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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

ETN

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

Research Detail

ETN

ETN

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
1.621
Correlation To Benchmark 1y
0.578
Inverse To Benchmark 1y
0.422
Drawdown Score 1m
0.714
Drawdown Score 3m
0.653
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
0.748
Drawdown Score 1y
0.706
Drawdown Score 2y
0.569
Drawdown Score 5y
0.655
Return 1w
0.048
Return 1m
0.024
Return 3m
0.006
Return 6m
0.236
Return 1y
0.127
Return 2y
0.377
Return 5y
1.922
Sharpe 1m
0.882
Sharpe 3m
0.279
Sharpe 6m
1.237
Sharpe 1y
0.514
Sharpe 2y
0.621
Sharpe 5y
0.851
Trend 1w
0.008
Trend 1m
-0.001
Trend 3m
-0.000
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.107
Volatility 1m
0.425
Volatility 3m
0.462
Volatility 6m
0.410
Volatility 1y
0.357
Volatility 2y
0.367
Volatility 5y
0.308
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
ETN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:22 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
0.244
Aptet Fit Raw Score
0.262
Aptet Fit Confidence
0.862
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.242
Force Fit Raw Score
0.260
Force Fit Confidence
0.861
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:22 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ETN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ETN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ETN",
    "hitRates": {
      "1": 0.5037593984962406,
      "5": 0.5454545454545454,
      "10": 0.5801526717557252
    },
    "hitRate1D": 0.5037593984962406,
    "comboQuality": 0.469430285823713,
    "eligibleDays": 339,
    "fitnessScore": 0.3230650567992512,
    "lookbackDays": 21,
    "returnLift1D": 0.000002006908717390541,
    "hitRateLift1D": -0.024598810458983267,
    "activationRate": 0.39233038348082594,
    "activationCount": 133,
    "baselineHitRates": {
      "1": 0.5283582089552239,
      "5": 0.5709969788519638,
      "10": 0.6226993865030674
    },
    "sampleConfidence": 0.9984962406015039,
    "shadowSharpeLike": 0.5545853787193614,
    "avgForwardReturns": {
      "1": 0.001325341288620124,
      "5": 0.0052710994827685235,
      "10": 0.008437965491673107
    },
    "shadowMaxDrawdown": -0.17422838807552654,
    "shadowTotalReturn": 0.13650641062326052,
    "avgForwardReturn1D": 0.001325341288620124,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05"
    ],
    "horizonObservationCounts": {
      "1": 133,
      "5": 132,
      "10": 131
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013233343799027334,
      "5": 0.005970702748899064,
      "10": 0.012451831146701762
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.469430285823713,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2187733906581127,
    "bestRawFitnessScore": 0.3230650567992512,
    "upperQuartileComboQuality": 0.2766664515822795
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24413450599330655,
    "rawScore": 0.26217205648632,
    "confidence": 0.8623991379191498,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.1754077222697407,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.5037593984962406,
        "5": 0.5454545454545454,
        "10": 0.5801526717557252
      },
      "hitRate1D": 0.5037593984962406,
      "comboQuality": 0.469430285823713,
      "eligibleDays": 339,
      "fitnessScore": 0.3230650567992512,
      "lookbackDays": 21,
      "returnLift1D": 0.000002006908717390541,
      "hitRateLift1D": -0.024598810458983267,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5283582089552239,
        "5": 0.5709969788519638,
        "10": 0.6226993865030674
      },
      "sampleConfidence": 0.9984962406015039,
      "shadowSharpeLike": 0.5545853787193614,
      "avgForwardReturns": {
        "1": 0.001325341288620124,
        "5": 0.0052710994827685235,
        "10": 0.008437965491673107
      },
      "shadowMaxDrawdown": -0.17422838807552654,
      "shadowTotalReturn": 0.13650641062326052,
      "avgForwardReturn1D": 0.001325341288620124,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 132,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013233343799027334,
        "5": 0.005970702748899064,
        "10": 0.012451831146701762
      }
    },
    {
