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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 151-200 of 355
Page 4 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
GSFinancials0.5790.6550.6871.0000.161 poor0.914 strong100%Jul 26, 1:28 AM
GOOGLCommunication Services0.4500.4770.6521.0000.957 strong0.950 strong100%Jul 26, 1:27 AM
GILDHealth Care0.5520.5170.6530.997
Ticker detail

AD

Communication Services | v2 | as of 2026-07-10
Close

Research Detail

AD

AD

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.409
Correlation To Benchmark 1y
0.169
Inverse To Benchmark 1y
0.831
Drawdown Score 1m
0.352
Drawdown Score 3m
0.466
0.138 poor
0.244 poor
100%
Jul 26, 1:27 AM
GEVIndustrials0.5670.5770.5531.0000.978 strong0.977 strong100%Jul 26, 1:27 AM
GEHCHealth Care0.4230.3640.5300.8330.160 poor0.119 poor100%Jul 26, 1:26 AM
GEIndustrials0.5930.6020.6421.0000.163 poor0.795 good98%Jul 26, 1:26 AM
GDIndustrials0.6530.6280.7350.8730.312 poor0.348 poor100%Jul 26, 1:26 AM
GBTC-0.4160.3950.4380.6320.165 poor0.269 poor98%Jul 26, 1:26 AM
FSLRInformation Technology0.4040.3290.3890.8650.162 poor0.464 weak100%Jul 26, 1:25 AM
FROEnergy0.5550.6350.6090.6560.100 poor0.716 good100%Jul 26, 1:25 AM
FNGU-0.5380.4130.2470.7040.130 poor0.866 strong98%Jul 26, 1:25 AM
FLNCUtilities0.3510.2820.1400.7120.159 poor0.855 strong100%Jul 26, 1:24 AM
FDXIndustrials0.5680.5990.7230.9280.160 poor0.785 good100%Jul 26, 1:24 AM
FCXMaterials0.5020.4780.5610.9940.483 weak0.443 weak100%Jul 26, 1:24 AM
FANUYIndustrials0.4520.4480.5590.3640.160 poor0.414 weak100%Jul 26, 1:23 AM
FANGEnergy0.6380.6350.6890.8640.162 poor0.258 poor100%Jul 26, 1:23 AM
EXCUtilities0.5350.4930.7200.8820.125 poor0.290 poor100%Jul 26, 1:22 AM
ETNIndustrials0.5450.5300.6170.9850.244 poor0.242 poor100%Jul 26, 1:22 AM
ERX-0.7370.6210.5790.4420.137 poor0.461 weak98%Jul 26, 1:22 AM
EQIXReal Estate0.4630.5580.7370.9230.683 good0.599 moderate100%Jul 26, 1:21 AM
EOGEnergy0.6350.5990.6950.8840.136 poor0.413 weak100%Jul 26, 1:21 AM
ENPHInformation Technology0.4170.3490.1970.7920.164 poor0.202 poor100%Jul 26, 1:20 AM
ENBEnergy0.5680.6060.7900.7690.104 poor0.568 moderate100%Jul 26, 1:20 AM
EGLE-0.5310.5600.7830.0000.163 poor0.276 poor98%Jul 26, 1:20 AM
EACommunication Services0.5550.6040.7580.8820.161 poor0.649 moderate100%Jul 26, 1:19 AM
DXCMHealth Care0.5510.4640.3850.8360.159 poor0.149 poor100%Jul 26, 1:19 AM
DVNEnergy0.5560.5360.5950.9030.161 poor0.291 poor100%Jul 26, 1:19 AM
DUKUtilities0.5510.4950.7490.8920.081 poor0.317 poor100%Jul 26, 1:18 AM
DRIP-0.2450.2820.3080.6880.091 poor0.082 poor98%Jul 26, 1:18 AM
DHTEnergy0.5330.5730.6650.5930.153 poor0.360 weak100%Jul 26, 1:17 AM
DHRHealth Care0.5760.4590.5351.0000.101 poor0.166 poor100%Jul 26, 1:17 AM
DHLGYIndustrials0.6840.7120.7130.3440.157 poor0.734 good100%Jul 26, 1:17 AM
DEIndustrials0.5710.5550.6770.9550.265 poor0.268 poor100%Jul 26, 1:16 AM
DARConsumer Staples0.7380.6670.6110.7140.908 strong0.925 strong100%Jul 26, 1:16 AM
DACIndustrials0.6740.6930.7670.3630.187 poor0.533 moderate100%Jul 26, 1:15 AM
CWENUtilities0.3950.4050.6500.5390.100 poor0.316 poor100%Jul 26, 1:15 AM
CWIndustrials0.5450.6150.7050.7620.106 poor0.780 good100%Jul 26, 1:15 AM
CVXEnergy0.6270.5520.7121.0000.483 weak0.426 weak100%Jul 26, 1:14 AM
CVSHealth Care0.7290.7750.6790.9670.256 poor0.747 good100%Jul 26, 1:14 AM
CRWDInformation Technology0.7570.7230.4901.0000.898 strong0.834 strong100%Jul 26, 1:13 AM
CRSPHealth Care0.3430.2740.3030.6640.137 poor0.183 poor100%Jul 26, 1:13 AM
CRMInformation Technology0.4280.3760.4751.0000.165 poor0.132 poor100%Jul 26, 1:13 AM
COSTConsumer Staples0.4420.4070.6701.0000.339 poor0.328 poor100%Jul 26, 1:12 AM
CORHealth Care0.5700.4580.5590.8890.521 moderate0.629 moderate100%Jul 26, 1:12 AM
COPEnergy0.6020.5540.6610.9570.132 poor0.435 weak100%Jul 26, 1:11 AM
COINFinancials0.3870.3520.2421.0000.127 poor0.162 poor100%Jul 26, 1:11 AM
CNIIndustrials0.7100.7520.7730.7570.159 poor0.326 poor100%Jul 26, 1:11 AM
CMBTEnergy0.6230.6720.6250.3930.149 poor0.296 poor100%Jul 26, 1:10 AM
CLSKFinancials0.5330.4390.1110.8380.126 poor0.364 weak100%Jul 26, 1:10 AM
CIFRInformation Technology0.6220.5970.3090.9230.146 poor0.991 strong100%Jul 26, 1:09 AM
PreviousPage 4 of 8Next
Drawdown Score 6m
0.612
Drawdown Score 1y
0.672
Drawdown Score 2y
0.733
Drawdown Score 5y
0.380
Return 1w
-0.044
Return 1m
-0.136
Return 3m
-0.111
Return 6m
-0.035
Return 1y
0.101
Return 2y
0.347
Return 5y
1.091
Sharpe 1m
-5.611
Sharpe 3m
-1.003
Sharpe 6m
-0.022
Sharpe 1y
0.468
Sharpe 2y
0.618
Sharpe 5y
0.491
Trend 1w
-0.007
Trend 1m
-0.009
