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MonstraTM

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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

LMT

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

Research Detail

LMT

Lockheed Martin

Category

Sector: Defense

Industry / Category: Aerospace & Defense

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Prime defense contractor anchored in aircraft, missiles, and national security systems.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.012
Correlation To Benchmark 1y
0.006
Inverse To Benchmark 1y
0.994
Drawdown Score 1m
0.716
Drawdown Score 3m
0.727
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
0.511
Drawdown Score 1y
0.587
Drawdown Score 2y
0.603
Drawdown Score 5y
0.682
Return 1w
0.107
Return 1m
0.129
Return 3m
0.030
Return 6m
-0.019
Return 1y
0.422
Return 2y
0.259
Return 5y
0.720
Sharpe 1m
3.452
Sharpe 3m
0.511
Sharpe 6m
0.034
Sharpe 1y
1.436
Sharpe 2y
0.561
Sharpe 5y
0.576
Trend 1w
0.015
Trend 1m
0.002
Trend 3m
0.000
Trend 6m
-0.002
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.759
Volatility 1m
0.449
Volatility 3m
0.349
Volatility 6m
0.314
Volatility 1y
0.270
Volatility 2y
0.271
Volatility 5y
0.237
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
LMT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:42 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
0.689
Aptet Fit Raw Score
0.713
Aptet Fit Confidence
0.934
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.636
Force Fit Raw Score
0.660
Force Fit Confidence
0.926
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:42 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LMT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "LMT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "LMT",
    "hitRates": {
      "1": 0.5882352941176471,
      "5": 0.6732673267326733,
      "10": 0.7227722772277227
    },
    "hitRate1D": 0.5882352941176471,
    "comboQuality": 0.8994248403264824,
    "eligibleDays": 330,
    "fitnessScore": 0.8319870412036809,
    "lookbackDays": 30,
    "returnLift1D": 0.002519758046997345,
    "hitRateLift1D": 0.07005347593582889,
    "activationRate": 0.3090909090909091,
    "activationCount": 102,
    "baselineHitRates": {
      "1": 0.5181818181818182,
      "5": 0.5858895705521472,
      "10": 0.6074766355140186
    },
    "sampleConfidence": 0.9986928104575163,
    "shadowSharpeLike": 1.8154128061881583,
    "avgForwardReturns": {
      "1": 0.003560145973725678,
      "5": 0.014650452903022946,
      "10": 0.02752339079743316
    },
    "shadowMaxDrawdown": -0.06757952304099979,
    "shadowTotalReturn": 0.4062100486835667,
    "avgForwardReturn1D": 0.003560145973725678,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16"
    ],
    "horizonObservationCounts": {
      "1": 102,
      "5": 101,
      "10": 101
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010403879267283332,
      "5": 0.003972223194162352,
      "10": 0.007333273065734224
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8994248403264824,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.66063063019728,
    "bestRawFitnessScore": 0.8319870412036809,
    "upperQuartileComboQuality": 0.7806690490912969
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.6890933368881746,
    "rawScore": 0.7125547176137521,
    "confidence": 0.9341485498709587,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 30
    },
    "profileBreadth": 0.5499213315518746,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30
      ]
    },
    "parameterStability": 0.5911073860652175,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.6732673267326733,
        "10": 0.7227722772277227
      },
      "hitRate1D": 0.5882352941176471,
      "comboQuality": 0.8994248403264824,
      "eligibleDays": 330,
      "fitnessScore": 0.8319870412036809,
      "lookbackDays": 30,
      "returnLift1D": 0.002519758046997345,
      "hitRateLift1D": 0.07005347593582889,
      "activationRate": 0.3090909090909091,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.5181818181818182,
        "5": 0.5858895705521472,
        "10": 0.6074766355140186
      },
      "sampleConfidence": 0.9986928104575163,
      "shadowSharpeLike": 1.8154128061881583,
      "avgForwardReturns": {
