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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

CRWD

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

CRWD

CrowdStrike

Category

Sector: Technology

Industry / Category: Cybersecurity

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Cloud-native cybersecurity platform focused on endpoint and identity protection.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.449
Correlation To Benchmark 1y
0.386
Inverse To Benchmark 1y
0.614
Drawdown Score 1m
0.482
Drawdown Score 3m
0.561
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
0.518
Drawdown Score 1y
0.428
Drawdown Score 2y
0.535
Drawdown Score 5y
0.323
Return 1w
-0.100
Return 1m
0.077
Return 3m
0.572
Return 6m
0.645
Return 1y
0.557
Return 2y
1.139
Return 5y
1.943
Sharpe 1m
1.745
Sharpe 3m
3.511
Sharpe 6m
2.042
Sharpe 1y
1.166
Sharpe 2y
1.019
Sharpe 5y
0.679
Trend 1w
-0.023
Trend 1m
0.006
Trend 3m
0.009
Trend 6m
0.006
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.202
Volatility 1m
0.613
Volatility 3m
0.560
Volatility 6m
0.567
Volatility 1y
0.476
Volatility 2y
0.492
Volatility 5y
0.510
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
CRWD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:13 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.898
Aptet Fit Raw Score
0.910
Aptet Fit Confidence
0.972
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.834
Force Fit Raw Score
0.857
Force Fit Confidence
0.947
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:13 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CRWD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CRWD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "CRWD",
    "hitRates": {
      "1": 0.5548780487804879,
      "5": 0.61875,
      "10": 0.6580645161290323
    },
    "hitRate1D": 0.5548780487804879,
    "comboQuality": 0.9921212305825633,
    "eligibleDays": 315,
    "fitnessScore": 1.413848187972198,
    "lookbackDays": 45,
    "returnLift1D": 0.0018778350845826785,
    "hitRateLift1D": 0.012020905923345038,
    "activationRate": 0.5206349206349207,
    "activationCount": 164,
    "baselineHitRates": {
      "1": 0.5428571428571428,
      "5": 0.5530546623794212,
      "10": 0.5490196078431373
    },
    "sampleConfidence": 0.9947154471544716,
    "shadowSharpeLike": 1.8144706464269122,
    "avgForwardReturns": {
      "1": 0.004494569588247706,
      "5": 0.02206656526692249,
      "10": 0.044799115382410284
    },
    "shadowMaxDrawdown": -0.175149624021689,
    "shadowTotalReturn": 0.9436986108603855,
    "avgForwardReturn1D": 0.004494569588247706,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09"
    ],
    "horizonObservationCounts": {
      "1": 164,
      "5": 160,
      "10": 155
    },
    "baselineAvgForwardReturns": {
      "1": 0.0026167345036650276,
      "5": 0.012702444485167042,
      "10": 0.02517552005285521
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9921212305825633,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9068654494808971,
    "bestRawFitnessScore": 1.413848187972198,
    "upperQuartileComboQuality": 0.9394847661701033
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8977419892367875,
    "rawScore": 0.9102773551596905,
    "confidence": 0.9724581395948185,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 45
    },
    "profileBreadth": 0.9000325763870654,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.8192089961871067,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5548780487804879,
        "5": 0.61875,
        "10": 0.6580645161290323
      },
      "hitRate1D": 0.5548780487804879,
      "comboQuality": 0.9921212305825633,
      "eligibleDays": 315,
      "fitnessScore": 1.413848187972198,
      "lookbackDays": 45,
      "returnLift1D": 0.0018778350845826785,
      "hitRateLift1D": 0.012020905923345038,
      "activationRate": 0.5206349206349207,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5530546623794212,
        "10": 0.5490196078431373
      },
      "sampleConfidence": 0.9947154471544716,
