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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

QQQ

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

QQQ

Invesco QQQ Trust

Category

Sector: Technology

Industry / Category: Growth ETF

Market Cap / ETF Type: Nasdaq-100 ETF

Type: ETF

Preview Performance

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

Description

Growth-heavy ETF tilted toward technology and large-cap innovation leaders.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.389
Correlation To Benchmark 1y
0.933
Inverse To Benchmark 1y
0.067
Drawdown Score 1m
0.759
Drawdown Score 3m
0.821
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
0.787
Drawdown Score 1y
0.816
Drawdown Score 2y
0.715
Drawdown Score 5y
0.649
Return 1w
-0.020
Return 1m
-0.030
Return 3m
0.057
Return 6m
0.125
Return 1y
0.239
Return 2y
0.458
Return 5y
0.978
Sharpe 1m
-1.492
Sharpe 3m
1.031
Sharpe 6m
1.183
Sharpe 1y
1.227
Sharpe 2y
0.957
Sharpe 5y
0.712
Trend 1w
-0.001
Trend 1m
-0.001
Trend 3m
0.001
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.236
Volatility 1m
0.231
Volatility 3m
0.245
Volatility 6m
0.220
Volatility 1y
0.189
Volatility 2y
0.223
Volatility 5y
0.228
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
QQQ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:58 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
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
log_market_cap_score
Aptet Fit Score
0.358
Aptet Fit Raw Score
0.417
Aptet Fit Confidence
0.719
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.555
Force Fit Raw Score
0.621
Force Fit Confidence
0.786
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:58 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "QQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "QQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "QQQ",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.7575757575757576,
      "10": 0.8181818181818182
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.7446409668171788,
    "eligibleDays": 352,
    "fitnessScore": 0.5854509630708902,
    "lookbackDays": 14,
    "returnLift1D": 0.0024217833084353244,
    "hitRateLift1D": 0.11721611721611713,
    "activationRate": 0.09375,
    "activationCount": 33,
    "baselineHitRates": {
      "1": 0.5494505494505495,
      "5": 0.5977011494252874,
      "10": 0.6341463414634146
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 2.0370150452640394,
    "avgForwardReturns": {
      "1": 0.0041902336031679885,
      "5": 0.01674486275935663,
      "10": 0.03373598980490419
    },
    "shadowMaxDrawdown": -0.030240994896005402,
    "shadowTotalReturn": 0.14415280896974214,
    "avgForwardReturn1D": 0.0041902336031679885,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-17",
      "2026-04-20",
      "2026-04-21",
      "2026-04-22",
      "2026-04-23",
      "2026-04-24",
      "2026-04-27",
      "2026-04-28",
      "2026-04-29",
      "2026-04-30"
    ],
    "horizonObservationCounts": {
      "1": 33,
      "5": 33,
      "10": 33
    },
    "baselineAvgForwardReturns": {
      "1": 0.001768450294732664,
      "5": 0.009675994200141721,
      "10": 0.022749201398022806
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7446409668171788,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13675597801659806,
    "bestRawFitnessScore": 0.5854509630708902,
    "upperQuartileComboQuality": 0.5704238696855696
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3580158522680778,
    "rawScore": 0.4166470157660467,
    "confidence": 0.7185571417562192,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.3707781580549822,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21
      ]
    },
    "parameterStability": 0.5382125605771914,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.7575757575757576,
        "10": 0.8181818181818182
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.7446409668171788,
      "eligibleDays": 352,
      "fitnessScore": 0.5854509630708902,
      "lookbackDays": 14,
      "returnLift1D": 0.0024217833084353244,
      "hitRateLift1D": 0.11721611721611713,
      "activationRate": 0.09375,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 2.0370150452640394,
      "avgForwardReturns": {
        "1": 0.0041902336031679885,
        "5": 0.01674486275935663,
        "10": 0.03373598980490419
      },
