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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

SNOW

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

SNOW

Snowflake

Category

Sector: Technology

Industry / Category: Software & Cloud

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Data cloud platform used for analytics, AI workflows, and enterprise data layers.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.252
Correlation To Benchmark 1y
0.241
Inverse To Benchmark 1y
0.759
Drawdown Score 1m
0.843
Drawdown Score 3m
0.516
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
0.201
Drawdown Score 1y
0.134
Drawdown Score 2y
0.296
Drawdown Score 5y
0.270
Return 1w
-0.018
Return 1m
0.151
Return 3m
0.704
Return 6m
0.284
Return 1y
0.249
Return 2y
1.042
Return 5y
0.056
Sharpe 1m
4.306
Sharpe 3m
2.774
Sharpe 6m
0.994
Sharpe 1y
0.645
Sharpe 2y
0.871
Sharpe 5y
0.319
Trend 1w
-0.003
Trend 1m
0.007
Trend 3m
0.012
Trend 6m
0.003
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.219
Volatility 1m
0.410
Volatility 3m
0.896
Volatility 6m
0.794
Volatility 1y
0.660
Volatility 2y
0.613
Volatility 5y
0.618
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
SNOW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:02 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,469
Data Start Date
2020-09-16
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.859
Aptet Fit Raw Score
0.883
Aptet Fit Confidence
0.946
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.823
Force Fit Raw Score
0.848
Force Fit Confidence
0.941
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:02 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SNOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SNOW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "SNOW",
    "hitRates": {
      "1": 0.5963855421686747,
      "5": 0.5864197530864198,
      "10": 0.6392405063291139
    },
    "hitRate1D": 0.5963855421686747,
    "comboQuality": 0.9943818814366008,
    "eligibleDays": 330,
    "fitnessScore": 1.4887473870897805,
    "lookbackDays": 30,
    "returnLift1D": 0.002450442476130715,
    "hitRateLift1D": 0.05093099671412926,
    "activationRate": 0.503030303030303,
    "activationCount": 166,
    "baselineHitRates": {
      "1": 0.5454545454545454,
      "5": 0.5306748466257669,
      "10": 0.573208722741433
    },
    "sampleConfidence": 0.9951807228915663,
    "shadowSharpeLike": 1.3827389143182862,
    "avgForwardReturns": {
      "1": 0.004987086291132354,
      "5": 0.024717833234616952,
      "10": 0.04296736548201261
    },
    "shadowMaxDrawdown": -0.2447421152210818,
    "shadowTotalReturn": 1.0094717891845284,
    "avgForwardReturn1D": 0.004987086291132354,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 166,
      "5": 162,
      "10": 158
    },
    "baselineAvgForwardReturns": {
      "1": 0.0025366438150016394,
      "5": 0.013413553422629213,
      "10": 0.027276720751532344
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9943818814366008,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8593279337588289,
    "bestRawFitnessScore": 1.4887473870897805,
    "upperQuartileComboQuality": 0.9393993913538908
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8587250264600657,
    "rawScore": 0.8825533396676434,
    "confidence": 0.946001420794462,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.6002146559486254,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.7740751805507451,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5963855421686747,
        "5": 0.5864197530864198,
        "10": 0.6392405063291139
      },
      "hitRate1D": 0.5963855421686747,
      "comboQuality": 0.9943818814366008,
      "eligibleDays": 330,
      "fitnessScore": 1.4887473870897805,
      "lookbackDays": 30,
      "returnLift1D": 0.002450442476130715,
      "hitRateLift1D": 0.05093099671412926,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9951807228915663,
      "shadowSharpeLike": 1.3827389143182862,
      "avgForwardReturns": {
        "1": 0.004987086291132354,
        "5": 0.024717833234616952,
        "10": 0.04296736548201261
      },
      "shadowMaxDrawdown": -0.2447421152210818,
      "shadowTotalReturn": 1.0094717891845284,
