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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

ADSK

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

ADSK

ADSK

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
0.584
Correlation To Benchmark 1y
0.212
Inverse To Benchmark 1y
0.788
Drawdown Score 1m
0.351
Drawdown Score 3m
0.369
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
0.344
Drawdown Score 1y
0.345
Drawdown Score 2y
0.468
Drawdown Score 5y
0.480
Return 1w
0.005
Return 1m
-0.070
Return 3m
-0.074
Return 6m
-0.290
Return 1y
-0.322
Return 2y
-0.159
Return 5y
-0.290
Sharpe 1m
-1.794
Sharpe 3m
-0.532
Sharpe 6m
-1.468
Sharpe 1y
-0.949
Sharpe 2y
-0.123
Sharpe 5y
-0.016
Trend 1w
0.000
Trend 1m
-0.000
Trend 3m
-0.004
Trend 6m
-0.002
Trend 1y
-0.002
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.316
Volatility 1m
0.432
Volatility 3m
0.417
Volatility 6m
0.410
Volatility 1y
0.345
Volatility 2y
0.311
Volatility 5y
0.353
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
ADSK
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:56 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.159
Aptet Fit Raw Score
0.170
Aptet Fit Confidence
0.867
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.145
Force Fit Raw Score
0.155
Force Fit Confidence
0.867
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:56 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ADSK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ADSK",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ADSK",
    "hitRates": {
      "1": 0.48,
      "5": 0.64,
      "10": 0.72
    },
    "hitRate1D": 0.48,
    "comboQuality": 0.2615583748366876,
    "eligibleDays": 315,
    "fitnessScore": 0.12166539583631485,
    "lookbackDays": 45,
    "returnLift1D": 0.0024071830667988956,
    "hitRateLift1D": -0.039108280254777084,
    "activationRate": 0.07936507936507936,
    "activationCount": 25,
    "baselineHitRates": {
      "1": 0.5191082802547771,
      "5": 0.4774193548387097,
      "10": 0.4131147540983607
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.7562334720442604,
    "avgForwardReturns": {
      "1": 0.001850709944888731,
      "5": 0.011801852277182055,
      "10": 0.012163707771911603
    },
    "shadowMaxDrawdown": -0.03663944810128705,
    "shadowTotalReturn": 0.04286071555654836,
    "avgForwardReturn1D": 0.001850709944888731,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16"
    ],
    "horizonObservationCounts": {
      "1": 25,
      "5": 25,
      "10": 25
    },
    "baselineAvgForwardReturns": {
      "1": -0.0005564731219101649,
      "5": -0.002765044747781908,
      "10": -0.006277657646598163
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2615583748366876,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09043937000161589,
    "bestRawFitnessScore": 0.12166539583631485,
    "upperQuartileComboQuality": 0.14041440195124827
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15876053402317705,
    "rawScore": 0.1701005553741659,
    "confidence": 0.8666668509571356,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.29793725330102167,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.48,
        "5": 0.64,
        "10": 0.72
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.2615583748366876,
      "eligibleDays": 315,
      "fitnessScore": 0.12166539583631485,
      "lookbackDays": 45,
      "returnLift1D": 0.0024071830667988956,
      "hitRateLift1D": -0.039108280254777084,
      "activationRate": 0.07936507936507936,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.5191082802547771,
        "5": 0.4774193548387097,
        "10": 0.4131147540983607
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7562334720442604,
      "avgForwardReturns": {
        "1": 0.001850709944888731,
        "5": 0.011801852277182055,
        "10": 0.012163707771911603
      },
      "shadowMaxDrawdown": -0.03663944810128705,
      "shadowTotalReturn": 0.04286071555654836,
      "avgForwardReturn1D": 0.001850709944888731,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 25,
        "10": 25
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005564731219101649,
        "5": -0.002765044747781908,
        "10": -0.006277657646598163
      }