      "shadowMaxDrawdown": -0.030240994896005402,
      "shadowTotalReturn": 0.14415280896974214,
      "avgForwardReturn1D": 0.0041902336031679885,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30"
      ],
      "horizonObservationCounts": {
        "1": 33,
        "5": 33,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 3,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.7,
        "10": 0.7333333333333333
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.6878812830941083,
      "eligibleDays": 339,
      "fitnessScore": 0.5238511832336086,
      "lookbackDays": 21,
      "returnLift1D": 0.0018790468203291216,
      "hitRateLift1D": 0.11721611721611713,
      "activationRate": 0.08849557522123894,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7465840707673637,
      "avgForwardReturns": {
        "1": 0.0036474971150617856,
        "5": 0.012269390349318128,
        "10": 0.027522340305662252
      },
      "shadowMaxDrawdown": -0.029791927296106357,
      "shadowTotalReturn": 0.11183707392194542,
      "avgForwardReturn1D": 0.0036474971150617856,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30",
        "2026-05-01",
        "2026-05-04",
        "2026-05-05"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 30,
        "10": 30
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.625,
        "5": 0.725,
        "10": 0.775
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.6442500270032351,
      "eligibleDays": 352,
      "fitnessScore": 0.48064892068400056,
      "lookbackDays": 14,
      "returnLift1D": 0.0014474746956848542,
      "hitRateLift1D": 0.0755494505494505,
      "activationRate": 0.11363636363636363,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6832699717754633,
      "avgForwardReturns": {
        "1": 0.003215924990417518,
        "5": 0.014865655413713551,
        "10": 0.029302264886819796
      },
      "shadowMaxDrawdown": -0.05326256084747372,
      "shadowTotalReturn": 0.1326991506362889,
      "avgForwardReturn1D": 0.003215924990417518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 40,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 5,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.625,
        "5": 0.725,
        "10": 0.775
      },
      "hitRate1D": 0.625,
      "comboQuality": 0.6442500270032351,
      "eligibleDays": 352,
      "fitnessScore": 0.48064892068400056,
      "lookbackDays": 14,
      "returnLift1D": 0.0014474746956848542,
      "hitRateLift1D": 0.0755494505494505,
      "activationRate": 0.11363636363636363,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6832699717754633,
      "avgForwardReturns": {
        "1": 0.003215924990417518,
        "5": 0.014865655413713551,
        "10": 0.029302264886819796
      },
      "shadowMaxDrawdown": -0.05326256084747372,
      "shadowTotalReturn": 0.1326991506362889,
      "avgForwardReturn1D": 0.003215924990417518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-15",
        "2026-04-16",
        "2026-04-17",
        "2026-04-20",
        "2026-04-21",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 40,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6388888888888888,
        "5": 0.6944444444444444,
        "10": 0.75
      },
      "hitRate1D": 0.6388888888888888,
      "comboQuality": 0.5877676639906599,
      "eligibleDays": 339,
      "fitnessScore": 0.4280438181135948,
      "lookbackDays": 21,
      "returnLift1D": 0.001028972697830892,
      "hitRateLift1D": 0.08943833943833934,
      "activationRate": 0.10619469026548672,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2726811818799053,
      "avgForwardReturns": {
        "1": 0.002797422992563556,
        "5": 0.012649243241101742,
        "10": 0.027891863429128923
      },
      "shadowMaxDrawdown": -0.06408047515128001,
      "shadowTotalReturn": 0.10022277012700065,
      "avgForwardReturn1D": 0.002797422992563556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-16",
        "2026-04-17",
        "2026-04-22",
        "2026-04-23",
        "2026-04-24",
        "2026-04-27",
        "2026-04-28",
        "2026-04-29",
        "2026-04-30",
        "2026-05-01"
      ],
      "horizonObservationCounts": {
        "1": 36,
        "5": 36,
        "10": 36
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 5,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.6097560975609756,
