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MonstraTM

Vectors

MonstraTM

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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

ADM

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

ADM

Archer-Daniels-Midland

Category

Sector: Agriculture

Industry / Category: Agricultural Products

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Agribusiness platform spanning crop processing, food ingredients, and commodity logistics.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.046
Correlation To Benchmark 1y
-0.022
Inverse To Benchmark 1y
0.978
Drawdown Score 1m
0.935
Drawdown Score 3m
0.732
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
0.805
Drawdown Score 1y
0.803
Drawdown Score 2y
0.580
Drawdown Score 5y
0.459
Return 1w
0.040
Return 1m
0.139
Return 3m
0.252
Return 6m
0.294
Return 1y
0.607
Return 2y
0.430
Return 5y
0.685
Sharpe 1m
7.752
Sharpe 3m
3.645
Sharpe 6m
2.094
Sharpe 1y
1.916
Sharpe 2y
0.797
Sharpe 5y
0.515
Trend 1w
0.007
Trend 1m
0.007
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.279
Volatility 1m
0.204
Volatility 3m
0.256
Volatility 6m
0.262
Volatility 1y
0.266
Volatility 2y
0.270
Volatility 5y
0.283
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
ADM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 25, 11:55 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.536
Aptet Fit Raw Score
0.567
Aptet Fit Confidence
0.891
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.609
Force Fit Raw Score
0.638
Force Fit Confidence
0.909
Force Fit Label
moderate
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",
      "ADM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ADM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ADM",
    "hitRates": {
      "1": 0.48214285714285715,
      "5": 0.5545454545454546,
      "10": 0.6372093023255814
    },
    "hitRate1D": 0.48214285714285715,
    "comboQuality": 0.9606358773238104,
    "eligibleDays": 315,
    "fitnessScore": 1.052842938141135,
    "lookbackDays": 45,
    "returnLift1D": 0.00019099552358392688,
    "hitRateLift1D": -0.022619047619047594,
    "activationRate": 0.7111111111111111,
    "activationCount": 224,
    "baselineHitRates": {
      "1": 0.5047619047619047,
      "5": 0.572347266881029,
      "10": 0.630718954248366
    },
    "sampleConfidence": 0.9961309523809524,
    "shadowSharpeLike": 1.842404435045171,
    "avgForwardReturns": {
      "1": 0.0022836138174271983,
      "5": 0.008966850073849158,
      "10": 0.01587864798457319
    },
    "shadowMaxDrawdown": -0.10746552543984822,
    "shadowTotalReturn": 0.6022650432960008,
    "avgForwardReturn1D": 0.0022836138174271983,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07"
    ],
    "horizonObservationCounts": {
      "1": 224,
      "5": 220,
      "10": 215
    },
    "baselineAvgForwardReturns": {
      "1": 0.0020926182938432714,
      "5": 0.010751403403892777,
      "10": 0.02140954367462301
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9606358773238104,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4216617413938222,
    "bestRawFitnessScore": 1.052842938141135,
    "upperQuartileComboQuality": 0.6383831893814436
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5356210401193562,
    "rawScore": 0.5665362472310421,
    "confidence": 0.8908623860775555,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.15013594781811934,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.4709018586479039,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.48214285714285715,
        "5": 0.5545454545454546,
        "10": 0.6372093023255814
      },
      "hitRate1D": 0.48214285714285715,
      "comboQuality": 0.9606358773238104,
      "eligibleDays": 315,
      "fitnessScore": 1.052842938141135,
      "lookbackDays": 45,
      "returnLift1D": 0.00019099552358392688,
      "hitRateLift1D": -0.022619047619047594,
      "activationRate": 0.7111111111111111,
      "activationCount": 224,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.572347266881029,
        "10": 0.630718954248366
      },
      "sampleConfidence": 0.9961309523809524,
      "shadowSharpeLike": 1.842404435045171,