    },
    {
      "topN": 5,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.5,
        "5": 0.5348837209302325,
        "10": 0.47674418604651164
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.2251433663836075,
      "eligibleDays": 315,
      "fitnessScore": 0.07809305916861892,
      "lookbackDays": 45,
      "returnLift1D": 0.0006875983572427833,
      "hitRateLift1D": -0.019108280254777066,
      "activationRate": 0.273015873015873,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.5191082802547771,
        "5": 0.4774193548387097,
        "10": 0.4131147540983607
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.00514947604012473,
      "avgForwardReturns": {
        "1": 0.0001311252353326184,
        "5": 0.0005576644080172057,
        "10": -0.0020589386542283123
      },
      "shadowMaxDrawdown": -0.1496661056020816,
      "shadowTotalReturn": -0.008648560568361385,
      "avgForwardReturn1D": 0.0001311252353326184,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 86,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005564731219101649,
        "5": -0.002765044747781908,
        "10": -0.006277657646598163
      }
    },
    {
      "topN": 3,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.45714285714285713,
        "5": 0.5428571428571428,
        "10": 0.4857142857142857
      },
      "hitRate1D": 0.45714285714285713,
      "comboQuality": 0.22348150741320383,
      "eligibleDays": 297,
      "fitnessScore": 0.07599180667004178,
      "lookbackDays": 63,
      "returnLift1D": 0.0021270432210879777,
      "hitRateLift1D": -0.04961389961389967,
      "activationRate": 0.11784511784511785,
      "activationCount": 35,
      "baselineHitRates": {
        "1": 0.5067567567567568,
        "5": 0.4554794520547945,
        "10": 0.37630662020905925
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5263903740914287,
      "avgForwardReturns": {
        "1": 0.0010845488386351735,
        "5": -0.002742470819350865,
        "10": -0.006412312885834818
      },
      "shadowMaxDrawdown": -0.04333559254964192,
      "shadowTotalReturn": 0.0336495289376304,
      "avgForwardReturn1D": 0.0010845488386351735,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 35,
        "5": 35,
        "10": 35
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010424943824528042,
        "5": -0.004666125227453313,
        "10": -0.009799000914732082
      }
    },
    {
      "topN": 2,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.48,
        "5": 0.52,
        "10": 0.54
      },
      "hitRate1D": 0.48,
      "comboQuality": 0.17336852572043407,
      "eligibleDays": 330,
      "fitnessScore": 0.006373322573602097,
      "lookbackDays": 30,
      "returnLift1D": 0.0007227187326074684,
      "hitRateLift1D": -0.03671732522796356,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.48,
        "10": 0.434375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.025572567370853342,
      "avgForwardReturns": {
        "1": 0.00020990156926472325,
        "5": 0.002561422990712743,
        "10": 0.012918138005587271
      },
      "shadowMaxDrawdown": -0.12182557850472175,
      "shadowTotalReturn": -0.003703241777687105,
      "avgForwardReturn1D": 0.00020990156926472325,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 50,
        "5": 50,
        "10": 50
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005128171633427452,
        "5": -0.0020797743114076375,
        "10": -0.003991077200318163
      }
    },
    {
      "topN": 2,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.42105263157894735,
        "5": 0.5263157894736842,
        "10": 0.6842105263157895
      },
      "hitRate1D": 0.42105263157894735,
      "comboQuality": 0.16592537670192498,
      "eligibleDays": 297,
      "fitnessScore": -0.005252639585514577,
      "lookbackDays": 63,
      "returnLift1D": 0.0023566060353721495,
      "hitRateLift1D": -0.08570412517780945,
      "activationRate": 0.06397306397306397,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.5067567567567568,
        "5": 0.4554794520547945,
        "10": 0.37630662020905925
      },
      "sampleConfidence": 0.986073688964493,
      "shadowSharpeLike": 0.48167133789502914,
      "avgForwardReturns": {