Trend 3m
-0.001
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.234
Volatility 1m
0.304
Volatility 3m
0.396
Volatility 6m
0.359
Volatility 1y
0.303
Volatility 2y
0.327
Volatility 5y
0.602
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
AD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:55 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.243
Aptet Fit Raw Score
0.260
Aptet Fit Confidence
0.867
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.238
Force Fit Raw Score
0.254
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:55 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AD",
    "hitRates": {
      "1": 0.5106382978723404,
      "5": 0.6702127659574468,
      "10": 0.6702127659574468
    },
    "hitRate1D": 0.5106382978723404,
    "comboQuality": 0.6109153049860053,
    "eligibleDays": 339,
    "fitnessScore": 0.4492554832780876,
    "lookbackDays": 21,
    "returnLift1D": 0.0018997052059350089,
    "hitRateLift1D": -0.015988921062570882,
    "activationRate": 0.27728613569321536,
    "activationCount": 94,
    "baselineHitRates": {
      "1": 0.5266272189349113,
      "5": 0.5389221556886228,
      "10": 0.5440729483282675
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.0167747167678105,
    "avgForwardReturns": {
      "1": 0.002496206643536655,
      "5": 0.011307721819840633,
      "10": 0.018348937125307597
    },
    "shadowMaxDrawdown": -0.11110319697109505,
    "shadowTotalReturn": 0.23042881794500447,
    "avgForwardReturn1D": 0.002496206643536655,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03"
    ],
    "horizonObservationCounts": {
      "1": 94,
      "5": 94,
      "10": 94
    },
    "baselineAvgForwardReturns": {
      "1": 0.000596501437601646,
      "5": 0.0025258305534699996,
      "10": 0.004526124382313559
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6109153049860053,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.16370957163432243,
    "bestRawFitnessScore": 0.4492554832780876,
    "upperQuartileComboQuality": 0.2648199393227685
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2431942756767603,
    "rawScore": 0.2604495799749293,
    "confidence": 0.8674960097856178,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0.05000742853298739,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.18561735371303711,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5106382978723404,
        "5": 0.6702127659574468,
        "10": 0.6702127659574468
      },
      "hitRate1D": 0.5106382978723404,
      "comboQuality": 0.6109153049860053,
      "eligibleDays": 339,
      "fitnessScore": 0.4492554832780876,
      "lookbackDays": 21,
      "returnLift1D": 0.0018997052059350089,
      "hitRateLift1D": -0.015988921062570882,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5389221556886228,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0167747167678105,
      "avgForwardReturns": {
        "1": 0.002496206643536655,
        "5": 0.011307721819840633,
        "10": 0.018348937125307597
      },
      "shadowMaxDrawdown": -0.11110319697109505,
      "shadowTotalReturn": 0.23042881794500447,
      "avgForwardReturn1D": 0.002496206643536655,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.000596501437601646,
        "5": 0.0025258305534699996,
        "10": 0.004526124382313559
      }
    },
    {
      "topN": 4,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5328467153284672,
        "5": 0.635036496350365,
        "10": 0.5985401459854015
      },
      "hitRate1D": 0.5328467153284672,
      "comboQuality": 0.4424085482626778,
      "eligibleDays": 339,
      "fitnessScore": 0.29909359359723453,
      "lookbackDays": 21,
      "returnLift1D": 0.00023525231725569115,
      "hitRateLift1D": 0.006219496393555901,
      "activationRate": 0.40412979351032446,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5389221556886228,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.37821962783688545,
      "avgForwardReturns": {
        "1": 0.0008317537548573372,
        "5": 0.00839093920462129,
        "10": 0.01055721274558011
      },
      "shadowMaxDrawdown": -0.1601453927057196,
      "shadowTotalReturn": 0.07522910391637194,
      "avgForwardReturn1D": 0.0008317537548573372,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.000596501437601646,
        "5": 0.0025258305534699996,
        "10": 0.004526124382313559
      }
    },
    {
      "topN": 3,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5130434782608696,
        "5": 0.6434782608695652,
        "10": 0.6347826086956522