      "topN": 4,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.5109489051094891,
        "5": 0.5547445255474452,
        "10": 0.6204379562043796
      },
      "hitRate1D": 0.5109489051094891,
      "comboQuality": 0.35570964710867153,
      "eligibleDays": 297,
      "fitnessScore": 0.21931236974804624,
      "lookbackDays": 63,
      "returnLift1D": -0.0004563500920455097,
      "hitRateLift1D": -0.018061333798360724,
      "activationRate": 0.4612794612794613,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5290102389078498,
        "5": 0.5743944636678201,
        "10": 0.6091549295774648
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.20275553381618627,
      "avgForwardReturns": {
        "1": 0.0005515577150344556,
        "5": 0.005002889230547425,
        "10": 0.013312841939407254
      },
      "shadowMaxDrawdown": -0.176093066024958,
      "shadowTotalReturn": 0.022575997272808124,
      "avgForwardReturn1D": 0.0005515577150344556,
      "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": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010079078070799653,
        "5": 0.004808069253891507,
        "10": 0.009520251331479752
      }
    },
    {
      "topN": 5,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5641025641025641,
        "10": 0.6217948717948718
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.31972087772466956,
      "eligibleDays": 297,
      "fitnessScore": 0.18388793743579174,
      "lookbackDays": 63,
      "returnLift1D": -0.0007002372488087598,
      "hitRateLift1D": -0.029010238907849817,
      "activationRate": 0.5252525252525253,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5290102389078498,
        "5": 0.5743944636678201,
        "10": 0.6091549295774648
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.11759907369469859,
      "avgForwardReturns": {
        "1": 0.00030767055827120554,
        "5": 0.005784188765353547,
        "10": 0.011708212313448046
      },
      "shadowMaxDrawdown": -0.2142295450349292,
      "shadowTotalReturn": -0.0050820590479029315,
      "avgForwardReturn1D": 0.00030767055827120554,
      "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": 156,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010079078070799653,
        "5": 0.004808069253891507,
        "10": 0.009520251331479752
      }
    },
    {
      "topN": 2,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.5,
        "5": 0.631578947368421,
        "10": 0.7368421052631579
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.29854187398272053,
      "eligibleDays": 297,
      "fitnessScore": 0.16206477970215782,
      "lookbackDays": 63,
      "returnLift1D": -0.0000804561315345502,
      "hitRateLift1D": -0.029010238907849817,
      "activationRate": 0.2558922558922559,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5290102389078498,
        "5": 0.5743944636678201,
        "10": 0.6091549295774648
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.35608938519964495,
      "avgForwardReturns": {
        "1": 0.0009274516755454151,
        "5": 0.011075608923794543,
        "10": 0.021658815760596892
      },
      "shadowMaxDrawdown": -0.1268852489215604,
      "shadowTotalReturn": 0.051238522552436105,
      "avgForwardReturn1D": 0.0009274516755454151,
      "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": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010079078070799653,
        "5": 0.004808069253891507,
        "10": 0.009520251331479752
      }
    },
    {
      "topN": 5,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.49162011173184356,
        "5": 0.547486033519553,
        "10": 0.5586592178770949
      },
      "hitRate1D": 0.49162011173184356,
      "comboQuality": 0.27715595546133837,
      "eligibleDays": 315,
      "fitnessScore": 0.13910511162012257,
      "lookbackDays": 45,
      "returnLift1D": -0.0014580722357642583,
      "hitRateLift1D": -0.0453573802295712,
      "activationRate": 0.5682539682539682,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5369774919614148,
        "5": 0.5895765472312704,
        "10": 0.6225165562913907
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.06496349467628776,
      "avgForwardReturns": {
        "1": 0.00018280429413030402,
        "5": 0.0022378066393272437,
        "10": 0.005289504802311879
      },
      "shadowMaxDrawdown": -0.27830437347815196,