        "5": 0.6829268292682927,
        "10": 0.75
      },
      "hitRate1D": 0.6097560975609756,
      "comboQuality": 0.5646426049172061,
      "eligibleDays": 339,
      "fitnessScore": 0.407205649968588,
      "lookbackDays": 21,
      "returnLift1D": 0.0008750868721582117,
      "hitRateLift1D": 0.0603055481104261,
      "activationRate": 0.12094395280235988,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 0.9983739837398374,
      "shadowSharpeLike": 1.366052805021553,
      "avgForwardReturns": {
        "1": 0.0026435371668908757,
        "5": 0.0117459425449406,
        "10": 0.027082022896218506
      },
      "shadowMaxDrawdown": -0.06133425871745979,
      "shadowTotalReturn": 0.10867692736714085,
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        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08403549749295179,
      "eligibleDays": 297,
      "fitnessScore": -0.17552242873288612,
      "lookbackDays": 63,
      "returnLift1D": -0.001768450294732664,
      "hitRateLift1D": -0.5494505494505495,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5494505494505495,
        "5": 0.5977011494252874,
        "10": 0.6341463414634146
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.001768450294732664,
        "5": 0.009675994200141721,
        "10": 0.022749201398022806
      }
    }
  ],
  "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": 0.7446409668171788,
      "fitnessScore": 0.5854509630708902,
      "lookbackDays": 14,
      "returnLift1D": 0.0024217833084353244,
      "activationRate": 0.09375,
      "activationCount": 33,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.14415280896974214,
      "avgForwardReturn1D": 0.0041902336031679885
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6878812830941083,
      "fitnessScore": 0.5238511832336086,
      "lookbackDays": 21,
      "returnLift1D": 0.0018790468203291216,
      "activationRate": 0.08849557522123894,
      "activationCount": 30,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.11183707392194542,
      "avgForwardReturn1D": 0.0036474971150617856
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5249338651823241,
      "fitnessScore": 0.3719600167682122,
      "lookbackDays": 30,
      "returnLift1D": 0.001304120236211711,
      "activationRate": 0.11818181818181818,
      "activationCount": 39,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.123296312023355,
      "avgForwardReturn1D": 0.003072570530944375
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.12365113350351856,
      "fitnessScore": -0.08082602202724508,
      "lookbackDays": 45,
      "returnLift1D": -0.0015579749836558692,
      "activationRate": 0.08888888888888889,
      "activationCount": 28,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.002754759436641274,
      "avgForwardReturn1D": 0.00021047531107679492
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.14215499565532824,
      "fitnessScore": -0.045451199995485775,
      "lookbackDays": 63,
      "returnLift1D": -0.0021781396633168775,
      "activationRate": 0.09764309764309764,
      "activationCount": 29,
      "sampleConfidence": 0.9701149425287356,
      "shadowTotalReturn": -0.015189945566197016,
      "avgForwardReturn1D": -0.0004096893685842134
    }
  ],
  "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": "306d6a624d82a872b239dbdce777a2b20f2837a08d405495245ab48fe524d1cc",
    "size": 13,
    "members": [
      "QQQ",
      "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",
      "QQQ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "QQQ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "QQQ",
    "hitRates": {
      "1": 0.59375,
      "5": 0.7,
      "10": 0.73125
    },
    "hitRate1D": 0.59375,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.8878594460146272,
    "eligibleDays": 359,
    "fitnessScore": 0.8051932919914883,
    "lookbackDays": 30,
    "returnLift1D": 0.0012136993685884405,
    "hitRateLift1D": 0.028290389972144836,
    "portfolioSize": 4,
    "activationRate": 0.4456824512534819,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.5654596100278552,
      "5": 0.5830985915492958,
      "10": 0.6171428571428571
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.8223749496486568,
    "avgForwardReturns": {
      "1": 0.0020401619227671556,
      "5": 0.009544792019928505,
      "10": 0.019875659414535934