        "1": 0.001314111652919345,
        "5": 0.0035930767367800395,
        "10": 0.01294624012292281
      },
      "shadowMaxDrawdown": -0.027300513015591332,
      "shadowTotalReturn": 0.022254014753259277,
      "avgForwardReturn1D": 0.001314111652919345,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 19,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": -0.0010424943824528042,
        "5": -0.004666125227453313,
        "10": -0.009799000914732082
      }
    },
    {
      "topN": 3,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.47297297297297297,
        "5": 0.47297297297297297,
        "10": 0.5135135135135135
      },
      "hitRate1D": 0.47297297297297297,
      "comboQuality": 0.13191074370102268,
      "eligibleDays": 330,
      "fitnessScore": -0.06451718647319475,
      "lookbackDays": 30,
      "returnLift1D": 0.00008882315874112021,
      "hitRateLift1D": -0.04374435225499057,
      "activationRate": 0.22424242424242424,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.48,
        "10": 0.434375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2718203151814666,
      "avgForwardReturns": {
        "1": -0.000423994004601625,
        "5": -0.001998412505158009,
        "10": 0.0034091370695717243
      },
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      "sampleConfidence": 0.9871345029239766,
      "shadowSharpeLike": -1.1247923075273105,
      "avgForwardReturns": {
        "1": -0.002858482517964025,
        "5": -0.017185216782265023,
        "10": -0.029237913576101893
      },
      "shadowMaxDrawdown": -0.16688508394080115,
      "shadowTotalReturn": -0.16688508394080115,
      "avgForwardReturn1D": -0.002858482517964025,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-21",
        "2025-04-24",
        "2025-07-02",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 54,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004344249326161518,
        "5": -0.001765984199206366,
        "10": -0.004857957400720004
      }
    },
    {
      "topN": 5,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.44036697247706424,
        "5": 0.44761904761904764,
        "10": 0.42574257425742573
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      "hitRate1D": 0.44036697247706424,
      "comboQuality": 0.03335889113650287,
      "eligibleDays": 339,
      "fitnessScore": -0.3906306490496242,
      "lookbackDays": 21,
      "returnLift1D": -0.0018190435620966188,
      "hitRateLift1D": -0.07442592693121974,
      "activationRate": 0.32448377581120946,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.47604790419161674,
        "10": 0.425531914893617
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      "sampleConfidence": 0.990909090909091,
      "shadowSharpeLike": -1.3225294329207682,
      "avgForwardReturns": {
        "1": -0.002293838119384871,
        "5": -0.0043103773911148625,
        "10": -0.00493322202306528
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      "shadowMaxDrawdown": -0.28195843137322496,
      "shadowTotalReturn": -0.24476337405204185,
      "avgForwardReturn1D": -0.002293838119384871,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": -0.00047479455728825234,
        "5": -0.0024169718152247856,
        "10": -0.005138006561441027
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    },
    {
      "topN": 4,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.41935483870967744,
        "5": 0.4157303370786517,
        "10": 0.38823529411764707
      },
      "hitRate1D": 0.41935483870967744,
      "comboQuality": 0.019401186830127197,
      "eligibleDays": 339,
      "fitnessScore": -0.5130224191374542,
      "lookbackDays": 21,
      "returnLift1D": -0.0026379304212043953,
      "hitRateLift1D": -0.09543806069860655,
      "activationRate": 0.27728613569321536,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.47604790419161674,
        "10": 0.425531914893617
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      "sampleConfidence": 0.9893617021276596,
      "shadowSharpeLike": -1.5777216881987037,
      "avgForwardReturns": {
        "1": -0.0031127249784926475,
        "5": -0.005376627330325725,
        "10": -0.00496036097973812
