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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

ADUS

Health Care | v2 | as of 2026-07-10
Close

Research Detail

ADUS

ADUS

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
0.410
Correlation To Benchmark 1y
0.167
Inverse To Benchmark 1y
0.833
Drawdown Score 1m
0.945
Drawdown Score 3m
0.710
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
0.550
Drawdown Score 1y
0.571
Drawdown Score 2y
0.564
Drawdown Score 5y
0.651
Return 1w
0.029
Return 1m
0.167
Return 3m
0.166
Return 6m
-0.041
Return 1y
-0.054
Return 2y
-0.081
Return 5y
0.216
Sharpe 1m
10.181
Sharpe 3m
2.510
Sharpe 6m
-0.121
Sharpe 1y
-0.027
Sharpe 2y
0.009
Sharpe 5y
0.291
Trend 1w
0.007
Trend 1m
0.008
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
-0.001
Trend 5y
0.000
Volatility 1w
0.262
Volatility 1m
0.185
Volatility 3m
0.259
Volatility 6m
0.303
Volatility 1y
0.308
Volatility 2y
0.298
Volatility 5y
0.346
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
ADUS
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
Health Care
Sector Benchmark Ticker
XLV
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
0.358
Aptet Fit Raw Score
0.383
Aptet Fit Confidence
0.869
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.363
Force Fit Raw Score
0.386
Force Fit Confidence
0.878
Force Fit Label
weak
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",
      "ADUS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ADUS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "ADUS",
    "hitRates": {
      "1": 0.5930232558139535,
      "5": 0.47560975609756095,
      "10": 0.5194805194805194
    },
    "hitRate1D": 0.5930232558139535,
    "comboQuality": 0.8063591755584514,
    "eligibleDays": 330,
    "fitnessScore": 0.6638353345217637,
    "lookbackDays": 30,
    "returnLift1D": 0.002861556459825834,
    "hitRateLift1D": 0.08238495794161316,
    "activationRate": 0.2636363636363636,
    "activationCount": 87,
    "baselineHitRates": {
      "1": 0.5106382978723404,
      "5": 0.5076923076923077,
      "10": 0.471875
    },
    "sampleConfidence": 0.9877394636015326,
    "shadowSharpeLike": 1.424079724047,
    "avgForwardReturns": {
      "1": 0.003417441896421338,
      "5": 0.005416204585209155,
      "10": 0.011539876682818962
    },
    "shadowMaxDrawdown": -0.11503050691175454,
    "shadowTotalReturn": 0.30654036461252154,
    "avgForwardReturn1D": 0.003417441896421338,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-09",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 86,
      "5": 82,
      "10": 77
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005558854365955038,
      "5": 0.002539551311394304,
      "10": 0.0047822049305093406
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8063591755584514,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2366320488989419,
    "bestRawFitnessScore": 0.6638353345217637,
    "upperQuartileComboQuality": 0.39326764814384174
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.35841340386297355,
    "rawScore": 0.38349618629603377,
    "confidence": 0.8691888820312911,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.1504399171592131,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.3478628918336444,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5930232558139535,
        "5": 0.47560975609756095,
        "10": 0.5194805194805194
      },
      "hitRate1D": 0.5930232558139535,
      "comboQuality": 0.8063591755584514,
      "eligibleDays": 330,
      "fitnessScore": 0.6638353345217637,
      "lookbackDays": 30,
      "returnLift1D": 0.002861556459825834,
      "hitRateLift1D": 0.08238495794161316,
      "activationRate": 0.2636363636363636,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5076923076923077,
        "10": 0.471875
      },
      "sampleConfidence": 0.9877394636015326,
      "shadowSharpeLike": 1.424079724047,
      "avgForwardReturns": {
        "1": 0.003417441896421338,
        "5": 0.005416204585209155,
        "10": 0.011539876682818962
      },
      "shadowMaxDrawdown": -0.11503050691175454,
      "shadowTotalReturn": 0.30654036461252154,
      "avgForwardReturn1D": 0.003417441896421338,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 82,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005558854365955038,
        "5": 0.002539551311394304,
        "10": 0.0047822049305093406
      }
    },
    {
      "topN": 5,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.4787234042553192,
        "10": 0.5056179775280899
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.6612324156798449,
      "eligibleDays": 330,
      "fitnessScore": 0.49713404419898977,
      "lookbackDays": 30,
      "returnLift1D": 0.0018113432229163804,
      "hitRateLift1D": 0.06079027355623101,
      "activationRate": 0.3,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5076923076923077,
        "10": 0.471875
      },
      "sampleConfidence": 0.9892255892255892,
