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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

FCX

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

Research Detail

FCX

FCX

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
2.175
Correlation To Benchmark 1y
0.552
Inverse To Benchmark 1y
0.448
Drawdown Score 1m
0.571
Drawdown Score 3m
0.474
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
0.558
Drawdown Score 1y
0.626
Drawdown Score 2y
0.457
Drawdown Score 5y
0.487
Return 1w
0.084
Return 1m
-0.012
Return 3m
-0.095
Return 6m
0.053
Return 1y
0.401
Return 2y
0.418
Return 5y
0.978
Sharpe 1m
-0.064
Sharpe 3m
-0.408
Sharpe 6m
0.463
Sharpe 1y
0.930
Sharpe 2y
0.608
Sharpe 5y
0.528
Trend 1w
0.023
Trend 1m
-0.001
Trend 3m
0.000
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.551
Volatility 1m
0.481
Volatility 3m
0.575
Volatility 6m
0.548
Volatility 1y
0.500
Volatility 2y
0.474
Volatility 5y
0.453
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
FCX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:24 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
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
0.483
Aptet Fit Raw Score
0.510
Aptet Fit Confidence
0.893
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.443
Force Fit Raw Score
0.469
Force Fit Confidence
0.891
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:24 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "FCX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "FCX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "FCX",
    "hitRates": {
      "1": 0.553921568627451,
      "5": 0.6039603960396039,
      "10": 0.5841584158415841
    },
    "hitRate1D": 0.553921568627451,
    "comboQuality": 0.9425302065183616,
    "eligibleDays": 352,
    "fitnessScore": 0.9654078676130667,
    "lookbackDays": 14,
    "returnLift1D": 0.0004951983419376263,
    "hitRateLift1D": -0.004482989777107371,
    "activationRate": 0.5823863636363636,
    "activationCount": 205,
    "baselineHitRates": {
      "1": 0.5584045584045584,
      "5": 0.6051873198847262,
      "10": 0.6122448979591837
    },
    "sampleConfidence": 0.9977235772357724,
    "shadowSharpeLike": 1.1584119741557555,
    "avgForwardReturns": {
      "1": 0.002662066990621821,
      "5": 0.006425558243958482,
      "10": 0.004082310443102252
    },
    "shadowMaxDrawdown": -0.22570984557450047,
    "shadowTotalReturn": 0.5631021119171975,
    "avgForwardReturn1D": 0.002662066990621821,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-17",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25"
    ],
    "horizonObservationCounts": {
      "1": 204,
      "5": 202,
      "10": 202
    },
    "baselineAvgForwardReturns": {
      "1": 0.0021668686486841946,
      "5": 0.010520476482060313,
      "10": 0.018463723317241405
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9425302065183616,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3695537563104766,
    "bestRawFitnessScore": 0.9654078676130667,
    "upperQuartileComboQuality": 0.6123808736411008
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4825533677127489,
    "rawScore": 0.509814454169115,
    "confidence": 0.8930548703222013,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0.24971394338638808,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.33759101128447466,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.553921568627451,
        "5": 0.6039603960396039,
        "10": 0.5841584158415841
      },
      "hitRate1D": 0.553921568627451,
      "comboQuality": 0.9425302065183616,
      "eligibleDays": 352,
      "fitnessScore": 0.9654078676130667,
      "lookbackDays": 14,
      "returnLift1D": 0.0004951983419376263,
      "hitRateLift1D": -0.004482989777107371,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6051873198847262,
        "10": 0.6122448979591837
      },
      "sampleConfidence": 0.9977235772357724,
      "shadowSharpeLike": 1.1584119741557555,
      "avgForwardReturns": {
        "1": 0.002662066990621821,
        "5": 0.006425558243958482,
        "10": 0.004082310443102252
      },
      "shadowMaxDrawdown": -0.22570984557450047,
      "shadowTotalReturn": 0.5631021119171975,
      "avgForwardReturn1D": 0.002662066990621821,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 204,