      "shadowSharpeLike": 1.8144706464269122,
      "avgForwardReturns": {
        "1": 0.004494569588247706,
        "5": 0.02206656526692249,
        "10": 0.044799115382410284
      },
      "shadowMaxDrawdown": -0.175149624021689,
      "shadowTotalReturn": 0.9436986108603855,
      "avgForwardReturn1D": 0.004494569588247706,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 160,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026167345036650276,
        "5": 0.012702444485167042,
        "10": 0.02517552005285521
      }
    },
    {
      "topN": 5,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.536723163841808,
        "5": 0.6069364161849711,
        "10": 0.625
      },
      "hitRate1D": 0.536723163841808,
      "comboQuality": 0.9860940393857713,
      "eligibleDays": 315,
      "fitnessScore": 1.2875155141657153,
      "lookbackDays": 45,
      "returnLift1D": 0.0012556965731772033,
      "hitRateLift1D": -0.006133979015334856,
      "activationRate": 0.5619047619047619,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5530546623794212,
        "10": 0.5490196078431373
      },
      "sampleConfidence": 0.9951035781544256,
      "shadowSharpeLike": 1.660721897037483,
      "avgForwardReturns": {
        "1": 0.003872431076842231,
        "5": 0.019349922606087193,
        "10": 0.03962483476362828
      },
      "shadowMaxDrawdown": -0.17514962402168888,
      "shadowTotalReturn": 0.8438426486491339,
      "avgForwardReturn1D": 0.003872431076842231,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 173,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026167345036650276,
        "5": 0.012702444485167042,
        "10": 0.02517552005285521
      }
    },
    {
      "topN": 4,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5380116959064327,
        "5": 0.6227544910179641,
        "10": 0.6419753086419753
      },
      "hitRate1D": 0.5380116959064327,
      "comboQuality": 0.986019798709062,
      "eligibleDays": 315,
      "fitnessScore": 1.2863275457870953,
      "lookbackDays": 45,
      "returnLift1D": 0.001399579548787925,
      "hitRateLift1D": -0.004845446950710097,
      "activationRate": 0.5428571428571428,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5530546623794212,
        "10": 0.5490196078431373
      },
      "sampleConfidence": 0.9949317738791423,
      "shadowSharpeLike": 1.6729003548839914,
      "avgForwardReturns": {
        "1": 0.004016314052452953,
        "5": 0.021216374828940277,
        "10": 0.0424026424421858
      },
      "shadowMaxDrawdown": -0.1751496240216891,
      "shadowTotalReturn": 0.8476586723315731,
      "avgForwardReturn1D": 0.004016314052452953,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026167345036650276,
        "5": 0.012702444485167042,
        "10": 0.02517552005285521
      }
    },
    {
      "topN": 5,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5976331360946746,
        "10": 0.6303030303030303
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9761685957631302,
      "eligibleDays": 352,
      "fitnessScore": 1.1667788412101963,
      "lookbackDays": 14,
      "returnLift1D": 0.000991735655705798,
      "hitRateLift1D": 0.01139601139601143,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5590778097982709,
        "10": 0.5597667638483965
      },
      "sampleConfidence": 0.9957364341085272,
      "shadowSharpeLike": 1.3651014333568152,
      "avgForwardReturns": {
        "1": 0.00391884870603282,
        "5": 0.018056126527696146,
        "10": 0.03545439391571672
      },
      "shadowMaxDrawdown": -0.2032139101679733,
      "shadowTotalReturn": 0.7671956153024426,
      "avgForwardReturn1D": 0.00391884870603282,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 169,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.002927113050327022,
        "5": 0.014671256081489696,
        "10": 0.026626739742892425
      }
    },
    {
      "topN": 3,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5612903225806452,
        "5": 0.5816993464052288,
        "10": 0.6174496644295302