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      "shadowMaxDrawdown": -0.3058204800864124,
      "shadowTotalReturn": -0.2755933525444878,
      "avgForwardReturn1D": -0.0031127249784926475,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 89,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.00047479455728825234,
        "5": -0.0024169718152247856,
        "10": -0.005138006561441027
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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": 0.11529978843124655,
      "fitnessScore": -0.09829691528583993,
      "lookbackDays": 14,
      "returnLift1D": -0.0006212298034292317,
      "activationRate": 0.34375,
      "activationCount": 121,
      "sampleConfidence": 0.993939393939394,
      "shadowTotalReturn": -0.15186073475926798,
      "avgForwardReturn1D": -0.0010556547360453836
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07503546467021724,
      "fitnessScore": -0.2025947971613654,
      "lookbackDays": 21,
      "returnLift1D": -0.0015667055318593977,
      "activationRate": 0.15634218289085547,
      "activationCount": 53,
      "sampleConfidence": 0.9823899371069182,
      "shadowTotalReturn": -0.11383744390589445,
      "avgForwardReturn1D": -0.00204150008914765
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.17336852572043407,
      "fitnessScore": 0.006373322573602097,
      "lookbackDays": 30,
      "returnLift1D": 0.0007227187326074684,
      "activationRate": 0.15151515151515152,
      "activationCount": 50,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.003703241777687105,
      "avgForwardReturn1D": 0.00020990156926472325
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2615583748366876,
      "fitnessScore": 0.12166539583631485,
      "lookbackDays": 45,
      "returnLift1D": 0.0024071830667988956,
      "activationRate": 0.07936507936507936,
      "activationCount": 25,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.04286071555654836,
      "avgForwardReturn1D": 0.001850709944888731
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.22348150741320383,
      "fitnessScore": 0.07599180667004178,
      "lookbackDays": 63,
      "returnLift1D": 0.0021270432210879777,
      "activationRate": 0.11784511784511785,
      "activationCount": 35,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.0336495289376304,
      "avgForwardReturn1D": 0.0010845488386351735
    }
  ],
  "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": "e128b3f27e243d3d7c4334633fde941c3f7f1a4f2cdb996a1d2adb4ed49470b6",
    "size": 13,
    "members": [
      "ADSK",
      "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",
      "ADSK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ADSK",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ADSK",
    "hitRates": {
      "1": 0.48,
      "5": 0.64,
      "10": 0.72
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    "hitRate1D": 0.48,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.2553925998140998,
    "eligibleDays": 344,
    "fitnessScore": 0.11458787105500437,
    "lookbackDays": 45,
    "returnLift1D": 0.0021822078384197406,
    "hitRateLift1D": -0.03744186046511633,
    "portfolioSize": 2,
    "activationRate": 0.07267441860465117,
    "activationCount": 25,
    "baselineHitRates": {
      "1": 0.5174418604651163,
      "5": 0.4852941176470588,
      "10": 0.43582089552238806
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.7236833339879242,
    "avgForwardReturns": {
      "1": 0.001850709944888731,
      "5": 0.011801852277182055,
      "10": 0.012163707771911603
    },
    "shadowMaxDrawdown": -0.03663944810128705,
    "shadowTotalReturn": 0.04286071555654836,
    "avgForwardReturn1D": 0.001850709944888731,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16"
    ],
    "horizonObservationCounts": {
      "1": 25,
      "5": 25,
      "10": 25
    },
    "baselineAvgForwardReturns": {
      "1": -0.0003314978935310096,
      "5": -0.0014370917887677115,
      "10": -0.003927566161734136
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2553925998140998,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07219468983010224,
    "bestRawFitnessScore": 0.11458787105500437,
    "upperQuartileComboQuality": 0.11316710427322457
