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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

PARR

Energy | v2 | as of 2026-07-10
Close

Research Detail

PARR

PARR

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
-0.405
Correlation To Benchmark 1y
-0.090
Inverse To Benchmark 1y
0.910
Drawdown Score 1m
0.519
Drawdown Score 3m
0.332
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
0.514
Drawdown Score 1y
0.589
Drawdown Score 2y
0.326
Drawdown Score 5y
0.303
Return 1w
0.125
Return 1m
0.204
Return 3m
0.106
Return 6m
0.829
Return 1y
1.009
Return 2y
1.672
Return 5y
2.872
Sharpe 1m
3.922
Sharpe 3m
0.972
Sharpe 6m
2.372
Sharpe 1y
1.520
Sharpe 2y
1.168
Sharpe 5y
0.788
Trend 1w
0.026
Trend 1m
0.010
Trend 3m
-0.002
Trend 6m
0.004
Trend 1y
0.003
Trend 2y
0.003
Trend 5y
0.001
Volatility 1w
0.933
Volatility 1m
0.615
Volatility 3m
0.596
Volatility 6m
0.581
Volatility 1y
0.563
Volatility 2y
0.551
Volatility 5y
0.507
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
PARR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:54 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.996
Aptet Fit Raw Score
0.999
Aptet Fit Confidence
0.993
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.997
Force Fit Raw Score
1.000
Force Fit Confidence
0.995
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:54 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PARR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PARR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PARR",
    "hitRates": {
      "1": 0.5377777777777778,
      "5": 0.6018099547511312,
      "10": 0.5972222222222222
    },
    "hitRate1D": 0.5377777777777778,
    "comboQuality": 0.999999255575454,
    "eligibleDays": 315,
    "fitnessScore": 3.4543437906691685,
    "lookbackDays": 45,
    "returnLift1D": 0.0005586779195170602,
    "hitRateLift1D": -0.01636234961075722,
    "activationRate": 0.7174603174603175,
    "activationCount": 226,
    "baselineHitRates": {
      "1": 0.554140127388535,
      "5": 0.6129032258064516,
      "10": 0.6262295081967213
    },
    "sampleConfidence": 0.9952802359882007,
    "shadowSharpeLike": 2.397325702253613,
    "avgForwardReturns": {
      "1": 0.006649132419349524,
      "5": 0.029042254961856365,
      "10": 0.05087982452955386
    },
    "shadowMaxDrawdown": -0.23237554206887678,
    "shadowTotalReturn": 2.8032536248021507,
    "avgForwardReturn1D": 0.006649132419349524,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14"
    ],
    "horizonObservationCounts": {
      "1": 225,
      "5": 221,
      "10": 216
    },
    "baselineAvgForwardReturns": {
      "1": 0.006090454499832464,
      "5": 0.030871524935243592,
      "10": 0.06292970043832792
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.999999255575454,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9999701197858929,
    "bestRawFitnessScore": 3.4543437906691685,
    "upperQuartileComboQuality": 0.9999867976485902
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9955254150854855,
    "rawScore": 0.998825186990562,
    "confidence": 0.9933926938406136,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9942027566386961,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5377777777777778,
        "5": 0.6018099547511312,
        "10": 0.5972222222222222
      },
      "hitRate1D": 0.5377777777777778,
      "comboQuality": 0.999999255575454,
      "eligibleDays": 315,
      "fitnessScore": 3.4543437906691685,
      "lookbackDays": 45,
      "returnLift1D": 0.0005586779195170602,
      "hitRateLift1D": -0.01636234961075722,
      "activationRate": 0.7174603174603175,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6129032258064516,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9952802359882007,
      "shadowSharpeLike": 2.397325702253613,
      "avgForwardReturns": {
        "1": 0.006649132419349524,
        "5": 0.029042254961856365,
        "10": 0.05087982452955386
      },
      "shadowMaxDrawdown": -0.23237554206887678,
      "shadowTotalReturn": 2.8032536248021507,
      "avgForwardReturn1D": 0.006649132419349524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 225,
        "5": 221,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.006090454499832464,
        "5": 0.030871524935243592,
        "10": 0.06292970043832792
      }
    },
    {
