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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

UNH

Health Care | v2 | as of 2026-07-23
Close

Research Detail

UNH

UnitedHealth Group

Category

Sector: Healthcare

Industry / Category: Managed Care

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Healthcare services and insurance platform with broad cash flow and defensive characteristics.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.550
Correlation To Benchmark 1y
0.176
Inverse To Benchmark 1y
0.824
Drawdown Score 1m
0.878
Drawdown Score 3m
0.849
0.201 poor
0.817 strong
100%
Jul 26, 1:44 AM
METACommunication Services0.5330.4260.5611.0000.211 poor0.198 poor100%Jul 26, 1:44 AM
MDTHealth Care0.5100.4530.6150.9380.101 poor0.102 poor100%Jul 26, 1:44 AM
MCHPInformation Technology0.3940.4180.5011.0000.163 poor0.667 good100%Jul 26, 1:43 AM
MARAFinancials0.4060.3840.1340.9330.093 poor0.172 poor100%Jul 26, 1:43 AM
MAFinancials0.5860.5250.7091.0000.242 poor0.314 poor100%Jul 26, 1:43 AM
LRCXInformation Technology0.5630.6260.4921.0000.259 poor0.999 strong100%Jul 26, 1:43 AM
LMTIndustrials0.6390.5470.6330.9400.689 good0.636 moderate100%Jul 26, 1:42 AM
LLYHealth Care0.6860.6770.6281.0000.566 moderate0.551 moderate100%Jul 26, 1:42 AM
LINMaterials0.5170.5440.7141.0000.215 poor0.214 poor100%Jul 26, 1:42 AM
LHXIndustrials0.4890.4830.6180.8620.163 poor0.647 moderate100%Jul 26, 1:41 AM
LHHealth Care0.6450.5720.6750.7660.289 poor0.232 poor100%Jul 26, 1:41 AM
LEUEnergy0.3540.3210.1430.7160.142 poor0.755 good100%Jul 26, 1:40 AM
LDOSInformation Technology0.3970.4210.5130.7440.145 poor0.486 weak100%Jul 26, 1:40 AM
KTOSIndustrials0.3480.3300.1940.8120.123 poor0.945 strong100%Jul 26, 1:40 AM
KOConsumer Staples0.5570.6150.7961.0000.163 poor0.309 poor100%Jul 26, 1:39 AM
KMIEnergy0.5430.5340.7620.8350.127 poor0.282 poor100%Jul 26, 1:39 AM
KLACInformation Technology0.5810.6420.4951.0000.176 poor0.937 strong100%Jul 26, 1:39 AM
KBFinancials0.7320.6760.6690.5260.118 poor0.709 good100%Jul 26, 1:38 AM
JPMFinancials0.6070.6180.7001.0000.628 moderate0.595 moderate100%Jul 26, 1:38 AM
JNJHealth Care0.6670.6800.7911.0000.128 poor0.779 good100%Jul 26, 1:38 AM
JEF-0.4520.3770.4370.7270.746 good0.717 good100%Jul 26, 1:37 AM
JBHTIndustrials0.6910.7480.6900.8320.159 poor0.778 good100%Jul 26, 1:37 AM
IWM-0.5370.6170.7781.0000.161 poor0.521 moderate98%Jul 26, 1:36 AM
ITA-0.5510.5610.7320.7280.188 poor0.595 moderate98%Jul 26, 1:36 AM
ISRGHealth Care0.2220.2860.4631.0000.272 poor0.235 poor100%Jul 26, 1:36 AM
IRENFinancials0.2830.2570.1811.0000.110 poor1.000 strong100%Jul 26, 1:35 AM
INTCInformation Technology0.5990.6000.3891.0000.102 poor0.957 strong100%Jul 26, 1:35 AM
ILMNHealth Care0.8480.7810.4650.8450.660 good0.884 strong100%Jul 26, 1:35 AM
ICLN-0.4040.4400.6150.6580.163 poor0.610 moderate98%Jul 26, 1:34 AM
IBKRFinancials0.5730.6480.6400.8710.745 good0.551 moderate100%Jul 26, 1:34 AM
HUTFinancials0.6630.6580.3700.8950.105 poor0.972 strong100%Jul 26, 1:34 AM
HUM-0.7500.7150.3980.9210.970 strong0.939 strong100%Jul 26, 1:33 AM
HUBS-0.4530.4000.3010.8260.069 poor0.089 poor100%Jul 26, 1:33 AM
HUBG-0.5970.5410.5490.5100.301 poor0.304 poor100%Jul 26, 1:33 AM
HUBB-0.5000.4440.6630.8300.294 poor0.258 poor100%Jul 26, 1:32 AM
HIIIndustrials0.4290.4210.4720.7020.162 poor0.905 strong100%Jul 26, 1:32 AM
HEIIndustrials0.6020.5290.5840.7340.202 poor0.455 weak100%Jul 26, 1:32 AM
HDB-0.5770.4840.6160.7760.242 poor0.331 poor100%Jul 26, 1:31 AM
HDConsumer Discretionary0.4870.4290.6421.0000.349 poor0.279 poor100%Jul 26, 1:31 AM
HCSGHealth Care0.7160.6920.5840.4200.362 weak0.404 weak100%Jul 26, 1:31 AM
HCIFinancials0.7070.5760.5720.5130.507 moderate0.642 moderate100%Jul 26, 1:30 AM
HCCMaterials0.3880.3720.4900.6030.365 weak0.330 poor100%Jul 26, 1:30 AM
HCAHealth Care0.4160.3770.5310.9360.472 weak0.410 weak100%Jul 26, 1:29 AM
HAL-0.4060.4610.6260.8850.614 moderate0.546 moderate100%Jul 26, 1:29 AM
GUSH-0.7560.6170.4290.4970.157 poor0.641 moderate98%Jul 26, 1:29 AM
GSLIndustrials0.6710.6500.7250.3460.159 poor0.740 good100%Jul 26, 1:28 AM
GSKHealth Care0.4950.4770.6820.7710.162 poor0.606 moderate100%Jul 26, 1:28 AM
PreviousPage 3 of 8Next
Drawdown Score 6m
0.514
Drawdown Score 1y
0.554
Drawdown Score 2y
0.233
Drawdown Score 5y
0.386
Return 1w
0.000
Return 1m
0.035
Return 3m
0.205
Return 6m
0.234
Return 1y
0.525
Return 2y
-0.215
Return 5y
0.101
Sharpe 1m
1.584
Sharpe 3m
3.033
Sharpe 6m
1.223
Sharpe 1y
1.268
Sharpe 2y
-0.067
Sharpe 5y
0.226
Trend 1w
0.002
Trend 1m
0.002
Trend 3m
0.003