        "5": 202,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021668686486841946,
        "5": 0.010520476482060313,
        "10": 0.018463723317241405
      }
    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5547945205479452,
        "5": 0.6137931034482759,
        "10": 0.5724137931034483
      },
      "hitRate1D": 0.5547945205479452,
      "comboQuality": 0.7563260738034119,
      "eligibleDays": 352,
      "fitnessScore": 0.5991811595316122,
      "lookbackDays": 14,
      "returnLift1D": 0.00018072989525554648,
      "hitRateLift1D": -0.0036100378566131797,
      "activationRate": 0.41761363636363635,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6051873198847262,
        "10": 0.6122448979591837
      },
      "sampleConfidence": 0.997732426303855,
      "shadowSharpeLike": 0.8868360591602966,
      "avgForwardReturns": {
        "1": 0.002347598543939741,
        "5": 0.010331260276355815,
        "10": 0.0013049934195120154
      },
      "shadowMaxDrawdown": -0.22714684586493095,
      "shadowTotalReturn": 0.3143465190346133,
      "avgForwardReturn1D": 0.002347598543939741,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021668686486841946,
        "5": 0.010520476482060313,
        "10": 0.018463723317241405
      }
    },
    {
      "topN": 3,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5502958579881657,
        "5": 0.6011904761904762,
        "10": 0.5654761904761905
      },
      "hitRate1D": 0.5502958579881657,
      "comboQuality": 0.703348181462689,
      "eligibleDays": 352,
      "fitnessScore": 0.5399244436610954,
      "lookbackDays": 14,
      "returnLift1D": -0.00022038192728699086,
      "hitRateLift1D": -0.008108700416392667,
      "activationRate": 0.48295454545454547,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6051873198847262,
        "10": 0.6122448979591837
      },
      "sampleConfidence": 0.9980392156862745,
      "shadowSharpeLike": 0.7240174931498436,
      "avgForwardReturns": {
        "1": 0.0019464867213972038,
        "5": 0.007502677069479201,
        "10": 0.002451357921579936
      },
      "shadowMaxDrawdown": -0.2935023541947336,
      "shadowTotalReturn": 0.27246215293857423,
      "avgForwardReturn1D": 0.0019464867213972038,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021668686486841946,
        "5": 0.010520476482060313,
        "10": 0.018463723317241405
      }
    },
    {
      "topN": 4,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5372340425531915,
        "5": 0.5935828877005348,
        "10": 0.5882352941176471
      },
      "hitRate1D": 0.5372340425531915,
      "comboQuality": 0.7026469503768661,
      "eligibleDays": 352,
      "fitnessScore": 0.5391855700368365,
      "lookbackDays": 14,
      "returnLift1D": -0.00045145567487372973,
      "hitRateLift1D": -0.021170515851366867,
      "activationRate": 0.5369318181818182,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6051873198847262,
        "10": 0.6122448979591837
      },
      "sampleConfidence": 0.998236331569665,
      "shadowSharpeLike": 0.6835834297833744,
      "avgForwardReturns": {
        "1": 0.001715412973810465,
        "5": 0.006332323884299036,
        "10": 0.004853744644118598
      },
      "shadowMaxDrawdown": -0.26990410588791847,
      "shadowTotalReturn": 0.25834828280863875,
      "avgForwardReturn1D": 0.001715412973810465,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 188,
        "5": 187,
        "10": 187
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021668686486841946,
        "5": 0.010520476482060313,
        "10": 0.018463723317241405
      }
    },
    {
      "topN": 5,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5508982035928144,
        "5": 0.5757575757575758,
        "10": 0.593939393939394
      },
      "hitRate1D": 0.5508982035928144,
      "comboQuality": 0.664035428923758,
      "eligibleDays": 315,
      "fitnessScore": 0.49989255461129223,
      "lookbackDays": 45,
      "returnLift1D": -0.0007876596330164385,
      "hitRateLift1D": -0.004657351962741196,
      "activationRate": 0.5301587301587302,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5555555555555556,
        "5": 0.6077170418006431,
        "10": 0.630718954248366
