548387097,
        "5": 0.6699346405228758,
        "10": 0.7242524916943521
      },
      "sampleConfidence": 1,
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      "shadowSharpeLike": 1.2034009793661666,
      "avgForwardReturns": {
        "1": 0.0021786713895599152,
        "5": 0.011269036359407611,
        "10": 0.024130763464053746
      },
      "shadowMaxDrawdown": -0.13920617528590473,
      "shadowTotalReturn": 0.45945904229137846,
      "avgForwardReturn1D": 0.0021786713895599152,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.0038603833427329035,
        "5": 0.019317081599157942,
        "10": 0.03951188424324092
      }
    },
    {
      "topN": 2,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5393939393939394,
        "5": 0.6,
        "10": 0.6303030303030303
      },
      "hitRate1D": 0.5393939393939394,
      "comboQuality": 0.8842634138655221,
      "eligibleDays": 352,
      "fitnessScore": 0.7973564035627865,
      "lookbackDays": 14,
      "returnLift1D": -0.0003093967377954597,
      "hitRateLift1D": -0.01840952881415303,
      "activationRate": 0.46875,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5578034682080925,
        "5": 0.6403508771929824,
        "10": 0.6834319526627219
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1655427434874779,
      "avgForwardReturns": {
        "1": 0.0025831484984737136,
        "5": 0.013004073147308379,
        "10": 0.022848268721414794
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      "shadowMaxDrawdown": -0.10015756368982986,
      "shadowTotalReturn": 0.4332862119663605,
      "avgForwardReturn1D": 0.0025831484984737136,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-24",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028925452362691733,
        "5": 0.015432036682088474,
        "10": 0.03199451189448926
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    },
    {
      "topN": 2,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5393258426966292,
        "5": 0.5988700564971752,
        "10": 0.64
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      "hitRate1D": 0.5393258426966292,
      "comboQuality": 0.8748652200086666,
      "eligibleDays": 330,
      "fitnessScore": 0.7778292576508493,
      "lookbackDays": 30,
      "returnLift1D": -0.0010135541326940032,
      "hitRateLift1D": -0.0329818496110631,
      "activationRate": 0.5393939393939394,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5723076923076923,
        "5": 0.6635514018691588,
        "10": 0.7215189873417721
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      "sampleConfidence": 0.9985018726591761,
      "shadowSharpeLike": 1.1031071720178471,
      "avgForwardReturns": {
        "1": 0.0023372814465323468,
        "5": 0.011538694738086941,
        "10": 0.02441118078312469
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      "shadowMaxDrawdown": -0.160220031002256,
      "shadowTotalReturn": 0.4155652030196375,
      "avgForwardReturn1D": 0.0023372814465323468,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 177,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.00335083557922635,
        "5": 0.017844057946864385,
        "10": 0.03860549210486127
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9903590002396221,
      "fitnessScore": 1.3690493920359368,
      "lookbackDays": 14,
      "returnLift1D": 0.00006547175011172674,
      "activationRate": 0.6676136363636364,
      "activationCount": 235,
      "sampleConfidence": 0.9997163120567376,
      "shadowTotalReturn": 0.8461106492394697,
      "avgForwardReturn1D": 0.0029580169863809
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9984212364540289,
      "fitnessScore": 1.7688973244693422,
      "lookbackDays": 21,
      "returnLift1D": 0.0004895085544323712,
      "activationRate": 0.6784660766961652,
      "activationCount": 230,
      "sampleConfidence": 0.998840579710145,
      "shadowTotalReturn": 1.169305229344693,
      "avgForwardReturn1D": 0.0036896219303962203
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9931407123696169,
      "fitnessScore": 1.444559128504075,
      "lookbackDays": 30,
      "returnLift1D": -0.0006225239650132727,
      "activationRate": 0.7787878787878788,
      "activationCount": 257,
      "sampleConfidence": 0.9976653696498055,
      "shadowTotalReturn": 0.8686445453716085,
      "avgForwardReturn1D": 0.0027283116142130773
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9998143536623225,
      "fitnessScore": 2.2401259170178927,
      "lookbackDays": 45,
      "returnLift1D": -0.00023189026081494798,
      "activationRate": 0.873015873015873,