    },
    "shadowMaxDrawdown": -0.10292045695522933,
    "shadowTotalReturn": 0.34251908506838347,
    "avgForwardReturn1D": 0.0020401619227671556,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-04-30",
      "2025-05-02",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 160,
      "10": 160
    },
    "baselineAvgForwardReturns": {
      "1": 0.000826462554178715,
      "5": 0.004295245678385814,
      "10": 0.009656619838705338
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8878594460146272,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4677109686583909,
    "bestRawFitnessScore": 0.8051932919914883,
    "upperQuartileComboQuality": 0.6692554558243846
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5548321309204995,
    "rawScore": 0.6212362656288657,
    "confidence": 0.7862193874301704,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.3919099506757998,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        45
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.6682954865360952,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0.59375,
        "5": 0.7,
        "10": 0.73125
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      "hitRate1D": 0.59375,
      "rankWeights": [
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      "comboQuality": 0.8878594460146272,
      "eligibleDays": 359,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "hitRateLift1D": 0.028290389972144836,
      "portfolioSize": 4,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5654596100278552,
        "5": 0.5830985915492958,
        "10": 0.6171428571428571
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8223749496486568,
      "avgForwardReturns": {
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        "5": 0.009544792019928505,
        "10": 0.019875659414535934
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      "shadowMaxDrawdown": -0.10292045695522933,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-04-30",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 160,
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        "10": 160
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.7,
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      "hitRate1D": 0.59375,
      "rankWeights": [
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      "comboQuality": 0.8878594460146272,
      "eligibleDays": 359,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "hitRateLift1D": 0.028290389972144836,
      "portfolioSize": 5,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5654596100278552,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.8223749496486568,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10292045695522933,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-04-30",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 160,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.588957055214724,
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      "comboQuality": 0.8272555693910242,
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      "returnLift1D": 0.0002846917424116145,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3974178099740024,
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      "shadowMaxDrawdown": -0.07031997684181479,
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      "riskOffActivations": 0,
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      "comboQuality": 0.8272555693910242,
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      "returnLift1D": 0.0002846917424116145,
      "hitRateLift1D": 0.016282636610072787,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.07031997684181479,
      "shadowTotalReturn": 0.24981811253529806,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.7373598939881127,
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      "activationDatesSample": [
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        "2025-06-02",
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      "horizonObservationCounts": {
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "topN": 2,
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      "comboQuality": 0.6377789793896509,
      "eligibleDays": 368,
      "fitnessScore": 0.4744621875970894,
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        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.000826462554178715,