        "1": 0.003560145973725678,
        "5": 0.014650452903022946,
        "10": 0.02752339079743316
      },
      "shadowMaxDrawdown": -0.06757952304099979,
      "shadowTotalReturn": 0.4062100486835667,
      "avgForwardReturn1D": 0.003560145973725678,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010403879267283332,
        "5": 0.003972223194162352,
        "10": 0.007333273065734224
      }
    },
    {
      "topN": 2,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.6017699115044248,
        "5": 0.7053571428571429,
        "10": 0.7589285714285714
      },
      "hitRate1D": 0.6017699115044248,
      "comboQuality": 0.8629638147459495,
      "eligibleDays": 339,
      "fitnessScore": 0.7548281036137039,
      "lookbackDays": 21,
      "returnLift1D": 0.0020012631070906216,
      "hitRateLift1D": 0.0855457227138644,
      "activationRate": 0.3333333333333333,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5162241887905604,
        "5": 0.5850746268656717,
        "10": 0.603030303030303
      },
      "sampleConfidence": 0.9988200589970502,
      "shadowSharpeLike": 1.4995555945685164,
      "avgForwardReturns": {
        "1": 0.002871767587968247,
        "5": 0.01653291252961569,
        "10": 0.03250787200439058
      },
      "shadowMaxDrawdown": -0.10250795815889813,
      "shadowTotalReturn": 0.3430208895631448,
      "avgForwardReturn1D": 0.002871767587968247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-27",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 112,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008705044808776252,
        "5": 0.003577956700073178,
        "10": 0.007233840767234447
      }
    },
    {
      "topN": 5,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.5471698113207547,
        "5": 0.6178343949044586,
        "10": 0.6560509554140127
      },
      "hitRate1D": 0.5471698113207547,
      "comboQuality": 0.8404283614165621,
      "eligibleDays": 339,
      "fitnessScore": 0.7155121249579709,
      "lookbackDays": 21,
      "returnLift1D": 0.001321395811469147,
      "hitRateLift1D": 0.030945622530194283,
      "activationRate": 0.4690265486725664,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5162241887905604,
        "5": 0.5850746268656717,
        "10": 0.603030303030303
      },
      "sampleConfidence": 0.9983228511530399,
      "shadowSharpeLike": 1.2016549125149452,
      "avgForwardReturns": {
        "1": 0.0021919002923467723,
        "5": 0.009710315845565675,
        "10": 0.020302377401420386
      },
      "shadowMaxDrawdown": -0.15566735295836087,
      "shadowTotalReturn": 0.3574369615853925,
      "avgForwardReturn1D": 0.0021919002923467723,
      "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": 159,
        "5": 157,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008705044808776252,
        "5": 0.003577956700073178,
        "10": 0.007233840767234447
      }
    },
    {
      "topN": 3,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.553030303030303,
        "5": 0.6641221374045801,
        "10": 0.7
      },
      "hitRate1D": 0.553030303030303,
      "comboQuality": 0.7997916646678899,
      "eligibleDays": 352,
      "fitnessScore": 0.6546984101805378,
      "lookbackDays": 14,
      "returnLift1D": 0.0016169632829975697,
      "hitRateLift1D": 0.037360787360787295,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5156695156695157,
        "5": 0.5763688760806917,
        "10": 0.5860058309037901
      },
      "sampleConfidence": 0.9984848484848485,
      "shadowSharpeLike": 1.3119318783850156,
      "avgForwardReturns": {
        "1": 0.00230007391037899,
        "5": 0.011346421565295828,
        "10": 0.02650865684207554
      },
      "shadowMaxDrawdown": -0.09721564791855686,
      "shadowTotalReturn": 0.3064225578824389,
      "avgForwardReturn1D": 0.00230007391037899,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006831106273814204,
        "5": 0.0028354031046269814,
        "10": 0.005949366415639909
      }
    },
    {
      "topN": 4,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.5472972972972973,
        "5": 0.6232876712328768,
        "10": 0.678082191780822
      },
      "hitRate1D": 0.5472972972972973,
      "comboQuality": 0.7835656462694721,
      "eligibleDays": 339,
      "fitnessScore": 0.6330448629293354,