      "avgForwardReturns": {
        "1": 0.0022836138174271983,
        "5": 0.008966850073849158,
        "10": 0.01587864798457319
      },
      "shadowMaxDrawdown": -0.10746552543984822,
      "shadowTotalReturn": 0.6022650432960008,
      "avgForwardReturn1D": 0.0022836138174271983,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 220,
        "10": 215
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020926182938432714,
        "5": 0.010751403403892777,
        "10": 0.02140954367462301
      }
    },
    {
      "topN": 4,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.47393364928909953,
        "5": 0.5362318840579711,
        "10": 0.6354679802955665
      },
      "hitRate1D": 0.47393364928909953,
      "comboQuality": 0.9288483439805799,
      "eligibleDays": 315,
      "fitnessScore": 0.9152090135242313,
      "lookbackDays": 45,
      "returnLift1D": 0.00005718518342772436,
      "hitRateLift1D": -0.03082825547280521,
      "activationRate": 0.6698412698412698,
      "activationCount": 211,
      "baselineHitRates": {
        "1": 0.5047619047619047,
        "5": 0.572347266881029,
        "10": 0.630718954248366
      },
      "sampleConfidence": 0.9962085308056873,
      "shadowSharpeLike": 1.6689019229144317,
      "avgForwardReturns": {
        "1": 0.0021498034772709958,
        "5": 0.007756207092924693,
        "10": 0.015287807836427693
      },
      "shadowMaxDrawdown": -0.10746552543984789,
      "shadowTotalReturn": 0.5129810569803552,
      "avgForwardReturn1D": 0.0021498034772709958,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 211,
        "5": 207,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020926182938432714,
        "5": 0.010751403403892777,
        "10": 0.02140954367462301
      }
    },
    {
      "topN": 3,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4756756756756757,
        "5": 0.5414364640883977,
        "10": 0.6460674157303371
      },
      "hitRate1D": 0.4756756756756757,
      "comboQuality": 0.8473082528157259,
      "eligibleDays": 315,
      "fitnessScore": 0.7270015476637647,
      "lookbackDays": 45,
      "returnLift1D": -0.00010777762707216143,
      "hitRateLift1D": -0.029086229086229043,
      "activationRate": 0.5873015873015873,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5047619047619047,
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        "10": 0.630718954248366
      },
      "sampleConfidence": 0.9960360360360361,
      "shadowSharpeLike": 1.423184830729789,
      "avgForwardReturns": {
        "1": 0.00198484066677111,
        "5": 0.007404174514618702,
        "10": 0.015276747110530781
      },
      "shadowMaxDrawdown": -0.10746552543984811,
      "shadowTotalReturn": 0.38729999709685337,
      "avgForwardReturn1D": 0.00198484066677111,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 185,
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        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020926182938432714,
        "5": 0.010751403403892777,
        "10": 0.02140954367462301
      }
    },
    {
      "topN": 2,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.49523809523809526,
        "5": 0.5544554455445545,
        "10": 0.5625
      },
      "hitRate1D": 0.49523809523809526,
      "comboQuality": 0.6558579843260083,
      "eligibleDays": 352,
      "fitnessScore": 0.49187577134672833,
      "lookbackDays": 14,
      "returnLift1D": 0.0007447479550289507,
      "hitRateLift1D": -0.014733414733414718,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.50997150997151,
        "5": 0.5706051873198847,
        "10": 0.6239067055393586
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": 1.241710836879756,
      "avgForwardReturns": {
        "1": 0.0026247764787766773,
        "5": 0.00730962042155273,
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      },
      "shadowMaxDrawdown": -0.091988923180789,
      "shadowTotalReturn": 0.27355053732924284,
      "avgForwardReturn1D": 0.0026247764787766773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-04-14",
        "2025-04-21",
        "2025-04-23",