Trend 6m
0.004
Trend 1y
0.001
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.341
Volatility 1m
0.285
Volatility 3m
0.257
Volatility 6m
0.421
Volatility 1y
0.397
Volatility 2y
0.420
Volatility 5y
0.320
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
UNH
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:08 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.518
Aptet Fit Raw Score
0.544
Aptet Fit Confidence
0.905
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.327
Force Fit Raw Score
0.346
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:08 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "UNH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "UNH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "UNH",
    "hitRates": {
      "1": 0.5179856115107914,
      "5": 0.5882352941176471,
      "10": 0.7022900763358778
    },
    "hitRate1D": 0.5179856115107914,
    "comboQuality": 0.8145464510801593,
    "eligibleDays": 330,
    "fitnessScore": 0.6755619435288336,
    "lookbackDays": 30,
    "returnLift1D": 0.00299947189187966,
    "hitRateLift1D": 0.02707652060170046,
    "activationRate": 0.4212121212121212,
    "activationCount": 139,
    "baselineHitRates": {
      "1": 0.4909090909090909,
      "5": 0.5245398773006135,
      "10": 0.5638629283489096
    },
    "sampleConfidence": 0.9947242206235013,
    "shadowSharpeLike": 1.0573265484257786,
    "avgForwardReturns": {
      "1": 0.002944815352479014,
      "5": 0.008934034493844075,
      "10": 0.018683342837715628
    },
    "shadowMaxDrawdown": -0.2423754465595498,
    "shadowTotalReturn": 0.4053972492544129,
    "avgForwardReturn1D": 0.002944815352479014,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 139,
      "5": 136,
      "10": 131
    },
    "baselineAvgForwardReturns": {
      "1": -0.0000546565394006461,
      "5": 0.000125375260116183,
      "10": -0.0011004187703954806
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8145464510801593,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4011629300336057,
    "bestRawFitnessScore": 0.6755619435288336,
    "upperQuartileComboQuality": 0.6221157797736064
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.518137840912896,
    "rawScore": 0.5439145639872297,
    "confidence": 0.9052177500621628,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0.29997241481710846,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.5286923968418094,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5179856115107914,
        "5": 0.5882352941176471,
        "10": 0.7022900763358778
      },
      "hitRate1D": 0.5179856115107914,
      "comboQuality": 0.8145464510801593,
      "eligibleDays": 330,
      "fitnessScore": 0.6755619435288336,
      "lookbackDays": 30,
      "returnLift1D": 0.00299947189187966,
      "hitRateLift1D": 0.02707652060170046,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9947242206235013,
      "shadowSharpeLike": 1.0573265484257786,
      "avgForwardReturns": {
        "1": 0.002944815352479014,
        "5": 0.008934034493844075,
        "10": 0.018683342837715628
      },
      "shadowMaxDrawdown": -0.2423754465595498,
      "shadowTotalReturn": 0.4053972492544129,
      "avgForwardReturn1D": 0.002944815352479014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5504587155963303,
        "5": 0.6226415094339622,
        "10": 0.6831683168316832
      },
      "hitRate1D": 0.5504587155963303,
      "comboQuality": 0.7994316951658675,
      "eligibleDays": 330,
      "fitnessScore": 0.6542041712522392,
      "lookbackDays": 30,
      "returnLift1D": 0.0035918947906374734,
      "hitRateLift1D": 0.0595496246872394,
      "activationRate": 0.3303030303030303,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9932721712538227,
      "shadowSharpeLike": 1.0437705378738953,
      "avgForwardReturns": {
        "1": 0.003537238251236827,
        "5": 0.01075149524633947,
        "10": 0.012589241048162381
      },
      "shadowMaxDrawdown": -0.2423754465595498,
      "shadowTotalReturn": 0.3792318818036624,
      "avgForwardReturn1D": 0.003537238251236827,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 106,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5222929936305732,
        "5": 0.5620915032679739,
        "10": 0.6418918918918919
      },
      "hitRate1D": 0.5222929936305732,
      "comboQuality": 0.7843406383909742,
      "eligibleDays": 330,
      "fitnessScore": 0.6340515217001631,
      "lookbackDays": 30,
      "returnLift1D": 0.002454390000298563,