      "topN": 2,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5586592178770949,
        "5": 0.6114285714285714,
        "10": 0.6529411764705882
      },
      "hitRate1D": 0.5586592178770949,
      "comboQuality": 0.9999975163068587,
      "eligibleDays": 352,
      "fitnessScore": 3.189267519420225,
      "lookbackDays": 14,
      "returnLift1D": 0.0022826638597099056,
      "hitRateLift1D": 0.01008778930566634,
      "activationRate": 0.5113636363636364,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5485714285714286,
        "5": 0.5982658959537572,
        "10": 0.6169590643274854
      },
      "sampleConfidence": 0.9940740740740741,
      "shadowSharpeLike": 2.3834042147584826,
      "avgForwardReturns": {
        "1": 0.007913772794841676,
        "5": 0.036411123006779886,
        "10": 0.06508405750683063
      },
      "shadowMaxDrawdown": -0.17866677153947597,
      "shadowTotalReturn": 2.5827525789999357,
      "avgForwardReturn1D": 0.007913772794841676,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 175,
        "10": 170
      },
      "baselineAvgForwardReturns": {
        "1": 0.005631108935131771,
        "5": 0.029085839792326908,
        "10": 0.05620992827618868
      }
    },
    {
      "topN": 3,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.6,
        "10": 0.5972222222222222
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.9999970487352371,
      "eligibleDays": 315,
      "fitnessScore": 3.1513202349059304,
      "lookbackDays": 45,
      "returnLift1D": 0.0002395256346763271,
      "hitRateLift1D": -0.01842584167424932,
      "activationRate": 0.7142857142857143,
      "activationCount": 225,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6129032258064516,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 2.2917139280635133,
      "avgForwardReturns": {
        "1": 0.006329980134508791,
        "5": 0.028450779113739513,
        "10": 0.05087982452955386
      },
      "shadowMaxDrawdown": -0.23237554206887678,
      "shadowTotalReturn": 2.5275441357928523,
      "avgForwardReturn1D": 0.006329980134508791,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 220,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.006090454499832464,
        "5": 0.030871524935243592,
        "10": 0.06292970043832792
      }
    },
    {
      "topN": 4,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.6,
        "10": 0.5972222222222222
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.9999970487352371,
      "eligibleDays": 315,
      "fitnessScore": 3.1513202349059304,
      "lookbackDays": 45,
      "returnLift1D": 0.0002395256346763271,
      "hitRateLift1D": -0.01842584167424932,
      "activationRate": 0.7142857142857143,
      "activationCount": 225,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6129032258064516,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9955555555555556,
      "shadowSharpeLike": 2.2917139280635133,
      "avgForwardReturns": {
        "1": 0.006329980134508791,
        "5": 0.028450779113739513,
        "10": 0.05087982452955386
      },
      "shadowMaxDrawdown": -0.23237554206887678,
      "shadowTotalReturn": 2.5275441357928523,
      "avgForwardReturn1D": 0.006329980134508791,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
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      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 220,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.006090454499832464,
        "5": 0.030871524935243592,
        "10": 0.06292970043832792
      }
    },
    {
      "topN": 3,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.546875,
        "5": 0.5957446808510638,
        "10": 0.644808743169399
      },
      "hitRate1D": 0.546875,
      "comboQuality": 0.9999943340939138,
      "eligibleDays": 352,
      "fitnessScore": 3.0078283744621364,
      "lookbackDays": 14,
      "returnLift1D": 0.0016314308646778724,
      "hitRateLift1D": -0.0016964285714285987,
      "activationRate": 0.5482954545454546,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5485714285714286,
        "5": 0.5982658959537572,
        "10": 0.6169590643274854
      },
      "sampleConfidence": 0.9944732297063904,
      "shadowSharpeLike": 2.210409332532839,
      "avgForwardReturns": {
        "1": 0.007262539799809643,
        "5": 0.033709749530911,