      "shadowTotalReturn": -0.022865989067630266,
      "avgForwardReturn1D": 0.00018280429413030402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 179,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016408765298945624,
        "5": 0.0070658399073617465,
        "10": 0.01311736984618556
      }
    },
    {
      "topN": 4,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.4967741935483871,
        "5": 0.5548387096774193,
        "10": 0.5741935483870968
      },
      "hitRate1D": 0.4967741935483871,
      "comboQuality": 0.2765032836225932,
      "eligibleDays": 330,
      "fitnessScore": 0.13838787158543664,
      "lookbackDays": 30,
      "returnLift1D": -0.0011905033650989217,
      "hitRateLift1D": -0.0369681377399565,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5337423312883436,
        "5": 0.5838509316770186,
        "10": 0.637223974763407
      },
      "sampleConfidence": 0.9987179487179487,
      "shadowSharpeLike": 0.11797603358132508,
      "avgForwardReturns": {
        "1": 0.0003683308251287158,
        "5": 0.004259985592176213,
        "10": 0.008739620233568536
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        "10": 0.008256007040263903
      },
      "shadowMaxDrawdown": -0.28645255344396026,
      "shadowTotalReturn": -0.1329835844370233,
      "avgForwardReturn1D": -0.00099724773702158,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013133995869638788,
        "5": 0.006177001780001452,
        "10": 0.01084317926773072
      }
    },
    {
      "topN": 3,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.484375,
        "5": 0.5546875,
        "10": 0.5859375
      },
      "hitRate1D": 0.484375,
      "comboQuality": 0.07601474463349182,
      "eligibleDays": 352,
      "fitnessScore": -0.19950913254913352,
      "lookbackDays": 14,
      "returnLift1D": -0.0023237023479610428,
      "hitRateLift1D": -0.04300252161383289,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5273775216138329,
        "5": 0.5743440233236151,
        "10": 0.6076696165191741
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5587432507406965,
      "avgForwardReturns": {
        "1": -0.001010302760997164,
        "5": 0.0032071738069411465,
        "10": 0.008744791494183644
      },
      "shadowMaxDrawdown": -0.31775588958674506,
      "shadowTotalReturn": -0.16854267853652805,
      "avgForwardReturn1D": -0.001010302760997164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013133995869638788,
        "5": 0.006177001780001452,
        "10": 0.01084317926773072
      }
    },
    {
      "topN": 2,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.43283582089552236,
        "5": 0.5522388059701493,
        "10": 0.6567164179104478
      },
      "hitRate1D": 0.43283582089552236,
      "comboQuality": 0.05180667301888373,
      "eligibleDays": 315,
      "fitnessScore": -0.28954867881336205,
      "lookbackDays": 45,
      "returnLift1D": -0.0032717961222818825,
      "hitRateLift1D": -0.1041416710658924,
      "activationRate": 0.2126984126984127,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.5369774919614148,
        "5": 0.5895765472312704,
        "10": 0.6225165562913907
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7457123726195182,
      "avgForwardReturns": {
        "1": -0.0016309195923873202,
        "5": 0.003648280288129725,
        "10": 0.01370118637839344
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      "shadowMaxDrawdown": -0.21991479460219576,
      "shadowTotalReturn": -0.12782101327853812,
      "avgForwardReturn1D": -0.0016309195923873202,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016408765298945624,
        "5": 0.0070658399073617465,
        "10": 0.01311736984618556
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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": 0.10724157806016665,
      "fitnessScore": -0.11623103816420376,
      "lookbackDays": 14,
      "returnLift1D": -0.002007220886594015,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "sampleConfidence": 0.9992292870905588,
      "shadowTotalReturn": -0.17447925144266418,
      "avgForwardReturn1D": -0.0006938212996301361
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.469430285823713,
      "fitnessScore": 0.3230650567992512,
      "lookbackDays": 21,