        "2025-04-30",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 105,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0018800285237477266,
        "5": 0.010070431633494423,
        "10": 0.02022686093292257
      }
    },
    {
      "topN": 5,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.4975124378109453,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.6500114295279075,
      "eligibleDays": 297,
      "fitnessScore": 0.48619967866294916,
      "lookbackDays": 63,
      "returnLift1D": -0.0011339217570854377,
      "hitRateLift1D": -0.0483698776381703,
      "activationRate": 0.6902356902356902,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5117845117845118,
        "5": 0.5733788395904437,
        "10": 0.6354166666666666
      },
      "sampleConfidence": 0.9957723577235773,
      "shadowSharpeLike": 0.7494160842821375,
      "avgForwardReturns": {
        "1": 0.0009697052522320126,
        "5": 0.004496874566724217,
        "10": 0.008613455838131816
      },
      "shadowMaxDrawdown": -0.1135673928411528,
      "shadowTotalReturn": 0.1755273880400967,
      "avgForwardReturn1D": 0.0009697052522320126,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 201,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021036270093174503,
        "5": 0.010985255719924501,
        "10": 0.021895582676308104
      }
    },
    {
      "topN": 3,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.48,
        "5": 0.5136986301369864,
        "10": 0.5734265734265734
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.6345071093326222,
      "eligibleDays": 339,
      "fitnessScore": 0.4713523660121078,
      "lookbackDays": 21,
      "returnLift1D": -0.0002673750170350303,
      "hitRateLift1D": -0.027374631268436644,
      "activationRate": 0.4424778761061947,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5073746312684366,
        "5": 0.5791044776119403,
        "10": 0.6242424242424243
      },
      "sampleConfidence": 0.9951111111111112,
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      "baselineHitRates": {
        "1": 0.5117845117845118,
        "5": 0.5733788395904437,
        "10": 0.6354166666666666
      },
      "sampleConfidence": 0.9921985815602837,
      "shadowSharpeLike": 0.017060732753791278,
      "avgForwardReturns": {
        "1": 0.000162825316131439,
        "5": -0.0014891428931960641,
        "10": -0.004452664168871774
      },
      "shadowMaxDrawdown": -0.12952234890859526,
      "shadowTotalReturn": -0.008552455302000772,
      "avgForwardReturn1D": 0.000162825316131439,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-28",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021036270093174503,
        "5": 0.010985255719924501,
        "10": 0.021895582676308104
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    },
    {
      "topN": 5,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4230769230769231,
        "5": 0.4887640449438202,
        "10": 0.576271186440678
      },
      "hitRate1D": 0.4230769230769231,
      "comboQuality": 0.1356490901455882,
      "eligibleDays": 330,
      "fitnessScore": -0.0574196500658216,
      "lookbackDays": 30,
      "returnLift1D": -0.0024882427792981597,
      "hitRateLift1D": -0.08601398601398597,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.509090909090909,
        "5": 0.5766871165644172,
        "10": 0.632398753894081
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      "sampleConfidence": 0.9967032967032967,
      "shadowSharpeLike": -0.3803084465306507,
      "avgForwardReturns": {
        "1": -0.00043431507845745923,
        "5": 0.0011519381046391547,
        "10": 0.006612430792875117
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      "shadowMaxDrawdown": -0.16580952456116693,
      "shadowTotalReturn": -0.12090655194533739,
      "avgForwardReturn1D": -0.00043431507845745923,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 178,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020539277008407007,
        "5": 0.010815013652478878,
        "10": 0.022265478599638136
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    },
    {
      "topN": 2,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4019607843137255,