        "10": 0.0631347157508618
      },
      "shadowMaxDrawdown": -0.2137677168313955,
      "shadowTotalReturn": 2.438679619118645,
      "avgForwardReturn1D": 0.007262539799809643,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 188,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.005631108935131771,
        "5": 0.029085839792326908,
        "10": 0.05620992827618868
      }
    },
    {
      "topN": 2,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5352112676056338,
        "5": 0.6028708133971292,
        "10": 0.6097560975609756
      },
      "hitRate1D": 0.5352112676056338,
      "comboQuality": 0.9999842855001491,
      "eligibleDays": 315,
      "fitnessScore": 2.783400419960554,
      "lookbackDays": 45,
      "returnLift1D": 0.00008891025311287895,
      "hitRateLift1D": -0.018928859782901264,
      "activationRate": 0.6793650793650794,
      "activationCount": 214,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.6129032258064516,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 0.9953271028037384,
      "shadowSharpeLike": 2.178948306125066,
      "avgForwardReturns": {
        "1": 0.006179364752945343,
        "5": 0.029961404817485254,
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        "10": 0.02906456725543283
      },
      "shadowMaxDrawdown": -0.22783462790203612,
      "shadowTotalReturn": 0.9469447827429223,
      "avgForwardReturn1D": 0.004091861543981367,
      "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": 195,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0051095266669835175,
        "5": 0.026096371980800958,
        "10": 0.051573939788614215
      }
    },
    {
      "topN": 3,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.509090909090909,
        "5": 0.5601851851851852,
        "10": 0.5305164319248826
      },
      "hitRate1D": 0.509090909090909,
      "comboQuality": 0.9848491943090965,
      "eligibleDays": 297,
      "fitnessScore": 1.2683756594688358,
      "lookbackDays": 63,
      "returnLift1D": -0.0016689903361528746,
      "hitRateLift1D": -0.03144963144963153,
      "activationRate": 0.7441077441077442,
      "activationCount": 221,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.6027874564459931
      },
      "sampleConfidence": 0.9957767722473605,
      "shadowSharpeLike": 1.3179983039031524,
      "avgForwardReturns": {
        "1": 0.003440536330830643,
        "5": 0.018040453750687285,
        "10": 0.02881375845250066
      },
      "shadowMaxDrawdown": -0.24523371453554899,
      "shadowTotalReturn": 0.842009105807819,
      "avgForwardReturn1D": 0.003440536330830643,
      "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": 220,
        "5": 216,
        "10": 213
      },
      "baselineAvgForwardReturns": {
        "1": 0.0051095266669835175,
        "5": 0.026096371980800958,
        "10": 0.051573939788614215
      }
    },
    {
      "topN": 4,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5067264573991032,
        "5": 0.5616438356164384,
        "10": 0.5324074074074074
      },
      "hitRate1D": 0.5067264573991032,
      "comboQuality": 0.973550921332415,
      "eligibleDays": 297,
      "fitnessScore": 1.1432603373663863,
      "lookbackDays": 63,
      "returnLift1D": -0.0019426346658301427,
      "hitRateLift1D": -0.03381408314143741,
      "activationRate": 0.7542087542087542,
      "activationCount": 224,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.5924657534246576,
        "10": 0.6027874564459931
      },
      "sampleConfidence": 0.9958333333333333,
      "shadowSharpeLike": 1.2227365889586514,
      "avgForwardReturns": {
        "1": 0.003166892001153375,
        "5": 0.018059365754865463,
        "10": 0.029783542158880513
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      "shadowMaxDrawdown": -0.29274714958142667,
      "shadowTotalReturn": 0.7488285863090478,
      "avgForwardReturn1D": 0.003166892001153375,
      "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": 223,
        "5": 219,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.0051095266669835175,
        "5": 0.026096371980800958,
        "10": 0.051573939788614215
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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": 2,
      "comboQuality": 0.9999975163068587,