      },
      "sampleConfidence": 0.9984031936127745,
      "shadowSharpeLike": 0.5901522193619827,
      "avgForwardReturns": {
        "1": 0.001622876376625724,
        "5": 0.005608925410392853,
        "10": 0.01314644025434873
      },
      "shadowMaxDrawdown": -0.22655255925240247,
      "shadowTotalReturn": 0.19711857031923752,
      "avgForwardReturn1D": 0.001622876376625724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024105360096421625,
        "5": 0.010983004028396713,
        "10": 0.021181302290208506
      }
    },
    {
      "topN": 3,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5575757575757576,
        "5": 0.5487804878048781,
        "10": 0.5060975609756098
      },
      "hitRate1D": 0.5575757575757576,
      "comboQuality": 0.5951626885468818,
      "eligibleDays": 339,
      "fitnessScore": 0.434776891762872,
      "lookbackDays": 21,
      "returnLift1D": -0.0005066951921711552,
      "hitRateLift1D": 0.00595333869670156,
      "activationRate": 0.48672566371681414,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.551622418879056,
        "5": 0.5970149253731343,
        "10": 0.6181818181818182
      },
      "sampleConfidence": 0.9991919191919192,
      "shadowSharpeLike": 0.5242180063836529,
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      "shadowSharpeLike": -0.1461868300037381,
      "avgForwardReturns": {
        "1": -0.00032308375090934203,
        "5": 0.00018155675118695233,
        "10": 0.003023795670469218
      },
      "shadowMaxDrawdown": -0.29961679269016084,
      "shadowTotalReturn": -0.15521389045,
      "avgForwardReturn1D": -0.00032308375090934203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 179,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.002167854131444063,
        "5": 0.010733752952844377,
        "10": 0.020570801239839058
      }
    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5447761194029851,
        "5": 0.5223880597014925,
        "10": 0.47761194029850745
      },
      "hitRate1D": 0.5447761194029851,
      "comboQuality": 0.18374352948337422,
      "eligibleDays": 339,
      "fitnessScore": 0.021938709540185147,
      "lookbackDays": 21,
      "returnLift1D": -0.00199219437577857,
      "hitRateLift1D": -0.0068462994760709606,
      "activationRate": 0.3952802359882006,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.551622418879056,
        "5": 0.5970149253731343,
        "10": 0.6181818181818182
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.08885874504585209,
      "avgForwardReturns": {
        "1": -0.00008225746711750986,
        "5": -0.009887338658453213,
        "10": -0.018376990477102555
      },
      "shadowMaxDrawdown": -0.34097039529714623,
      "shadowTotalReturn": -0.07812188177940904,
      "avgForwardReturn1D": -0.00008225746711750986,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.00190993690866106,
        "5": 0.009171468846342533,
        "10": 0.017956240236786134
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    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5462962962962963,
        "5": 0.5925925925925926,
        "10": 0.6111111111111112
      },
      "hitRate1D": 0.5462962962962963,
      "comboQuality": 0.1454673740714423,
      "eligibleDays": 330,
      "fitnessScore": -0.03953262806792712,
      "lookbackDays": 30,
      "returnLift1D": -0.0024173799601605473,
      "hitRateLift1D": -0.008249158249158284,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5545454545454546,
        "5": 0.6073619631901841,
        "10": 0.6355140186915887
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1263195553323126,
      "avgForwardReturns": {
        "1": -0.00031130378848364814,
        "5": -0.0002866137870945946,
        "10": 0.0035458540987759746
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      "shadowMaxDrawdown": -0.32115769873552813,
      "shadowTotalReturn": -0.1052046809450814,
      "avgForwardReturn1D": -0.00031130378848364814,
      "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",
        "2025-06-27",
        "2025-06-30"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 108,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": 0.002106076171676899,
        "5": 0.011403511544399336,