      "returnLift1D": 0.000002006908717390541,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "sampleConfidence": 0.9984962406015039,
      "shadowTotalReturn": 0.13650641062326052,
      "avgForwardReturn1D": 0.001325341288620124
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.2765032836225932,
      "fitnessScore": 0.13838787158543664,
      "lookbackDays": 30,
      "returnLift1D": -0.0011905033650989217,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "sampleConfidence": 0.9987179487179487,
      "shadowTotalReturn": 0.0003099739495329157,
      "avgForwardReturn1D": 0.0003683308251287158
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.27715595546133837,
      "fitnessScore": 0.13910511162012257,
      "lookbackDays": 45,
      "returnLift1D": -0.0014580722357642583,
      "activationRate": 0.5682539682539682,
      "activationCount": 179,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.022865989067630266,
      "avgForwardReturn1D": 0.00018280429413030402
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.35570964710867153,
      "fitnessScore": 0.21931236974804624,
      "lookbackDays": 63,
      "returnLift1D": -0.0004563500920455097,
      "activationRate": 0.4612794612794613,
      "activationCount": 137,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.022575997272808124,
      "avgForwardReturn1D": 0.0005515577150344556
    }
  ],
  "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": "3772a47402169de644e43d1c61deef597db82a0ec88d23907440ce43f6548e7c",
    "size": 13,
    "members": [
      "ETN",
      "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",
      "ETN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ETN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ETN",
    "hitRates": {
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      "5": 0.5373134328358209,
      "10": 0.5909090909090909
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    "hitRate1D": 0.5074626865671642,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.49149657685757864,
    "eligibleDays": 368,
    "fitnessScore": 0.34251626606518654,
    "lookbackDays": 21,
    "returnLift1D": 0.00037032458335280183,
    "hitRateLift1D": -0.01971122647631407,
    "portfolioSize": 3,
    "activationRate": 0.3641304347826087,
    "activationCount": 134,
    "baselineHitRates": {
      "1": 0.5271739130434783,
      "5": 0.5576923076923077,
      "10": 0.5988857938718662
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    "sampleConfidence": 0.9990049751243781,
    "shadowSharpeLike": 0.585056833278268,
    "avgForwardReturns": {
      "1": 0.0014342303524657346,
      "5": 0.0052121913506985515,
      "10": 0.008603554807661392
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    "shadowMaxDrawdown": -0.1640553898015381,
    "shadowTotalReturn": 0.15462996866796108,
    "avgForwardReturn1D": 0.0014342303524657346,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05"
    ],
    "horizonObservationCounts": {
      "1": 134,
      "5": 134,
      "10": 132
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010639057691129328,
      "5": 0.0046812397412197984,
      "10": 0.009496421817186743
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49149657685757864,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.22446611194000832,
    "bestRawFitnessScore": 0.34251626606518654,
    "upperQuartileComboQuality": 0.26768194125253086
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24215032385901586,
    "rawScore": 0.2602904504911761,
    "confidence": 0.8606162723378498,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.1492951693670163,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.5074626865671642,
        "5": 0.5373134328358209,
        "10": 0.5909090909090909
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      "hitRate1D": 0.5074626865671642,
      "rankWeights": [
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      ],
      "comboQuality": 0.49149657685757864,
      "eligibleDays": 368,
      "fitnessScore": 0.34251626606518654,
      "lookbackDays": 21,
      "returnLift1D": 0.00037032458335280183,
      "hitRateLift1D": -0.01971122647631407,
      "portfolioSize": 3,
      "activationRate": 0.3641304347826087,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5271739130434783,
        "5": 0.5576923076923077,
        "10": 0.5988857938718662