        "5": 0.004295245678385814,
        "10": 0.009656619838705338
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08442323509242307,
      "eligibleDays": 344,
      "fitnessScore": -0.1744165409637484,
      "lookbackDays": 45,
      "returnLift1D": -0.001232262285453765,
      "hitRateLift1D": -0.5726744186046512,
      "portfolioSize": 2,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5726744186046512,
        "5": 0.6088235294117647,
        "10": 0.6447761194029851
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.001232262285453765,
        "5": 0.0062589076972794245,
        "10": 0.012782708402747867
      }
    },
    {
      "topN": 2,
      "ticker": "QQQ",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08427802359438602,
      "eligibleDays": 326,
      "fitnessScore": -0.1748301654648832,
      "lookbackDays": 63,
      "returnLift1D": -0.0014328074981251782,
      "hitRateLift1D": -0.5766871165644172,
      "portfolioSize": 2,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5766871165644172,
        "5": 0.6149068322981367,
        "10": 0.668769716088328
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014328074981251782,
        "5": 0.007823612872531494,
        "10": 0.015593531531688362
      }
    }
  ],
  "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": 0.5587876516864987,
      "fitnessScore": 0.4019735159285215,
      "lookbackDays": 14,
      "returnLift1D": 0.0015433479087594171,
      "activationRate": 0.2,
      "activationCount": 75,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.16138483392481584,
      "avgForwardReturn1D": 0.00236456901362453
    },
    {
      "comboQuality": 0.6377789793896509,
      "fitnessScore": 0.4744621875970894,
      "lookbackDays": 21,
      "returnLift1D": 0.006610936204628319,
      "activationRate": 0.01358695652173913,
      "activationCount": 5,
      "sampleConfidence": 0.7250000000000001,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03497116156789315,
      "avgForwardReturn1D": 0.007521304305092236
    },
    {
      "comboQuality": 0.8878594460146272,
      "fitnessScore": 0.8051932919914883,
      "lookbackDays": 30,
      "returnLift1D": 0.0012136993685884405,
      "activationRate": 0.4456824512534819,
      "activationCount": 160,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.34251908506838347,
      "avgForwardReturn1D": 0.0020401619227671556
    },
    {
      "comboQuality": 0.8272555693910242,
      "fitnessScore": 0.6945861004668654,
      "lookbackDays": 45,
      "returnLift1D": 0.0002846917424116145,
      "activationRate": 0.4738372093023256,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24981811253529806,
      "avgForwardReturn1D": 0.0015169540278653795
    },
    {
      "comboQuality": 0.4080784079623464,
      "fitnessScore": 0.268178733459583,
      "lookbackDays": 63,
      "returnLift1D": -0.0009090300769309162,
      "activationRate": 0.34662576687116564,
      "activationCount": 113,
      "sampleConfidence": 0.9976401179941004,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.04361790106508989,
      "avgForwardReturn1D": 0.000523777421194262
    }
  ],
  "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": "306d6a624d82a872b239dbdce777a2b20f2837a08d405495245ab48fe524d1cc",
    "size": 13,
    "members": [
      "QQQ",
      "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.
9 fields
Liquidity
1
Momentum
0.515
Relative strength
0.518
Trend quality
0.533
Stability
0.747
Aggression
0.413
Downside risk
0.636
Drawdown state
0.914
Quality momentum
0.545
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.079
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.692
Beta Change Score
0.670
Correlation Change Score
0.494
Current Drawdown Score
0.890
Days Since 52w High Score
0.139
Distance From 52w High Score
0.890
Distance From Sma 20 Score
0.450
Distance From Sma 200 Score
0.631
Distance From Sma 50 Score
0.439
Downside Volatility 1m Score
0.242
Downside Volatility 1y Score
0.199
Downside Volatility 2y Score
0.243
Downside Volatility 3m Score
0.268
Downside Volatility 5y Score
0.247
Downside Volatility 6m Score
0.233
Drawdown Recovery Score
1
Excess Return 1m Score
0.439
Excess Return 1y Score
0.587
Excess Return 3m Score
0.528
Excess Return 6m Score
0.571
Expected Shortfall 95 1y Score
0.751