      },
      "hitRate1D": 0.5130434782608696,
      "comboQuality": 0.3940356847719362,
      "eligibleDays": 339,
      "fitnessScore": 0.255316482964335,
      "lookbackDays": 21,
      "returnLift1D": 0.0004056718396846623,
      "hitRateLift1D": -0.013583740674041667,
      "activationRate": 0.3392330383480826,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5389221556886228,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4099646123584812,
      "avgForwardReturns": {
        "1": 0.0010021732772863084,
        "5": 0.009285671058052197,
        "10": 0.013361152348181013
      },
      "shadowMaxDrawdown": -0.1445802937731443,
      "shadowTotalReturn": 0.08115869365358419,
      "avgForwardReturn1D": 0.0010021732772863084,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.000596501437601646,
        "5": 0.0025258305534699996,
        "10": 0.004526124382313559
      }
    },
    {
      "topN": 5,
      "ticker": "AD",
      "hitRates": {
        "1": 0.53125,
        "5": 0.6,
        "10": 0.5625
      },
      "hitRate1D": 0.53125,
      "comboQuality": 0.3382700777117027,
      "eligibleDays": 339,
      "fitnessScore": 0.2023771669676429,
      "lookbackDays": 21,
      "returnLift1D": -0.00041754624646409087,
      "hitRateLift1D": 0.004622781065088732,
      "activationRate": 0.471976401179941,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5389221556886228,
        "10": 0.5440729483282675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.035913402327883766,
      "avgForwardReturns": {
        "1": 0.00017895519113755518,
        "5": 0.005650234063404206,
        "10": 0.005603168044327902
      },
      "shadowMaxDrawdown": -0.16852184936834658,
      "shadowTotalReturn": -0.016964162284064277,
      "avgForwardReturn1D": 0.00017895519113755518,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 160,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.000596501437601646,
        "5": 0.0025258305534699996,
        "10": 0.004526124382313559
      }
    },
    {
      "topN": 5,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5493827160493827,
        "5": 0.6296296296296297,
        "10": 0.6196319018404908
      },
      "hitRate1D": 0.5493827160493827,
      "comboQuality": 0.3035308804437896,
      "eligibleDays": 352,
      "fitnessScore": 0.1672811774378636,
      "lookbackDays": 14,
      "returnLift1D": -0.0005083540690036478,
      "hitRateLift1D": 0.020811287477954132,
      "activationRate": 0.4630681818181818,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5520231213872833,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 0.9991820040899796,
      "shadowSharpeLike": -0.019818237836404354,
      "avgForwardReturns": {
        "1": 0.00014613752321306913,
        "5": 0.005960402568060909,
        "10": 0.011231908264938568
      },
      "shadowMaxDrawdown": -0.2560876430599307,
      "shadowTotalReturn": -0.03071378864971197,
      "avgForwardReturn1D": 0.00014613752321306913,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006544915922167168,
        "5": 0.0033338971857914436,
        "10": 0.005690766071496822
      }
    },
    {
      "topN": 2,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5,
        "5": 0.573170731707317,
        "10": 0.5609756097560976
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.25191629228242807,
      "eligibleDays": 315,
      "fitnessScore": 0.11054803525254685,
      "lookbackDays": 45,
      "returnLift1D": -0.0000755280672046784,
      "hitRateLift1D": -0.0286624203821656,
      "activationRate": 0.26031746031746034,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.532258064516129,
        "10": 0.5475409836065573
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1659121896364487,
      "avgForwardReturns": {
        "1": 0.000532502036984001,
        "5": 0.0014014218819569807,
        "10": 0.0010253312182929412
      },
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      "shadowTotalReturn": -0.15306446232585458,
      "avgForwardReturn1D": -0.0009979818573306338,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-07",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006080301041886793,
        "5": 0.002581087899976943,
        "10": 0.005715379165628448
      }
    },
    {
      "topN": 3,
      "ticker": "AD",
      "hitRates": {
        "1": 0.45871559633027525,
        "5": 0.42201834862385323,
        "10": 0.42201834862385323
      },
      "hitRate1D": 0.45871559633027525,
      "comboQuality": 0.06211572875039561,