      "shadowSharpeLike": 0.9879805392415433,
      "avgForwardReturns": {
        "1": 0.002367228659511884,
        "5": 0.004835159801081226,
        "10": 0.007955747401277653
      },
      "shadowMaxDrawdown": -0.18254248790663097,
      "shadowTotalReturn": 0.22214680573095702,
      "avgForwardReturn1D": 0.002367228659511884,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 94,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005558854365955038,
        "5": 0.002539551311394304,
        "10": 0.0047822049305093406
      }
    },
    {
      "topN": 3,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5675675675675675,
        "5": 0.4857142857142857,
        "10": 0.5230769230769231
      },
      "hitRate1D": 0.5675675675675675,
      "comboQuality": 0.6448999746517005,
      "eligibleDays": 330,
      "fitnessScore": 0.48127305738315024,
      "lookbackDays": 30,
      "returnLift1D": 0.0023605901544626424,
      "hitRateLift1D": 0.05692926969522716,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5076923076923077,
        "10": 0.471875
      },
      "sampleConfidence": 0.9857777777777779,
      "shadowSharpeLike": 1.122960597949501,
      "avgForwardReturns": {
        "1": 0.0029164755910581464,
        "5": 0.007605329494592621,
        "10": 0.013089486699123269
      },
      "shadowMaxDrawdown": -0.1266268605251779,
      "shadowTotalReturn": 0.2113074931288459,
      "avgForwardReturn1D": 0.0029164755910581464,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 74,
        "5": 70,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005558854365955038,
        "5": 0.002539551311394304,
        "10": 0.0047822049305093406
      }
    },
    {
      "topN": 2,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5789473684210527,
        "5": 0.49056603773584906,
        "10": 0.5625
      },
      "hitRate1D": 0.5789473684210527,
      "comboQuality": 0.5412449477210284,
      "eligibleDays": 330,
      "fitnessScore": 0.38637821711880665,
      "lookbackDays": 30,
      "returnLift1D": 0.0020238641854638285,
      "hitRateLift1D": 0.06830907054871227,
      "activationRate": 0.17575757575757575,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5076923076923077,
        "10": 0.471875
      },
      "sampleConfidence": 0.981609195402299,
      "shadowSharpeLike": 0.9153999144597469,
      "avgForwardReturns": {
        "1": 0.0025797496220593325,
        "5": 0.007998974172685431,
        "10": 0.014818714205406827
      },
      "shadowMaxDrawdown": -0.1075515257636489,
      "shadowTotalReturn": 0.14063670375464055,
      "avgForwardReturn1D": 0.0025797496220593325,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005558854365955038,
        "5": 0.002539551311394304,
        "10": 0.0047822049305093406
      }
    },
    {
      "topN": 2,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5625,
        "5": 0.7142857142857143,
        "10": 0.8333333333333334
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.49538681929219397,
      "eligibleDays": 315,
      "fitnessScore": 0.34594028577911645,
      "lookbackDays": 45,
      "returnLift1D": 0.0029721321203825743,
      "hitRateLift1D": 0.056130573248407645,
      "activationRate": 0.10476190476190476,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5129032258064516,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9696969696969697,
      "shadowSharpeLike": 1.034926667875308,
      "avgForwardReturns": {
        "1": 0.0035709864261508975,
        "5": 0.018294005557401342,
        "10": 0.025108889104832482
      },
      "shadowMaxDrawdown": -0.04081980198411772,
      "shadowTotalReturn": 0.11309641035003759,
      "avgForwardReturn1D": 0.0035709864261508975,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 28,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005988543057683233,
        "5": 0.0026889669393024645,
        "10": 0.004268745106369406
      }
    },
    {
      "topN": 5,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5443037974683544,
        "5": 0.5466666666666666,
        "10": 0.5
      },
      "hitRate1D": 0.5443037974683544,
      "comboQuality": 0.35922792442772433,
      "eligibleDays": 315,
      "fitnessScore": 0.2226823164651979,
      "lookbackDays": 45,
      "returnLift1D": 0.0005015935220200309,
      "hitRateLift1D": 0.03793437071676209,
      "activationRate": 0.25396825396825395,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5129032258064516,
        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.9866666666666667,
      "shadowSharpeLike": 0.38616365498299193,
      "avgForwardReturns": {
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        "10": 0.45901639344262296
      },
      "sampleConfidence": 0.981609195402299,
      "shadowSharpeLike": -0.21276513099172065,
      "avgForwardReturns": {
        "1": -0.000337405800340413,
        "5": 0.005800675435249601,
        "10": 0.006388555153879237
      },