      "lookbackDays": 21,
      "returnLift1D": 0.001225768274977973,
      "hitRateLift1D": 0.031073108506736835,
      "activationRate": 0.4365781710914454,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5162241887905604,
        "5": 0.5850746268656717,
        "10": 0.603030303030303
      },
      "sampleConfidence": 0.9981981981981982,
      "shadowSharpeLike": 1.0759079903872468,
      "avgForwardReturns": {
        "1": 0.0020962727558555983,
        "5": 0.009958372527977162,
        "10": 0.02268865482754264
      },
      "shadowMaxDrawdown": -0.16162746435193054,
      "shadowTotalReturn": 0.30522180624902817,
      "avgForwardReturn1D": 0.0020962727558555983,
      "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": 148,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008705044808776252,
        "5": 0.003577956700073178,
        "10": 0.007233840767234447
      }
    },
    {
      "topN": 3,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.5597014925373134,
        "5": 0.6541353383458647,
        "10": 0.706766917293233
      },
      "hitRate1D": 0.5597014925373134,
      "comboQuality": 0.7797035166985719,
      "eligibleDays": 339,
      "fitnessScore": 0.6280666790379773,
      "lookbackDays": 21,
      "returnLift1D": 0.0012737082651027546,
      "hitRateLift1D": 0.04347730374675296,
      "activationRate": 0.3952802359882006,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5162241887905604,
        "5": 0.5850746268656717,
        "10": 0.603030303030303
      },
      "sampleConfidence": 0.9990049751243781,
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      "shadowSharpeLike": -0.010227513907758319,
      "avgForwardReturns": {
        "1": 0.00006736916377589402,
        "5": -0.0029839480289482905,
        "10": -0.010842704856274752
      },
      "shadowMaxDrawdown": -0.14796970539024923,
      "shadowTotalReturn": -0.014050164489052275,
      "avgForwardReturn1D": 0.00006736916377589402,
      "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": 115,
        "5": 114,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009780371663780701,
        "5": 0.0034306000701299286,
        "10": 0.006460008453445469
      }
    },
    {
      "topN": 3,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.4787234042553192,
        "5": 0.46808510638297873,
        "10": 0.4574468085106383
      },
      "hitRate1D": 0.4787234042553192,
      "comboQuality": 0.21847574295604083,
      "eligibleDays": 297,
      "fitnessScore": 0.06959433681175717,
      "lookbackDays": 63,
      "returnLift1D": -0.0008703978048558256,
      "hitRateLift1D": -0.02969410416218926,
      "activationRate": 0.3164983164983165,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5084175084175084,
        "5": 0.5938566552901023,
        "10": 0.59375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.018769091298171624,
      "avgForwardReturns": {
        "1": 0.00010763936152224456,
        "5": -0.0013295072219209998,
        "10": -0.00833100706816339
      },
      "shadowMaxDrawdown": -0.12680594737863005,
      "shadowTotalReturn": -0.008498749889582768,
      "avgForwardReturn1D": 0.00010763936152224456,
      "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": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009780371663780701,
        "5": 0.0034306000701299286,
        "10": 0.006460008453445469
      }
    },
    {
      "topN": 4,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.4766355140186916,
        "5": 0.46226415094339623,
        "10": 0.4339622641509434
      },
      "hitRate1D": 0.4766355140186916,
      "comboQuality": 0.2178093968098995,
      "eligibleDays": 297,
      "fitnessScore": 0.06873481906520142,
      "lookbackDays": 63,
      "returnLift1D": -0.0009479398959370428,
      "hitRateLift1D": -0.03178199439881685,
      "activationRate": 0.3602693602693603,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5084175084175084,
        "5": 0.5938566552901023,
        "10": 0.59375
      },
      "sampleConfidence": 0.9987538940809969,
      "shadowSharpeLike": -0.02519449968185102,
      "avgForwardReturns": {
        "1": 0.000030097270441027266,
        "5": -0.0028370011433789424,
        "10": -0.01075385374663824
      },