      "avgForwardReturn1D": 0.004987086291132354,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 162,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 3,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5923566878980892,
        "5": 0.5816993464052288,
        "10": 0.6308724832214765
      },
      "hitRate1D": 0.5923566878980892,
      "comboQuality": 0.9813500049808513,
      "eligibleDays": 330,
      "fitnessScore": 1.2218783261732702,
      "lookbackDays": 30,
      "returnLift1D": 0.0020154010370449682,
      "hitRateLift1D": 0.04690214244354374,
      "activationRate": 0.47575757575757577,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9949044585987261,
      "shadowSharpeLike": 1.2017417507390482,
      "avgForwardReturns": {
        "1": 0.004552044852046608,
        "5": 0.024395136402838337,
        "10": 0.037866956041195866
      },
      "shadowMaxDrawdown": -0.26418923656144155,
      "shadowTotalReturn": 0.7976656261791157,
      "avgForwardReturn1D": 0.004552044852046608,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5892857142857143,
        "5": 0.5792682926829268,
        "10": 0.6375
      },
      "hitRate1D": 0.5892857142857143,
      "comboQuality": 0.9800487127576916,
      "eligibleDays": 330,
      "fitnessScore": 1.206747894782244,
      "lookbackDays": 30,
      "returnLift1D": 0.0016944074070816607,
      "hitRateLift1D": 0.04383116883116889,
      "activationRate": 0.509090909090909,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": 1.164802278393583,
      "avgForwardReturns": {
        "1": 0.0042310512220833,
        "5": 0.023695701917427495,
        "10": 0.04168994464252761
      },
      "shadowMaxDrawdown": -0.26559742035103295,
      "shadowTotalReturn": 0.7781083356795677,
      "avgForwardReturn1D": 0.0042310512220833,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 164,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5602409638554217,
        "5": 0.5341614906832298,
        "10": 0.5732484076433121
      },
      "hitRate1D": 0.5602409638554217,
      "comboQuality": 0.9605894628973254,
      "eligibleDays": 352,
      "fitnessScore": 1.052573058038535,
      "lookbackDays": 14,
      "returnLift1D": 0.0020143509784364606,
      "hitRateLift1D": 0.016081419695877508,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5273775216138329,
        "10": 0.5481049562682215
      },
      "sampleConfidence": 0.9943775100401607,
      "shadowSharpeLike": 1.022658923608208,
      "avgForwardReturns": {
        "1": 0.0042409279866535525,
        "5": 0.02080757287931294,
        "10": 0.03809973019682701
      },
      "shadowMaxDrawdown": -0.31525839679386636,
      "shadowTotalReturn": 0.7125937142243153,
      "avgForwardReturn1D": 0.0042409279866535525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 161,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5421686746987951,
        "10": 0.5802469135802469
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9546820669174898,
      "eligibleDays": 352,
      "fitnessScore": 1.0204886194362917,
      "lookbackDays": 14,
      "returnLift1D": 0.0018289780804119824,
      "hitRateLift1D": 0.01139601139601143,
      "activationRate": 0.48579545454545453,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5273775216138329,
        "10": 0.5481049562682215
      },
      "sampleConfidence": 0.9945419103313841,
      "shadowSharpeLike": 1.002602349470765,
      "avgForwardReturns": {
        "1": 0.004055555088629074,
        "5": 0.020312686757192375,
        "10": 0.038332296223542756
      },
      "shadowMaxDrawdown": -0.3362027537528871,
      "shadowTotalReturn": 0.6933210209014924,
      "avgForwardReturn1D": 0.004055555088629074,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 166,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5648854961832062,
        "5": 0.5590551181102362,
        "10": 0.6639344262295082
      },
      "hitRate1D": 0.5648854961832062,
      "comboQuality": 0.9343051661660245,
      "eligibleDays": 339,
      "fitnessScore": 0.9340522216099377,
      "lookbackDays": 21,
      "returnLift1D": 0.002094048230218174,
      "hitRateLift1D": 0.022112634826274014,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5427728613569321,