      "eligibleDays": 297,
      "fitnessScore": -0.24721801157080006,
      "lookbackDays": 63,
      "returnLift1D": -0.002428071083478337,
      "hitRateLift1D": -0.06493305231837343,
      "activationRate": 0.367003367003367,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5376712328767124,
        "10": 0.5644599303135889
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9022252649532556,
      "avgForwardReturns": {
        "1": -0.001608579533026251,
        "5": -0.005596210012864316,
        "10": -0.007180207789270627
      },
      "shadowMaxDrawdown": -0.25136748620457194,
      "shadowTotalReturn": -0.18498193311435607,
      "avgForwardReturn1D": -0.001608579533026251,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 109,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008194915504520862,
        "5": 0.004240545547902727,
        "10": 0.008378951379591631
      }
    },
    {
      "topN": 2,
      "ticker": "AD",
      "hitRates": {
        "1": 0.41333333333333333,
        "5": 0.3466666666666667,
        "10": 0.32
      },
      "hitRate1D": 0.41333333333333333,
      "comboQuality": 0.024851302036397377,
      "eligibleDays": 297,
      "fitnessScore": -0.457329561082058,
      "lookbackDays": 63,
      "returnLift1D": -0.0037912234760488,
      "hitRateLift1D": -0.11031531531531535,
      "activationRate": 0.25252525252525254,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5376712328767124,
        "10": 0.5644599303135889
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.556405423868245,
      "avgForwardReturns": {
        "1": -0.002971731925596714,
        "5": -0.010057421528942614,
        "10": -0.018474227803932035
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      "shadowMaxDrawdown": -0.24343401159420996,
      "shadowTotalReturn": -0.21532127869303608,
      "avgForwardReturn1D": -0.002971731925596714,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-05",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008194915504520862,
        "5": 0.004240545547902727,
        "10": 0.008378951379591631
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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": 5,
      "comboQuality": 0.3035308804437896,
      "fitnessScore": 0.1672811774378636,
      "lookbackDays": 14,
      "returnLift1D": -0.0005083540690036478,
      "activationRate": 0.4630681818181818,
      "activationCount": 163,
      "sampleConfidence": 0.9991820040899796,
      "shadowTotalReturn": -0.03071378864971197,
      "avgForwardReturn1D": 0.00014613752321306913
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6109153049860053,
      "fitnessScore": 0.4492554832780876,
      "lookbackDays": 21,
      "returnLift1D": 0.0018997052059350089,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.23042881794500447,
      "avgForwardReturn1D": 0.002496206643536655
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1881101392321333,
      "fitnessScore": 0.0282858482860249,
      "lookbackDays": 30,
      "returnLift1D": -0.00045129679935940886,
      "activationRate": 0.2636363636363636,
      "activationCount": 87,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.029596005533050085,
      "avgForwardReturn1D": -0.0000033219870934803246
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.25191629228242807,
      "fitnessScore": 0.11054803525254685,
      "lookbackDays": 45,
      "returnLift1D": -0.0000755280672046784,
      "activationRate": 0.26031746031746034,
      "activationCount": 82,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.017260944352069485,
      "avgForwardReturn1D": 0.000532502036984001
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.22752701399178396,
      "fitnessScore": 0.08108782582559015,
      "lookbackDays": 63,
      "returnLift1D": -0.0010787351409838435,
      "activationRate": 0.468013468013468,
      "activationCount": 139,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.06823937674374958,
      "avgForwardReturn1D": -0.0002592435905317571
    }
  ],
  "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": "19493b03737835b3795aff9cff62010ded0932c55734649f1b60d1fff8f1bb52",
    "size": 13,
    "members": [
      "AD",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AD",
    "hitRates": {
      "1": 0.5096153846153846,
      "5": 0.6442307692307693,
      "10": 0.6153846153846154
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    "hitRate1D": 0.5096153846153846,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.4728341595715218,