      "shadowMaxDrawdown": -0.14811073710933964,
      "shadowTotalReturn": -0.01632657822903627,
      "avgForwardReturn1D": 0.000030097270441027266,
      "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": 107,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009780371663780701,
        "5": 0.0034306000701299286,
        "10": 0.006460008453445469
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.7997916646678899,
      "fitnessScore": 0.6546984101805378,
      "lookbackDays": 14,
      "returnLift1D": 0.0016169632829975697,
      "activationRate": 0.375,
      "activationCount": 132,
      "sampleConfidence": 0.9984848484848485,
      "shadowTotalReturn": 0.3064225578824389,
      "avgForwardReturn1D": 0.00230007391037899
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.8629638147459495,
      "fitnessScore": 0.7548281036137039,
      "lookbackDays": 21,
      "returnLift1D": 0.0020012631070906216,
      "activationRate": 0.3333333333333333,
      "activationCount": 113,
      "sampleConfidence": 0.9988200589970502,
      "shadowTotalReturn": 0.3430208895631448,
      "avgForwardReturn1D": 0.002871767587968247
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.8994248403264824,
      "fitnessScore": 0.8319870412036809,
      "lookbackDays": 30,
      "returnLift1D": 0.002519758046997345,
      "activationRate": 0.3090909090909091,
      "activationCount": 102,
      "sampleConfidence": 0.9986928104575163,
      "shadowTotalReturn": 0.4062100486835667,
      "avgForwardReturn1D": 0.003560145973725678
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6678150124638693,
      "fitnessScore": 0.5036302245761713,
      "lookbackDays": 45,
      "returnLift1D": 0.0009683724797988895,
      "activationRate": 0.35873015873015873,
      "activationCount": 113,
      "sampleConfidence": 0.9988200589970502,
      "shadowTotalReturn": 0.22102199521591426,
      "avgForwardReturn1D": 0.0019366225288227506
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.3936519341972766,
      "fitnessScore": 0.2549628415019476,
      "lookbackDays": 63,
      "returnLift1D": 0.00027945706038570153,
      "activationRate": 0.2760942760942761,
      "activationCount": 82,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09034720277514285,
      "avgForwardReturn1D": 0.0012574942267637717
    }
  ],
  "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": "be849f1d841f489d80bb23d351aaf02f150fbb80c88aa05b821d7db40fca97e3",
    "size": 13,
    "members": [
      "LMT",
      "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",
      "LMT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "LMT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "LMT",
    "hitRates": {
      "1": 0.5916666666666667,
      "5": 0.675,
      "10": 0.7166666666666667
    },
    "hitRate1D": 0.5916666666666667,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8562540613747746,
    "eligibleDays": 368,
    "fitnessScore": 0.7425943354388389,
    "lookbackDays": 21,
    "returnLift1D": 0.0019237422901154106,
    "hitRateLift1D": 0.06992753623188408,
    "portfolioSize": 2,
    "activationRate": 0.32608695652173914,
    "activationCount": 120,
    "baselineHitRates": {
      "1": 0.5217391304347826,
      "5": 0.5741758241758241,
      "10": 0.5988857938718662
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4510736527228465,
    "avgForwardReturns": {
      "1": 0.0027945233988470263,
      "5": 0.014333488128905033,
      "10": 0.02706776475061588
    },
    "shadowMaxDrawdown": -0.11739728996210252,
    "shadowTotalReturn": 0.3570912914974811,
    "avgForwardReturn1D": 0.0027945233988470263,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-07",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20"
    ],
    "horizonObservationCounts": {
      "1": 120,
      "5": 120,
      "10": 120
    },
    "baselineAvgForwardReturns": {
      "1": 0.0008707811087316157,
      "5": 0.0033231845455551747,
      "10": 0.007053673028671746
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8562540613747746,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5676269678770518,
    "bestRawFitnessScore": 0.7425943354388389,
    "upperQuartileComboQuality": 0.7273728301025326
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.635719115076965,
    "rawScore": 0.6602680842798987,