      "activationCount": 275,
      "sampleConfidence": 0.999030303030303,
      "shadowTotalReturn": 1.5077553855391042,
      "avgForwardReturn1D": 0.0036284930819179555
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9997921361273356,
      "fitnessScore": 2.215252238383348,
      "lookbackDays": 63,
      "returnLift1D": 0.0001841154015537398,
      "activationRate": 0.9225589225589226,
      "activationCount": 274,
      "sampleConfidence": 0.9961070559610706,
      "shadowTotalReturn": 1.4757497182622892,
      "avgForwardReturn1D": 0.003603977269259898
    }
  ],
  "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": "1db4164ae025c5759466fe7e32c1f9beb3dad161e1933b2ba60f422855863b0c",
    "size": 13,
    "members": [
      "CAT",
      "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
2026-07-25
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",
      "CAT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CAT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "CAT",
    "hitRates": {
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      "5": 0.6441281138790036,
      "10": 0.677536231884058
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    "hitRate1D": 0.5684210526315789,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9997278476560679,
    "eligibleDays": 326,
    "fitnessScore": 2.15595280163972,
    "lookbackDays": 63,
    "returnLift1D": -0.0001772440922684325,
    "hitRateLift1D": -0.0021310946076849024,
    "portfolioSize": 4,
    "activationRate": 0.8742331288343558,
    "activationCount": 285,
    "baselineHitRates": {
      "1": 0.5705521472392638,
      "5": 0.6614906832298136,
      "10": 0.7129337539432177
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    "sampleConfidence": 0.9969590643274855,
    "shadowSharpeLike": 2.216597042086854,
    "avgForwardReturns": {
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      "5": 0.016938835417395482,
      "10": 0.034823459793241314
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    "shadowMaxDrawdown": -0.18686890669523348,
    "shadowTotalReturn": 1.4657109239431487,
    "avgForwardReturn1D": 0.0034400972394802603,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28"
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    "horizonObservationCounts": {
      "1": 285,
      "5": 281,
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    "baselineAvgForwardReturns": {
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      "5": 0.018720192945739622,
      "10": 0.03871752911395498
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9997278476560679,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9911133794461604,
    "bestRawFitnessScore": 2.15595280163972,
    "upperQuartileComboQuality": 0.9994942449680131
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.995817491425353,
    "rawScore": 0.9962530514948924,
    "confidence": 0.9991256035424215,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
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        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9998748066300737,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "CAT",
      "hitRates": {
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        "5": 0.6441281138790036,
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      "hitRate1D": 0.5684210526315789,
      "rankWeights": [
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      "comboQuality": 0.9997278476560679,
      "eligibleDays": 326,
      "fitnessScore": 2.15595280163972,
      "lookbackDays": 63,
      "returnLift1D": -0.0001772440922684325,
      "hitRateLift1D": -0.0021310946076849024,
      "portfolioSize": 4,
      "activationRate": 0.8742331288343558,
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      "shadowMaxDrawdown": -0.18686890669523348,
      "shadowTotalReturn": 1.4657109239431487,
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      "riskOffActivations": 0,
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        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "topN": 5,
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      "comboQuality": 0.9997278476560679,
      "eligibleDays": 326,
      "fitnessScore": 2.15595280163972,
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      "returnLift1D": -0.0001772440922684325,
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      "shadowMaxDrawdown": -0.18686890669523348,
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      "avgForwardReturn1D": 0.0034400972394802603,
      "riskOffActivations": 0,