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14481268550087026,
    "rawScore": 0.15509933654141977,
    "confidence": 0.8673540291024722,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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      ]
    },
    "parameterStability": 0.29810397284478884,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "ADSK",
      "hitRates": {
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        "5": 0.64,
        "10": 0.72
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      "hitRate1D": 0.48,
      "rankWeights": [
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      "comboQuality": 0.2553925998140998,
      "eligibleDays": 344,
      "fitnessScore": 0.11458787105500437,
      "lookbackDays": 45,
      "returnLift1D": 0.0021822078384197406,
      "hitRateLift1D": -0.03744186046511633,
      "portfolioSize": 2,
      "activationRate": 0.07267441860465117,
      "activationCount": 25,
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        "5": 0.4852941176470588,
        "10": 0.43582089552238806
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7236833339879242,
      "avgForwardReturns": {
        "1": 0.001850709944888731,
        "5": 0.011801852277182055,
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      "shadowMaxDrawdown": -0.03663944810128705,
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      "riskOffActivations": 0,
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        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
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      "comboQuality": 0.19249522256813192,
      "eligibleDays": 326,
      "fitnessScore": 0.034546920121443676,
      "lookbackDays": 63,
      "returnLift1D": 0.0013824705746174524,
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      "portfolioSize": 3,
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      "activationCount": 36,
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        "1": 0.5153374233128835,
        "5": 0.484472049689441,
        "10": 0.4353312302839117
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4152426184410624,
      "avgForwardReturns": {
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        "5": -0.002775716251716514,
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      "shadowMaxDrawdown": -0.04333559254964192,
      "shadowTotalReturn": 0.02750282080700739,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 36,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "comboQuality": 0.17102683605660396,
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    },
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      "returnLift1D": 0.001779641196993836,
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      "shadowSharpeLike": 0.4597985895965397,
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      "shadowMaxDrawdown": -0.027300513015591332,
      "shadowTotalReturn": 0.022254014753259277,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-28",
        "2025-05-29",
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        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "topN": 3,
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      "rankWeights": [
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      "comboQuality": 0.12879027976273624,
      "eligibleDays": 359,
      "fitnessScore": -0.07057342485660434,
      "lookbackDays": 30,
      "returnLift1D": 0.00043630897182284545,
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.26063924487760254,
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      "avgForwardReturns": {
        "1": -0.0023177357143607086,
        "5": -0.004593651651412697,
        "10": -0.005364139586035979
      },
      "shadowMaxDrawdown": -0.21490449545150803,
      "shadowTotalReturn": -0.17613670357188327,
      "avgForwardReturn1D": -0.0023177357143607086,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-18",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 69,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008681681634412681,
        "5": -0.00404476057756666,
        "10": -0.008070965622473471
      }
    },
    {