    "eligibleDays": 368,
    "fitnessScore": 0.3260704957730493,
    "lookbackDays": 21,
    "returnLift1D": 0.0009809557868827238,
    "hitRateLift1D": -0.02842809364548493,
    "portfolioSize": 2,
    "activationRate": 0.2826086956521739,
    "activationCount": 104,
    "baselineHitRates": {
      "1": 0.5380434782608695,
      "5": 0.5439560439560439,
      "10": 0.5431754874651811
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6835954450835353,
    "avgForwardReturns": {
      "1": 0.001674843605014444,
      "5": 0.009158588019184087,
      "10": 0.014712921829074282
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    "shadowMaxDrawdown": -0.13679143661811977,
    "shadowTotalReturn": 0.1536853164674319,
    "avgForwardReturn1D": 0.001674843605014444,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-07",
      "2025-02-10",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-03-13"
    ],
    "horizonObservationCounts": {
      "1": 104,
      "5": 104,
      "10": 104
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006938878181317202,
      "5": 0.002900940355572283,
      "10": 0.005544256068965444
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4728341595715218,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.15031089777675727,
    "bestRawFitnessScore": 0.3260704957730493,
    "upperQuartileComboQuality": 0.249868302390281
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23763275591222047,
    "rawScore": 0.25379900156231816,
    "confidence": 0.8726059160943688,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.30141221459158357,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "AD",
      "hitRates": {
        "1": 0.5096153846153846,
        "5": 0.6442307692307693,
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      "hitRate1D": 0.5096153846153846,
      "rankWeights": [
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      ],
      "comboQuality": 0.4728341595715218,
      "eligibleDays": 368,
      "fitnessScore": 0.3260704957730493,
      "lookbackDays": 21,
      "returnLift1D": 0.0009809557868827238,
      "hitRateLift1D": -0.02842809364548493,
      "portfolioSize": 2,
      "activationRate": 0.2826086956521739,
      "activationCount": 104,
      "baselineHitRates": {
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        "5": 0.5439560439560439,
        "10": 0.5431754874651811
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6835954450835353,
      "avgForwardReturns": {
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        "5": 0.009158588019184087,
        "10": 0.014712921829074282
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      "shadowMaxDrawdown": -0.13679143661811977,
      "shadowTotalReturn": 0.1536853164674319,
      "avgForwardReturn1D": 0.001674843605014444,
      "riskOffActivations": 0,
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        "2025-02-10",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.6165413533834586,
        "10": 0.5939849624060151
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      "hitRate1D": 0.5338345864661654,
      "rankWeights": [
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      "comboQuality": 0.36882979513060044,
      "eligibleDays": 368,
      "fitnessScore": 0.23180713693636673,
      "lookbackDays": 21,
      "returnLift1D": -0.00008772735716514643,
      "hitRateLift1D": -0.004208891794704073,
      "portfolioSize": 3,
      "activationRate": 0.36141304347826086,
      "activationCount": 133,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.22826473650248957,
      "avgForwardReturns": {
        "1": 0.0006061604609665737,
        "5": 0.007135690634987112,
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      "shadowMaxDrawdown": -0.1445802937731442,
      "shadowTotalReturn": 0.03714792340065287,
      "avgForwardReturn1D": 0.0006061604609665737,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.36017820913806026,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.17201828709275535,
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        "2025-02-20",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.36017820913806026,
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      "hitRateLift1D": 0.008540372670807539,
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      "activationRate": 0.4375,
      "activationCount": 161,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.09056441137103131,
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        "5": 0.006769690297047489,