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      "sampleConfidence": 0.9990049751243781,
      "shadowSharpeLike": 0.585056833278268,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1640553898015381,
      "shadowTotalReturn": 0.15462996866796108,
      "avgForwardReturn1D": 0.0014342303524657346,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
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      "horizonObservationCounts": {
        "1": 134,
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        "10": 132
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.5492957746478874,
        "10": 0.6056338028169014
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      "hitRate1D": 0.5070422535211268,
      "rankWeights": [
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      "comboQuality": 0.3483653773936239,
      "eligibleDays": 326,
      "fitnessScore": 0.2122289278681229,
      "lookbackDays": 63,
      "returnLift1D": -0.0010868411875574286,
      "hitRateLift1D": -0.029767562429793504,
      "portfolioSize": 4,
      "activationRate": 0.43558282208588955,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5869565217391305,
        "10": 0.6435331230283912
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2413812776296145,
      "avgForwardReturns": {
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        "5": 0.004760439506308928,
        "10": 0.012472245381646872
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      "shadowMaxDrawdown": -0.1818080826117079,
      "shadowTotalReturn": 0.038240493829451605,
      "avgForwardReturn1D": 0.0006429946039665388,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 142,
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      "baselineAvgForwardReturns": {
        "1": 0.0017298357915239676,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5070422535211268,
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      "comboQuality": 0.3483653773936239,
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      "fitnessScore": 0.2122289278681229,
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      "returnLift1D": -0.0010868411875574286,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-05-14",
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        "2025-05-19",
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        "2025-05-21",
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        "2025-05-23",
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      "horizonObservationCounts": {
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    },
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      "hitRate1D": 0.5,
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      "comboQuality": 0.3185822296114202,
      "eligibleDays": 326,
      "fitnessScore": 0.18273510776936316,
      "lookbackDays": 63,
      "returnLift1D": -0.0005779443680026058,
      "hitRateLift1D": -0.036809815950920255,
      "portfolioSize": 2,
      "activationRate": 0.24539877300613497,
      "activationCount": 80,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4469096846146494,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1275081172111816,
      "shadowTotalReturn": 0.07367211301974241,
      "avgForwardReturn1D": 0.0011518914235213618,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-14",
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        "2025-05-19",
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        "2025-05-21",
        "2025-05-22",
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      ],
      "horizonObservationCounts": {
        "1": 80,
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      "baselineAvgForwardReturns": {
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        "5": 0.008140662928462654,
        "10": 0.015434407605080832
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    },
    {
      "topN": 4,
      "ticker": "ETN",
      "hitRates": {
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        "10": 0.5833333333333334
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      "hitRate1D": 0.5,
      "rankWeights": [
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      "comboQuality": 0.26768194125253086,
      "eligibleDays": 359,
      "fitnessScore": 0.12858860392044774,