      "shadowMaxDrawdown": -0.1780419826508317,
      "shadowTotalReturn": -0.0413234576149597,
      "avgForwardReturn1D": -0.000337405800340413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005988543057683233,
        "5": 0.0026889669393024645,
        "10": 0.004268745106369406
      }
    },
    {
      "topN": 4,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.48148148148148145,
        "10": 0.44660194174757284
      },
      "hitRate1D": 0.5357142857142857,
      "comboQuality": 0.087326744726665,
      "eligibleDays": 352,
      "fitnessScore": -0.16627865652891893,
      "lookbackDays": 14,
      "returnLift1D": -0.0018421520929057327,
      "hitRateLift1D": 0.030000000000000027,
      "activationRate": 0.3210227272727273,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5057142857142857,
        "5": 0.5057803468208093,
        "10": 0.4824561403508772
      },
      "sampleConfidence": 0.9905604719764012,
      "shadowSharpeLike": -0.6366504115119838,
      "avgForwardReturns": {
        "1": -0.0013270724961570782,
        "5": -0.004098994906433116,
        "10": -0.001953985381017402
      },
      "shadowMaxDrawdown": -0.3360952712365347,
      "shadowTotalReturn": -0.17389271203708334,
      "avgForwardReturn1D": -0.0013270724961570782,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005150795967486545,
        "5": 0.0029940104705618743,
        "10": 0.00448436922421398
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    },
    {
      "topN": 3,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5252525252525253,
        "5": 0.4631578947368421,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.5252525252525253,
      "comboQuality": 0.08002314496382681,
      "eligibleDays": 352,
      "fitnessScore": -0.18724717360120297,
      "lookbackDays": 14,
      "returnLift1D": -0.001955747581753935,
      "hitRateLift1D": 0.019538239538239632,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5057142857142857,
        "5": 0.5057803468208093,
        "10": 0.4824561403508772
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      "sampleConfidence": 0.9893333333333334,
      "shadowSharpeLike": -0.6594465011555635,
      "avgForwardReturns": {
        "1": -0.0014406679850052803,
        "5": -0.00483984735453336,
        "10": -0.002769182869434206
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      "shadowMaxDrawdown": -0.31558344844470954,
      "shadowTotalReturn": -0.16721184789420107,
      "avgForwardReturn1D": -0.0014406679850052803,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005150795967486545,
        "5": 0.0029940104705618743,
        "10": 0.00448436922421398
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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": 0.21580548929923882,
      "fitnessScore": 0.06613848789296019,
      "lookbackDays": 14,
      "returnLift1D": -0.0006097973066662021,
      "activationRate": 0.21306818181818182,
      "activationCount": 75,
      "sampleConfidence": 0.9857777777777779,
      "shadowTotalReturn": -0.040099332422295575,
      "avgForwardReturn1D": -0.0000947177099175476
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.24888297225903222,
      "fitnessScore": 0.10699269176775739,
      "lookbackDays": 21,
      "returnLift1D": -0.0003896594606809043,
      "activationRate": 0.20058997050147492,
      "activationCount": 68,
      "sampleConfidence": 0.9843137254901961,
      "shadowTotalReturn": 0.0007186407361856606,
      "avgForwardReturn1D": 0.00040146903122526787
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8063591755584514,
      "fitnessScore": 0.6638353345217637,
      "lookbackDays": 30,
      "returnLift1D": 0.002861556459825834,
      "activationRate": 0.2636363636363636,
      "activationCount": 87,
      "sampleConfidence": 0.9877394636015326,
      "shadowTotalReturn": 0.30654036461252154,
      "avgForwardReturn1D": 0.003417441896421338
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.49538681929219397,
      "fitnessScore": 0.34594028577911645,
      "lookbackDays": 45,
      "returnLift1D": 0.0029721321203825743,
      "activationRate": 0.10476190476190476,
      "activationCount": 33,
      "sampleConfidence": 0.9696969696969697,
      "shadowTotalReturn": 0.11309641035003759,
      "avgForwardReturn1D": 0.0035709864261508975
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.3444602440682005,
      "fitnessScore": 0.20843434077914108,
      "lookbackDays": 63,
      "returnLift1D": 0.000732610465256527,
      "activationRate": 0.18518518518518517,
      "activationCount": 55,
      "sampleConfidence": 0.9806060606060607,
      "shadowTotalReturn": 0.03977458449911864,
      "avgForwardReturn1D": 0.0009214074302158399
    }
  ],
  "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": "fd716cd4da29df96fab0eb5ee2c0e1929496c2df20aab37b380e28213996c880",
    "size": 13,
    "members": [
      "ADUS",