      "fitnessScore": 3.189267519420225,
      "lookbackDays": 14,
      "returnLift1D": 0.0022826638597099056,
      "activationRate": 0.5113636363636364,
      "activationCount": 180,
      "sampleConfidence": 0.9940740740740741,
      "shadowTotalReturn": 2.5827525789999357,
      "avgForwardReturn1D": 0.007913772794841676
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999712966023553,
      "fitnessScore": 2.6508625977839744,
      "lookbackDays": 21,
      "returnLift1D": 0.00047204076346200104,
      "activationRate": 0.6342182890855457,
      "activationCount": 215,
      "sampleConfidence": 0.9950387596899225,
      "shadowTotalReturn": 2.1021434922755713,
      "avgForwardReturn1D": 0.006110931973842498
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999830890114294,
      "fitnessScore": 2.767256605484254,
      "lookbackDays": 30,
      "returnLift1D": 0.00020369438729776236,
      "activationRate": 0.6757575757575758,
      "activationCount": 223,
      "sampleConfidence": 0.9952167414050823,
      "shadowTotalReturn": 2.2047009077330486,
      "avgForwardReturn1D": 0.006020051483930238
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.999999255575454,
      "fitnessScore": 3.4543437906691685,
      "lookbackDays": 45,
      "returnLift1D": 0.0005586779195170602,
      "activationRate": 0.7174603174603175,
      "activationCount": 226,
      "sampleConfidence": 0.9952802359882007,
      "shadowTotalReturn": 2.8032536248021507,
      "avgForwardReturn1D": 0.006649132419349524
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9912837905847658,
      "fitnessScore": 1.3914396119394865,
      "lookbackDays": 63,
      "returnLift1D": -0.001516009366555489,
      "activationRate": 0.7643097643097643,
      "activationCount": 227,
      "sampleConfidence": 0.9955947136563877,
      "shadowTotalReturn": 0.937549802387516,
      "avgForwardReturn1D": 0.0035935173004280284
    }
  ],
  "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": "8fa972fb547cba75425221d595b53b80ffff1482b57d41ddeed8bc4bcee02aa7",
    "size": 13,
    "members": [
      "PARR",
      "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
2026-07-13
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",
      "PARR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PARR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "PARR",
    "hitRates": {
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      "5": 0.6114285714285714,
      "10": 0.6529411764705882
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    "hitRate1D": 0.5586592178770949,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9999974019203731,
    "eligibleDays": 375,
    "fitnessScore": 3.1793617864146344,
    "lookbackDays": 14,
    "returnLift1D": 0.003299387485701903,
    "hitRateLift1D": 0.017325884543761605,
    "portfolioSize": 2,
    "activationRate": 0.47733333333333333,
    "activationCount": 179,
    "baselineHitRates": {
      "1": 0.5413333333333333,
      "5": 0.5768194070080862,
      "10": 0.5901639344262295
    },
    "sampleConfidence": 0.9951582867783986,
    "shadowSharpeLike": 2.307759091608833,
    "avgForwardReturns": {
      "1": 0.007913772794841676,
      "5": 0.036411123006779886,
      "10": 0.06508405750683063
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    "shadowMaxDrawdown": -0.17866677153947597,
    "shadowTotalReturn": 2.5827525789999357,
    "avgForwardReturn1D": 0.007913772794841676,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-18",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 179,
      "5": 175,
      "10": 170
    },
    "baselineAvgForwardReturns": {
      "1": 0.004614385309139773,
      "5": 0.02362575744489309,
      "10": 0.04836739960990898
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999974019203731,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9999676630419823,
    "bestRawFitnessScore": 3.1793617864146344,
    "upperQuartileComboQuality": 0.9999850179825664
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9971996314821158,
    "rawScore": 0.9997106056368145,
    "confidence": 0.9949765979463644,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9986383781816197,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "PARR",
      "hitRates": {
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        "5": 0.6114285714285714,