      "lookbackDays": 30,
      "returnLift1D": -0.0007750587373262705,
      "hitRateLift1D": -0.029247910863509752,
      "portfolioSize": 4,
      "activationRate": 0.43454038997214484,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.11808706715846835,
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      "shadowTotalReturn": -0.28765451273368314,
      "avgForwardReturn1D": -0.0016384874022317283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006597844306634366,
        "5": 0.00379931925098093,
        "10": 0.008237253195105512
      }
    },
    {
      "topN": 5,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.47770700636942676,
        "5": 0.5384615384615384,
        "10": 0.5897435897435898
      },
      "hitRate1D": 0.47770700636942676,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.046674925858095545,
      "eligibleDays": 375,
      "fitnessScore": -0.31368474714644573,
      "lookbackDays": 14,
      "returnLift1D": -0.002298271832895165,
      "hitRateLift1D": -0.04762632696390656,
      "portfolioSize": 5,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5525606469002695,
        "10": 0.592896174863388
      },
      "sampleConfidence": 0.9991507430997877,
      "shadowSharpeLike": -0.7482710334742023,
      "avgForwardReturns": {
        "1": -0.0016384874022317283,
        "5": 0.0030096697019927165,
        "10": 0.006682026419461015
      },
      "shadowMaxDrawdown": -0.30141731129191807,
      "shadowTotalReturn": -0.28765451273368314,
      "avgForwardReturn1D": -0.0016384874022317283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006597844306634366,
        "5": 0.00379931925098093,
        "10": 0.008237253195105512
      }
    },
    {
      "topN": 2,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.4264705882352941,
        "5": 0.5441176470588235,
        "10": 0.6470588235294118
      },
      "hitRate1D": 0.4264705882352941,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04417644898057206,
      "eligibleDays": 344,
      "fitnessScore": -0.3263639316206586,
      "lookbackDays": 45,
      "returnLift1D": -0.003275779108457239,
      "hitRateLift1D": -0.10841313269493841,
      "portfolioSize": 2,
      "activationRate": 0.19767441860465115,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5764705882352941,
        "10": 0.6238805970149254
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7806924599205785,
      "avgForwardReturns": {
        "1": -0.00179385502781643,
        "5": 0.003692662953766827,
        "10": 0.012947946085149414
      },
      "shadowMaxDrawdown": -0.23177077248901756,
      "shadowTotalReturn": -0.13897679923834017,
      "avgForwardReturn1D": -0.00179385502781643,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 68,
        "5": 68,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014819240806408093,
        "5": 0.006339713515232269,
        "10": 0.012263195511120087
      }
    },
    {
      "topN": 3,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.48091603053435117,
        "5": 0.5384615384615384,
        "10": 0.5846153846153846
      },
      "hitRate1D": 0.48091603053435117,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.03719015273187941,
      "eligibleDays": 375,
      "fitnessScore": -0.36583862215106056,
      "lookbackDays": 14,
      "returnLift1D": -0.0027081418939358132,
      "hitRateLift1D": -0.04441730279898215,
      "portfolioSize": 3,
      "activationRate": 0.34933333333333333,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5525606469002695,
        "10": 0.592896174863388
      },
      "sampleConfidence": 0.9989821882951655,
      "shadowSharpeLike": -0.8568651599737462,
      "avgForwardReturns": {
        "1": -0.0020483574632723764,
        "5": 0.0014345923647642073,
        "10": 0.006467337107201508
      },
      "shadowMaxDrawdown": -0.31895241179902944,
      "shadowTotalReturn": -0.28743290950014755,
      "avgForwardReturn1D": -0.0020483574632723764,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006597844306634366,
        "5": 0.00379931925098093,
        "10": 0.008237253195105512
      }
    },
    {
      "topN": 2,
      "ticker": "ETN",
      "hitRates": {
        "1": 0.48,
        "5": 0.5454545454545454,
        "10": 0.5656565656565656
      },