      "hitRateLift1D": 0.03138390272148234,
      "activationRate": 0.47575757575757577,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": 0.9424748075092967,
      "avgForwardReturns": {
        "1": 0.002399733460897917,
        "5": 0.0046317229078345,
        "10": 0.009237525985562588
      },
      "shadowMaxDrawdown": -0.26300368569070187,
      "shadowTotalReturn": 0.35630568604747426,
      "avgForwardReturn1D": 0.002399733460897917,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.5734265734265734,
        "10": 0.6739130434782609
      },
      "hitRate1D": 0.5205479452054794,
      "comboQuality": 0.7235944529613101,
      "eligibleDays": 330,
      "fitnessScore": 0.5617196239461024,
      "lookbackDays": 30,
      "returnLift1D": 0.002397281248471968,
      "hitRateLift1D": 0.029638854296388517,
      "activationRate": 0.44242424242424244,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.4909090909090909,
        "5": 0.5245398773006135,
        "10": 0.5638629283489096
      },
      "sampleConfidence": 0.9949771689497717,
      "shadowSharpeLike": 0.8600620978825514,
      "avgForwardReturns": {
        "1": 0.002342624709071322,
        "5": 0.006796169139645115,
        "10": 0.015380200970995312
      },
      "shadowMaxDrawdown": -0.26300368569070187,
      "shadowTotalReturn": 0.3108265436061959,
      "avgForwardReturn1D": 0.002342624709071322,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000546565394006461,
        "5": 0.000125375260116183,
        "10": -0.0011004187703954806
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5299145299145299,
        "10": 0.6517857142857143
      },
      "hitRate1D": 0.49586776859504134,
      "comboQuality": 0.6916409397442969,
      "eligibleDays": 297,
      "fitnessScore": 0.5277164540192479,
      "lookbackDays": 63,
      "returnLift1D": 0.0005628440570244816,
      "hitRateLift1D": -0.009182736455463747,
      "activationRate": 0.4074074074074074,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5050505050505051,
        "5": 0.5494880546075085,
        "10": 0.6145833333333334
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": 1.231445291876212,
      "avgForwardReturns": {
        "1": 0.002253853662230837,
        "5": 0.004932563352711734,
        "10": 0.011440428959517144
      },
      "shadowMaxDrawdown": -0.15298011692680968,
      "shadowTotalReturn": 0.2818672336295709,
      "avgForwardReturn1D": 0.002253853662230837,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-18",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016910096052063556,
        "5": 0.008005354799901545,
        "10": 0.016656693652071355
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5252525252525253,
        "5": 0.5520833333333334,
        "10": 0.7127659574468085
      },
      "hitRate1D": 0.5252525252525253,
      "comboQuality": 0.5989407264500429,
      "eligibleDays": 315,
      "fitnessScore": 0.43823174983116114,
      "lookbackDays": 45,
      "returnLift1D": 0.001424163172608588,
      "hitRateLift1D": 0.03318903318903327,
      "activationRate": 0.3142857142857143,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.49206349206349204,
        "5": 0.5241157556270096,
        "10": 0.5816993464052288
      },
      "sampleConfidence": 0.9946127946127947,
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        "10": 0.5743440233236151
      },
      "sampleConfidence": 0.995983935742972,
      "shadowSharpeLike": 0.13597933319865319,
      "avgForwardReturns": {
        "1": 0.0004745769506728246,
        "5": 0.004923203152624432,
        "10": 0.01426223972543662
      },
      "shadowMaxDrawdown": -0.33160942552773864,
      "shadowTotalReturn": -0.004573779087774343,
      "avgForwardReturn1D": 0.0004745769506728246,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-03-10",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 162,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011543387176563454,
        "5": 0.0006093873845140957,
        "10": 0.00016685754982827201
      }
    },
    {
      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.48695652173913045,
        "5": 0.6017699115044248,
        "10": 0.7207207207207207
      },
      "hitRate1D": 0.48695652173913045,
      "comboQuality": 0.20245900045004617,
      "eligibleDays": 352,
      "fitnessScore": 0.04838091425455377,
      "lookbackDays": 14,
      "returnLift1D": 0.0005523519238096131,
      "hitRateLift1D": -0.008769973987365287,