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        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
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    },
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    },
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      "comboQuality": 0.9996069453600093,
      "eligibleDays": 344,
      "fitnessScore": 2.0750571339754527,
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      "returnLift1D": 0.0005227680950957978,
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      "activationRate": 0.7703488372093024,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 2.146575581059985,
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      "shadowMaxDrawdown": -0.13879994513836136,
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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": 0.9996069453600093,
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      },
      "shadowMaxDrawdown": -0.13923054516579236,
      "shadowTotalReturn": 0.46430649153107284,
      "avgForwardReturn1D": 0.0021949810371918637,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.003090628814894924,
        "5": 0.015549428606800236,
        "10": 0.03245215548259479
      }
    },
    {
      "topN": 4,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5398230088495575,
        "5": 0.5929203539823009,
        "10": 0.6283185840707964
      },
      "hitRate1D": 0.5398230088495575,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9029211982867216,
      "eligibleDays": 375,
      "fitnessScore": 0.8406246940204515,
      "lookbackDays": 14,
      "returnLift1D": -0.0004418961497408883,
      "hitRateLift1D": -0.009510324483775867,
      "portfolioSize": 4,
      "activationRate": 0.6026666666666667,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.5493333333333333,
        "5": 0.6064690026954178,
        "10": 0.639344262295082
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.019597855314646,
      "avgForwardReturns": {
        "1": 0.0019719006768018706,
        "5": 0.013720784666090384,
        "10": 0.025642287559318272
      },
      "shadowMaxDrawdown": -0.15523831636658414,
      "shadowTotalReturn": 0.4431077036736002,
      "avgForwardReturn1D": 0.0019719006768018706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 226,
        "10": 226
      },
      "baselineAvgForwardReturns": {
        "1": 0.002413796826542759,
        "5": 0.012153591773052834,
        "10": 0.02655276816699835
      }
    },
    {
      "topN": 5,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5398230088495575,
        "5": 0.5929203539823009,
        "10": 0.6283185840707964
      },
      "hitRate1D": 0.5398230088495575,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9029211982867216,
      "eligibleDays": 375,
      "fitnessScore": 0.8406246940204515,
      "lookbackDays": 14,
      "returnLift1D": -0.0004418961497408883,
      "hitRateLift1D": -0.009510324483775867,
      "portfolioSize": 5,
      "activationRate": 0.6026666666666667,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.5493333333333333,
        "5": 0.6064690026954178,
        "10": 0.639344262295082
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.019597855314646,
      "avgForwardReturns": {
        "1": 0.0019719006768018706,
        "5": 0.013720784666090384,
        "10": 0.025642287559318272
      },
      "shadowMaxDrawdown": -0.15523831636658414,
      "shadowTotalReturn": 0.4431077036736002,
      "avgForwardReturn1D": 0.0019719006768018706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 226,
        "10": 226
      },
      "baselineAvgForwardReturns": {
        "1": 0.002413796826542759,
        "5": 0.012153591773052834,
        "10": 0.02655276816699835
      }
    },
    {
      "topN": 2,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5337078651685393,
        "5": 0.5898876404494382,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5337078651685393,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.8611180425699939,
      "eligibleDays": 359,
      "fitnessScore": 0.7514135948249017,
      "lookbackDays": 30,
      "returnLift1D": -0.0005579025083446774,
      "hitRateLift1D": -0.026180714218647316,
      "portfolioSize": 2,
      "activationRate": 0.4958217270194986,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5598885793871866,
        "5": 0.6281690140845071,
        "10": 0.6685714285714286
      },
      "sampleConfidence": 0.9992509363295881,
      "shadowSharpeLike": 1.0621592558130695,
      "avgForwardReturns": {
        "1": 0.0023456922523825193,
        "5": 0.011242523079971407,