        "5": 0.46938775510204084,
        "10": 0.5510204081632653
      },
      "hitRate1D": 0.4019607843137255,
      "comboQuality": 0.12537127951329427,
      "eligibleDays": 330,
      "fitnessScore": -0.07735437929626796,
      "lookbackDays": 30,
      "returnLift1D": -0.0021494669541158983,
      "hitRateLift1D": -0.10713012477718353,
      "activationRate": 0.3090909090909091,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.509090909090909,
        "5": 0.5766871165644172,
        "10": 0.632398753894081
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      "sampleConfidence": 0.9947712418300654,
      "shadowSharpeLike": -0.18213038338265555,
      "avgForwardReturns": {
        "1": -0.0000955392532751978,
        "5": 0.0005712792323829785,
        "10": 0.005118304465627593
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      "shadowMaxDrawdown": -0.09554912877223509,
      "shadowTotalReturn": -0.03510319821945995,
      "avgForwardReturn1D": -0.0000955392532751978,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-15",
        "2025-04-16",
        "2025-04-25",
        "2025-04-28",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020539277008407007,
        "5": 0.010815013652478878,
        "10": 0.022265478599638136
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.6558579843260083,
      "fitnessScore": 0.49187577134672833,
      "lookbackDays": 14,
      "returnLift1D": 0.0007447479550289507,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "sampleConfidence": 0.9917460317460318,
      "shadowTotalReturn": 0.27355053732924284,
      "avgForwardReturn1D": 0.0026247764787766773
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6345071093326222,
      "fitnessScore": 0.4713523660121078,
      "lookbackDays": 21,
      "returnLift1D": -0.0002673750170350303,
      "activationRate": 0.4424778761061947,
      "activationCount": 150,
      "sampleConfidence": 0.9951111111111112,
      "shadowTotalReturn": 0.24746986052848152,
      "avgForwardReturn1D": 0.0017550779741196676
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.2699812904646142,
      "fitnessScore": 0.1311621497156184,
      "lookbackDays": 30,
      "returnLift1D": -0.0017373312016193687,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "sampleConfidence": 0.9965811965811966,
      "shadowTotalReturn": 0.011702515347630227,
      "avgForwardReturn1D": 0.00031659649922133185
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9606358773238104,
      "fitnessScore": 1.052842938141135,
      "lookbackDays": 45,
      "returnLift1D": 0.00019099552358392688,
      "activationRate": 0.7111111111111111,
      "activationCount": 224,
      "sampleConfidence": 0.9961309523809524,
      "shadowTotalReturn": 0.6022650432960008,
      "avgForwardReturn1D": 0.0022836138174271983
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6500114295279075,
      "fitnessScore": 0.48619967866294916,
      "lookbackDays": 63,
      "returnLift1D": -0.0011339217570854377,
      "activationRate": 0.6902356902356902,
      "activationCount": 205,
      "sampleConfidence": 0.9957723577235773,
      "shadowTotalReturn": 0.1755273880400967,
      "avgForwardReturn1D": 0.0009697052522320126
    }
  ],
  "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": "60da89786ac98d7e25b30f122f569968ca9967547ac764c38949740703f0d91a",
    "size": 13,
    "members": [
      "ADM",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ADM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ADM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "ADM",
    "hitRates": {
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      "5": 0.5373831775700935,
      "10": 0.6445497630331753
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    "hitRate1D": 0.5,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.968284332921906,
    "eligibleDays": 344,
    "fitnessScore": 1.1021172973859883,
    "lookbackDays": 45,
    "returnLift1D": 0.0006673486280238501,
    "hitRateLift1D": -0.011627906976744207,
    "portfolioSize": 4,
    "activationRate": 0.6337209302325582,
    "activationCount": 218,
    "baselineHitRates": {