      "activationRate": 0.32670454545454547,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.49572649572649574,
        "5": 0.5331412103746398,
        "10": 0.5743440233236151
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      "sampleConfidence": 0.9965217391304348,
      "shadowSharpeLike": 0.15663331921252868,
      "avgForwardReturns": {
        "1": 0.0006677857955752477,
        "5": 0.008463376986356665,
        "10": 0.02012899304893648
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      "shadowMaxDrawdown": -0.31141552707499753,
      "shadowTotalReturn": 0.006064732071896728,
      "avgForwardReturn1D": 0.0006677857955752477,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 113,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011543387176563454,
        "5": 0.0006093873845140957,
        "10": 0.00016685754982827201
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    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.5748502994011976,
        "10": 0.6625766871165644
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.11850827902096595,
      "eligibleDays": 339,
      "fitnessScore": -0.09145921303746417,
      "lookbackDays": 21,
      "returnLift1D": -0.00019615972217432214,
      "hitRateLift1D": -0.01599130569787305,
      "activationRate": 0.504424778761062,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.4896755162241888,
        "5": 0.5343283582089552,
        "10": 0.5757575757575758
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      "sampleConfidence": 0.9953216374269006,
      "shadowSharpeLike": -0.09515651785554742,
      "avgForwardReturns": {
        "1": -0.0001388682947344645,
        "5": 0.004335736378037984,
        "10": 0.011811766660863308
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      "shadowMaxDrawdown": -0.4562345093042067,
      "shadowTotalReturn": -0.1151624542693146,
      "avgForwardReturn1D": -0.0001388682947344645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.000057291427439857635,
        "5": 0.0006032876227072135,
        "10": 0.0009846103136566945
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.40107121420535685,
      "fitnessScore": 0.26177918611345546,
      "lookbackDays": 14,
      "returnLift1D": 0.0013325474193706698,
      "activationRate": 0.39488636363636365,
      "activationCount": 139,
      "sampleConfidence": 0.9971223021582735,
      "shadowTotalReturn": 0.13511131182737968,
      "avgForwardReturn1D": 0.0014479812911363044
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3896702156479275,
      "fitnessScore": 0.25128629465345725,
      "lookbackDays": 21,
      "returnLift1D": 0.0012321395453920836,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "sampleConfidence": 0.9947019867549669,
      "shadowTotalReturn": 0.12455545470179263,
      "avgForwardReturn1D": 0.0012894309728319414
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8145464510801593,
      "fitnessScore": 0.6755619435288336,
      "lookbackDays": 30,
      "returnLift1D": 0.00299947189187966,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "sampleConfidence": 0.9947242206235013,
      "shadowTotalReturn": 0.4053972492544129,
      "avgForwardReturn1D": 0.002944815352479014
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.5989407264500429,
      "fitnessScore": 0.43823174983116114,
      "lookbackDays": 45,
      "returnLift1D": 0.001424163172608588,
      "activationRate": 0.3142857142857143,
      "activationCount": 99,
      "sampleConfidence": 0.9946127946127947,
      "shadowTotalReturn": 0.1837335706399046,
      "avgForwardReturn1D": 0.0018979448052937524
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6916409397442969,
      "fitnessScore": 0.5277164540192479,
      "lookbackDays": 63,
      "returnLift1D": 0.0005628440570244816,
      "activationRate": 0.4074074074074074,
      "activationCount": 121,
      "sampleConfidence": 0.9928374655647384,
      "shadowTotalReturn": 0.2818672336295709,
      "avgForwardReturn1D": 0.002253853662230837
    }
  ],
  "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": "e3146f4bbe17d173cac8f8f0b2f7c18dd024572da55007ede3e1775ea1ad6e6c",
    "size": 13,
    "members": [
      "SMH",
      "UNH",
      "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",
      "UNH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "UNH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "UNH",
    "hitRates": {
      "1": 0.5555555555555556,
      "5": 0.6285714285714286,
      "10": 0.68