        "10": 0.023688207982481706
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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": 0.9425302065183616,
      "fitnessScore": 0.9654078676130667,
      "lookbackDays": 14,
      "returnLift1D": 0.0004951983419376263,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "sampleConfidence": 0.9977235772357724,
      "shadowTotalReturn": 0.5631021119171975,
      "avgForwardReturn1D": 0.002662066990621821
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5951626885468818,
      "fitnessScore": 0.434776891762872,
      "lookbackDays": 21,
      "returnLift1D": -0.0005066951921711552,
      "activationRate": 0.48672566371681414,
      "activationCount": 165,
      "sampleConfidence": 0.9991919191919192,
      "shadowTotalReturn": 0.16276207552201005,
      "avgForwardReturn1D": 0.0014032417164899047
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3551533230550447,
      "fitnessScore": 0.21877814303369977,
      "lookbackDays": 30,
      "returnLift1D": -0.0016136603605456173,
      "activationRate": 0.5363636363636364,
      "activationCount": 177,
      "sampleConfidence": 0.9992467043314501,
      "shadowTotalReturn": -0.012796951636530385,
      "avgForwardReturn1D": 0.0004924158111312817
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.664035428923758,
      "fitnessScore": 0.49989255461129223,
      "lookbackDays": 45,
      "returnLift1D": -0.0007876596330164385,
      "activationRate": 0.5301587301587302,
      "activationCount": 167,
      "sampleConfidence": 0.9984031936127745,
      "shadowTotalReturn": 0.19711857031923752,
      "avgForwardReturn1D": 0.001622876376625724
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.49042660496682655,
      "fitnessScore": 0.34157438266090284,
      "lookbackDays": 63,
      "returnLift1D": -0.0011431950709166348,
      "activationRate": 0.5016835016835017,
      "activationCount": 149,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.07631034007769211,
      "avgForwardReturn1D": 0.0010246590605274282
    }
  ],
  "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": "37515eff6d52b1c25cf7ef791d783ad70c7f4b32635af45b389c9655fefd104b",
    "size": 13,
    "members": [
      "FCX",
      "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",
      "FCX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "FCX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "FCX",
    "hitRates": {
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      "5": 0.610738255033557,
      "10": 0.5570469798657718
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    "hitRate1D": 0.543046357615894,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.6618651093806995,
    "eligibleDays": 375,
    "fitnessScore": 0.49775571192084,
    "lookbackDays": 14,
    "returnLift1D": 0.00005939079018555662,
    "hitRateLift1D": -0.006286975717439303,
    "portfolioSize": 2,
    "activationRate": 0.4026666666666667,
    "activationCount": 151,
    "baselineHitRates": {
      "1": 0.5493333333333333,
      "5": 0.6037735849056604,
      "10": 0.6147540983606558
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    "sampleConfidence": 0.998233995584989,
    "shadowSharpeLike": 0.7227791109584493,
    "avgForwardReturns": {
      "1": 0.001970810360435269,
      "5": 0.008921713202449187,
      "10": -0.0003570981147116024
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    "shadowMaxDrawdown": -0.22754571347280883,
    "shadowTotalReturn": 0.2530189179642879,
    "avgForwardReturn1D": 0.001970810360435269,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-27",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19"
    ],
    "horizonObservationCounts": {
      "1": 151,
      "5": 149,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.0019114195702497122,
      "5": 0.009534987619501,
      "10": 0.019082997342456012
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6618651093806995,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3817253421286707,
    "bestRawFitnessScore": 0.49775571192084,
    "upperQuartileComboQuality": 0.5048415390979318
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.44328528070075696,
    "rawScore": 0.4688432905686901,