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      "shadowMaxDrawdown": -0.17201828709275535,
      "shadowTotalReturn": -0.0021118639748133328,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-07",
        "2025-02-10",
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        "2025-02-13",
        "2025-02-14",
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        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 161,
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      "baselineAvgForwardReturns": {
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        "5": 0.002900940355572283,
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    },
    {
      "topN": 2,
      "ticker": "AD",
      "hitRates": {
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      "hitRate1D": 0.5,
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      "comboQuality": 0.29925927184818085,
      "eligibleDays": 344,
      "fitnessScore": 0.16281792116710248,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.13714684893192675,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006614958227759677,
        "5": 0.0030800963724428657,
        "10": 0.0062361649883033166
      }
    },
    {
      "topN": 4,
      "ticker": "AD",
      "hitRates": {
        "1": 0.4896551724137931,
        "5": 0.45517241379310347,
        "10": 0.4482758620689655
      },
      "hitRate1D": 0.4896551724137931,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05477664561666117,
      "eligibleDays": 326,
      "fitnessScore": -0.27659461153831855,
      "lookbackDays": 63,
      "returnLift1D": -0.0023571749607150965,
      "hitRateLift1D": -0.034884704886820384,
      "portfolioSize": 4,
      "activationRate": 0.4447852760736196,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5372670807453416,
        "10": 0.555205047318612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0202154034496886,
      "avgForwardReturns": {
        "1": -0.0018859153629363183,
        "5": -0.004251739752912455,
        "10": -0.008120441576251098
      },
      "shadowMaxDrawdown": -0.2757467265059732,
      "shadowTotalReturn": -0.27465767067937885,
      "avgForwardReturn1D": -0.0018859153629363183,
      "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": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004712595977787784,
        "5": 0.00302047722462237,
        "10": 0.005764101698793304
      }
    },
    {
      "topN": 5,
      "ticker": "AD",
      "hitRates": {
        "1": 0.4896551724137931,
        "5": 0.45517241379310347,
        "10": 0.4482758620689655
      },
      "hitRate1D": 0.4896551724137931,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05477664561666117,
      "eligibleDays": 326,
      "fitnessScore": -0.27659461153831855,
      "lookbackDays": 63,
      "returnLift1D": -0.0023571749607150965,
      "hitRateLift1D": -0.034884704886820384,
      "portfolioSize": 5,
      "activationRate": 0.4447852760736196,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5372670807453416,
        "10": 0.555205047318612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0202154034496886,
      "avgForwardReturns": {
        "1": -0.0018859153629363183,
        "5": -0.004251739752912455,
        "10": -0.008120441576251098
      },
      "shadowMaxDrawdown": -0.2757467265059732,
      "shadowTotalReturn": -0.27465767067937885,
      "avgForwardReturn1D": -0.0018859153629363183,
      "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": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004712595977787784,
        "5": 0.00302047722462237,
        "10": 0.005764101698793304
      }
    },
    {
      "topN": 3,
      "ticker": "AD",
      "hitRates": {
        "1": 0.46511627906976744,
        "5": 0.4418604651162791,
        "10": 0.4263565891472868
      },
      "hitRate1D": 0.46511627906976744,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04879066236878672,
      "eligibleDays": 326,
      "fitnessScore": -0.3034429467203955,
      "lookbackDays": 63,
      "returnLift1D": -0.002421271808864229,
      "hitRateLift1D": -0.05942359823084603,
      "portfolioSize": 3,
      "activationRate": 0.39570552147239263,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5372670807453416,
        "10": 0.555205047318612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.991795806845495,
      "avgForwardReturns": {
        "1": -0.0019500122110854507,
        "5": -0.006211417300061482,
        "10": -0.010817207371265378
      },