      },
      "hitRate1D": 0.5612903225806452,
      "comboQuality": 0.9400631547690954,
      "eligibleDays": 352,
      "fitnessScore": 0.955584238719985,
      "lookbackDays": 14,
      "returnLift1D": 0.0006489443618202056,
      "hitRateLift1D": 0.017130778421101,
      "activationRate": 0.4431818181818182,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5590778097982709,
        "10": 0.5597667638483965
      },
      "sampleConfidence": 0.9952991452991453,
      "shadowSharpeLike": 1.2190371026015605,
      "avgForwardReturns": {
        "1": 0.0035760574121472275,
        "5": 0.017478606373154296,
        "10": 0.03445484058382378
      },
      "shadowMaxDrawdown": -0.20321391016797363,
      "shadowTotalReturn": 0.5940442900704341,
      "avgForwardReturn1D": 0.0035760574121472275,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.002927113050327022,
        "5": 0.014671256081489696,
        "10": 0.026626739742892425
      }
    },
    {
      "topN": 2,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5378787878787878,
        "5": 0.6484375,
        "10": 0.7398373983739838
      },
      "hitRate1D": 0.5378787878787878,
      "comboQuality": 0.9392919699704394,
      "eligibleDays": 315,
      "fitnessScore": 0.9525910854171191,
      "lookbackDays": 45,
      "returnLift1D": 0.0013903709944658098,
      "hitRateLift1D": -0.004978354978354971,
      "activationRate": 0.41904761904761906,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5530546623794212,
        "10": 0.5490196078431373
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        "5": 0.558282208588957,
        "10": 0.5700934579439252
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": 0.8263828951159347,
      "avgForwardReturns": {
        "1": 0.00213486601303331,
        "5": 0.02142853953449185,
        "10": 0.04695857843378875
      },
      "shadowMaxDrawdown": -0.3205516046569461,
      "shadowTotalReturn": 0.3329741562579478,
      "avgForwardReturn1D": 0.00213486601303331,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026960843921448336,
        "5": 0.014487830533489914,
        "10": 0.029740195920392423
      }
    },
    {
      "topN": 3,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.52046783625731,
        "5": 0.5988023952095808,
        "10": 0.654320987654321
      },
      "hitRate1D": 0.52046783625731,
      "comboQuality": 0.6843223167285243,
      "eligibleDays": 339,
      "fitnessScore": 0.5202156118350144,
      "lookbackDays": 21,
      "returnLift1D": -0.0005654517192346551,
      "hitRateLift1D": -0.019355172592247505,
      "activationRate": 0.504424778761062,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5398230088495575,
        "5": 0.5492537313432836,
        "10": 0.5636363636363636
      },
      "sampleConfidence": 0.9949317738791423,
      "shadowSharpeLike": 0.6718389138166664,
      "avgForwardReturns": {
        "1": 0.0019788546237269203,
        "5": 0.019826777015474483,
        "10": 0.04341484293494021
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      "shadowMaxDrawdown": -0.24389132073766295,
      "shadowTotalReturn": 0.268701387554624,
      "avgForwardReturn1D": 0.0019788546237269203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025443063429615755,
        "5": 0.013399543096129446,
        "10": 0.027755305191877157
      }
    },
    {
      "topN": 2,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5034965034965035,
        "5": 0.5323741007194245,
        "10": 0.6044776119402985
      },
      "hitRate1D": 0.5034965034965035,
      "comboQuality": 0.2753067838061798,
      "eligibleDays": 339,
      "fitnessScore": 0.13707028038761093,
      "lookbackDays": 21,
      "returnLift1D": -0.0018409189048737566,
      "hitRateLift1D": -0.03632650535305393,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5398230088495575,
        "5": 0.5492537313432836,
        "10": 0.5636363636363636
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      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": 0.19218457183097437,