    "confidence": 0.8909741895338538,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.09987767288845698,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.4533150126781697,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
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        "5": 0.610738255033557,
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      "hitRate1D": 0.543046357615894,
      "rankWeights": [
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      ],
      "comboQuality": 0.6618651093806995,
      "eligibleDays": 375,
      "fitnessScore": 0.49775571192084,
      "lookbackDays": 14,
      "returnLift1D": 0.00005939079018555662,
      "hitRateLift1D": -0.006286975717439303,
      "portfolioSize": 2,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
      "baselineHitRates": {
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        "5": 0.6037735849056604,
        "10": 0.6147540983606558
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      "sampleConfidence": 0.998233995584989,
      "shadowSharpeLike": 0.7227791109584493,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.22754571347280883,
      "shadowTotalReturn": 0.2530189179642879,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5375722543352601,
      "rankWeights": [
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      "comboQuality": 0.6010397215555549,
      "eligibleDays": 375,
      "fitnessScore": 0.44015581643780405,
      "lookbackDays": 14,
      "returnLift1D": -0.0002701153117873232,
      "hitRateLift1D": -0.011761078998073216,
      "portfolioSize": 3,
      "activationRate": 0.4613333333333333,
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      "baselineHitRates": {
        "1": 0.5493333333333333,
        "5": 0.6037735849056604,
        "10": 0.6147540983606558
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      "sampleConfidence": 0.9984585741811176,
      "shadowSharpeLike": 0.5905595421615689,
      "avgForwardReturns": {
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        "5": 0.006068249877589263,
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      "shadowMaxDrawdown": -0.2934340167569097,
      "shadowTotalReturn": 0.21446755421562247,
      "avgForwardReturn1D": 0.001641304258462389,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 171,
        "10": 171
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      "baselineAvgForwardReturns": {
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        "10": 0.019082997342456012
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    },
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      "comboQuality": 0.53652719332389,
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      "sampleConfidence": 0.9986183074265976,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.53652719332389,
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      "fitnessScore": 0.3822012973821924,
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      "returnLift1D": -0.0006486890034465901,
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      "activationRate": 0.5146666666666667,
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      "sampleConfidence": 0.9986183074265976,
      "shadowSharpeLike": 0.4805872260962612,
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      "shadowMaxDrawdown": -0.28603009468211926,
      "shadowTotalReturn": 0.16021237076939987,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-19",
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        "2025-02-27",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": 0.0019114195702497122,
        "5": 0.009534987619501,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5449101796407185,
      "rankWeights": [
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      "comboQuality": 0.518144492895361,
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      "fitnessScore": 0.36597416828882123,
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      "returnLift1D": -0.0009233013992684432,
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      "activationRate": 0.453804347826087,
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        "5": -0.00036127125241530066,
        "10": -0.00639313710295706
      },