    "confidence": 0.925639388644062,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.3998376760507188,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6146799019861438,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.5916666666666667,
        "5": 0.675,
        "10": 0.7166666666666667
      },
      "hitRate1D": 0.5916666666666667,
      "rankWeights": [
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      ],
      "comboQuality": 0.8562540613747746,
      "eligibleDays": 368,
      "fitnessScore": 0.7425943354388389,
      "lookbackDays": 21,
      "returnLift1D": 0.0019237422901154106,
      "hitRateLift1D": 0.06992753623188408,
      "portfolioSize": 2,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5741758241758241,
        "10": 0.5988857938718662
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4510736527228465,
      "avgForwardReturns": {
        "1": 0.0027945233988470263,
        "5": 0.014333488128905033,
        "10": 0.02706776475061588
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      "shadowMaxDrawdown": -0.11739728996210252,
      "shadowTotalReturn": 0.3570912914974811,
      "avgForwardReturn1D": 0.0027945233988470263,
      "riskOffActivations": 0,
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        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
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        "5": 0.0033231845455551747,
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.6103896103896104,
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      "hitRate1D": 0.5483870967741935,
      "rankWeights": [
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      "comboQuality": 0.8083865394432805,
      "eligibleDays": 368,
      "fitnessScore": 0.6667032479671127,
      "lookbackDays": 21,
      "returnLift1D": 0.001281643892408291,
      "hitRateLift1D": 0.02664796633941091,
      "portfolioSize": 4,
      "activationRate": 0.421195652173913,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5741758241758241,
        "10": 0.5988857938718662
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      "sampleConfidence": 0.9991397849462367,
      "shadowSharpeLike": 1.1044912987638098,
      "avgForwardReturns": {
        "1": 0.0021524250011399067,
        "5": 0.008894844906893214,
        "10": 0.019563433957697683
      },
      "shadowMaxDrawdown": -0.14839788835797685,
      "shadowTotalReturn": 0.33531049976027516,
      "avgForwardReturn1D": 0.0021524250011399067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 154,
        "10": 154
      },
      "baselineAvgForwardReturns": {
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        "10": 0.007053673028671746
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    },
    {
      "topN": 5,
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      "comboQuality": 0.8083865394432805,
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      "hitRateLift1D": 0.02664796633941091,
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      "sampleConfidence": 0.9991397849462367,
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      "riskOffActivations": 0,
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        "2025-03-07",
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        "2025-03-14",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.7801272530251193,
      "eligibleDays": 359,
      "fitnessScore": 0.6286097809266358,
      "lookbackDays": 30,
      "returnLift1D": 0.0015269404180074874,
      "hitRateLift1D": 0.02432351770791885,
      "portfolioSize": 2,
      "activationRate": 0.31197771587743733,
      "activationCount": 112,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3041638061932153,
      "avgForwardReturns": {
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        "5": 0.01093213097391781,
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      "shadowMaxDrawdown": -0.09425427488504556,
      "shadowTotalReturn": 0.30830955551523487,
      "avgForwardReturn1D": 0.0026218858275034143,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-13",
        "2025-03-14",
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        "2025-03-18",
        "2025-03-19",
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        "2025-03-21",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