      "hitRate1D": 0.48,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.032563170361105336,
      "eligibleDays": 375,
      "fitnessScore": -0.39612300932452227,
      "lookbackDays": 14,
      "returnLift1D": -0.0031998720228732435,
      "hitRateLift1D": -0.04533333333333334,
      "portfolioSize": 2,
      "activationRate": 0.26666666666666666,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5525606469002695,
        "10": 0.592896174863388
      },
      "sampleConfidence": 0.9986666666666667,
      "shadowSharpeLike": -0.8652079773504929,
      "avgForwardReturns": {
        "1": -0.0025400875922098067,
        "5": 0.0004737982081722735,
        "10": 0.004099535628366608
      },
      "shadowMaxDrawdown": -0.30128541051424906,
      "shadowTotalReturn": -0.27204073896893644,
      "avgForwardReturn1D": -0.0025400875922098067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 99,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006597844306634366,
        "5": 0.00379931925098093,
        "10": 0.008237253195105512
      }
    }
  ],
  "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": 0.046674925858095545,
      "fitnessScore": -0.31368474714644573,
      "lookbackDays": 14,
      "returnLift1D": -0.002298271832895165,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
      "sampleConfidence": 0.9991507430997877,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.28765451273368314,
      "avgForwardReturn1D": -0.0016384874022317283
    },
    {
      "comboQuality": 0.49149657685757864,
      "fitnessScore": 0.34251626606518654,
      "lookbackDays": 21,
      "returnLift1D": 0.00037032458335280183,
      "activationRate": 0.3641304347826087,
      "activationCount": 134,
      "sampleConfidence": 0.9990049751243781,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.15462996866796108,
      "avgForwardReturn1D": 0.0014342303524657346
    },
    {
      "comboQuality": 0.26768194125253086,
      "fitnessScore": 0.12858860392044774,
      "lookbackDays": 30,
      "returnLift1D": -0.0007750587373262705,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0019148350094806421,
      "avgForwardReturn1D": 0.00036953419639797663
    },
    {
      "comboQuality": 0.22446611194000832,
      "fitnessScore": 0.07723807468448982,
      "lookbackDays": 45,
      "returnLift1D": -0.0013507565405884232,
      "activationRate": 0.4796511627906977,
      "activationCount": 165,
      "sampleConfidence": 0.9991919191919192,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.033544504828055266,
      "avgForwardReturn1D": 0.00013116754005238602
    },
    {
      "comboQuality": 0.3483653773936239,
      "fitnessScore": 0.2122289278681229,
      "lookbackDays": 63,
      "returnLift1D": -0.0010868411875574286,
      "activationRate": 0.43558282208588955,
      "activationCount": 142,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.038240493829451605,
      "avgForwardReturn1D": 0.0006429946039665388
    }
  ],
  "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": "3772a47402169de644e43d1c61deef597db82a0ec88d23907440ce43f6548e7c",
    "size": 13,
    "members": [
      "ETN",
      "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
0.714
Liquidity
0.985
Momentum
0.545
Relative strength
0.530
Trend quality
0.472
Stability
0.617
Aggression
0.540
Downside risk
0.580
Drawdown state
0.944
Quality momentum
0.530
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.422
Benchmark Independence 3m Score
0.410
Beta 1y Profile Score
0.648
Beta 3m Profile Score
0.834
Beta Change Score
0.732
Correlation Change Score
0.506
Current Drawdown Score
0.927
Days Since 52w High Score
0.087
Distance From 52w High Score
0.927
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.692
Distance From Sma 50 Score
0.547
Downside Volatility 1m Score
0.580
Downside Volatility 1y Score
0.444
Downside Volatility 2y Score
0.452
Downside Volatility 3m Score
0.601
Downside Volatility 5y Score
0.360
Downside Volatility 6m Score
0.516
Drawdown Recovery Score
1
Excess Return 1m Score
0.530
Excess Return 1y Score
0.400
Excess Return 3m Score
0.442
Excess Return 6m Score
0.755
Expected Shortfall 95 1y Score
0.465
Log Avg Dollar Volume 20d Score
0.985
Log Market Cap Score
0.714
Drawdown Score 1m
0.714
Drawdown Score 1y
0.706
Drawdown Score 2y
0.569
Drawdown Score 3m
0.653
Drawdown Score 5y
0.655
Drawdown Score 6m
0.748