      "avgForwardReturns": {
        "1": 0.0007033874380878187,
        "5": 0.009522222523333889,
        "10": 0.02550352078611794
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      "shadowMaxDrawdown": -0.25424557401377756,
      "shadowTotalReturn": 0.015767335118261894,
      "avgForwardReturn1D": 0.0007033874380878187,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025443063429615755,
        "5": 0.013399543096129446,
        "10": 0.027755305191877157
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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": 0.9761685957631302,
      "fitnessScore": 1.1667788412101963,
      "lookbackDays": 14,
      "returnLift1D": 0.000991735655705798,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "sampleConfidence": 0.9957364341085272,
      "shadowTotalReturn": 0.7671956153024426,
      "avgForwardReturn1D": 0.00391884870603282
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9023542589106764,
      "fitnessScore": 0.8392054527492616,
      "lookbackDays": 21,
      "returnLift1D": 0.00014152457258033565,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "sampleConfidence": 0.9953654188948308,
      "shadowTotalReturn": 0.4937986995680361,
      "avgForwardReturn1D": 0.002685830915541911
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9242853269413968,
      "fitnessScore": 0.9004507461242258,
      "lookbackDays": 30,
      "returnLift1D": 0.0008427231784218863,
      "activationRate": 0.4393939393939394,
      "activationCount": 145,
      "sampleConfidence": 0.9954022988505747,
      "shadowTotalReturn": 0.558733625910987,
      "avgForwardReturn1D": 0.00353880757056672
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9921212305825633,
      "fitnessScore": 1.413848187972198,
      "lookbackDays": 45,
      "returnLift1D": 0.0018778350845826785,
      "activationRate": 0.5206349206349207,
      "activationCount": 164,
      "sampleConfidence": 0.9947154471544716,
      "shadowTotalReturn": 0.9436986108603855,
      "avgForwardReturn1D": 0.004494569588247706
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9126062582447138,
      "fitnessScore": 0.8660937871323255,
      "lookbackDays": 63,
      "returnLift1D": 0.0013369368957193463,
      "activationRate": 0.45791245791245794,
      "activationCount": 136,
      "sampleConfidence": 0.9936274509803922,
      "shadowTotalReturn": 0.5178736106139548,
      "avgForwardReturn1D": 0.003495039443889717
    }
  ],
  "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": "62afa531901bd6d18b4901718c6564578a2d21d93cd7b0a2e45aabff8e4989b8",
    "size": 13,
    "members": [
      "CRWD",
      "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",
      "CRWD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CRWD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "CRWD",
    "hitRates": {
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      "5": 0.6134969325153374,
      "10": 0.6329113924050633
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    "hitRate1D": 0.5568862275449101,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.9916980804638512,
    "eligibleDays": 344,
    "fitnessScore": 1.4022450288040111,
    "lookbackDays": 45,
    "returnLift1D": 0.0014850142667546754,
    "hitRateLift1D": 0.016188553126305516,
    "portfolioSize": 3,
    "activationRate": 0.48546511627906974,
    "activationCount": 167,
    "baselineHitRates": {
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      "5": 0.5588235294117647,
      "10": 0.564179104477612
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    "sampleConfidence": 0.994810379241517,
    "shadowSharpeLike": 1.7353162720176223,
    "avgForwardReturns": {
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      "5": 0.021247166368250917,
      "10": 0.041559016301630974
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    "shadowMaxDrawdown": -0.17546056897217843,
    "shadowTotalReturn": 0.9548391441613793,
    "avgForwardReturn1D": 0.004467598779188647,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-20",