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      "hitRate1D": 0.5586592178770949,
      "rankWeights": [
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      "comboQuality": 0.9999974019203731,
      "eligibleDays": 375,
      "fitnessScore": 3.1793617864146344,
      "lookbackDays": 14,
      "returnLift1D": 0.003299387485701903,
      "hitRateLift1D": 0.017325884543761605,
      "portfolioSize": 2,
      "activationRate": 0.47733333333333333,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5413333333333333,
        "5": 0.5768194070080862,
        "10": 0.5901639344262295
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      "sampleConfidence": 0.9951582867783986,
      "shadowSharpeLike": 2.307759091608833,
      "avgForwardReturns": {
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        "5": 0.036411123006779886,
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      "shadowMaxDrawdown": -0.17866677153947597,
      "shadowTotalReturn": 2.5827525789999357,
      "avgForwardReturn1D": 0.007913772794841676,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 175,
        "10": 170
      },
      "baselineAvgForwardReturns": {
        "1": 0.004614385309139773,
        "5": 0.02362575744489309,
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.6,
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      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
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      "comboQuality": 0.9999965645343875,
      "eligibleDays": 344,
      "fitnessScore": 3.1178980244345045,
      "lookbackDays": 45,
      "returnLift1D": 0.0004932392614988975,
      "hitRateLift1D": -0.01661129568106312,
      "portfolioSize": 3,
      "activationRate": 0.6511627906976745,
      "activationCount": 224,
      "baselineHitRates": {
        "1": 0.5523255813953488,
        "5": 0.6029411764705882,
        "10": 0.6268656716417911
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      "sampleConfidence": 0.9964285714285714,
      "shadowSharpeLike": 2.191353067520713,
      "avgForwardReturns": {
        "1": 0.006329980134508791,
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        "10": 0.05087982452955386
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      "shadowMaxDrawdown": -0.23237554206887678,
      "shadowTotalReturn": 2.5275441357928523,
      "avgForwardReturn1D": 0.006329980134508791,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 220,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.0058367408730098935,
        "5": 0.02967503694130395,
        "10": 0.058845977262462774
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    },
    {
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      "sampleConfidence": 0.9964285714285714,
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        "2025-05-07",
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        "2025-05-13",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9999965645343875,
      "eligibleDays": 344,
      "fitnessScore": 3.1178980244345045,
      "lookbackDays": 45,
      "returnLift1D": 0.0004932392614988975,
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      "activationRate": 0.6511627906976745,
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      "sampleConfidence": 0.9964285714285714,
      "shadowSharpeLike": 2.191353067520713,
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      "shadowMaxDrawdown": -0.23237554206887678,
      "shadowTotalReturn": 2.5275441357928523,
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      "riskOffActivations": 0,
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        "2025-05-09",
        "2025-05-12",
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      ],
      "horizonObservationCounts": {
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        "5": 220,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.9999945485826208,
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      "fitnessScore": 3.0163184816569766,
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      "hitRateLift1D": 0.00788946459412776,
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      "activationRate": 0.5146666666666667,
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      "sampleConfidence": 0.9955094991364422,