Momentum Acceleration 1m Vs 3m Score
0.575
Momentum Acceleration 3m Vs 6m Score
0.376
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.399
Relative Strength Slope 3m Score
0.450
Relative Volume 20d Score
0.210
Return 1m Score
0.541
Return 1w Score
0.659
Return 1y Score
0.579
Return 2y Score
0.393
Return 3m Score
0.507
Return 5y Score
0.225
Return 6m Score
0.696
Return Skewness 1y Score
0.429
Sector Excess Return 1y Score
0.344
Sharpe 1m Score
0.576
Sharpe 1y Score
0.503
Sharpe 2y Score
0.524
Sharpe 3m Score
0.456
Sharpe 5y Score
0.570
Sharpe 6m Score
0.647
Sortino 1m Score
0.472
Sortino 1y Score
0.435
Sortino 2y Score
0.448
Sortino 3m Score
0.407
Sortino 5y Score
0.478
Sortino 6m Score
0.520
Trend R2 1m Score
0.031
Trend R2 1w Score
0.904
Trend R2 1y Score
0.307
Trend R2 2y Score
0.479
Trend R2 3m Score
0.009
Trend R2 5y Score
0.881
Trend R2 6m Score
0.571
Trend Slope 1m Score
0.467
Trend Slope 1w Score
1
Trend Slope 1y Score
0.537
Trend Slope 2y Score
0.535
Trend Slope 3m Score
0.490
Trend Slope 5y Score
0.564
Trend Slope 6m Score
0.587
Volatility 1m Score
0.500
Volatility 1w Score
0.076
Volatility 1y Score
0.409
Volatility 2y Score
0.423
Volatility 3m Score
0.549
Volatility 5y Score
0.344
Volatility 6m Score
0.480
Worst Day 1y Score
0.632
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
902,861,603.912
Best Day 1y
0.054
Beta To Benchmark 1y
1.621
Beta 3m
2.085
Beta Change
0.464
Beta To Sector 1y
1.490
Correlation To Benchmark 1y
0.578
Correlation 3m
0.590
Correlation Change
0.012
Correlation To Sector 1y
0.699
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.422
Benchmark Independence 3m Score
0.410
Beta 1y Profile Score
0.648
Beta 3m Profile Score
0.834
Beta Change Score
0.732
Correlation Change Score
0.506
Current Drawdown Score
0.927
Distance From Sma 20 Score
0.533
Distance From Sma 200 Score
0.692
Current Drawdown
-0.047
Days Since 52w High
22
Distance From 52w High
-0.047
Distance From Sma 20
0.020
Distance From Sma 200
0.115
Distance From Sma 50
0.028
Downside Capture 1y
0.554
Downside Volatility 1m
0.485
Downside Volatility 1w
-
Downside Volatility 1y
0.383
Downside Volatility 2y
0.389
Downside Volatility 3m
0.501
Downside Volatility 5y
0.320
Downside Volatility 6m
0.437
Drawdown Recovery
1
Excess Return 1m
0.018
Excess Return 1y
-0.060
Excess Return 3m
-0.035
Excess Return 6m
0.153
Expected Shortfall 95 1y
-0.054
Market Cap
156,900,381,000
Max Drawdown 1m
-0.071
Max Drawdown 1w
0
Max Drawdown 1y
-0.191
Max Drawdown 2y
-0.345
Max Drawdown 3m
-0.139
Max Drawdown 5y
-0.345
Max Drawdown 6m
-0.139
Momentum Acceleration 1m Vs 3m
0.022
Momentum Acceleration 3m Vs 6m
-0.037
Moving Average Alignment
1
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.867
Return 1m
0.024
Return 1w
0.048
Return 1y
0.127
Return 2y
0.377
Return 3m
0.006
Return 5y
1.922
Return 6m
0.236
Return Skewness 1y
-0.428
Sector Excess Return 1y
-0.093
Sharpe 1m
0.882
Sharpe 1y
0.514
Sharpe 2y
0.621
Sharpe 3m
0.279
Sharpe 5y
0.851
Sharpe 6m
1.237
Sortino 1m
0.772
Sortino 1y
0.478
Sortino 2y
0.586
Sortino 3m
0.258
Sortino 5y
0.820
Sortino 6m
1.161
Trend R2 1m
0.031
Trend R2 1w
0.904
Trend R2 1y
0.307
Trend R2 2y
0.479
Trend R2 3m
0.009
Trend R2 5y
0.881
Trend R2 6m
0.571
Trend 1m
-0.001
Trend 1w
0.008
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.712
Value At Risk 95 1y
-0.042
Volatility 1m
0.425
Volatility 1w
0.107
Volatility 1y
0.357
Volatility 2y
0.367
Volatility 3m
0.462
Volatility 5y
0.308
Volatility 6m
0.410
Worst Day 1y
-0.074
Distance From Sma 50 Score
0.547
Downside Volatility 1y Score
0.444
Downside Volatility 3m Score
0.601
Drawdown Recovery Score
1
Excess Return 1m Score
0.530
Excess Return 1y Score
0.400
Excess Return 3m Score
0.442
Excess Return 6m Score
0.755
Expected Shortfall 95 1y Score
0.465
Log Avg Dollar Volume 20d Score
0.985
Log Market Cap Score
0.714
Drawdown Score 1y
0.706
Drawdown Score 5y
0.655
Momentum Acceleration 1m Vs 3m Score
0.575
Momentum Acceleration 3m Vs 6m Score
0.376
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.399
Relative Volume 20d Score
0.210
Return 1m Score
0.541
Return 1y Score
0.579
Return 3m Score
0.507
Return 6m Score
0.696
Return Skewness 1y Score
0.429
Sortino 1y Score
0.435
Sortino 3m Score
0.407
Trend R2 1y Score
0.307
Trend R2 3m Score
0.009
Trend Slope 1y Score
0.537
Trend Slope 3m Score
0.490
Volatility 1y Score
0.409
Volatility 3m Score
0.549