      "2025-03-25",
      "2025-03-26",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05"
    ],
    "horizonObservationCounts": {
      "1": 167,
      "5": 163,
      "10": 158
    },
    "baselineAvgForwardReturns": {
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      "5": 0.014716701932295,
      "10": 0.02865263160481279
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9916980804638512,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.823357005185837,
    "bestRawFitnessScore": 1.4022450288040111,
    "upperQuartileComboQuality": 0.9383947422506064
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8343047006899517,
    "rawScore": 0.8569588681436808,
    "confidence": 0.9471289269628496,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 3
    },
    "profileBreadth": 0.6498706101368148,
    "recommendedRegion": {
      "lookbackDays": [
        14,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7213133421855837,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "CRWD",
      "hitRates": {
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        "5": 0.6134969325153374,
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      "hitRate1D": 0.5568862275449101,
      "rankWeights": [
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      "comboQuality": 0.9916980804638512,
      "eligibleDays": 344,
      "fitnessScore": 1.4022450288040111,
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      "returnLift1D": 0.0014850142667546754,
      "hitRateLift1D": 0.016188553126305516,
      "portfolioSize": 3,
      "activationRate": 0.48546511627906974,
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      "baselineHitRates": {
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      "sampleConfidence": 0.994810379241517,
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      "shadowMaxDrawdown": -0.17546056897217843,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-20",
        "2025-03-25",
        "2025-03-26",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.9854954389836342,
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      "activationRate": 0.5058139534883721,
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      "shadowMaxDrawdown": -0.17546056897217843,
      "shadowTotalReturn": 0.8617689902624426,
      "avgForwardReturn1D": 0.00400960482576402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-25",
        "2025-03-26",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9402448829468668,
      "eligibleDays": 326,
      "fitnessScore": 0.956294815919812,
      "lookbackDays": 63,
      "returnLift1D": 0.0005877906394452207,
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      "activationRate": 0.49693251533742333,
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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": 0.9402448829468668,
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      "returnLift1D": 0.0005877906394452207,
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      "sampleConfidence": 0.9957264957264957,
      "shadowSharpeLike": 0.5882157599791675,
      "avgForwardReturns": {
        "1": 0.0017357189735697732,
        "5": 0.014726565781687403,
        "10": 0.03006881868220758
      },
      "shadowMaxDrawdown": -0.27836573468299375,
      "shadowTotalReturn": 0.21041083550675865,
      "avgForwardReturn1D": 0.0017357189735697732,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 152,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018357908680091569,
        "5": 0.010507930326111782,
        "10": 0.023164527340143633
      }
    },
    {
      "topN": 4,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5154639175257731,
        "5": 0.5947368421052631,
        "10": 0.6397849462365591
      },
      "hitRate1D": 0.5154639175257731,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5406818554805787,
      "eligibleDays": 359,
      "fitnessScore": 0.38587934747950053,
      "lookbackDays": 30,