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      "5": 0.5617647058823529,
      "10": 0.6238805970149254
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    "sampleConfidence": 0.9966360856269114,
    "shadowSharpeLike": 1.9076984513045254,
    "avgForwardReturns": {
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      "5": 0.008829152966858255,
      "10": 0.016189858227900263
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    "shadowMaxDrawdown": -0.1073593950038032,
    "shadowTotalReturn": 0.6551079551688901,
    "avgForwardReturn1D": 0.0024951059491526866,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24"
    ],
    "horizonObservationCounts": {
      "1": 218,
      "5": 214,
      "10": 211
    },
    "baselineAvgForwardReturns": {
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      "5": 0.00999181032939464,
      "10": 0.01973611898280726
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.968284332921906,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5118638609883112,
    "bestRawFitnessScore": 1.1021172973859883,
    "upperQuartileComboQuality": 0.6729348287144322
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6087065871048049,
    "rawScore": 0.6378428562021732,
    "confidence": 0.9086412309425218,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.25027948584319915,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5981047734497742,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "ADM",
      "hitRates": {
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        "5": 0.5373831775700935,
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      "hitRate1D": 0.5,
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      "comboQuality": 0.968284332921906,
      "eligibleDays": 344,
      "fitnessScore": 1.1021172973859883,
      "lookbackDays": 45,
      "returnLift1D": 0.0006673486280238501,
      "hitRateLift1D": -0.011627906976744207,
      "portfolioSize": 4,
      "activationRate": 0.6337209302325582,
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      "sampleConfidence": 0.9966360856269114,
      "shadowSharpeLike": 1.9076984513045254,
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      "shadowMaxDrawdown": -0.1073593950038032,
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      "riskOffActivations": 0,
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        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.968284332921906,
      "eligibleDays": 344,
      "fitnessScore": 1.1021172973859883,
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      "returnLift1D": 0.0006673486280238501,
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      "shadowMaxDrawdown": -0.1073593950038032,
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      "riskOffActivations": 0,
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        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
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      "horizonObservationCounts": {
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    },
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    },
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      "comboQuality": 0.7097357721914235,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4669224577562883,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.6791030833300622,
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        "10": 0.6267409470752089
      },
      "sampleConfidence": 0.9950000000000001,
      "shadowSharpeLike": 0.26393173008439325,
      "avgForwardReturns": {
        "1": 0.0006392735593001528,
        "5": -0.0034493676614305944,
        "10": 0.004830527228273982
      },
      "shadowMaxDrawdown": -0.11072912952100156,
      "shadowTotalReturn": 0.04069514724899648,
      "avgForwardReturn1D": 0.0006392735593001528,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 116,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017866410023160495,
        "5": 0.009866966888674134,
        "10": 0.019440949181168656
      }
    },
    {
      "topN": 2,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.47,
        "5": 0.4270833333333333,
        "10": 0.44680851063829785