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    "hitRate1D": 0.5555555555555556,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.8014831352407172,
    "eligibleDays": 359,
    "fitnessScore": 0.6570297720181401,
    "lookbackDays": 30,
    "returnLift1D": 0.003677374299706783,
    "hitRateLift1D": 0.05137728257505414,
    "portfolioSize": 2,
    "activationRate": 0.3008356545961003,
    "activationCount": 108,
    "baselineHitRates": {
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      "5": 0.5464788732394367,
      "10": 0.5914285714285714
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    "sampleConfidence": 0.9932098765432099,
    "shadowSharpeLike": 1.0184367043464702,
    "avgForwardReturns": {
      "1": 0.003644167659143024,
      "5": 0.010740139974185435,
      "10": 0.01261988844879562
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    "shadowMaxDrawdown": -0.24285963049167258,
    "shadowTotalReturn": 0.389820474028288,
    "avgForwardReturn1D": 0.003644167659143024,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 108,
      "5": 105,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": -0.00003320664056375937,
      "5": 0.0009462666444611503,
      "10": 0.002825349555792455
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8014831352407172,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14765432123579886,
    "bestRawFitnessScore": 0.6570297720181401,
    "upperQuartileComboQuality": 0.3491646005922488
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.32688090857763624,
    "rawScore": 0.3462285883954439,
    "confidence": 0.8882375374750409,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0.19986234847758177,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.39826619733477303,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6285714285714286,
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      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
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      "comboQuality": 0.8014831352407172,
      "eligibleDays": 359,
      "fitnessScore": 0.6570297720181401,
      "lookbackDays": 30,
      "returnLift1D": 0.003677374299706783,
      "hitRateLift1D": 0.05137728257505414,
      "portfolioSize": 2,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "baselineHitRates": {
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        "10": 0.5914285714285714
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      "sampleConfidence": 0.9932098765432099,
      "shadowSharpeLike": 1.0184367043464702,
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      "shadowMaxDrawdown": -0.24285963049167258,
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      "riskOffActivations": 0,
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        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 108,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.5925925925925926,
        "10": 0.7
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      "hitRate1D": 0.5179856115107914,
      "rankWeights": [
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      "comboQuality": 0.7866543948053748,
      "eligibleDays": 359,
      "fitnessScore": 0.6370726317855527,
      "lookbackDays": 30,
      "returnLift1D": 0.0029060899799796995,
      "hitRateLift1D": 0.013807338530289925,
      "portfolioSize": 3,
      "activationRate": 0.3871866295264624,
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        "10": 0.5914285714285714
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      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": 0.984704434902719,
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      "shadowMaxDrawdown": -0.24285963049167258,
      "shadowTotalReturn": 0.39138455938939054,
      "avgForwardReturn1D": 0.0028728833394159404,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
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      "baselineAvgForwardReturns": {
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        "5": 0.0009462666444611503,
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    },
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.6866715971718419,
      "eligibleDays": 359,
      "fitnessScore": 0.5226129465763477,
      "lookbackDays": 30,
      "returnLift1D": 0.0023010668330791318,
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      "portfolioSize": 5,
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      "activationCount": 146,