      "shadowMaxDrawdown": -0.32225961782350054,
      "shadowTotalReturn": -0.059279547986184955,
      "avgForwardReturn1D": 0.00017389413902875673,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-14",
        "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": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019158606090861644,
        "5": 0.009306869738809533,
        "10": 0.01890100703312008
      }
    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5401459854014599,
        "5": 0.5328467153284672,
        "10": 0.48175182481751827
      },
      "hitRate1D": 0.5401459854014599,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.18951126269623758,
      "eligibleDays": 368,
      "fitnessScore": 0.030298422511499057,
      "lookbackDays": 21,
      "returnLift1D": -0.0021061391639236923,
      "hitRateLift1D": -0.011484449381148787,
      "portfolioSize": 2,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.6043956043956044,
        "10": 0.6100278551532033
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.0490902483361456,
      "avgForwardReturns": {
        "1": 0.00003128472651201401,
        "5": -0.009373215210544343,
        "10": -0.017070044412926637
      },
      "shadowMaxDrawdown": -0.3100283231445733,
      "shadowTotalReturn": -0.06713867991662448,
      "avgForwardReturn1D": 0.00003128472651201401,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-27",
        "2025-03-07",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021374238904357063,
        "5": 0.009754968868193614,
        "10": 0.018568150761921788
      }
    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5740740740740741,
        "10": 0.6018518518518519
      },
      "hitRate1D": 0.5277777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.18225864295261934,
      "eligibleDays": 326,
      "fitnessScore": 0.01975375316332681,
      "lookbackDays": 63,
      "returnLift1D": -0.0024400173202853755,
      "hitRateLift1D": -0.024369461486025923,
      "portfolioSize": 2,
      "activationRate": 0.3312883435582822,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6180124223602484,
        "10": 0.6435331230283912
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.02742563859554749,
      "avgForwardReturns": {
        "1": 0.00009927627739660363,
        "5": 0.007555492443973578,
        "10": 0.01315105470567142
      },
      "shadowMaxDrawdown": -0.2769520902437034,
      "shadowTotalReturn": -0.05281908568996774,
      "avgForwardReturn1D": 0.00009927627739660363,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-07",
        "2025-05-13",
        "2025-05-14",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 108,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": 0.002539293597681979,
        "5": 0.013101334178933057,
        "10": 0.025055966888234322
      }
    },
    {
      "topN": 3,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5228758169934641,
        "5": 0.5526315789473685,
        "10": 0.5657894736842105
      },
      "hitRate1D": 0.5228758169934641,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.16673978284656288,
      "eligibleDays": 344,
      "fitnessScore": -0.003960545023568984,
      "lookbackDays": 45,
      "returnLift1D": -0.002572334974384586,
      "hitRateLift1D": -0.03526371789025684,
      "portfolioSize": 3,
      "activationRate": 0.44476744186046513,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5581395348837209,
        "5": 0.6088235294117647,
        "10": 0.6208955223880597
      },
      "sampleConfidence": 0.999128540305011,
      "shadowSharpeLike": -0.09748036860367566,
      "avgForwardReturns": {
        "1": -0.00021040054248743463,
        "5": -0.002588929640987044,
        "10": 0.0031909251699620287
      },
      "shadowMaxDrawdown": -0.29229954933946756,
      "shadowTotalReturn": -0.1121265674748042,
      "avgForwardReturn1D": -0.00021040054248743463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023619344318971513,
        "5": 0.01045223185656475,
        "10": 0.019275887353942048
      }
    },
    {
      "topN": 2,
      "ticker": "FCX",
      "hitRates": {
        "1": 0.5423728813559322,
        "5": 0.5677966101694916,
        "10": 0.5932203389830508
      },