        "5": 0.5223880597014925,
        "10": 0.5575757575757576
      },
      "sampleConfidence": 0.9933842239185751,
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      "sampleConfidence": 0.993285371702638,
      "shadowSharpeLike": 0.388801044853859,
      "avgForwardReturns": {
        "1": 0.0018091229067453063,
        "5": 0.019363534734282675,
        "10": 0.02670273503195655
      },
      "shadowMaxDrawdown": -0.451159240285239,
      "shadowTotalReturn": 0.12426288623779014,
      "avgForwardReturn1D": 0.0018091229067453063,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 134,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5364238410596026,
        "5": 0.4897959183673469,
        "10": 0.528169014084507
      },
      "hitRate1D": 0.5364238410596026,
      "comboQuality": 0.3435874611230294,
      "eligibleDays": 297,
      "fitnessScore": 0.20758349175715735,
      "lookbackDays": 63,
      "returnLift1D": -0.0013648589009618785,
      "hitRateLift1D": 0.011171315807077309,
      "activationRate": 0.5084175084175084,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5051194539249146,
        "10": 0.5347222222222222
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      "sampleConfidence": 0.9942604856512142,
      "shadowSharpeLike": 0.20865235334104915,
      "avgForwardReturns": {
        "1": 0.0006117508248248809,
        "5": 0.009150970528944476,
        "10": 0.009933921733916138
      },
      "shadowMaxDrawdown": -0.312799610075999,
      "shadowTotalReturn": 0.016576347575622652,
      "avgForwardReturn1D": 0.0006117508248248809,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019766097257867595,
        "5": 0.01023112898766483,
        "10": 0.01881129931968719
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    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.5,
        "10": 0.5130434782608696
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.3244765222718313,
      "eligibleDays": 297,
      "fitnessScore": 0.18867955944051618,
      "lookbackDays": 63,
      "returnLift1D": -0.0016282147017528444,
      "hitRateLift1D": 0.039263603779732814,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5051194539249146,
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      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 0.106328729163093,
      "avgForwardReturns": {
        "1": 0.0003483950240339151,
        "5": -0.0019059881328030918,
        "10": -0.0031884258174343233
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      "shadowMaxDrawdown": -0.23947838231856922,
      "shadowTotalReturn": -0.012296861365050926,
      "avgForwardReturn1D": 0.0003483950240339151,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019766097257867595,
        "5": 0.01023112898766483,
        "10": 0.01881129931968719
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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": 4,
      "comboQuality": 0.9605894628973254,
      "fitnessScore": 1.052573058038535,
      "lookbackDays": 14,
      "returnLift1D": 0.0020143509784364606,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "sampleConfidence": 0.9943775100401607,
      "shadowTotalReturn": 0.7125937142243153,
      "avgForwardReturn1D": 0.0042409279866535525
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9343051661660245,
      "fitnessScore": 0.9340522216099377,
      "lookbackDays": 21,
      "returnLift1D": 0.002094048230218174,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 0.9933842239185751,
      "shadowTotalReturn": 0.5862910638328303,
      "avgForwardReturn1D": 0.004405456675492056
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9943818814366008,
      "fitnessScore": 1.4887473870897805,
      "lookbackDays": 30,
      "returnLift1D": 0.002450442476130715,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "sampleConfidence": 0.9951807228915663,
      "shadowTotalReturn": 1.0094717891845284,
      "avgForwardReturn1D": 0.004987086291132354
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9337253021844043,
      "fitnessScore": 0.9319823005367311,
      "lookbackDays": 45,