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      "sampleConfidence": 0.9940639269406393,
      "shadowSharpeLike": 0.7949777928790164,
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      "shadowMaxDrawdown": -0.26333625824111684,
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      "riskOffActivations": 0,
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        "2025-04-11",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.3963356595951114,
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      "returnLift1D": 0.0014573655116661627,
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      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.502906976744186,
        "5": 0.5441176470588235,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": -0.039617515358471356,
      "avgForwardReturns": {
        "1": -0.00008791887837221906,
        "5": -0.002767634024338959,
        "10": -0.001027548092836082
      },
      "shadowMaxDrawdown": -0.3746607850473258,
      "shadowTotalReturn": -0.08667427535710437,
      "avgForwardReturn1D": -0.00008791887837221906,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001880949897133385,
        "5": 0.0013741083471003445,
        "10": 0.0020690672379234352
      }
    },
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.48214285714285715,
        "5": 0.5,
        "10": 0.5533980582524272
      },
      "hitRate1D": 0.48214285714285715,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.13584379030397437,
      "eligibleDays": 326,
      "fitnessScore": -0.05705454368450621,
      "lookbackDays": 63,
      "returnLift1D": -0.000020544412310971144,
      "hitRateLift1D": -0.011722173531989455,
      "portfolioSize": 3,
      "activationRate": 0.34355828220858897,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5217391304347826,
        "10": 0.5615141955835962
      },
      "sampleConfidence": 0.9922619047619048,
      "shadowSharpeLike": -0.08601599671616812,
      "avgForwardReturns": {
        "1": -0.000188759883052819,
        "5": -0.005057890609769928,
        "10": -0.017381668519664994
      },
      "shadowMaxDrawdown": -0.3099563486701786,
      "shadowTotalReturn": -0.07293170129145732,
      "avgForwardReturn1D": -0.000188759883052819,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016821547074184786,
        "5": -0.0004277196819666298,
        "10": -0.002277021229117419
      }
    },
    {
      "topN": 4,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47701149425287354,
        "5": 0.5705882352941176,
        "10": 0.6506024096385542
      },
      "hitRate1D": 0.47701149425287354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10232945395556345,
      "eligibleDays": 368,
      "fitnessScore": -0.12775322689305482,
      "lookbackDays": 21,
      "returnLift1D": -0.00011026996685237691,
      "hitRateLift1D": -0.022988505747126464,
      "portfolioSize": 4,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5357142857142857,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.13943303099932744,
      "avgForwardReturns": {
        "1": -0.00026636257706235083,
        "5": 0.004015331610151272,
        "10": 0.01017223139299182
      },
      "shadowMaxDrawdown": -0.4563802983510973,
      "shadowTotalReturn": -0.13563917634041656,
      "avgForwardReturn1D": -0.00026636257706235083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": -0.00015609261020997392,
        "5": -0.00003592929913029732,
        "10": 0.00016269074716973974
      }
    },
    {
      "topN": 5,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.47701149425287354,
        "5": 0.5705882352941176,
        "10": 0.6506024096385542
      },
      "hitRate1D": 0.47701149425287354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10232945395556345,
      "eligibleDays": 368,
      "fitnessScore": -0.12775322689305482,
      "lookbackDays": 21,
      "returnLift1D": -0.00011026996685237691,
      "hitRateLift1D": -0.022988505747126464,
      "portfolioSize": 5,
      "activationRate": 0.47282608695652173,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5357142857142857,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": -0.13943303099932744,
      "avgForwardReturns": {
        "1": -0.00026636257706235083,
        "5": 0.004015331610151272,
        "10": 0.01017223139299182
      },
      "shadowMaxDrawdown": -0.4563802983510973,
      "shadowTotalReturn": -0.13563917634041656,