        "10": 0.02370894806058885
      },
      "shadowMaxDrawdown": -0.16116553028337066,
      "shadowTotalReturn": 0.4177415774036666,
      "avgForwardReturn1D": 0.0023456922523825193,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 178,
        "10": 176
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029035947607271967,
        "5": 0.014473173765219666,
        "10": 0.03049485231471667
      }
    },
    {
      "topN": 2,
      "ticker": "CAT",
      "hitRates": {
        "1": 0.5266272189349113,
        "5": 0.5739644970414202,
        "10": 0.6035502958579881
      },
      "hitRate1D": 0.5266272189349113,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7692613894289797,
      "eligibleDays": 375,
      "fitnessScore": 0.6149119673465558,
      "lookbackDays": 14,
      "returnLift1D": -0.00042729038347016956,
      "hitRateLift1D": -0.022706114398422073,
      "portfolioSize": 2,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5493333333333333,
        "5": 0.6064690026954178,
        "10": 0.639344262295082
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8586406799894863,
      "avgForwardReturns": {
        "1": 0.0019865064430725893,
        "5": 0.009626254168094043,
        "10": 0.018724024482751428
      },
      "shadowMaxDrawdown": -0.1000700603644864,
      "shadowTotalReturn": 0.3071514884208566,
      "avgForwardReturn1D": 0.0019865064430725893,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-03-18",
        "2025-03-24",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 169,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.002413796826542759,
        "5": 0.012153591773052834,
        "10": 0.02655276816699835
      }
    }
  ],
  "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": 0.9137535443011329,
      "fitnessScore": 0.8692774242013487,
      "lookbackDays": 14,
      "returnLift1D": -0.00020392765888623291,
      "activationRate": 0.5626666666666666,
      "activationCount": 211,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.47617993649781765,
      "avgForwardReturn1D": 0.002209869167656526
    },
    {
      "comboQuality": 0.9990747161480613,
      "fitnessScore": 1.886586543442248,
      "lookbackDays": 21,
      "returnLift1D": 0.001177351625005648,
      "activationRate": 0.6195652173913043,
      "activationCount": 228,
      "sampleConfidence": 0.9994152046783626,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.2884108918443742,
      "avgForwardReturn1D": 0.003949087122665874
    },
    {
      "comboQuality": 0.9851251029756029,
      "fitnessScore": 1.2724805947557571,
      "lookbackDays": 30,
      "returnLift1D": -0.00028935646548221847,
      "activationRate": 0.6824512534818942,
      "activationCount": 245,
      "sampleConfidence": 0.9991836734693877,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7603763314126812,
      "avgForwardReturn1D": 0.0026142382952449783
    },
    {
      "comboQuality": 0.9996069453600093,
      "fitnessScore": 2.0750571339754527,
      "lookbackDays": 45,
      "returnLift1D": 0.0005227680950957978,
      "activationRate": 0.7703488372093024,
      "activationCount": 265,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.409665448725569,
      "avgForwardReturn1D": 0.0036133969099907217
    },
    {
      "comboQuality": 0.9997278476560679,
      "fitnessScore": 2.15595280163972,
      "lookbackDays": 63,
      "returnLift1D": -0.0001772440922684325,
      "activationRate": 0.8742331288343558,
      "activationCount": 285,
      "sampleConfidence": 0.9969590643274855,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.4657109239431487,
      "avgForwardReturn1D": 0.0034400972394802603
    }
  ],
  "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": "1db4164ae025c5759466fe7e32c1f9beb3dad161e1933b2ba60f422855863b0c",
    "size": 13,
    "members": [
      "CAT",
      "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
0.807
Liquidity
1
Momentum
0.534
Relative strength
0.678
Trend quality
0.699
Stability
0.655
Aggression
0.489
Downside risk
0.558
Drawdown state
0.835
Quality momentum
0.616
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.451
Beta 1y Profile Score
0.670
Beta 3m Profile Score
0.806
Beta Change Score
0.670
Correlation Change Score
0.495
Current Drawdown Score
0.756
Days Since 52w High Score
0.063
Distance From 52w High Score
0.756
Distance From Sma 20 Score
0.411
Distance From Sma 200 Score
0.889
Distance From Sma 50 Score
0.445
Downside Volatility 1m Score
0.684
Downside Volatility 1y Score
0.401
Downside Volatility 2y Score
0.358
Downside Volatility 3m Score
0.539
Downside Volatility 5y Score
0.332