      "returnLift1D": 0.0009739305261165744,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "shadowTotalReturn": 0.5571287041806094,
      "avgForwardReturn1D": 0.003704239407778775
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.4851953089997488,
      "fitnessScore": 0.33696806259514306,
      "lookbackDays": 63,
      "returnLift1D": -0.0007816132935753548,
      "activationRate": 0.47474747474747475,
      "activationCount": 141,
      "sampleConfidence": 0.9938534278959812,
      "shadowTotalReturn": 0.10098075438076504,
      "avgForwardReturn1D": 0.0011949964322114047
    }
  ],
  "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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
    "size": 13,
    "members": [
      "SMH",
      "SNOW",
      "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",
      "SNOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SNOW",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "SNOW",
    "hitRates": {
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      "5": 0.5568862275449101,
      "10": 0.6073619631901841
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    "hitRate1D": 0.5730994152046783,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.981218356812312,
    "eligibleDays": 359,
    "fitnessScore": 1.2203013119036605,
    "lookbackDays": 30,
    "returnLift1D": 0.0025734333293724954,
    "hitRateLift1D": 0.03828047370050003,
    "portfolioSize": 4,
    "activationRate": 0.4763231197771588,
    "activationCount": 171,
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      "5": 0.5126760563380282,
      "10": 0.5371428571428571
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    "sampleConfidence": 0.9953216374269006,
    "shadowSharpeLike": 1.1543867713500013,
    "avgForwardReturns": {
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      "5": 0.020136367898681735,
      "10": 0.03658657510595039
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    "shadowMaxDrawdown": -0.24484728105106401,
    "shadowTotalReturn": 0.813589532951839,
    "avgForwardReturn1D": 0.004261266913884936,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-28",
      "2025-03-03",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 171,
      "5": 167,
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    "baselineAvgForwardReturns": {
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      "5": 0.008968004408896335,
      "10": 0.018991252095327604
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.981218356812312,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.791433779609553,
    "bestRawFitnessScore": 1.2203013119036605,
    "upperQuartileComboQuality": 0.9369081433529213
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8228852884454819,
    "rawScore": 0.8480247234007245,
    "confidence": 0.9407106084020068,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.5503093426712536,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7502071109841311,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
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        "5": 0.5568862275449101,
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      "rankWeights": [
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      "comboQuality": 0.981218356812312,
      "eligibleDays": 359,
      "fitnessScore": 1.2203013119036605,
      "lookbackDays": 30,
      "returnLift1D": 0.0025734333293724954,
      "hitRateLift1D": 0.03828047370050003,
      "portfolioSize": 4,
      "activationRate": 0.4763231197771588,
      "activationCount": 171,
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      "riskOffActivations": 0,
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-28",
        "2025-03-03",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
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      "horizonObservationCounts": {
        "1": 171,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "comboQuality": 0.981218356812312,
      "eligibleDays": 359,
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      "hitRateLift1D": 0.03828047370050003,
      "portfolioSize": 5,
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      "shadowMaxDrawdown": -0.24484728105106401,
      "shadowTotalReturn": 0.813589532951839,