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        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-09"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.004843842624261482,
        "5": 0.02433506318100229,
        "10": 0.05024186471015557
      }
    },
    {
      "topN": 2,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.527363184079602,
        "5": 0.5736040609137056,
        "10": 0.5583756345177665
      },
      "hitRate1D": 0.527363184079602,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9981570264913318,
      "eligibleDays": 326,
      "fitnessScore": 1.7347966661212069,
      "lookbackDays": 63,
      "returnLift1D": -0.0012814507528199444,
      "hitRateLift1D": -0.02478405518420168,
      "portfolioSize": 2,
      "activationRate": 0.6165644171779141,
      "activationCount": 201,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6118012422360248,
        "10": 0.637223974763407
      },
      "sampleConfidence": 0.997346600331675,
      "shadowSharpeLike": 1.656895138610137,
      "avgForwardReturns": {
        "1": 0.0047831907267002925,
        "5": 0.02004992750803969,
        "10": 0.03319828659100356
      },
      "shadowMaxDrawdown": -0.227834627902036,
      "shadowTotalReturn": 1.2857269083164495,
      "avgForwardReturn1D": 0.0047831907267002925,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 201,
        "5": 197,
        "10": 197
      },
      "baselineAvgForwardReturns": {
        "1": 0.006064641479520237,
        "5": 0.03082494247788006,
        "10": 0.06345382536669487
      }
    },
    {
      "topN": 3,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5176991150442478,
        "5": 0.5720720720720721,
        "10": 0.54337899543379
      },
      "hitRate1D": 0.5176991150442478,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9966696206381792,
      "eligibleDays": 326,
      "fitnessScore": 1.6042932867499842,
      "lookbackDays": 63,
      "returnLift1D": -0.0019919586132674336,
      "hitRateLift1D": -0.0344481242195559,
      "portfolioSize": 3,
      "activationRate": 0.6932515337423313,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6118012422360248,
        "10": 0.637223974763407
      },
      "sampleConfidence": 0.996755162241888,
      "shadowSharpeLike": 1.5176487057046577,
      "avgForwardReturns": {
        "1": 0.004072682866252803,
        "5": 0.019995436134784644,
        "10": 0.032539089785491644
      },
      "shadowMaxDrawdown": -0.24523371453554932,
      "shadowTotalReturn": 1.162531683398437,
      "avgForwardReturn1D": 0.004072682866252803,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 222,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.006064641479520237,
        "5": 0.03082494247788006,
        "10": 0.06345382536669487
      }
    },
    {
      "topN": 4,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5152838427947598,
        "5": 0.5733333333333334,
        "10": 0.545045045045045
      },
      "hitRate1D": 0.5152838427947598,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9936525495411124,
      "eligibleDays": 326,
      "fitnessScore": 1.461733560973571,
      "lookbackDays": 63,
      "returnLift1D": -0.0022667146181770286,
      "hitRateLift1D": -0.03686339646904391,
      "portfolioSize": 4,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6118012422360248,
        "10": 0.637223974763407
      },
      "sampleConfidence": 0.9967976710334789,
      "shadowSharpeLike": 1.4264132353613803,
      "avgForwardReturns": {
        "1": 0.003797926861343208,
        "5": 0.01998777738706344,
        "10": 0.03343232080611811
      },
      "shadowMaxDrawdown": -0.29274714958142667,
      "shadowTotalReturn": 1.053137096229312,
      "avgForwardReturn1D": 0.003797926861343208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 229,
        "5": 225,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.006064641479520237,
        "5": 0.03082494247788006,
        "10": 0.06345382536669487
      }
    },
    {
      "topN": 5,
      "ticker": "PARR",
      "hitRates": {
        "1": 0.5152838427947598,
        "5": 0.5733333333333334,
        "10": 0.545045045045045
      },
      "hitRate1D": 0.5152838427947598,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9936525495411124,