      "avgForwardReturn1D": -0.00026636257706235083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": -0.00015609261020997392,
        "5": -0.00003592929913029732,
        "10": 0.00016269074716973974
      }
    },
    {
      "topN": 3,
      "ticker": "UNH",
      "hitRates": {
        "1": 0.5039370078740157,
        "5": 0.5528455284552846,
        "10": 0.6440677966101694
      },
      "hitRate1D": 0.5039370078740157,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0779968209228956,
      "eligibleDays": 344,
      "fitnessScore": -0.19337373268493196,
      "lookbackDays": 45,
      "returnLift1D": -0.0010637729053916737,
      "hitRateLift1D": 0.0010300311298296894,
      "portfolioSize": 3,
      "activationRate": 0.3691860465116279,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.502906976744186,
        "5": 0.5441176470588235,
        "10": 0.5850746268656717
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": -0.28148591832858616,
      "avgForwardReturns": {
        "1": -0.0008756779156783353,
        "5": -0.0024505060535438255,
        "10": -0.000051750062454623515
      },
      "shadowMaxDrawdown": -0.4353334472923289,
      "shadowTotalReturn": -0.17035721370273138,
      "avgForwardReturn1D": -0.0008756779156783353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001880949897133385,
        "5": 0.0013741083471003445,
        "10": 0.0020690672379234352
      }
    }
  ],
  "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": 0.3161404014356407,
      "fitnessScore": 0.18025543423028786,
      "lookbackDays": 14,
      "returnLift1D": 0.0011224230393867983,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "sampleConfidence": 0.9976689976689977,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.07667823508535854,
      "avgForwardReturn1D": 0.001061471667167781
    },
    {
      "comboQuality": 0.3963356595951114,
      "fitnessScore": 0.2574334955979463,
      "lookbackDays": 21,
      "returnLift1D": 0.0014573655116661627,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.9952380952380953,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12894552034524498,
      "avgForwardReturn1D": 0.0013012729014561888
    },
    {
      "comboQuality": 0.8014831352407172,
      "fitnessScore": 0.6570297720181401,
      "lookbackDays": 30,
      "returnLift1D": 0.003677374299706783,
      "activationRate": 0.3008356545961003,
      "activationCount": 108,
      "sampleConfidence": 0.9932098765432099,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.389820474028288,
      "avgForwardReturn1D": 0.003644167659143024
    },
    {
      "comboQuality": 0.1936518100546211,
      "fitnessScore": 0.03618014338277044,
      "lookbackDays": 45,
      "returnLift1D": -0.00010934449184272876,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 0.9955555555555556,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.04232885637518058,
      "avgForwardReturn1D": 0.00007875049787060973
    },
    {
      "comboQuality": 0.14427153240712542,
      "fitnessScore": -0.04165630885969216,
      "lookbackDays": 63,
      "returnLift1D": -0.000016762671481474237,
      "activationRate": 0.3067484662576687,
      "activationCount": 100,
      "sampleConfidence": 0.9913333333333334,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06618390322977752,
      "avgForwardReturn1D": -0.0001849781422233221
    }
  ],
  "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": "e3146f4bbe17d173cac8f8f0b2f7c18dd024572da55007ede3e1775ea1ad6e6c",
    "size": 13,
    "members": [
      "SMH",
      "UNH",
      "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
0.800
Liquidity
1
Momentum
0.637
Relative strength
0.724
Trend quality
0.680
Stability
0.513
Aggression
0.331
Downside risk
0.638
Drawdown state
0.827
Quality momentum
0.670
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.824
Benchmark Independence 3m Score
0.969
Beta 1y Profile Score
0.220
Beta 3m Profile Score
0
Beta Change Score
0.194
Correlation Change Score
0.396
Current Drawdown Score
0.548
Days Since 52w High Score
0.008
Distance From 52w High Score
0.955
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.913
Distance From Sma 50 Score
0.572
Downside Volatility 1m Score
0.209
Downside Volatility 1y Score
0.465
Downside Volatility 2y Score
0.573
Downside Volatility 3m Score
0.186
Downside Volatility 5y Score
0.406
Downside Volatility 6m Score
0.540
Drawdown Recovery Score
1
Excess Return 1m Score
0.548
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.753
Expected Shortfall 95 1y Score