      "topN": 3,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.4838709677419355,
        "5": 0.35555555555555557,
        "10": 0.3058823529411765
      },
      "hitRate1D": 0.4838709677419355,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.03446414844701383,
      "eligibleDays": 375,
      "fitnessScore": -0.38320799761804497,
      "lookbackDays": 14,
      "returnLift1D": -0.0019950952310464195,
      "hitRateLift1D": -0.0174623655913978,
      "portfolioSize": 3,
      "activationRate": 0.248,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.4582210242587601,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9921146953405019,
      "shadowSharpeLike": -1.3530642893909273,
      "avgForwardReturns": {
        "1": -0.0027987344427802693,
        "5": -0.012179376237921763,
        "10": -0.019248699322898282
      },
      "shadowMaxDrawdown": -0.2578730780512195,
      "shadowTotalReturn": -0.2578730780512195,
      "avgForwardReturn1D": -0.0027987344427802693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 90,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008036392117338495,
        "5": -0.003801193981690465,
        "10": -0.00808411617079584
      }
    },
    {
      "topN": 2,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.421875,
        "5": 0.26229508196721313,
        "10": 0.14285714285714285
      },
      "hitRate1D": 0.421875,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.02676905316228262,
      "eligibleDays": 375,
      "fitnessScore": -0.44054248281964925,
      "lookbackDays": 14,
      "returnLift1D": -0.002473957088625401,
      "hitRateLift1D": -0.0794583333333333,
      "portfolioSize": 2,
      "activationRate": 0.17066666666666666,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.4582210242587601,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9885416666666668,
      "shadowSharpeLike": -1.3413403760499774,
      "avgForwardReturns": {
        "1": -0.0032775963003592503,
        "5": -0.017445067996638544,
        "10": -0.030592229242017665
      },
      "shadowMaxDrawdown": -0.2071757021056806,
      "shadowTotalReturn": -0.2071757021056806,
      "avgForwardReturn1D": -0.0032775963003592503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 61,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008036392117338495,
        "5": -0.003801193981690465,
        "10": -0.00808411617079584
      }
    },
    {
      "topN": 4,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.4020618556701031,
        "5": 0.3978494623655914,
        "10": 0.3707865168539326
      },
      "hitRate1D": 0.4020618556701031,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.011206181443863669,
      "eligibleDays": 368,
      "fitnessScore": -0.6356044647989756,
      "lookbackDays": 21,
      "returnLift1D": -0.0028754023379539513,
      "hitRateLift1D": -0.10065553563424467,
      "portfolioSize": 4,
      "activationRate": 0.26358695652173914,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.45604395604395603,
        "10": 0.415041782729805
      },
      "sampleConfidence": 0.9917525773195877,
      "shadowSharpeLike": -1.8472098222886486,
      "avgForwardReturns": {
        "1": -0.0037435705013952195,
        "5": -0.006728210481383077,
        "10": -0.008223044457098821
      },
      "shadowMaxDrawdown": -0.33529432307452045,
      "shadowTotalReturn": -0.32954553516271934,
      "avgForwardReturn1D": -0.0037435705013952195,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-18",
        "2025-04-03",
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008681681634412681,
        "5": -0.00404476057756666,
        "10": -0.008070965622473471
      }
    },
    {
      "topN": 5,
      "ticker": "ADSK",
      "hitRates": {
        "1": 0.4020618556701031,
        "5": 0.3978494623655914,
        "10": 0.3707865168539326
      },
      "hitRate1D": 0.4020618556701031,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.011206181443863669,
      "eligibleDays": 368,
      "fitnessScore": -0.6356044647989756,
      "lookbackDays": 21,
      "returnLift1D": -0.0028754023379539513,
      "hitRateLift1D": -0.10065553563424467,
      "portfolioSize": 5,
      "activationRate": 0.26358695652173914,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.45604395604395603,