      "eligibleDays": 326,
      "fitnessScore": 1.461733560973571,
      "lookbackDays": 63,
      "returnLift1D": -0.0022667146181770286,
      "hitRateLift1D": -0.03686339646904391,
      "portfolioSize": 5,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6118012422360248,
        "10": 0.637223974763407
      },
      "sampleConfidence": 0.9967976710334789,
      "shadowSharpeLike": 1.4264132353613803,
      "avgForwardReturns": {
        "1": 0.003797926861343208,
        "5": 0.01998777738706344,
        "10": 0.03343232080611811
      },
      "shadowMaxDrawdown": -0.29274714958142667,
      "shadowTotalReturn": 1.053137096229312,
      "avgForwardReturn1D": 0.003797926861343208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 229,
        "5": 225,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.006064641479520237,
        "5": 0.03082494247788006,
        "10": 0.06345382536669487
      }
    }
  ],
  "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": 0.9999974019203731,
      "fitnessScore": 3.1793617864146344,
      "lookbackDays": 14,
      "returnLift1D": 0.003299387485701903,
      "activationRate": 0.47733333333333333,
      "activationCount": 179,
      "sampleConfidence": 0.9951582867783986,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 2.5827525789999357,
      "avgForwardReturn1D": 0.007913772794841676
    },
    {
      "comboQuality": 0.9998661243495283,
      "fitnessScore": 2.3120623628751957,
      "lookbackDays": 21,
      "returnLift1D": 0.001190166597755774,
      "activationRate": 0.5380434782608695,
      "activationCount": 198,
      "sampleConfidence": 0.9956228956228956,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.82201970574517,
      "avgForwardReturn1D": 0.006034009222017256
    },
    {
      "comboQuality": 0.9999786639388282,
      "fitnessScore": 2.716119924900973,
      "lookbackDays": 30,
      "returnLift1D": 0.0010958925868921948,
      "activationRate": 0.596100278551532,
      "activationCount": 214,
      "sampleConfidence": 0.99595015576324,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.181921919857621,
      "avgForwardReturn1D": 0.0061913633716803125
    },
    {
      "comboQuality": 0.9999965645343875,
      "fitnessScore": 3.1178980244345045,
      "lookbackDays": 45,
      "returnLift1D": 0.0004932392614988975,
      "activationRate": 0.6511627906976745,
      "activationCount": 224,
      "sampleConfidence": 0.9964285714285714,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 2.5275441357928523,
      "avgForwardReturn1D": 0.006329980134508791
    },
    {
      "comboQuality": 0.9981570264913318,
      "fitnessScore": 1.7347966661212069,
      "lookbackDays": 63,
      "returnLift1D": -0.0012814507528199444,
      "activationRate": 0.6165644171779141,
      "activationCount": 201,
      "sampleConfidence": 0.997346600331675,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.2857269083164495,
      "avgForwardReturn1D": 0.0047831907267002925
    }
  ],
  "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": "8fa972fb547cba75425221d595b53b80ffff1482b57d41ddeed8bc4bcee02aa7",
    "size": 13,
    "members": [
      "PARR",
      "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
0.345
Liquidity
0.576
Momentum
0.747
Relative strength
0.752
Trend quality
0.586
Stability
0.545
Aggression
0.514
Downside risk
0.554
Drawdown state
0.933
Quality momentum
0.670
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.910
Benchmark Independence 3m Score
0.774
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.188
Correlation Change Score
0.432
Current Drawdown Score
0.924
Days Since 52w High Score
0.179
Distance From 52w High Score
0.924
Distance From Sma 20 Score
0.769
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.699
Downside Volatility 1m Score
0.548
Downside Volatility 1y Score
0.642
Downside Volatility 2y Score
0.659
Downside Volatility 3m Score
0.734
Downside Volatility 5y Score
0.607
Downside Volatility 6m Score
0.659
Drawdown Recovery Score
1
Excess Return 1m Score
0.795
Excess Return 1y Score
1
Excess Return 3m Score
0.488
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.266
Log Avg Dollar Volume 20d Score
0.576
Log Market Cap Score
0.345
Drawdown Score 1m
0.519
Drawdown Score 1y
0.589
Drawdown Score 2y
0.326
Drawdown Score 3m
0.332
Drawdown Score 5y
0.303