      },
      "hitRate1D": 0.47,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2483321666713983,
      "eligibleDays": 326,
      "fitnessScore": 0.10634399760036393,
      "lookbackDays": 63,
      "returnLift1D": -0.0015349290823408847,
      "hitRateLift1D": -0.048404907975460154,
      "portfolioSize": 2,
      "activationRate": 0.3067484662576687,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.5745341614906833,
        "10": 0.6403785488958991
      },
      "sampleConfidence": 0.9933333333333334,
      "shadowSharpeLike": 0.2537578659702113,
      "avgForwardReturns": {
        "1": 0.0005765429583127113,
        "5": -0.00018214723230629976,
        "10": -0.004046022751956117
      },
      "shadowMaxDrawdown": -0.12935314616385452,
      "shadowTotalReturn": 0.03354875617827391,
      "avgForwardReturn1D": 0.0005765429583127113,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 96,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.002111472040653596,
        "5": 0.01186138741979839,
        "10": 0.022636605332269848
      }
    },
    {
      "topN": 4,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4375,
        "5": 0.4913294797687861,
        "10": 0.5780346820809249
      },
      "hitRate1D": 0.4375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.20430869909572882,
      "eligibleDays": 359,
      "fitnessScore": 0.050892572311561225,
      "lookbackDays": 30,
      "returnLift1D": -0.002058302365737227,
      "hitRateLift1D": -0.08060584958217265,
      "portfolioSize": 4,
      "activationRate": 0.49025069637883006,
      "activationCount": 176,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5633802816901409,
        "10": 0.6228571428571429
      },
      "sampleConfidence": 0.9977272727272728,
      "shadowSharpeLike": -0.06202704393568908,
      "avgForwardReturns": {
        "1": -0.000005863503907912131,
        "5": 0.0015366839242974553,
        "10": 0.005515663935969387
      },
      "shadowMaxDrawdown": -0.1367195456073349,
      "shadowTotalReturn": -0.04068375496082599,
      "avgForwardReturn1D": -0.000005863503907912131,
      "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": 176,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.002052438861829315,
        "5": 0.010115777350288872,
        "10": 0.019255791728623635
      }
    },
    {
      "topN": 5,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.4375,
        "5": 0.4913294797687861,
        "10": 0.5780346820809249
      },
      "hitRate1D": 0.4375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.20430869909572882,
      "eligibleDays": 359,
      "fitnessScore": 0.050892572311561225,
      "lookbackDays": 30,
      "returnLift1D": -0.002058302365737227,
      "hitRateLift1D": -0.08060584958217265,
      "portfolioSize": 5,
      "activationRate": 0.49025069637883006,
      "activationCount": 176,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5633802816901409,
        "10": 0.6228571428571429
      },
      "sampleConfidence": 0.9977272727272728,
      "shadowSharpeLike": -0.06202704393568908,
      "avgForwardReturns": {
        "1": -0.000005863503907912131,
        "5": 0.0015366839242974553,
        "10": 0.005515663935969387
      },
      "shadowMaxDrawdown": -0.1367195456073349,
      "shadowTotalReturn": -0.04068375496082599,
      "avgForwardReturn1D": -0.000005863503907912131,
      "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": 176,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.002052438861829315,
        "5": 0.010115777350288872,
        "10": 0.019255791728623635
      }
    },
    {
      "topN": 2,
      "ticker": "ADM",
      "hitRates": {
        "1": 0.41284403669724773,
        "5": 0.4811320754716981,
        "10": 0.5377358490566038
      },
      "hitRate1D": 0.41284403669724773,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.12297929031151017,
      "eligibleDays": 359,
      "fitnessScore": -0.08219322004939651,
      "lookbackDays": 30,
      "returnLift1D": -0.002225020760430115,
      "hitRateLift1D": -0.10526181288492492,
      "portfolioSize": 2,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.5633802816901409,