      "avgForwardReturn1D": 0.004261266913884936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-28",
        "2025-03-03",
        "2025-04-25",
        "2025-04-28",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9610649778656855,
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      "comboQuality": 0.9610649778656855,
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      "fitnessScore": 1.0553525300813942,
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      "activationCount": 178,
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      "sampleConfidence": 0.9951310861423222,
      "shadowSharpeLike": 1.0077995514917648,
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        "2025-01-30",
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        "2025-02-05",
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      "horizonObservationCounts": {
        "1": 178,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9475442497282223,
      "eligibleDays": 359,
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      "activationRate": 0.45403899721448465,
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      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 0.39647803404224824,
      "avgForwardReturns": {
        "1": 0.0012005520860067073,
        "5": 0.011070228626669797,
        "10": 0.013002592437287002
      },
      "shadowMaxDrawdown": -0.2542307878277311,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.49264705882352944,
        "10": 0.5343511450381679
      },
      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4368717484326184,
      "eligibleDays": 326,
      "fitnessScore": 0.2941490988894601,
      "lookbackDays": 63,
      "returnLift1D": -0.001484273975724892,
      "hitRateLift1D": -0.004163014899211226,
      "portfolioSize": 5,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 0.39647803404224824,
      "avgForwardReturns": {
        "1": 0.0012005520860067073,
        "5": 0.011070228626669797,
        "10": 0.013002592437287002
      },
      "shadowMaxDrawdown": -0.2542307878277311,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.52,
        "5": 0.5342465753424658,
        "10": 0.5602836879432624
      },
      "hitRate1D": 0.52,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3791137936751744,
      "eligibleDays": 375,
      "fitnessScore": 0.241471488627829,
      "lookbackDays": 14,
      "returnLift1D": 0.000022368996580544908,
      "hitRateLift1D": -0.013333333333333308,
      "portfolioSize": 2,
      "activationRate": 0.4,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.522911051212938,
        "10": 0.5327868852459017
      },
      "sampleConfidence": 0.9942222222222222,
      "shadowSharpeLike": 0.4090429722333286,
      "avgForwardReturns": {
        "1": 0.0018379992434186118,
        "5": 0.01785143505682834,
        "10": 0.02549085367364635
      },
      "shadowMaxDrawdown": -0.4504536961460448,
      "shadowTotalReturn": 0.1473426901481545,
      "avgForwardReturn1D": 0.0018379992434186118,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 146,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018156302468380668,
        "5": 0.009113081206908869,
        "10": 0.017697115441743544
      }
    },
    {
      "topN": 3,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.484375,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3443952836104741,
      "eligibleDays": 326,
      "fitnessScore": 0.20837104816209254,
      "lookbackDays": 63,
      "returnLift1D": -0.0018544444204980867,
      "hitRateLift1D": 0.00557724484104849,
      "portfolioSize": 3,
      "activationRate": 0.4049079754601227,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9934343434343434,
      "shadowSharpeLike": 0.2690633358831665,
      "avgForwardReturns": {
        "1": 0.0008303816412335128,
        "5": -0.0011352474815971613,
        "10": -0.000020969971624885646
      },
      "shadowMaxDrawdown": -0.29141115616358093,
      "shadowTotalReturn": 0.047634994527722796,
      "avgForwardReturn1D": 0.0008303816412335128,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 128,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5528455284552846,