        "1": 0.001094945409495927,
        "5": 0.003973184262966974,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.7750329711684083,
      "eligibleDays": 368,
      "fitnessScore": 0.6221293781692565,
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      "returnLift1D": 0.0012291577632430135,
      "hitRateLift1D": 0.031452358926919555,
      "portfolioSize": 3,
      "activationRate": 0.38315217391304346,
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      "sampleConfidence": 1,
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        "2025-01-28",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006329223817241268,
        "5": 0.002391564929248614,
        "10": 0.005555272301104761
      }
    },
    {
      "topN": 2,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.4845360824742268,
        "5": 0.4845360824742268,
        "10": 0.5154639175257731
      },
      "hitRate1D": 0.4845360824742268,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.28606774729784307,
      "eligibleDays": 326,
      "fitnessScore": 0.14879692930833746,
      "lookbackDays": 63,
      "returnLift1D": -0.00033023258549046163,
      "hitRateLift1D": -0.030801340838656655,
      "portfolioSize": 2,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.577639751552795,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2942292835201483,
      "avgForwardReturns": {
        "1": 0.0006197233005804407,
        "5": 0.002508369637001159,
        "10": -0.0016671352500568807
      },
      "shadowMaxDrawdown": -0.11545733827219962,
      "shadowTotalReturn": 0.041411773627260784,
      "avgForwardReturn1D": 0.0006197233005804407,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009499558860709024,
        "5": 0.0037673691408191307,
        "10": 0.006664457955773461
      }
    },
    {
      "topN": 4,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.46825396825396826,
        "5": 0.4365079365079365,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.46825396825396826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.19558716587740782,
      "eligibleDays": 326,
      "fitnessScore": 0.03889657630340304,
      "lookbackDays": 63,
      "returnLift1D": -0.001067160058103952,
      "hitRateLift1D": -0.0470834550589152,
      "portfolioSize": 4,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.577639751552795,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.12280164699282868,
      "avgForwardReturns": {
        "1": -0.00011720417203304956,
        "5": -0.0033612274894433535,
        "10": -0.009354397557532442
      },
      "shadowMaxDrawdown": -0.15385101983000848,
      "shadowTotalReturn": -0.03746460371146598,
      "avgForwardReturn1D": -0.00011720417203304956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-17",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009499558860709024,
        "5": 0.0037673691408191307,
        "10": 0.006664457955773461
      }
    },
    {
      "topN": 5,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.46825396825396826,
        "5": 0.4365079365079365,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.46825396825396826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.19558716587740782,
      "eligibleDays": 326,
      "fitnessScore": 0.03889657630340304,
      "lookbackDays": 63,
      "returnLift1D": -0.001067160058103952,
      "hitRateLift1D": -0.0470834550589152,
      "portfolioSize": 5,
      "activationRate": 0.38650306748466257,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.577639751552795,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.12280164699282868,
      "avgForwardReturns": {
        "1": -0.00011720417203304956,
        "5": -0.0033612274894433535,
        "10": -0.009354397557532442
      },
      "shadowMaxDrawdown": -0.15385101983000848,
      "shadowTotalReturn": -0.03746460371146598,
      "avgForwardReturn1D": -0.00011720417203304956,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-17",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009499558860709024,
        "5": 0.0037673691408191307,
        "10": 0.006664457955773461
      }
    },
    {
      "topN": 3,
      "ticker": "LMT",
      "hitRates": {
        "1": 0.4690265486725664,