      "hitRate1D": 0.5423728813559322,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11860970650455649,
      "eligibleDays": 344,
      "fitnessScore": -0.09124568711700101,
      "lookbackDays": 45,
      "returnLift1D": -0.0031550568555235737,
      "hitRateLift1D": -0.01576665352778872,
      "portfolioSize": 2,
      "activationRate": 0.3430232558139535,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5581395348837209,
        "5": 0.6088235294117647,
        "10": 0.6208955223880597
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.28851166111067506,
      "avgForwardReturns": {
        "1": -0.0007931224236264222,
        "5": -0.0019111204246736529,
        "10": 0.0019470085395601475
      },
      "shadowMaxDrawdown": -0.29433906997466996,
      "shadowTotalReturn": -0.14947162441341955,
      "avgForwardReturn1D": -0.0007931224236264222,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023619344318971513,
        "5": 0.01045223185656475,
        "10": 0.019275887353942048
      }
    }
  ],
  "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": 0.6618651093806995,
      "fitnessScore": 0.49775571192084,
      "lookbackDays": 14,
      "returnLift1D": 0.00005939079018555662,
      "activationRate": 0.4026666666666667,
      "activationCount": 151,
      "sampleConfidence": 0.998233995584989,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2530189179642879,
      "avgForwardReturn1D": 0.001970810360435269
    },
    {
      "comboQuality": 0.518144492895361,
      "fitnessScore": 0.36597416828882123,
      "lookbackDays": 21,
      "returnLift1D": -0.0009233013992684432,
      "activationRate": 0.453804347826087,
      "activationCount": 167,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12834662518405482,
      "avgForwardReturn1D": 0.001214122491167263
    },
    {
      "comboQuality": 0.41588233871690095,
      "fitnessScore": 0.27526598752534587,
      "lookbackDays": 30,
      "returnLift1D": -0.0011002433502134935,
      "activationRate": 0.5013927576601671,
      "activationCount": 180,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04647990701338611,
      "avgForwardReturn1D": 0.0008156172588726708
    },
    {
      "comboQuality": 0.22067274730671985,
      "fitnessScore": 0.07241494977124427,
      "lookbackDays": 45,
      "returnLift1D": -0.0022442289950452598,
      "activationRate": 0.4622093023255814,
      "activationCount": 159,
      "sampleConfidence": 0.99916142557652,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06828803059708721,
      "avgForwardReturn1D": 0.00011770543685189159
    },
    {
      "comboQuality": 0.5004072211654554,
      "fitnessScore": 0.35035835470483495,
      "lookbackDays": 63,
      "returnLift1D": -0.0012993720083333243,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11571513170543368,
      "avgForwardReturn1D": 0.001239921589348655
    }
  ],
  "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": "37515eff6d52b1c25cf7ef791d783ad70c7f4b32635af45b389c9655fefd104b",
    "size": 13,
    "members": [
      "FCX",
      "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
0.660
Liquidity
0.994
Momentum
0.502
Relative strength
0.474
Trend quality
0.375
Stability
0.561
Aggression
0.609
Downside risk
0.574
Drawdown state
0.874
Quality momentum
0.478
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.448
Benchmark Independence 3m Score
0.363
Beta 1y Profile Score
0.870
Beta 3m Profile Score
1
Beta Change Score
0.813
Correlation Change Score
0.542
Current Drawdown Score
0.827
Days Since 52w High Score
0.139
Distance From 52w High Score
0.827
Distance From Sma 20 Score
0.570
Distance From Sma 200 Score
0.715
Distance From Sma 50 Score
0.497
Downside Volatility 1m Score
0.498
Downside Volatility 1y Score
0.687
Downside Volatility 2y Score
0.604
Downside Volatility 3m Score
0.729
Downside Volatility 5y Score
0.523
Downside Volatility 6m Score
0.709
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.858
Excess Return 3m Score
0.273
Excess Return 6m Score
0.451
Expected Shortfall 95 1y Score
0.227
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.660
Drawdown Score 1m
0.571
Drawdown Score 1y
0.626
Drawdown Score 2y
0.457
Drawdown Score 3m
0.474
Drawdown Score 5y
0.487
Drawdown Score 6m
0.558
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.365