      "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",
      "ADUS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ADUS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ADUS",
    "hitRates": {
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      "5": 0.47560975609756095,
      "10": 0.5194805194805194
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    "hitRate1D": 0.5930232558139535,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.7985130459329973,
    "eligibleDays": 359,
    "fitnessScore": 0.6529458674803656,
    "lookbackDays": 30,
    "returnLift1D": 0.0032565294736672528,
    "hitRateLift1D": 0.09441601347412065,
    "portfolioSize": 4,
    "activationRate": 0.2395543175487465,
    "activationCount": 86,
    "baselineHitRates": {
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      "5": 0.5014084507042254,
      "10": 0.4714285714285714
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    "sampleConfidence": 0.9899224806201551,
    "shadowSharpeLike": 1.3650727936234177,
    "avgForwardReturns": {
      "1": 0.003417441896421338,
      "5": 0.005416204585209155,
      "10": 0.011539876682818962
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    "shadowMaxDrawdown": -0.11503050691175454,
    "shadowTotalReturn": 0.30654036461252154,
    "avgForwardReturn1D": 0.003417441896421338,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-09",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 86,
      "5": 82,
      "10": 77
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    "baselineAvgForwardReturns": {
      "1": 0.00016091242275408527,
      "5": 0.0008845430920617541,
      "10": 0.003116008449308917
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7985130459329973,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21758771278288308,
    "bestRawFitnessScore": 0.6529458674803656,
    "upperQuartileComboQuality": 0.3751368987668018
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3625007189407911,
    "rawScore": 0.3860844322264415,
    "confidence": 0.8778313171051747,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.15036272649755922,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.42744082765819125,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ADUS",
      "hitRates": {
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        "5": 0.47560975609756095,
        "10": 0.5194805194805194
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      "hitRate1D": 0.5930232558139535,
      "rankWeights": [
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      "comboQuality": 0.7985130459329973,
      "eligibleDays": 359,
      "fitnessScore": 0.6529458674803656,
      "lookbackDays": 30,
      "returnLift1D": 0.0032565294736672528,
      "hitRateLift1D": 0.09441601347412065,
      "portfolioSize": 4,
      "activationRate": 0.2395543175487465,
      "activationCount": 86,
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      "sampleConfidence": 0.9899224806201551,
      "shadowSharpeLike": 1.3650727936234177,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.11503050691175454,
      "shadowTotalReturn": 0.30654036461252154,
      "avgForwardReturn1D": 0.003417441896421338,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 86,
        "5": 82,
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      "baselineAvgForwardReturns": {
        "1": 0.00016091242275408527,
        "5": 0.0008845430920617541,
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.47560975609756095,
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      "hitRate1D": 0.5930232558139535,
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      "comboQuality": 0.7985130459329973,
      "eligibleDays": 359,
      "fitnessScore": 0.6529458674803656,
      "lookbackDays": 30,
      "returnLift1D": 0.0032565294736672528,
      "hitRateLift1D": 0.09441601347412065,
      "portfolioSize": 5,
      "activationRate": 0.2395543175487465,
      "activationCount": 86,
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      "sampleConfidence": 0.9899224806201551,
      "shadowSharpeLike": 1.3650727936234177,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.11503050691175454,
      "shadowTotalReturn": 0.30654036461252154,
      "avgForwardReturn1D": 0.003417441896421338,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-09",
        "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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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "sampleConfidence": 0.9882882882882884,
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    },
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      "comboQuality": 0.5341607251414147,
      "eligibleDays": 359,
      "fitnessScore": 0.38010834336156524,
      "lookbackDays": 30,
      "returnLift1D": 0.0024188371993052473,
      "hitRateLift1D": 0.08034012608121976,
      "portfolioSize": 2,
      "activationRate": 0.15877437325905291,