      "returnLift1D": -0.0005509550301767982,
      "hitRateLift1D": -0.01378399333773661,
      "portfolioSize": 4,
      "activationRate": 0.5403899721448467,
      "activationCount": 194,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5485714285714286
      },
      "sampleConfidence": 0.9958762886597938,
      "shadowSharpeLike": 0.48474509122028187,
      "avgForwardReturns": {
        "1": 0.0012848358378323586,
        "5": 0.014100054010296192,
        "10": 0.035177763436738826
      },
      "shadowMaxDrawdown": -0.2983423182270717,
      "shadowTotalReturn": 0.16589498110969858,
      "avgForwardReturn1D": 0.0012848358378323586,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 190,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018357908680091569,
        "5": 0.010507930326111782,
        "10": 0.023164527340143633
      }
    },
    {
      "topN": 5,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5154639175257731,
        "5": 0.5947368421052631,
        "10": 0.6397849462365591
      },
      "hitRate1D": 0.5154639175257731,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5406818554805787,
      "eligibleDays": 359,
      "fitnessScore": 0.38587934747950053,
      "lookbackDays": 30,
      "returnLift1D": -0.0005509550301767982,
      "hitRateLift1D": -0.01378399333773661,
      "portfolioSize": 5,
      "activationRate": 0.5403899721448467,
      "activationCount": 194,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5485714285714286
      },
      "sampleConfidence": 0.9958762886597938,
      "shadowSharpeLike": 0.48474509122028187,
      "avgForwardReturns": {
        "1": 0.0012848358378323586,
        "5": 0.014100054010296192,
        "10": 0.035177763436738826
      },
      "shadowMaxDrawdown": -0.2983423182270717,
      "shadowTotalReturn": 0.16589498110969858,
      "avgForwardReturn1D": 0.0012848358378323586,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 190,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018357908680091569,
        "5": 0.010507930326111782,
        "10": 0.023164527340143633
      }
    },
    {
      "topN": 3,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5081081081081081,
        "5": 0.585635359116022,
        "10": 0.632768361581921
      },
      "hitRate1D": 0.5081081081081081,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.37580278044086807,
      "eligibleDays": 359,
      "fitnessScore": 0.23837158425660623,
      "lookbackDays": 30,
      "returnLift1D": -0.0009602495864206823,
      "hitRateLift1D": -0.021139802755401615,
      "portfolioSize": 3,
      "activationRate": 0.5153203342618384,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5485714285714286
      },
      "sampleConfidence": 0.9956756756756757,
      "shadowSharpeLike": 0.31136831873503407,
      "avgForwardReturns": {
        "1": 0.0008755412815884745,
        "5": 0.013451236606528414,
        "10": 0.03416358779804065
      },
      "shadowMaxDrawdown": -0.32024732250409427,
      "shadowTotalReturn": 0.07154883060443962,
      "avgForwardReturn1D": 0.0008755412815884745,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 181,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018357908680091569,
        "5": 0.010507930326111782,
        "10": 0.023164527340143633
      }
    },
    {
      "topN": 2,
      "ticker": "CRWD",
      "hitRates": {
        "1": 0.5159235668789809,
        "5": 0.5359477124183006,
        "10": 0.5540540540540541
      },
      "hitRate1D": 0.5159235668789809,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20501695158231756,
      "eligibleDays": 368,
      "fitnessScore": 0.0518498124303109,
      "lookbackDays": 21,
      "returnLift1D": -0.001824599116300509,
      "hitRateLift1D": -0.022119911381888624,
      "portfolioSize": 2,
      "activationRate": 0.4266304347826087,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5380434782608695,
        "5": 0.5494505494505495,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": 0.06589995177093406,
      "avgForwardReturns": {