        "5": 0.48739495798319327,
        "10": 0.5087719298245614
      },
      "hitRate1D": 0.5528455284552846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2927591296045263,
      "eligibleDays": 326,
      "fitnessScore": 0.1559553549547513,
      "lookbackDays": 63,
      "returnLift1D": -0.0022895291692762404,
      "hitRateLift1D": 0.012968227841787638,
      "portfolioSize": 2,
      "activationRate": 0.3773006134969325,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.11897544440955651,
      "avgForwardReturns": {
        "1": 0.0003952968924553592,
        "5": -0.0020657198945309707,
        "10": -0.003624384461860877
      },
      "shadowMaxDrawdown": -0.23675731196123306,
      "shadowTotalReturn": -0.005253678150966223,
      "avgForwardReturn1D": 0.0003952968924553592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    }
  ],
  "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": 0.9610649778656855,
      "fitnessScore": 1.0553525300813942,
      "lookbackDays": 14,
      "returnLift1D": 0.0022515050150021766,
      "activationRate": 0.4746666666666667,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7400044119782283,
      "avgForwardReturn1D": 0.004067135261840243
    },
    {
      "comboQuality": 0.9333627745611542,
      "fitnessScore": 0.9306967296349695,
      "lookbackDays": 21,
      "returnLift1D": 0.002471502880446957,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "sampleConfidence": 0.9938967136150235,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6124240912085928,
      "avgForwardReturn1D": 0.004197596383502375
    },
    {
      "comboQuality": 0.981218356812312,
      "fitnessScore": 1.2203013119036605,
      "lookbackDays": 30,
      "returnLift1D": 0.0025734333293724954,
      "activationRate": 0.4763231197771588,
      "activationCount": 171,
      "sampleConfidence": 0.9953216374269006,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.813589532951839,
      "avgForwardReturn1D": 0.004261266913884936
    },
    {
      "comboQuality": 0.6551499702339004,
      "fitnessScore": 0.49118599999310325,
      "lookbackDays": 45,
      "returnLift1D": -0.0003954279948069294,
      "activationRate": 0.3953488372093023,
      "activationCount": 136,
      "sampleConfidence": 0.9936274509803922,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.23696828994101216,
      "avgForwardReturn1D": 0.0020184111733039783
    },
    {
      "comboQuality": 0.4368717484326184,
      "fitnessScore": 0.2941490988894601,
      "lookbackDays": 63,
      "returnLift1D": -0.001484273975724892,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
      "sampleConfidence": 0.9938095238095239,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073
    }
  ],
  "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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
    "size": 13,
    "members": [
      "SMH",
      "SNOW",
      "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
0.663
Liquidity
1
Momentum
0.759
Relative strength
0.836
Trend quality
0.484
Stability
0.306
Aggression
0.562
Downside risk
0.484
Drawdown state
0.778
Quality momentum
0.655
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.759
Benchmark Independence 3m Score
0.945
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.151
Beta Change Score
0.063
Correlation Change Score
0.407
Current Drawdown Score
0.476
Days Since 52w High Score
0.143
Distance From 52w High Score
0.917
Distance From Sma 20 Score
0.516
Distance From Sma 200 Score
0.943
Distance From Sma 50 Score
0.732
Downside Volatility 1m Score
0.202
Downside Volatility 1y Score
0.654
Downside Volatility 2y Score
0.634
Downside Volatility 3m Score
0.493
Downside Volatility 5y Score
0.714
Downside Volatility 6m Score
0.741
Drawdown Recovery Score
1
Excess Return 1m Score
0.741
Excess Return 1y Score
0.604
Excess Return 3m Score
1
Excess Return 6m Score
0.835
Expected Shortfall 95 1y Score
0.184
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.663
Drawdown Score 1m
0.843
Drawdown Score 1y
0.134
Drawdown Score 2y
0.296
Drawdown Score 3m
0.516
Drawdown Score 5y
0.270
Drawdown Score 6m
0.201
Momentum Acceleration 1m Vs 3m Score
0.220