0.476
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1m
0.878
Drawdown Score 1y
0.554
Drawdown Score 2y
0.233
Drawdown Score 3m
0.849
Drawdown Score 5y
0.386
Drawdown Score 6m
0.514
Momentum Acceleration 1m Vs 3m Score
0.389
Momentum Acceleration 3m Vs 6m Score
0.597
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.359
Relative Strength Slope 3m Score
0.652
Relative Volume 20d Score
0.225
Return 1m Score
0.558
Return 1w Score
0.501
Return 1y Score
0.828
Return 2y Score
0.224
Return 3m Score
0.756
Return 5y Score
0.085
Return 6m Score
0.695
Return Skewness 1y Score
0.281
Sector Excess Return 1y Score
0.992
Sharpe 1m Score
0.717
Sharpe 1y Score
0.654
Sharpe 2y Score
0.387
Sharpe 3m Score
1
Sharpe 5y Score
0.445
Sharpe 6m Score
0.645
Sortino 1m Score
0.648
Sortino 1y Score
0.533
Sortino 2y Score
0.368
Sortino 3m Score
0.889
Sortino 5y Score
0.400
Sortino 6m Score
0.516
Trend R2 1m Score
0.362
Trend R2 1w Score
0.087
Trend R2 1y Score
0.317
Trend R2 2y Score
0.463
Trend R2 3m Score
0.872
Trend R2 5y Score
0.164
Trend R2 6m Score
0.783
Trend Slope 1m Score
0.600
Trend Slope 1w Score
0.631
Trend Slope 1y Score
0.571
Trend Slope 2y Score
0.423
Trend Slope 3m Score
0.692
Trend Slope 5y Score
0.486
Trend Slope 6m Score
0.760
Volatility 1m Score
0.313
Volatility 1w Score
0.388
Volatility 1y Score
0.462
Volatility 2y Score
0.494
Volatility 3m Score
0.276
Volatility 5y Score
0.360
Volatility 6m Score
0.494
Worst Day 1y Score
0.020
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,598,604,562.066
Best Day 1y
0.120
Beta To Benchmark 1y
0.550
Beta 3m
-0.061
Beta Change
-0.611
Beta To Sector 1y
1.025
Correlation To Benchmark 1y
0.176
Correlation 3m
-0.031
Correlation Change
-0.207
Correlation To Sector 1y
0.408
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.824
Benchmark Independence 3m Score
0.969
Beta 1y Profile Score
0.220
Beta 3m Profile Score
0
Beta Change Score
0.194
Correlation Change Score
0.396
Current Drawdown Score
0.548
Distance From Sma 20 Score
0.496
Distance From Sma 200 Score
0.913
Current Drawdown
-0.294
Days Since 52w High
2
Distance From 52w High
-0.029
Distance From Sma 20
-0.003
Distance From Sma 200
0.248
Distance From Sma 50
0.043
Downside Capture 1y
1.703
Downside Volatility 1m
0.207
Downside Volatility 1w
-
Downside Volatility 1y
0.399
Downside Volatility 2y
0.480
Downside Volatility 3m
0.189
Downside Volatility 5y
0.355
Downside Volatility 6m
0.455
Drawdown Recovery
1
Excess Return 1m
0.029
Excess Return 1y
0.338
Excess Return 3m
0.164
Excess Return 6m
0.152
Expected Shortfall 95 1y
-0.052
Market Cap
382,092,676,538.96
Max Drawdown 1m
-0.030
Max Drawdown 1w
-0.029
Max Drawdown 1y
-0.290
Max Drawdown 2y
-0.614
Max Drawdown 3m
-0.061
Max Drawdown 5y
-0.614
Max Drawdown 6m
-0.267
Momentum Acceleration 1m Vs 3m
-0.033
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.908
Return 1m
0.035
Return 1w
0.000
Return 1y
0.525
Return 2y
-0.215
Return 3m
0.205
Return 5y
0.101
Return 6m
0.234
Return Skewness 1y
-1.315
Sector Excess Return 1y
0.295
Sharpe 1m
1.584
Sharpe 1y
1.268
Sharpe 2y
-0.067
Sharpe 3m
3.033
Sharpe 5y
0.226
Sharpe 6m
1.223
Sortino 1m
2.181
Sortino 1y
1.261
Sortino 2y
-0.059
Sortino 3m
4.115
Sortino 5y
0.204
Sortino 6m
1.130
Trend R2 1m
0.362
Trend R2 1w
0.087
Trend R2 1y
0.317
Trend R2 2y
0.463
Trend R2 3m
0.872
Trend R2 5y
0.164
Trend R2 6m
0.783
Trend 1m
0.002
Trend 1w
0.002
Trend 1y
0.001
Trend 2y
-0.001
Trend 3m
0.003
Trend 5y
-0.000
Trend 6m
0.004
Upside Capture 1y
0.755
Value At Risk 95 1y
-0.029
Volatility 1m
0.285
Volatility 1w
0.341
Volatility 1y
0.397
Volatility 2y
0.420
Volatility 3m
0.257
Volatility 5y
0.320
Volatility 6m
0.421
Worst Day 1y
-0.196
Distance From Sma 50 Score
0.572
Downside Volatility 1y Score
0.465
Downside Volatility 3m Score
0.186
Drawdown Recovery Score
1
Excess Return 1m Score
0.548
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.753
Expected Shortfall 95 1y Score
0.476
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.800
Drawdown Score 1y
0.554
Drawdown Score 5y
0.386
Momentum Acceleration 1m Vs 3m Score
0.389
Momentum Acceleration 3m Vs 6m Score
0.597
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.359
Relative Volume 20d Score
0.225
Return 1m Score
0.558
Return 1y Score
0.828
Return 3m Score
0.756
Return 6m Score
0.695
Return Skewness 1y Score
0.281
Sortino 1y Score
0.533
Sortino 3m Score
0.889
Trend R2 1y Score
0.317
Trend R2 3m Score
0.872
Trend Slope 1y Score
0.571
Trend Slope 3m Score
0.692
Volatility 1y Score
0.462
Volatility 3m Score
0.276