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1m
0.759
Drawdown Score 1y
0.816
Drawdown Score 2y
0.715
Drawdown Score 3m
0.821
Drawdown Score 5y
0.649
Drawdown Score 6m
0.787
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.494
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.320
Relative Strength Slope 3m Score
0.517
Relative Volume 20d Score
0.220
Return 1m Score
0.449
Return 1w Score
0.434
Return 1y Score
0.649
Return 2y Score
0.417
Return 3m Score
0.572
Return 5y Score
0.152
Return 6m Score
0.605
Return Skewness 1y Score
0.447
Sharpe 1m Score
0.102
Sharpe 1y Score
0.645
Sharpe 2y Score
0.591
Sharpe 3m Score
0.606
Sharpe 5y Score
0.542
Sharpe 6m Score
0.637
Sortino 1m Score
0.189
Sortino 1y Score
0.521
Sortino 2y Score
0.490
Sortino 3m Score
0.501
Sortino 5y Score
0.461
Sortino 6m Score
0.520
Trend R2 1m Score
0.279
Trend R2 1w Score
0.043
Trend R2 1y Score
0.679
Trend R2 2y Score
0.840
Trend R2 3m Score
0.252
Trend R2 5y Score
0.775
Trend R2 6m Score
0.701
Trend Slope 1m Score
0.422
Trend Slope 1w Score
0.431
Trend Slope 1y Score
0.557
Trend Slope 2y Score
0.554
Trend Slope 3m Score
0.557
Trend Slope 5y Score
0.542
Trend Slope 6m Score
0.621
Volatility 1m Score
0.241
Volatility 1w Score
0.247
Volatility 1y Score
0.186
Volatility 2y Score
0.230
Volatility 3m Score
0.261
Volatility 5y Score
0.237
Volatility 6m Score
0.227
Worst Day 1y Score
0.760
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,347,339,125.933
Best Day 1y
0.034
Beta To Benchmark 1y
1.389
Beta 3m
1.729
Beta Change
0.340
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.933
Correlation 3m
0.921
Correlation Change
-0.012
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.067
Benchmark Independence 3m Score
0.079
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.692
Beta Change Score
0.670
Correlation Change Score
0.494
Current Drawdown Score
0.890
Distance From Sma 20 Score
0.450
Distance From Sma 200 Score
0.631
Current Drawdown
-0.072
Days Since 52w High
35
Distance From 52w High
-0.072
Distance From Sma 20
-0.030
Distance From Sma 200
0.079
Distance From Sma 50
-0.037
Downside Capture 1y
0.739
Downside Volatility 1m
0.231
Downside Volatility 1w
-
Downside Volatility 1y
0.199
Downside Volatility 2y
0.232
Downside Volatility 3m
0.251
Downside Volatility 5y
0.235
Downside Volatility 6m
0.225
Drawdown Recovery
1
Excess Return 1m
-0.037
Excess Return 1y
0.052
Excess Return 3m
0.017
Excess Return 6m
0.043
Expected Shortfall 95 1y
-0.025
Market Cap
-
Max Drawdown 1m
-0.060
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.120
Max Drawdown 2y
-0.228
Max Drawdown 3m
-0.072
Max Drawdown 5y
-0.351
Max Drawdown 6m
-0.117
Momentum Acceleration 1m Vs 3m
-0.050
Momentum Acceleration 3m Vs 6m
-0.002
Moving Average Alignment
0
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.893
Return 1m
-0.030
Return 1w
-0.020
Return 1y
0.239
Return 2y
0.458
Return 3m
0.057
Return 5y
0.978
Return 6m
0.125
Return Skewness 1y
-0.321
Sector Excess Return 1y
-
Sharpe 1m
-1.492
Sharpe 1y
1.227
Sharpe 2y
0.957
Sharpe 3m
1.031
Sharpe 5y
0.712
Sharpe 6m
1.183
Sortino 1m
-1.491
Sortino 1y
1.165
Sortino 2y
0.919
Sortino 3m
1.009
Sortino 5y
0.690
Sortino 6m
1.159
Trend R2 1m
0.279
Trend R2 1w
0.043
Trend R2 1y
0.679
Trend R2 2y
0.840
Trend R2 3m
0.252
Trend R2 5y
0.775
Trend R2 6m
0.701
Trend 1m
-0.001
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
1.413
Value At Risk 95 1y
-0.019
Volatility 1m
0.231
Volatility 1w
0.236
Volatility 1y
0.189
Volatility 2y
0.223
Volatility 3m
0.245
Volatility 5y
0.228
Volatility 6m
0.220
Worst Day 1y
-0.048
Distance From Sma 50 Score
0.439
Downside Volatility 1y Score
0.199
Downside Volatility 3m Score
0.268
Drawdown Recovery Score
1
Excess Return 1m Score
0.439
Excess Return 1y Score
0.587
Excess Return 3m Score
0.528
Excess Return 6m Score
0.571
Expected Shortfall 95 1y Score
0.751
Log Avg Dollar Volume 20d Score
1
Drawdown Score 1y
0.816
Drawdown Score 5y
0.649
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.494
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.320
Relative Volume 20d Score
0.220
Return 1m Score
0.449
Return 1y Score
0.649
Return 3m Score
0.572
Return 6m Score
0.605
Return Skewness 1y Score
0.447
Sortino 1y Score
0.521
Sortino 3m Score
0.501
Trend R2 1y Score
0.679
Trend R2 3m Score
0.252
Trend Slope 1y Score
0.557
Trend Slope 3m Score
0.557
Volatility 1y Score
0.186
Volatility 3m Score
0.261