        "1": 0.0003182031485256499,
        "5": 0.006744325829505138,
        "10": 0.013381722637701057
      },
      "shadowMaxDrawdown": -0.3397303658828841,
      "shadowTotalReturn": -0.040579546689460955,
      "avgForwardReturn1D": 0.0003182031485256499,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.002142802264826159,
        "5": 0.011167298701718183,
        "10": 0.021816626926212473
      }
    }
  ],
  "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": 0.87687251431226,
      "fitnessScore": 0.7818910922756773,
      "lookbackDays": 14,
      "returnLift1D": 0.0006259620943485996,
      "activationRate": 0.44533333333333336,
      "activationCount": 167,
      "sampleConfidence": 0.9964071856287426,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.4743323885459938,
      "avgForwardReturn1D": 0.002877652178929882
    },
    {
      "comboQuality": 0.8007493096806888,
      "fitnessScore": 0.6560165117118737,
      "lookbackDays": 21,
      "returnLift1D": 0.000051333998921503435,
      "activationRate": 0.532608695652174,
      "activationCount": 196,
      "sampleConfidence": 0.9955782312925171,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3769109914894606,
      "avgForwardReturn1D": 0.0021941362637476623
    },
    {
      "comboQuality": 0.5611679947788264,
      "fitnessScore": 0.4040988036217672,
      "lookbackDays": 30,
      "returnLift1D": -0.00010007189443938364,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "sampleConfidence": 0.9957264957264957,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.21041083550675865,
      "avgForwardReturn1D": 0.0017357189735697732
    },
    {
      "comboQuality": 0.9916980804638512,
      "fitnessScore": 1.4022450288040111,
      "lookbackDays": 45,
      "returnLift1D": 0.0014850142667546754,
      "activationRate": 0.48546511627906974,
      "activationCount": 167,
      "sampleConfidence": 0.994810379241517,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.9548391441613793,
      "avgForwardReturn1D": 0.004467598779188647
    },
    {
      "comboQuality": 0.9402448829468668,
      "fitnessScore": 0.956294815919812,
      "lookbackDays": 63,
      "returnLift1D": 0.0005877906394452207,
      "activationRate": 0.49693251533742333,
      "activationCount": 162,
      "sampleConfidence": 0.9946502057613169,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5987138474886473,
      "avgForwardReturn1D": 0.0033358589414680174
    }
  ],
  "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": "62afa531901bd6d18b4901718c6564578a2d21d93cd7b0a2e45aabff8e4989b8",
    "size": 13,
    "members": [
      "CRWD",
      "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
0.731
Liquidity
1
Momentum
0.757
Relative strength
0.898
Trend quality
0.645
Stability
0.490
Aggression
0.496
Downside risk
0.549
Drawdown state
0.868
Quality momentum
0.723
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.614
Benchmark Independence 3m Score
0.654
Beta 1y Profile Score
0.579
Beta 3m Profile Score
0.594
Beta Change Score
0.518
Correlation Change Score
0.480
Current Drawdown Score
0.801
Days Since 52w High Score
0.028
Distance From 52w High Score
0.801
Distance From Sma 20 Score
0.420
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.561
Downside Volatility 1m Score
0.489
Downside Volatility 1w Score
0.434
Downside Volatility 1y Score
0.540
Downside Volatility 2y Score
0.584
Downside Volatility 3m Score
0.513
Downside Volatility 5y Score
0.624
Downside Volatility 6m Score
0.704
Drawdown Recovery Score
1
Excess Return 1m Score
0.619
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.370
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.731
Drawdown Score 1m
0.482
Drawdown Score 1y
0.428
Drawdown Score 2y
0.535
Drawdown Score 3m
0.561
Drawdown Score 5y
0.323
Drawdown Score 6m
0.518
Momentum Acceleration 1m Vs 3m Score
0.123
Momentum Acceleration 3m Vs 6m Score
0.777
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.487
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.198
Return 1m Score
0.629
Return 1w Score
0.167