        "10": 0.415041782729805
      },
      "sampleConfidence": 0.9917525773195877,
      "shadowSharpeLike": -1.8472098222886486,
      "avgForwardReturns": {
        "1": -0.0037435705013952195,
        "5": -0.006728210481383077,
        "10": -0.008223044457098821
      },
      "shadowMaxDrawdown": -0.33529432307452045,
      "shadowTotalReturn": -0.32954553516271934,
      "avgForwardReturn1D": -0.0037435705013952195,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-11",
        "2025-02-18",
        "2025-04-03",
        "2025-04-04",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008681681634412681,
        "5": -0.00404476057756666,
        "10": -0.008070965622473471
      }
    }
  ],
  "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": 0.07259439358708929,
      "fitnessScore": -0.21045073077628,
      "lookbackDays": 14,
      "returnLift1D": -0.0009657455012307321,
      "activationRate": 0.2773333333333333,
      "activationCount": 104,
      "sampleConfidence": 0.992948717948718,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.2007719853655754,
      "avgForwardReturn1D": -0.0017693847129645816
    },
    {
      "comboQuality": 0.07395403821591996,
      "fitnessScore": -0.20604561608690097,
      "lookbackDays": 21,
      "returnLift1D": -0.0011733319257063819,
      "activationRate": 0.14130434782608695,
      "activationCount": 52,
      "sampleConfidence": 0.985897435897436,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.11383744390589445,
      "avgForwardReturn1D": -0.00204150008914765
    },
    {
      "comboQuality": 0.17102683605660396,
      "fitnessScore": 0.0027591933800285365,
      "lookbackDays": 30,
      "returnLift1D": 0.0010702045456891936,
      "activationRate": 0.1392757660167131,
      "activationCount": 50,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.003703241777687105,
      "avgForwardReturn1D": 0.00020990156926472325
    },
    {
      "comboQuality": 0.2553925998140998,
      "fitnessScore": 0.11458787105500437,
      "lookbackDays": 45,
      "returnLift1D": 0.0021822078384197406,
      "activationRate": 0.07267441860465117,
      "activationCount": 25,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.04286071555654836,
      "avgForwardReturn1D": 0.001850709944888731
    },
    {
      "comboQuality": 0.19249522256813192,
      "fitnessScore": 0.034546920121443676,
      "lookbackDays": 63,
      "returnLift1D": 0.0013824705746174524,
      "activationRate": 0.11042944785276074,
      "activationCount": 36,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.02750282080700739,
      "avgForwardReturn1D": 0.0009169410305429615
    }
  ],
  "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": "e128b3f27e243d3d7c4334633fde941c3f7f1a4f2cdb996a1d2adb4ed49470b6",
    "size": 13,
    "members": [
      "ADSK",
      "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
0.593
Liquidity
0.944
Momentum
0.365
Relative strength
0.166
Trend quality
0.527
Stability
0.545
Aggression
0.452
Downside risk
0.461
Drawdown state
0.446
Quality momentum
0.375
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.985
Beta 1y Profile Score
0.234
Beta 3m Profile Score
0.019
Beta Change Score
0.232
Correlation Change Score
0.401
Current Drawdown Score
0.398
Days Since 52w High Score
0.833
Distance From 52w High Score
0.443
Distance From Sma 20 Score
0.577
Distance From Sma 200 Score
0.163
Distance From Sma 50 Score
0.396
Downside Volatility 1m Score
0.611
Downside Volatility 1y Score
0.437
Downside Volatility 2y Score
0.376
Downside Volatility 3m Score
0.529
Downside Volatility 5y Score
0.421
Downside Volatility 6m Score
0.545
Drawdown Recovery Score
0.630
Excess Return 1m Score
0.339
Excess Return 1y Score
0
Excess Return 3m Score
0.188
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.466
Log Avg Dollar Volume 20d Score
0.944
Log Market Cap Score
0.593
Drawdown Score 1m
0.351
Drawdown Score 1y
0.345
Drawdown Score 2y
0.468
Drawdown Score 3m
0.369
Drawdown Score 5y
0.480
Drawdown Score 6m
0.344
Momentum Acceleration 1m Vs 3m Score
0.350
Momentum Acceleration 3m Vs 6m Score
0.579
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.617
Relative Strength Slope 3m Score