        "10": 0.6228571428571429
      },
      "sampleConfidence": 0.9963302752293579,
      "shadowSharpeLike": -0.2352364248267567,
      "avgForwardReturns": {
        "1": -0.00017258189860079967,
        "5": 0.0005107145747531163,
        "10": 0.0020794446494295776
      },
      "shadowMaxDrawdown": -0.1008307664411815,
      "shadowTotalReturn": -0.045041719899608035,
      "avgForwardReturn1D": -0.00017258189860079967,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.002052438861829315,
        "5": 0.010115777350288872,
        "10": 0.019255791728623635
      }
    }
  ],
  "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": 0.6409489213002221,
      "fitnessScore": 0.47748672396203495,
      "lookbackDays": 14,
      "returnLift1D": 0.0006816859686650581,
      "activationRate": 0.2986666666666667,
      "activationCount": 112,
      "sampleConfidence": 0.9922619047619048,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.26093763629788547,
      "avgForwardReturn1D": 0.0024051837259986245
    },
    {
      "comboQuality": 0.6299782467989465,
      "fitnessScore": 0.46706716858177866,
      "lookbackDays": 21,
      "returnLift1D": -0.00013253814772947164,
      "activationRate": 0.4266304347826087,
      "activationCount": 157,
      "sampleConfidence": 0.9957537154989384,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24124738667477952,
      "avgForwardReturn1D": 0.001654102854586578
    },
    {
      "comboQuality": 0.25802797644056635,
      "fitnessScore": 0.11762642483005792,
      "lookbackDays": 30,
      "returnLift1D": -0.0018135427892480608,
      "activationRate": 0.4596100278551532,
      "activationCount": 165,
      "sampleConfidence": 0.9975757575757577,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.0013662385655353049,
      "avgForwardReturn1D": 0.00023889607258125437
    },
    {
      "comboQuality": 0.968284332921906,
      "fitnessScore": 1.1021172973859883,
      "lookbackDays": 45,
      "returnLift1D": 0.0006673486280238501,
      "activationRate": 0.6337209302325582,
      "activationCount": 218,
      "sampleConfidence": 0.9966360856269114,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6551079551688901,
      "avgForwardReturn1D": 0.0024951059491526866
    },
    {
      "comboQuality": 0.6791030833300622,
      "fitnessScore": 0.5149236584029794,
      "lookbackDays": 63,
      "returnLift1D": -0.0007667298733763524,
      "activationRate": 0.5398773006134969,
      "activationCount": 176,
      "sampleConfidence": 0.9950757575757576,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2189856355945099,
      "avgForwardReturn1D": 0.0013447421672772436
    }
  ],
  "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": "60da89786ac98d7e25b30f122f569968ca9967547ac764c38949740703f0d91a",
    "size": 13,
    "members": [
      "ADM",
      "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
0.585
Liquidity
0.804
Momentum
0.733
Relative strength
0.819
Trend quality
0.748
Stability
0.744
Aggression
0.340
Downside risk
0.667
Drawdown state
0.988
Quality momentum
0.745
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.978
Benchmark Independence 3m Score
0.943
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.467
Correlation Change Score
0.482
Current Drawdown Score
0.981
Days Since 52w High Score
0.004
Distance From 52w High Score
0.983
Distance From Sma 20 Score
0.614
Distance From Sma 200 Score
0.939
Distance From Sma 50 Score
0.633
Downside Volatility 1m Score
0.152
Downside Volatility 1y Score
0.259
Downside Volatility 2y Score
0.283
Downside Volatility 3m Score
0.235
Downside Volatility 5y Score
0.348
Downside Volatility 6m Score
0.250
Drawdown Recovery Score
1
Excess Return 1m Score
0.721
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.851
Expected Shortfall 95 1y Score
0.670
Log Avg Dollar Volume 20d Score
0.804
Log Market Cap Score
0.585
Drawdown Score 1m
0.935
Drawdown Score 1y
0.803
Drawdown Score 2y
0.580
Drawdown Score 3m
0.732
Drawdown Score 5y
0.459
Drawdown Score 6m
0.805
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.617
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.857
Relative Strength Slope 3m Score