Return 1y Score
0.848
Return 2y Score
0.611
Return 3m Score
1
Return 5y Score
0.226
Return 6m Score
1
Return Skewness 1y Score
0.552
Sector Excess Return 1y Score
0.785
Sharpe 1m Score
0.749
Sharpe 1y Score
0.633
Sharpe 2y Score
0.604
Sharpe 3m Score
1
Sharpe 5y Score
0.536
Sharpe 6m Score
0.808
Sortino 1m Score
0.696
Sortino 1y Score
0.527
Sortino 2y Score
0.503
Sortino 3m Score
0.941
Sortino 5y Score
0.459
Sortino 6m Score
0.625
Trend R2 1m Score
0.362
Trend R2 1w Score
0.966
Trend R2 1y Score
0.262
Trend R2 2y Score
0.683
Trend R2 3m Score
0.802
Trend R2 5y Score
0.601
Trend R2 6m Score
0.765
Trend Slope 1m Score
0.864
Trend Slope 1w Score
0
Trend Slope 1y Score
0.588
Trend Slope 2y Score
0.594
Trend Slope 3m Score
1
Trend Slope 5y Score
0.565
Trend Slope 6m Score
0.895
Volatility 1m Score
0.751
Volatility 1w Score
0.202
Volatility 1y Score
0.568
Volatility 2y Score
0.589
Volatility 3m Score
0.680
Volatility 5y Score
0.614
Volatility 6m Score
0.689
Worst Day 1y Score
0.508
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,968,507,171.483
Best Day 1y
0.128
Beta To Benchmark 1y
1.449
Beta 3m
1.485
Beta Change
0.036
Beta To Sector 1y
0.926
Correlation To Benchmark 1y
0.386
Correlation 3m
0.346
Correlation Change
-0.040
Correlation To Sector 1y
0.481
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.614
Benchmark Independence 3m Score
0.654
Beta 1y Profile Score
0.579
Beta 3m Profile Score
0.594
Beta Change Score
0.518
Correlation Change Score
0.480
Current Drawdown Score
0.801
Distance From Sma 20 Score
0.420
Distance From Sma 200 Score
1
Current Drawdown
-0.130
Days Since 52w High
7
Distance From 52w High
-0.130
Distance From Sma 20
-0.048
Distance From Sma 200
0.401
Distance From Sma 50
0.036
Downside Capture 1y
0.654
Downside Volatility 1m
0.417
Downside Volatility 1w
0.375
Downside Volatility 1y
0.455
Downside Volatility 2y
0.488
Downside Volatility 3m
0.435
Downside Volatility 5y
0.518
Downside Volatility 6m
0.578
Drawdown Recovery
1
Excess Return 1m
0.071
Excess Return 1y
0.370
Excess Return 3m
0.532
Excess Return 6m
0.563
Expected Shortfall 95 1y
-0.063
Market Cap
186,626,560,838.4
Max Drawdown 1m
-0.130
Max Drawdown 1w
-0.100
Max Drawdown 1y
-0.372
Max Drawdown 2y
-0.372
Max Drawdown 3m
-0.175
Max Drawdown 5y
-0.677
Max Drawdown 6m
-0.265
Momentum Acceleration 1m Vs 3m
-0.113
Momentum Acceleration 3m Vs 6m
0.083
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.009
Relative Volume 20d
0.836
Return 1m
0.077
Return 1w
-0.100
Return 1y
0.557
Return 2y
1.139
Return 3m
0.572
Return 5y
1.943
Return 6m
0.645
Return Skewness 1y
0.309
Sector Excess Return 1y
0.171
Sharpe 1m
1.745
Sharpe 1y
1.166
Sharpe 2y
1.019
Sharpe 3m
3.511
Sharpe 5y
0.679
Sharpe 6m
2.042
Sortino 1m
2.567
Sortino 1y
1.220
Sortino 2y
1.026
Sortino 3m
4.525
Sortino 5y
0.668
Sortino 6m
2.003
Trend R2 1m
0.362
Trend R2 1w
0.966
Trend R2 1y
0.262
Trend R2 2y
0.683
Trend R2 3m
0.802
Trend R2 5y
0.601
Trend R2 6m
0.765
Trend 1m
0.006
Trend 1w
-0.023
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
0.009
Trend 5y
0.001
Trend 6m
0.006
Upside Capture 1y
2.005
Value At Risk 95 1y
-0.041
Volatility 1m
0.613
Volatility 1w
0.202
Volatility 1y
0.476
Volatility 2y
0.492
Volatility 3m
0.560
Volatility 5y
0.510
Volatility 6m
0.567
Worst Day 1y
-0.098
Distance From Sma 50 Score
0.561
Downside Volatility 1y Score
0.540
Downside Volatility 3m Score
0.513
Drawdown Recovery Score
1
Excess Return 1m Score
0.619
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.370
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.731
Drawdown Score 1y
0.428
Drawdown Score 5y
0.323
Momentum Acceleration 1m Vs 3m Score
0.123
Momentum Acceleration 3m Vs 6m Score
0.777
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.487
Relative Volume 20d Score
0.198
Return 1m Score
0.629
Return 1y Score
0.848
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.552
Sortino 1y Score
0.527
Sortino 3m Score
0.941
Trend R2 1y Score
0.262
Trend R2 3m Score
0.802
Trend Slope 1y Score
0.588
Trend Slope 3m Score
1
Volatility 1y Score
0.568
Volatility 3m Score
0.680