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.771
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.157
Return 1m Score
0.751
Return 1w Score
0.440
Return 1y Score
0.656
Return 2y Score
0.583
Return 3m Score
1
Return 5y Score
0.081
Return 6m Score
0.737
Return Skewness 1y Score
0.986
Sector Excess Return 1y Score
0.271
Sharpe 1m Score
1
Sharpe 1y Score
0.529
Sharpe 2y Score
0.574
Sharpe 3m Score
0.955
Sharpe 5y Score
0.464
Sharpe 6m Score
0.599
Sortino 1m Score
1
Sortino 1y Score
0.474
Sortino 2y Score
0.502
Sortino 3m Score
1
Sortino 5y Score
0.417
Sortino 6m Score
0.538
Trend R2 1m Score
0.672
Trend R2 1w Score
0.262
Trend R2 1y Score
0.059
Trend R2 2y Score
0.398
Trend R2 3m Score
0.822
Trend R2 5y Score
0.042
Trend R2 6m Score
0.304
Trend Slope 1m Score
0.962
Trend Slope 1w Score
0.298
Trend Slope 1y Score
0.459
Trend Slope 2y Score
0.569
Trend Slope 3m Score
1
Trend Slope 5y Score
0.490
Trend Slope 6m Score
0.710
Volatility 1m Score
0.480
Volatility 1w Score
0.225
Volatility 1y Score
0.814
Volatility 2y Score
0.750
Volatility 3m Score
1
Volatility 5y Score
0.758
Volatility 6m Score
0.992
Worst Day 1y Score
0.408
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,484,294,441.199
Best Day 1y
0.365
Beta To Benchmark 1y
1.252
Beta 3m
0.378
Beta Change
-0.874
Beta To Sector 1y
0.761
Correlation To Benchmark 1y
0.241
Correlation 3m
0.055
Correlation Change
-0.186
Correlation To Sector 1y
0.285
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.759
Benchmark Independence 3m Score
0.945
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.151
Beta Change Score
0.063
Correlation Change Score
0.407
Current Drawdown Score
0.476
Distance From Sma 20 Score
0.516
Distance From Sma 200 Score
0.943
Current Drawdown
-0.340
Days Since 52w High
36
Distance From 52w High
-0.054
Distance From Sma 20
0.009
Distance From Sma 200
0.266
Distance From Sma 50
0.139
Downside Capture 1y
0.646
Downside Volatility 1m
0.201
Downside Volatility 1w
-
Downside Volatility 1y
0.540
Downside Volatility 2y
0.525
Downside Volatility 3m
0.420
Downside Volatility 5y
0.586
Downside Volatility 6m
0.606
Drawdown Recovery
1
Excess Return 1m
0.144
Excess Return 1y
0.062
Excess Return 3m
0.664
Excess Return 6m
0.201
Expected Shortfall 95 1y
-0.082
Market Cap
92,909,596,000
Max Drawdown 1m
-0.039
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.563
Max Drawdown 2y
-0.563
Max Drawdown 3m
-0.193
Max Drawdown 5y
-0.730
Max Drawdown 6m
-0.439
Momentum Acceleration 1m Vs 3m
-0.084
Momentum Acceleration 3m Vs 6m
0.187
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.012
Relative Volume 20d
0.725
Return 1m
0.151
Return 1w
-0.018
Return 1y
0.249
Return 2y
1.042
Return 3m
0.704
Return 5y
0.056
Return 6m
0.284
Return Skewness 1y
2.919
Sector Excess Return 1y
-0.137
Sharpe 1m
4.306
Sharpe 1y
0.645
Sharpe 2y
0.871
Sharpe 3m
2.774
Sharpe 5y
0.319
Sharpe 6m
0.994
Sortino 1m
8.773
Sortino 1y
0.788
Sortino 2y
1.016
Sortino 3m
5.920
Sortino 5y
0.337
Sortino 6m
1.302
Trend R2 1m
0.672
Trend R2 1w
0.262
Trend R2 1y
0.059
Trend R2 2y
0.398
Trend R2 3m
0.822
Trend R2 5y
0.042
Trend R2 6m
0.304
Trend 1m
0.007
Trend 1w
-0.003
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
0.012
Trend 5y
-0.000
Trend 6m
0.003
Upside Capture 1y
1.628
Value At Risk 95 1y
-0.055
Volatility 1m
0.410
Volatility 1w
0.219
Volatility 1y
0.660
Volatility 2y
0.613
Volatility 3m
0.896
Volatility 5y
0.618
Volatility 6m
0.794
Worst Day 1y
-0.118
Distance From Sma 50 Score
0.732
Downside Volatility 1y Score
0.654
Downside Volatility 3m Score
0.493
Drawdown Recovery Score
1
Excess Return 1m Score
0.741
Excess Return 1y Score
0.604
Excess Return 3m Score
1
Excess Return 6m Score
0.835
Expected Shortfall 95 1y Score
0.184
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.663
Drawdown Score 1y
0.134
Drawdown Score 5y
0.270
Momentum Acceleration 1m Vs 3m Score
0.220
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.771
Relative Volume 20d Score
0.157
Return 1m Score
0.751
Return 1y Score
0.656
Return 3m Score
1
Return 6m Score
0.737
Return Skewness 1y Score
0.986
Sortino 1y Score
0.474
Sortino 3m Score
1
Trend R2 1y Score
0.059
Trend R2 3m Score
0.822
Trend Slope 1y Score
0.459
Trend Slope 3m Score
1
Volatility 1y Score
0.814
Volatility 3m Score
1