0.207
Relative Volume 20d Score
0.387
Return 1m Score
0.384
Return 1w Score
0.516
Return 1y Score
0.299
Return 2y Score
0.240
Return 3m Score
0.407
Return 5y Score
0.055
Return 6m Score
0.258
Return Skewness 1y Score
0.481
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.041
Sharpe 1y Score
0.210
Sharpe 2y Score
0.375
Sharpe 3m Score
0.294
Sharpe 5y Score
0.397
Sharpe 6m Score
0.106
Sortino 1m Score
0.184
Sortino 1y Score
0.266
Sortino 2y Score
0.361
Sortino 3m Score
0.313
Sortino 5y Score
0.373
Sortino 6m Score
0.211
Trend R2 1m Score
0.000
Trend R2 1w Score
0.002
Trend R2 1y Score
0.763
Trend R2 2y Score
0.113
Trend R2 3m Score
0.545
Trend R2 5y Score
0.096
Trend R2 6m Score
0.549
Trend Slope 1m Score
0.498
Trend Slope 1w Score
0.514
Trend Slope 1y Score
0.393
Trend Slope 2y Score
0.483
Trend Slope 3m Score
0.281
Trend Slope 5y Score
0.509
Trend Slope 6m Score
0.384
Volatility 1m Score
0.510
Volatility 1w Score
0.354
Volatility 1y Score
0.394
Volatility 2y Score
0.348
Volatility 3m Score
0.489
Volatility 5y Score
0.405
Volatility 6m Score
0.480
Worst Day 1y Score
0.645
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
681,090,151.615
Best Day 1y
0.091
Beta To Benchmark 1y
0.584
Beta 3m
0.048
Beta Change
-0.536
Beta To Sector 1y
0.166
Correlation To Benchmark 1y
0.212
Correlation 3m
0.015
Correlation Change
-0.197
Correlation To Sector 1y
0.117
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.985
Beta 1y Profile Score
0.234
Beta 3m Profile Score
0.019
Beta Change Score
0.232
Correlation Change Score
0.401
Current Drawdown Score
0.398
Distance From Sma 20 Score
0.577
Distance From Sma 200 Score
0.163
Current Drawdown
-0.391
Days Since 52w High
210
Distance From 52w High
-0.362
Distance From Sma 20
0.046
Distance From Sma 200
-0.202
Distance From Sma 50
-0.063
Downside Capture 1y
1.048
Downside Volatility 1m
0.508
Downside Volatility 1w
-
Downside Volatility 1y
0.378
Downside Volatility 2y
0.332
Downside Volatility 3m
0.447
Downside Volatility 5y
0.365
Downside Volatility 6m
0.459
Drawdown Recovery
0.259
Excess Return 1m
-0.097
Excess Return 1y
-0.545
Excess Return 3m
-0.187
Excess Return 6m
-0.391
Expected Shortfall 95 1y
-0.053
Market Cap
44,978,162,270.13
Max Drawdown 1m
-0.162
Max Drawdown 1w
-0.030
Max Drawdown 1y
-0.426
Max Drawdown 2y
-0.426
Max Drawdown 3m
-0.252
Max Drawdown 5y
-0.520
Max Drawdown 6m
-0.361
Momentum Acceleration 1m Vs 3m
-0.045
Momentum Acceleration 3m Vs 6m
0.024
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.005
Relative Volume 20d
1.344
Return 1m
-0.070
Return 1w
0.005
Return 1y
-0.322
Return 2y
-0.159
Return 3m
-0.074
Return 5y
-0.290
Return 6m
-0.290
Return Skewness 1y
-0.116
Sector Excess Return 1y
-0.770
Sharpe 1m
-1.794
Sharpe 1y
-0.949
Sharpe 2y
-0.123
Sharpe 3m
-0.532
Sharpe 5y
-0.016
Sharpe 6m
-1.468
Sortino 1m
-1.526
Sortino 1y
-0.868
Sortino 2y
-0.115
Sortino 3m
-0.497
Sortino 5y
-0.016
Sortino 6m
-1.310
Trend R2 1m
0.000
Trend R2 1w
0.002
Trend R2 1y
0.763
Trend R2 2y
0.113
Trend R2 3m
0.545
Trend R2 5y
0.096
Trend R2 6m
0.549
Trend 1m
-0.000
Trend 1w
0.000
Trend 1y
-0.002
Trend 2y
-0.000
Trend 3m
-0.004
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.529
Value At Risk 95 1y
-0.041
Volatility 1m
0.432
Volatility 1w
0.316
Volatility 1y
0.345
Volatility 2y
0.311
Volatility 3m
0.417
Volatility 5y
0.353
Volatility 6m
0.410
Worst Day 1y
-0.071
Distance From Sma 50 Score
0.396
Downside Volatility 1y Score
0.437
Downside Volatility 3m Score
0.529
Drawdown Recovery Score
0.630
Excess Return 1m Score
0.339
Excess Return 1y Score
0
Excess Return 3m Score
0.188
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.466
Log Avg Dollar Volume 20d Score
0.944
Log Market Cap Score
0.593
Drawdown Score 1y
0.345
Drawdown Score 5y
0.480
Momentum Acceleration 1m Vs 3m Score
0.350
Momentum Acceleration 3m Vs 6m Score
0.579
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.617
Relative Volume 20d Score
0.387
Return 1m Score
0.384
Return 1y Score
0.299
Return 3m Score
0.407
Return 6m Score
0.258
Return Skewness 1y Score
0.481
Sortino 1y Score
0.266
Sortino 3m Score
0.313
Trend R2 1y Score
0.763
Trend R2 3m Score
0.545
Trend Slope 1y Score
0.393
Trend Slope 3m Score
0.281
Volatility 1y Score
0.394
Volatility 3m Score
0.489