0.565
Relative Volume 20d Score
0.204
Return 1m Score
0.731
Return 1w Score
0.635
Return 1y Score
0.880
Return 2y Score
0.409
Return 3m Score
0.815
Return 5y Score
0.130
Return 6m Score
0.745
Return Skewness 1y Score
0.509
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.783
Sharpe 2y Score
0.559
Sharpe 3m Score
1
Sharpe 5y Score
0.503
Sharpe 6m Score
0.819
Sortino 1m Score
1
Sortino 1y Score
0.636
Sortino 2y Score
0.478
Sortino 3m Score
0.889
Sortino 5y Score
0.434
Sortino 6m Score
0.665
Trend R2 1m Score
0.938
Trend R2 1w Score
0.622
Trend R2 1y Score
0.836
Trend R2 2y Score
0.577
Trend R2 3m Score
0.363
Trend R2 5y Score
0.056
Trend R2 6m Score
0.793
Trend Slope 1m Score
0.961
Trend Slope 1w Score
0.952
Trend Slope 1y Score
0.602
Trend Slope 2y Score
0.558
Trend Slope 3m Score
0.605
Trend Slope 5y Score
0.493
Trend Slope 6m Score
0.623
Volatility 1m Score
0.205
Volatility 1w Score
0.305
Volatility 1y Score
0.289
Volatility 2y Score
0.294
Volatility 3m Score
0.274
Volatility 5y Score
0.310
Volatility 6m Score
0.283
Worst Day 1y Score
0.681
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
258,023,791.447
Best Day 1y
0.060
Beta To Benchmark 1y
-0.046
Beta 3m
-0.112
Beta Change
-0.067
Beta To Sector 1y
0.468
Correlation To Benchmark 1y
-0.022
Correlation 3m
-0.057
Correlation Change
-0.036
Correlation To Sector 1y
0.242
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.978
Benchmark Independence 3m Score
0.943
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.467
Correlation Change Score
0.482
Current Drawdown Score
0.981
Distance From Sma 20 Score
0.614
Distance From Sma 200 Score
0.939
Current Drawdown
-0.012
Days Since 52w High
1
Distance From 52w High
-0.011
Distance From Sma 20
0.068
Distance From Sma 200
0.263
Distance From Sma 50
0.080
Downside Capture 1y
2.935
Downside Volatility 1m
0.164
Downside Volatility 1w
-
Downside Volatility 1y
0.244
Downside Volatility 2y
0.262
Downside Volatility 3m
0.227
Downside Volatility 5y
0.311
Downside Volatility 6m
0.237
Drawdown Recovery
1
Excess Return 1m
0.132
Excess Return 1y
0.421
Excess Return 3m
0.211
Excess Return 6m
0.211
Expected Shortfall 95 1y
-0.033
Market Cap
41,409,704,799.84
Max Drawdown 1m
-0.016
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.128
Max Drawdown 2y
-0.336
Max Drawdown 3m
-0.107
Max Drawdown 5y
-0.541
Max Drawdown 6m
-0.107
Momentum Acceleration 1m Vs 3m
0.055
Momentum Acceleration 3m Vs 6m
0.035
Moving Average Alignment
1
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.850
Return 1m
0.139
Return 1w
0.040
Return 1y
0.607
Return 2y
0.430
Return 3m
0.252
Return 5y
0.685
Return 6m
0.294
Return Skewness 1y
0.054
Sector Excess Return 1y
0.560
Sharpe 1m
7.752
Sharpe 1y
1.916
Sharpe 2y
0.797
Sharpe 3m
3.645
Sharpe 5y
0.515
Sharpe 6m
2.094
Sortino 1m
9.637
Sortino 1y
2.088
Sortino 2y
0.821
Sortino 3m
4.115
Sortino 5y
0.468
Sortino 6m
2.316
Trend R2 1m
0.938
Trend R2 1w
0.622
Trend R2 1y
0.836
Trend R2 2y
0.577
Trend R2 3m
0.363
Trend R2 5y
0.056
Trend R2 6m
0.793
Trend 1m
0.007
Trend 1w
0.007
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
-0.000
Trend 6m
0.002
Upside Capture 1y
0.461
Value At Risk 95 1y
-0.023
Volatility 1m
0.204
Volatility 1w
0.279
Volatility 1y
0.266
Volatility 2y
0.270
Volatility 3m
0.256
Volatility 5y
0.283
Volatility 6m
0.262
Worst Day 1y
-0.064
Distance From Sma 50 Score
0.633
Downside Volatility 1y Score
0.259
Downside Volatility 3m Score
0.235
Drawdown Recovery Score
1
Excess Return 1m Score
0.721
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.851
Expected Shortfall 95 1y Score
0.670
Log Avg Dollar Volume 20d Score
0.804
Log Market Cap Score
0.585
Drawdown Score 1y
0.803
Drawdown Score 5y
0.459
Momentum Acceleration 1m Vs 3m Score
0.682
Momentum Acceleration 3m Vs 6m Score
0.617
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.857
Relative Volume 20d Score
0.204
Return 1m Score
0.731
Return 1y Score
0.880
Return 3m Score
0.815
Return 6m Score
0.745
Return Skewness 1y Score
0.509
Sortino 1y Score
0.636
Sortino 3m Score
0.889
Trend R2 1y Score
0.836
Trend R2 3m Score
0.363
Trend Slope 1y Score
0.602
Trend Slope 3m Score
0.605
Volatility 1y Score
0.289
Volatility 3m Score
0.274