        "5": 0.4424778761061947,
        "10": 0.4690265486725664
      },
      "hitRate1D": 0.4690265486725664,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1894918503612305,
      "eligibleDays": 326,
      "fitnessScore": 0.030270616705268677,
      "lookbackDays": 63,
      "returnLift1D": -0.0010311986328508927,
      "hitRateLift1D": -0.04631087464031708,
      "portfolioSize": 3,
      "activationRate": 0.34662576687116564,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5153374233128835,
        "5": 0.577639751552795,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.10099260385015305,
      "avgForwardReturns": {
        "1": -0.0000812427467799904,
        "5": -0.0018936112134387976,
        "10": -0.007067299974631638
      },
      "shadowMaxDrawdown": -0.1437075301739802,
      "shadowTotalReturn": -0.032522332416691,
      "avgForwardReturn1D": -0.0000812427467799904,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-17",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009499558860709024,
        "5": 0.0037673691408191307,
        "10": 0.006664457955773461
      }
    }
  ],
  "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": 0.7114861164139075,
      "fitnessScore": 0.5485747931373541,
      "lookbackDays": 14,
      "returnLift1D": 0.0012569436981568027,
      "activationRate": 0.3626666666666667,
      "activationCount": 136,
      "sampleConfidence": 0.9990196078431373,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2385816848277038,
      "avgForwardReturn1D": 0.0018898660798809294
    },
    {
      "comboQuality": 0.8562540613747746,
      "fitnessScore": 0.7425943354388389,
      "lookbackDays": 21,
      "returnLift1D": 0.0019237422901154106,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3570912914974811,
      "avgForwardReturn1D": 0.0027945233988470263
    },
    {
      "comboQuality": 0.7801272530251193,
      "fitnessScore": 0.6286097809266358,
      "lookbackDays": 30,
      "returnLift1D": 0.0015269404180074874,
      "activationRate": 0.31197771587743733,
      "activationCount": 112,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.30830955551523487,
      "avgForwardReturn1D": 0.0026218858275034143
    },
    {
      "comboQuality": 0.5718844139258328,
      "fitnessScore": 0.41369960901943925,
      "lookbackDays": 45,
      "returnLift1D": 0.0011073519983772822,
      "activationRate": 0.2819767441860465,
      "activationCount": 97,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.18064395682944911,
      "avgForwardReturn1D": 0.0018633649146856002
    },
    {
      "comboQuality": 0.28606774729784307,
      "fitnessScore": 0.14879692930833746,
      "lookbackDays": 63,
      "returnLift1D": -0.00033023258549046163,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.041411773627260784,
      "avgForwardReturn1D": 0.0006197233005804407
    }
  ],
  "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": "be849f1d841f489d80bb23d351aaf02f150fbb80c88aa05b821d7db40fca97e3",
    "size": 13,
    "members": [
      "LMT",
      "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
0.699
Liquidity
0.940
Momentum
0.639
Relative strength
0.563
Trend quality
0.385
Stability
0.633
Aggression
0.417
Downside risk
0.590
Drawdown state
0.806
Quality momentum
0.547
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.994
Benchmark Independence 3m Score
0.832
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.270
Correlation Change Score
0.413
Current Drawdown Score
0.763
Days Since 52w High Score
0.393
Distance From 52w High Score
0.763
Distance From Sma 20 Score
0.655
Distance From Sma 200 Score
0.595
Distance From Sma 50 Score
0.652
Downside Volatility 1m Score
0.185
Downside Volatility 1y Score
0.250
Downside Volatility 2y Score
0.303
Downside Volatility 3m Score
0.271
Downside Volatility 5y Score
0.258
Downside Volatility 6m Score
0.272
Drawdown Recovery Score
1
Excess Return 1m Score
0.704
Excess Return 1y Score
0.891
Excess Return 3m Score
0.483
Excess Return 6m Score
0.331
Expected Shortfall 95 1y Score
0.663
Log Avg Dollar Volume 20d Score
0.940
Log Market Cap Score
0.699
Drawdown Score 1m
0.716
Drawdown Score 1y
0.587
Drawdown Score 2y
0.603
Drawdown Score 3m
0.727
Drawdown Score 5y
0.682
Drawdown Score 6m
0.511
Momentum Acceleration 1m Vs 3m Score
0.896