      "shadowMaxDrawdown": -0.2537765530038666,
      "shadowTotalReturn": -0.2526544607432796,
      "avgForwardReturn1D": -0.0019500122110854507,
      "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": 129,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004712595977787784,
        "5": 0.00302047722462237,
        "10": 0.005764101698793304
      }
    },
    {
      "topN": 2,
      "ticker": "AD",
      "hitRates": {
        "1": 0.43157894736842106,
        "5": 0.3894736842105263,
        "10": 0.3473684210526316
      },
      "hitRate1D": 0.43157894736842106,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.021600355106767978,
      "eligibleDays": 326,
      "fitnessScore": -0.48890586268353864,
      "lookbackDays": 63,
      "returnLift1D": -0.0036196417088305184,
      "hitRateLift1D": -0.0929609299321924,
      "portfolioSize": 2,
      "activationRate": 0.29141104294478526,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5372670807453416,
        "10": 0.555205047318612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.4101939655026623,
      "avgForwardReturns": {
        "1": -0.00314838211105174,
        "5": -0.009953605841857017,
        "10": -0.02103520197008039
      },
      "shadowMaxDrawdown": -0.28155499370008474,
      "shadowTotalReturn": -0.280474671734229,
      "avgForwardReturn1D": -0.00314838211105174,
      "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": 95,
        "5": 95,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004712595977787784,
        "5": 0.00302047722462237,
        "10": 0.005764101698793304
      }
    }
  ],
  "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": 0.16026389965285182,
      "fitnessScore": -0.014378486313776861,
      "lookbackDays": 14,
      "returnLift1D": -0.001127125195802471,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.1215227966951441,
      "avgForwardReturn1D": -0.00046562937302650325
    },
    {
      "comboQuality": 0.4728341595715218,
      "fitnessScore": 0.3260704957730493,
      "lookbackDays": 21,
      "returnLift1D": 0.0009809557868827238,
      "activationRate": 0.2826086956521739,
      "activationCount": 104,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.1536853164674319,
      "avgForwardReturn1D": 0.001674843605014444
    },
    {
      "comboQuality": 0.23340464590431437,
      "fitnessScore": 0.08837919714113249,
      "lookbackDays": 30,
      "returnLift1D": -0.0002581782709253752,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.008177454445083332,
      "avgForwardReturn1D": 0.00022901199356251017
    },
    {
      "comboQuality": 0.29925927184818085,
      "fitnessScore": 0.16281792116710248,
      "lookbackDays": 45,
      "returnLift1D": -0.00014722219583597897,
      "activationRate": 0.31976744186046513,
      "activationCount": 110,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03413816861712804,
      "avgForwardReturn1D": 0.0006136004093486297
    },
    {
      "comboQuality": 0.05477664561666117,
      "fitnessScore": -0.27659461153831855,
      "lookbackDays": 63,
      "returnLift1D": -0.0023571749607150965,
      "activationRate": 0.4447852760736196,
      "activationCount": 145,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.27465767067937885,
      "avgForwardReturn1D": -0.0018859153629363183
    }
  ],
  "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": "19493b03737835b3795aff9cff62010ded0932c55734649f1b60d1fff8f1bb52",
    "size": 13,
    "members": [
      "AD",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.329
Liquidity
0.412
Momentum
0.362
Relative strength
0.226
Trend quality
0.313
Stability
0.626
Aggression
0.361
Downside risk
0.572
Drawdown state
0.761
Quality momentum
0.358
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.831
Benchmark Independence 3m Score
0.937
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0.077
Beta Change Score
0.391
Correlation Change Score
0.447
Current Drawdown Score
0.672
Days Since 52w High Score
0.167
Distance From 52w High Score
0.672
Distance From Sma 20 Score
0.387
Distance From Sma 200 Score
0.429
Distance From Sma 50 Score
0.315
Downside Volatility 1m Score
0.343
Downside Volatility 1y Score
0.310
Downside Volatility 2y Score
0.369
Downside Volatility 3m Score
0.359
Downside Volatility 5y Score
0.485
Downside Volatility 6m Score
0.363
Drawdown Recovery Score
0.964
Excess Return 1m Score
0.228
Excess Return 1y Score
0.297
Excess Return 3m Score
0.126
Excess Return 6m Score
0.274
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.412