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.459
Relative Strength Slope 3m Score
0.470
Relative Volume 20d Score
0.290
Return 1m Score
0.481
Return 1w Score
0.781
Return 1y Score
0.751
Return 2y Score
0.405
Return 3m Score
0.381
Return 5y Score
0.152
Return 6m Score
0.544
Return Skewness 1y Score
0.322
Sector Excess Return 1y Score
0.979
Sharpe 1m Score
0.387
Sharpe 1y Score
0.586
Sharpe 2y Score
0.522
Sharpe 3m Score
0.318
Sharpe 5y Score
0.506
Sharpe 6m Score
0.493
Sortino 1m Score
0.366
Sortino 1y Score
0.478
Sortino 2y Score
0.447
Sortino 3m Score
0.326
Sortino 5y Score
0.443
Sortino 6m Score
0.430
Trend R2 1m Score
0.022
Trend R2 1w Score
0.792
Trend R2 1y Score
0.734
Trend R2 2y Score
0.495
Trend R2 3m Score
0.002
Trend R2 5y Score
0.443
Trend R2 6m Score
0.015
Trend Slope 1m Score
0.454
Trend Slope 1w Score
1
Trend Slope 1y Score
0.646
Trend Slope 2y Score
0.562
Trend Slope 3m Score
0.510
Trend Slope 5y Score
0.524
Trend Slope 6m Score
0.514
Volatility 1m Score
0.574
Volatility 1w Score
0.668
Volatility 1y Score
0.601
Volatility 2y Score
0.566
Volatility 3m Score
0.700
Volatility 5y Score
0.537
Volatility 6m Score
0.663
Worst Day 1y Score
0.152
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
960,875,139.68
Best Day 1y
0.076
Beta To Benchmark 1y
2.175
Beta 3m
2.801
Beta Change
0.626
Beta To Sector 1y
1.723
Correlation To Benchmark 1y
0.552
Correlation 3m
0.637
Correlation Change
0.084
Correlation To Sector 1y
0.605
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.448
Benchmark Independence 3m Score
0.363
Beta 1y Profile Score
0.870
Beta 3m Profile Score
1
Beta Change Score
0.813
Correlation Change Score
0.542
Current Drawdown Score
0.827
Distance From Sma 20 Score
0.570
Distance From Sma 200 Score
0.715
Current Drawdown
-0.112
Days Since 52w High
35
Distance From 52w High
-0.112
Distance From Sma 20
0.042
Distance From Sma 200
0.129
Distance From Sma 50
-0.002
Downside Capture 1y
0.314
Downside Volatility 1m
0.423
Downside Volatility 1w
-
Downside Volatility 1y
0.565
Downside Volatility 2y
0.503
Downside Volatility 3m
0.597
Downside Volatility 5y
0.442
Downside Volatility 6m
0.582
Drawdown Recovery
1
Excess Return 1m
-0.018
Excess Return 1y
0.215
Excess Return 3m
-0.136
Excess Return 6m
-0.030
Expected Shortfall 95 1y
-0.077
Market Cap
89,991,247,549
Max Drawdown 1m
-0.107
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.243
Max Drawdown 2y
-0.435
Max Drawdown 3m
-0.210
Max Drawdown 5y
-0.513
Max Drawdown 6m
-0.243
Momentum Acceleration 1m Vs 3m
0.020
Momentum Acceleration 3m Vs 6m
-0.041
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.083
Return 1m
-0.012
Return 1w
0.084
Return 1y
0.401
Return 2y
0.418
Return 3m
-0.095
Return 5y
0.978
Return 6m
0.053
Return Skewness 1y
-1.071
Sector Excess Return 1y
0.287
Sharpe 1m
-0.064
Sharpe 1y
0.930
Sharpe 2y
0.608
Sharpe 3m
-0.408
Sharpe 5y
0.528
Sharpe 6m
0.463
Sortino 1m
-0.072
Sortino 1y
0.824
Sortino 2y
0.573
Sortino 3m
-0.393
Sortino 5y
0.541
Sortino 6m
0.436
Trend R2 1m
0.022
Trend R2 1w
0.792
Trend R2 1y
0.734
Trend R2 2y
0.495
Trend R2 3m
0.002
Trend R2 5y
0.443
Trend R2 6m
0.015
Trend 1m
-0.001
Trend 1w
0.023
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
3.764
Value At Risk 95 1y
-0.048
Volatility 1m
0.481
Volatility 1w
0.551
Volatility 1y
0.500
Volatility 2y
0.474
Volatility 3m
0.575
Volatility 5y
0.453
Volatility 6m
0.548
Worst Day 1y
-0.170
Distance From Sma 50 Score
0.497
Downside Volatility 1y Score
0.687
Downside Volatility 3m Score
0.729
Drawdown Recovery Score
1
Excess Return 1m Score
0.470
Excess Return 1y Score
0.858
Excess Return 3m Score
0.273
Excess Return 6m Score
0.451
Expected Shortfall 95 1y Score
0.227
Log Avg Dollar Volume 20d Score
0.994
Log Market Cap Score
0.660
Drawdown Score 1y
0.626
Drawdown Score 5y
0.487
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.365
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.459
Relative Volume 20d Score
0.290
Return 1m Score
0.481
Return 1y Score
0.751
Return 3m Score
0.381
Return 6m Score
0.544
Return Skewness 1y Score
0.322
Sortino 1y Score
0.478
Sortino 3m Score
0.326
Trend R2 1y Score
0.734
Trend R2 3m Score
0.002
Trend Slope 1y Score
0.646
Trend Slope 3m Score
0.510
Volatility 1y Score
0.601
Volatility 3m Score
0.700