Drawdown Score 6m
0.514
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.157
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.849
Relative Strength Slope 3m Score
0.289
Relative Volume 20d Score
0.198
Return 1m Score
0.840
Return 1w Score
0.915
Return 1y Score
1
Return 2y Score
0.763
Return 3m Score
0.633
Return 5y Score
0.298
Return 6m Score
1
Return Skewness 1y Score
0.497
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.704
Sharpe 2y Score
0.634
Sharpe 3m Score
0.594
Sharpe 5y Score
0.558
Sharpe 6m Score
0.874
Sortino 1m Score
1
Sortino 1y Score
0.577
Sortino 2y Score
0.523
Sortino 3m Score
0.496
Sortino 5y Score
0.474
Sortino 6m Score
0.691
Trend R2 1m Score
0.498
Trend R2 1w Score
0.683
Trend R2 1y Score
0.779
Trend R2 2y Score
0.729
Trend R2 3m Score
0.260
Trend R2 5y Score
0.425
Trend R2 6m Score
0.557
Trend Slope 1m Score
1
Trend Slope 1w Score
1
Trend Slope 1y Score
0.690
Trend Slope 2y Score
0.680
Trend Slope 3m Score
0.363
Trend Slope 5y Score
0.548
Trend Slope 6m Score
0.756
Volatility 1m Score
0.753
Volatility 1w Score
1
Volatility 1y Score
0.684
Volatility 2y Score
0.667
Volatility 3m Score
0.727
Volatility 5y Score
0.609
Volatility 6m Score
0.708
Worst Day 1y Score
0.444
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
53,471,093.077
Best Day 1y
0.116
Beta To Benchmark 1y
-0.405
Beta 3m
-1.028
Beta Change
-0.623
Beta To Sector 1y
1.351
Correlation To Benchmark 1y
-0.090
Correlation 3m
-0.226
Correlation Change
-0.136
Correlation To Sector 1y
0.499
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.910
Benchmark Independence 3m Score
0.774
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.188
Correlation Change Score
0.432
Current Drawdown Score
0.924
Distance From Sma 20 Score
0.769
Distance From Sma 200 Score
1
Current Drawdown
-0.049
Days Since 52w High
45
Distance From 52w High
-0.049
Distance From Sma 20
0.161
Distance From Sma 200
0.367
Distance From Sma 50
0.120
Downside Capture 1y
5.418
Downside Volatility 1m
0.461
Downside Volatility 1w
-
Downside Volatility 1y
0.531
Downside Volatility 2y
0.545
Downside Volatility 3m
0.600
Downside Volatility 5y
0.506
Downside Volatility 6m
0.544
Drawdown Recovery
1
Excess Return 1m
0.177
Excess Return 1y
0.786
Excess Return 3m
-0.007
Excess Return 6m
0.729
Expected Shortfall 95 1y
-0.073
Market Cap
3,515,113,741.186
Max Drawdown 1m
-0.120
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.267
Max Drawdown 2y
-0.539
Max Drawdown 3m
-0.267
Max Drawdown 5y
-0.697
Max Drawdown 6m
-0.267
Momentum Acceleration 1m Vs 3m
0.168
Momentum Acceleration 3m Vs 6m
-0.103
Moving Average Alignment
0.500
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.835
Return 1m
0.204
Return 1w
0.125
Return 1y
1.009
Return 2y
1.672
Return 3m
0.106
Return 5y
2.872
Return 6m
0.829
Return Skewness 1y
-0.017
Sector Excess Return 1y
0.719
Sharpe 1m
3.922
Sharpe 1y
1.520
Sharpe 2y
1.168
Sharpe 3m
0.972
Sharpe 5y
0.788
Sharpe 6m
2.372
Sortino 1m
5.227
Sortino 1y
1.613
Sortino 2y
1.181
Sortino 3m
0.965
Sortino 5y
0.790
Sortino 6m
2.530
Trend R2 1m
0.498
Trend R2 1w
0.683
Trend R2 1y
0.779
Trend R2 2y
0.729
Trend R2 3m
0.260
Trend R2 5y
0.425
Trend R2 6m
0.557
Trend 1m
0.010
Trend 1w
0.026
Trend 1y
0.003
Trend 2y
0.003
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
0.004
Upside Capture 1y
0.303
Value At Risk 95 1y
-0.048
Volatility 1m
0.615
Volatility 1w
0.933
Volatility 1y
0.563
Volatility 2y
0.551
Volatility 3m
0.596
Volatility 5y
0.507
Volatility 6m
0.581
Worst Day 1y
-0.111
Distance From Sma 50 Score
0.699
Downside Volatility 1y Score
0.642
Downside Volatility 3m Score
0.734
Drawdown Recovery Score
1
Excess Return 1m Score
0.795
Excess Return 1y Score
1
Excess Return 3m Score
0.488
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.266
Log Avg Dollar Volume 20d Score
0.576
Log Market Cap Score
0.345
Drawdown Score 1y
0.589
Drawdown Score 5y
0.303
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.157
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.849
Relative Volume 20d Score
0.198
Return 1m Score
0.840
Return 1y Score
1
Return 3m Score
0.633
Return 6m Score
1
Return Skewness 1y Score
0.497
Sortino 1y Score
0.577
Sortino 3m Score
0.496
Trend R2 1y Score
0.779
Trend R2 3m Score
0.260
Trend Slope 1y Score
0.690
Trend Slope 3m Score
0.363
Volatility 1y Score
0.684
Volatility 3m Score
0.727