Log Market Cap Score
0.329
Drawdown Score 1m
0.352
Drawdown Score 1y
0.672
Drawdown Score 2y
0.733
Drawdown Score 3m
0.466
Drawdown Score 5y
0.380
Drawdown Score 6m
0.612
Momentum Acceleration 1m Vs 3m Score
0.169
Momentum Acceleration 3m Vs 6m Score
0.396
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.359
Relative Volume 20d Score
0.375
Return 1m Score
0.273
Return 1w Score
0.354
Return 1y Score
0.563
Return 2y Score
0.385
Return 3m Score
0.361
Return 5y Score
0.161
Return 6m Score
0.471
Return Skewness 1y Score
0.699
Sector Excess Return 1y Score
0.576
Sharpe 1m Score
0
Sharpe 1y Score
0.494
Sharpe 2y Score
0.524
Sharpe 3m Score
0.199
Sharpe 5y Score
0.498
Sharpe 6m Score
0.396
Sortino 1m Score
0
Sortino 1y Score
0.438
Sortino 2y Score
0.452
Sortino 3m Score
0.220
Sortino 5y Score
0.464
Sortino 6m Score
0.372
Trend R2 1m Score
0.927
Trend R2 1w Score
0.614
Trend R2 1y Score
0.562
Trend R2 2y Score
0.851
Trend R2 3m Score
0.159
Trend R2 5y Score
0.678
Trend R2 6m Score
0.032
Trend Slope 1m Score
0
Trend Slope 1w Score
0.057
Trend Slope 1y Score
0.558
Trend Slope 2y Score
0.558
Trend Slope 3m Score
0.433
Trend Slope 5y Score
0.567
Trend Slope 6m Score
0.514
Volatility 1m Score
0.339
Volatility 1w Score
0.245
Volatility 1y Score
0.338
Volatility 2y Score
0.369
Volatility 3m Score
0.461
Volatility 5y Score
0.736
Volatility 6m Score
0.413
Worst Day 1y Score
0.709
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
17,216,396.377
Best Day 1y
0.131
Beta To Benchmark 1y
0.409
Beta 3m
0.192
Beta Change
-0.217
Beta To Sector 1y
0.330
Correlation To Benchmark 1y
0.169
Correlation 3m
0.063
Correlation Change
-0.106
Correlation To Sector 1y
0.150
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.831
Benchmark Independence 3m Score
0.937
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0.077
Beta Change Score
0.391
Correlation Change Score
0.447
Current Drawdown Score
0.672
Distance From Sma 20 Score
0.387
Distance From Sma 200 Score
0.429
Current Drawdown
-0.213
Days Since 52w High
42
Distance From 52w High
-0.213
Distance From Sma 20
-0.068
Distance From Sma 200
-0.042
Distance From Sma 50
-0.111
Downside Capture 1y
1.549
Downside Volatility 1m
0.307
Downside Volatility 1w
-
Downside Volatility 1y
0.282
Downside Volatility 2y
0.327
Downside Volatility 3m
0.320
Downside Volatility 5y
0.413
Downside Volatility 6m
0.322
Drawdown Recovery
0.928
Excess Return 1m
-0.163
Excess Return 1y
-0.122
Excess Return 3m
-0.224
Excess Return 6m
-0.135
Expected Shortfall 95 1y
-0.037
Market Cap
2,984,875,096.099
Max Drawdown 1m
-0.162
Max Drawdown 1w
-0.044
Max Drawdown 1y
-0.213
Max Drawdown 2y
-0.213
Max Drawdown 3m
-0.213
Max Drawdown 5y
-0.620
Max Drawdown 6m
-0.213
Momentum Acceleration 1m Vs 3m
-0.099
Momentum Acceleration 3m Vs 6m
-0.031
Moving Average Alignment
0
Relative Strength Acceleration
-0.009
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.311
Return 1m
-0.136
Return 1w
-0.044
Return 1y
0.101
Return 2y
0.347
Return 3m
-0.111
Return 5y
1.091
Return 6m
-0.035
Return Skewness 1y
1.194
Sector Excess Return 1y
0.046
Sharpe 1m
-5.611
Sharpe 1y
0.468
Sharpe 2y
0.618
Sharpe 3m
-1.003
Sharpe 5y
0.491
Sharpe 6m
-0.022
Sortino 1m
-5.564
Sortino 1y
0.502
Sortino 2y
0.619
Sortino 3m
-1.242
Sortino 5y
0.715
Sortino 6m
-0.025
Trend R2 1m
0.927
Trend R2 1w
0.614
Trend R2 1y
0.562
Trend R2 2y
0.851
Trend R2 3m
0.159
Trend R2 5y
0.678
Trend R2 6m
0.032
Trend 1m
-0.009
Trend 1w
-0.007
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
0.000
Upside Capture 1y
0.581
Value At Risk 95 1y
-0.029
Volatility 1m
0.304
Volatility 1w
0.234
Volatility 1y
0.303
Volatility 2y
0.327
Volatility 3m
0.396
Volatility 5y
0.602
Volatility 6m
0.359
Worst Day 1y
-0.058
Distance From Sma 50 Score
0.315
Downside Volatility 1y Score
0.310
Downside Volatility 3m Score
0.359
Drawdown Recovery Score
0.964
Excess Return 1m Score
0.228
Excess Return 1y Score
0.297
Excess Return 3m Score
0.126
Excess Return 6m Score
0.274
Expected Shortfall 95 1y Score
0.626
Log Avg Dollar Volume 20d Score
0.412
Log Market Cap Score
0.329
Drawdown Score 1y
0.672
Drawdown Score 5y
0.380
Momentum Acceleration 1m Vs 3m Score
0.169
Momentum Acceleration 3m Vs 6m Score
0.396
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.375
Return 1m Score
0.273
Return 1y Score
0.563
Return 3m Score
0.361
Return 6m Score
0.471
Return Skewness 1y Score
0.699
Sortino 1y Score
0.438
Sortino 3m Score
0.220
Trend R2 1y Score
0.562
Trend R2 3m Score
0.159
Trend Slope 1y Score
0.558
Trend Slope 3m Score
0.433
Volatility 1y Score
0.338
Volatility 3m Score
0.461