Downside Volatility 6m Score
0.471
Drawdown Recovery Score
1
Excess Return 1m Score
0.340
Excess Return 1y Score
1
Excess Return 3m Score
0.612
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.807
Drawdown Score 1m
0.253
Drawdown Score 1y
0.713
Drawdown Score 2y
0.574
Drawdown Score 3m
0.533
Drawdown Score 5y
0.660
Drawdown Score 6m
0.660
Momentum Acceleration 1m Vs 3m Score
0.082
Momentum Acceleration 3m Vs 6m Score
0.403
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.568
Relative Volume 20d Score
0.310
Return 1m Score
0.351
Return 1w Score
0.572
Return 1y Score
1
Return 2y Score
0.739
Return 3m Score
0.635
Return 5y Score
0.357
Return 6m Score
0.826
Return Skewness 1y Score
0.591
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.843
Sharpe 2y Score
0.709
Sharpe 3m Score
0.618
Sharpe 5y Score
0.627
Sharpe 6m Score
0.747
Sortino 1m Score
0.153
Sortino 1y Score
0.676
Sortino 2y Score
0.585
Sortino 3m Score
0.519
Sortino 5y Score
0.524
Sortino 6m Score
0.609
Trend R2 1m Score
0.788
Trend R2 1w Score
0.515
Trend R2 1y Score
0.961
Trend R2 2y Score
0.808
Trend R2 3m Score
0.290
Trend R2 5y Score
0.859
Trend R2 6m Score
0.795
Trend Slope 1m Score
0
Trend Slope 1w Score
0.808
Trend Slope 1y Score
0.730
Trend Slope 2y Score
0.640
Trend Slope 3m Score
0.608
Trend Slope 5y Score
0.574
Trend Slope 6m Score
0.703
Volatility 1m Score
0.600
Volatility 1w Score
0.284
Volatility 1y Score
0.442
Volatility 2y Score
0.395
Volatility 3m Score
0.573
Volatility 5y Score
0.352
Volatility 6m Score
0.513
Worst Day 1y Score
0.655
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,412,644,330.985
Best Day 1y
0.116
Beta To Benchmark 1y
1.675
Beta 3m
2.016
Beta Change
0.341
Beta To Sector 1y
1.716
Correlation To Benchmark 1y
0.558
Correlation 3m
0.549
Correlation Change
-0.009
Correlation To Sector 1y
0.753
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.442
Benchmark Independence 3m Score
0.451
Beta 1y Profile Score
0.670
Beta 3m Profile Score
0.806
Beta Change Score
0.670
Correlation Change Score
0.495
Current Drawdown Score
0.756
Distance From Sma 20 Score
0.411
Distance From Sma 200 Score
0.889
Current Drawdown
-0.158
Days Since 52w High
16
Distance From 52w High
-0.158
Distance From Sma 20
-0.054
Distance From Sma 200
0.233
Distance From Sma 50
-0.033
Downside Capture 1y
0.725
Downside Volatility 1m
0.563
Downside Volatility 1w
-
Downside Volatility 1y
0.351
Downside Volatility 2y
0.319
Downside Volatility 3m
0.454
Downside Volatility 5y
0.299
Downside Volatility 6m
0.403
Drawdown Recovery
1
Excess Return 1m
-0.096
Excess Return 1y
0.977
Excess Return 3m
0.067
Excess Return 6m
0.309
Expected Shortfall 95 1y
-0.046
Market Cap
409,341,913,051.59
Max Drawdown 1m
-0.187
Max Drawdown 1w
-0.016
Max Drawdown 1y
-0.187
Max Drawdown 2y
-0.340
Max Drawdown 3m
-0.187
Max Drawdown 5y
-0.340
Max Drawdown 6m
-0.187
Momentum Acceleration 1m Vs 3m
-0.125
Momentum Acceleration 3m Vs 6m
-0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.011
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.137
Return 1m
-0.089
Return 1w
0.022
Return 1y
1.164
Return 2y
1.586
Return 3m
0.108
Return 5y
3.636
Return 6m
0.391
Return Skewness 1y
0.549
Sector Excess Return 1y
0.943
Sharpe 1m
-2.005
Sharpe 1y
2.216
Sharpe 2y
1.545
Sharpe 3m
1.090
Sharpe 5y
1.134
Sharpe 6m
1.735
Sortino 1m
-1.779
Sortino 1y
2.407
Sortino 2y
1.678
Sortino 3m
1.151
Sortino 5y
1.189
Sortino 6m
1.870
Trend R2 1m
0.788
Trend R2 1w
0.515
Trend R2 1y
0.961
Trend R2 2y
0.808
Trend R2 3m
0.290
Trend R2 5y
0.859
Trend R2 6m
0.795
Trend 1m
-0.008
Trend 1w
0.005
Trend 1y
0.004
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
2.515
Value At Risk 95 1y
-0.036
Volatility 1m
0.500
Volatility 1w
0.263
Volatility 1y
0.381
Volatility 2y
0.346
Volatility 3m
0.480
Volatility 5y
0.314
Volatility 6m
0.435
Worst Day 1y
-0.069
Distance From Sma 50 Score
0.445
Downside Volatility 1y Score
0.401
Downside Volatility 3m Score
0.539
Drawdown Recovery Score
1
Excess Return 1m Score
0.340
Excess Return 1y Score
1
Excess Return 3m Score
0.612
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.542
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.807
Drawdown Score 1y
0.713
Drawdown Score 5y
0.660
Momentum Acceleration 1m Vs 3m Score
0.082
Momentum Acceleration 3m Vs 6m Score
0.403
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.310
Return 1m Score
0.351
Return 1y Score
1
Return 3m Score
0.635
Return 6m Score
0.826
Return Skewness 1y Score
0.591
Sortino 1y Score
0.676
Sortino 3m Score
0.519
Trend R2 1y Score
0.961
Trend R2 3m Score
0.290
Trend Slope 1y Score
0.730
Trend Slope 3m Score
0.608
Volatility 1y Score
0.442
Volatility 3m Score
0.573