Momentum Acceleration 3m Vs 6m Score
0.544
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.760
Relative Strength Slope 3m Score
0.469
Relative Volume 20d Score
0.249
Return 1m Score
0.715
Return 1w Score
0.857
Return 1y Score
0.764
Return 2y Score
0.360
Return 3m Score
0.538
Return 5y Score
0.132
Return 6m Score
0.485
Return Skewness 1y Score
0.643
Sector Excess Return 1y Score
0.836
Sharpe 1m Score
1
Sharpe 1y Score
0.687
Sharpe 2y Score
0.512
Sharpe 3m Score
0.502
Sharpe 5y Score
0.515
Sharpe 6m Score
0.407
Sortino 1m Score
1
Sortino 1y Score
0.579
Sortino 2y Score
0.444
Sortino 3m Score
0.463
Sortino 5y Score
0.445
Sortino 6m Score
0.380
Trend R2 1m Score
0.118
Trend R2 1w Score
0.422
Trend R2 1y Score
0.370
Trend R2 2y Score
0.072
Trend R2 3m Score
0.012
Trend R2 5y Score
0.682
Trend R2 6m Score
0.657
Trend Slope 1m Score
0.606
Trend Slope 1w Score
1
Trend Slope 1y Score
0.570
Trend Slope 2y Score
0.514
Trend Slope 3m Score
0.510
Trend Slope 5y Score
0.524
Trend Slope 6m Score
0.366
Volatility 1m Score
0.532
Volatility 1w Score
0.945
Volatility 1y Score
0.294
Volatility 2y Score
0.295
Volatility 3m Score
0.398
Volatility 5y Score
0.250
Volatility 6m Score
0.352
Worst Day 1y Score
0.759
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
660,122,292.656
Best Day 1y
0.105
Beta To Benchmark 1y
0.012
Beta 3m
-0.448
Beta Change
-0.461
Beta To Sector 1y
0.477
Correlation To Benchmark 1y
0.006
Correlation 3m
-0.168
Correlation Change
-0.174
Correlation To Sector 1y
0.295
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.994
Benchmark Independence 3m Score
0.832
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.270
Correlation Change Score
0.413
Current Drawdown Score
0.763
Distance From Sma 20 Score
0.655
Distance From Sma 200 Score
0.595
Current Drawdown
-0.154
Days Since 52w High
99
Distance From 52w High
-0.154
Distance From Sma 20
0.093
Distance From Sma 200
0.057
Distance From Sma 50
0.091
Downside Capture 1y
2.125
Downside Volatility 1m
0.189
Downside Volatility 1w
-
Downside Volatility 1y
0.237
Downside Volatility 2y
0.277
Downside Volatility 3m
0.253
Downside Volatility 5y
0.243
Downside Volatility 6m
0.254
Drawdown Recovery
1
Excess Return 1m
0.123
Excess Return 1y
0.235
Excess Return 3m
-0.010
Excess Return 6m
-0.101
Expected Shortfall 95 1y
-0.034
Market Cap
134,458,692,697.8
Max Drawdown 1m
-0.071
Max Drawdown 1w
-0.013
Max Drawdown 1y
-0.269
Max Drawdown 2y
-0.318
Max Drawdown 3m
-0.109
Max Drawdown 5y
-0.318
Max Drawdown 6m
-0.269
Momentum Acceleration 1m Vs 3m
0.119
Momentum Acceleration 3m Vs 6m
0.013
Moving Average Alignment
0
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.972
Return 1m
0.129
Return 1w
0.107
Return 1y
0.422
Return 2y
0.259
Return 3m
0.030
Return 5y
0.720
Return 6m
-0.019
Return Skewness 1y
0.858
Sector Excess Return 1y
0.201
Sharpe 1m
3.452
Sharpe 1y
1.436
Sharpe 2y
0.561
Sharpe 3m
0.511
Sharpe 5y
0.576
Sharpe 6m
0.034
Sortino 1m
8.208
Sortino 1y
1.635
Sortino 2y
0.549
Sortino 3m
0.705
Sortino 5y
0.562
Sortino 6m
0.042
Trend R2 1m
0.118
Trend R2 1w
0.422
Trend R2 1y
0.370
Trend R2 2y
0.072
Trend R2 3m
0.012
Trend R2 5y
0.682
Trend R2 6m
0.657
Trend 1m
0.002
Trend 1w
0.015
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.564
Value At Risk 95 1y
-0.024
Volatility 1m
0.449
Volatility 1w
0.759
Volatility 1y
0.270
Volatility 2y
0.271
Volatility 3m
0.349
Volatility 5y
0.237
Volatility 6m
0.314
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.652
Downside Volatility 1y Score
0.250
Downside Volatility 3m Score
0.271
Drawdown Recovery Score
1
Excess Return 1m Score
0.704
Excess Return 1y Score
0.891
Excess Return 3m Score
0.483
Excess Return 6m Score
0.331
Expected Shortfall 95 1y Score
0.663
Log Avg Dollar Volume 20d Score
0.940
Log Market Cap Score
0.699
Drawdown Score 1y
0.587
Drawdown Score 5y
0.682
Momentum Acceleration 1m Vs 3m Score
0.896
Momentum Acceleration 3m Vs 6m Score
0.544
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.760
Relative Volume 20d Score
0.249
Return 1m Score
0.715
Return 1y Score
0.764
Return 3m Score
0.538
Return 6m Score
0.485
Return Skewness 1y Score
0.643
Sortino 1y Score
0.579
Sortino 3m Score
0.463
Trend R2 1y Score
0.370
Trend R2 3m Score
0.012
Trend Slope 1y Score
0.570
Trend Slope 3m Score
0.510
Volatility 1y Score
0.294
Volatility 3m Score
0.398