      "activationCount": 57,
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      "sampleConfidence": 0.984795321637427,
      "shadowSharpeLike": 0.8776380129519998,
      "avgForwardReturns": {
        "1": 0.0025797496220593325,
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      "shadowMaxDrawdown": -0.1075515257636489,
      "shadowTotalReturn": 0.14063670375464055,
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      "riskOffActivations": 0,
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        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "ADUS",
      "hitRates": {
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      "hitRate1D": 0.5625,
      "rankWeights": [
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      "comboQuality": 0.4875225647134042,
      "eligibleDays": 344,
      "fitnessScore": 0.33901757681730627,
      "lookbackDays": 45,
      "returnLift1D": 0.0029073094803308405,
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      "hitRateLift1D": 0.00005099959200327575,
      "portfolioSize": 4,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5147058823529411,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.984795321637427,
      "shadowSharpeLike": -0.2036251903962659,
      "avgForwardReturns": {
        "1": -0.000337405800340413,
        "5": 0.005800675435249601,
        "10": 0.006388555153879237
      },
      "shadowMaxDrawdown": -0.1780419826508317,
      "shadowTotalReturn": -0.0413234576149597,
      "avgForwardReturn1D": -0.000337405800340413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006636769458200569,
        "5": 0.0035683479418639925,
        "10": 0.007047567948702652
      }
    },
    {
      "topN": 5,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5087719298245614,
        "5": 0.5849056603773585,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5087719298245614,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1447670169326645,
      "eligibleDays": 344,
      "fitnessScore": -0.040774616373150975,
      "lookbackDays": 45,
      "returnLift1D": -0.00100108274616047,
      "hitRateLift1D": 0.00005099959200327575,
      "portfolioSize": 5,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5147058823529411,
        "10": 0.4925373134328358
      },
      "sampleConfidence": 0.984795321637427,
      "shadowSharpeLike": -0.2036251903962659,
      "avgForwardReturns": {
        "1": -0.000337405800340413,
        "5": 0.005800675435249601,
        "10": 0.006388555153879237
      },
      "shadowMaxDrawdown": -0.1780419826508317,
      "shadowTotalReturn": -0.0413234576149597,
      "avgForwardReturn1D": -0.000337405800340413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 53,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006636769458200569,
        "5": 0.0035683479418639925,
        "10": 0.007047567948702652
      }
    },
    {
      "topN": 4,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5304347826086957,
        "5": 0.46846846846846846,
        "10": 0.4339622641509434
      },
      "hitRate1D": 0.5304347826086957,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.07072813013136853,
      "eligibleDays": 375,
      "fitnessScore": -0.2166227533739183,
      "lookbackDays": 14,
      "returnLift1D": -0.001430523128041457,
      "hitRateLift1D": 0.03710144927536235,
      "portfolioSize": 4,
      "activationRate": 0.30666666666666664,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.4797843665768194,
        "10": 0.45081967213114754
      },
      "sampleConfidence": 0.9924637681159421,
      "shadowSharpeLike": -0.7252543933711033,
      "avgForwardReturns": {
        "1": -0.0015766805284104912,
        "5": -0.0055134241567755616,
        "10": -0.005359125879903257
      },
      "shadowMaxDrawdown": -0.34124464297300894,
      "shadowTotalReturn": -0.2021961299905376,
      "avgForwardReturn1D": -0.0015766805284104912,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": -0.00014615740036903415,
        "5": -0.0010512746607107082,
        "10": -0.0018535282336756959
      }
    },
    {
      "topN": 5,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5304347826086957,
        "5": 0.46846846846846846,
        "10": 0.4339622641509434
      },
      "hitRate1D": 0.5304347826086957,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.07072813013136853,
      "eligibleDays": 375,
      "fitnessScore": -0.2166227533739183,
      "lookbackDays": 14,
      "returnLift1D": -0.001430523128041457,
      "hitRateLift1D": 0.03710144927536235,
      "portfolioSize": 5,
      "activationRate": 0.30666666666666664,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.4797843665768194,
        "10": 0.45081967213114754
      },
      "sampleConfidence": 0.9924637681159421,
      "shadowSharpeLike": -0.7252543933711033,
      "avgForwardReturns": {
        "1": -0.0015766805284104912,
        "5": -0.0055134241567755616,
        "10": -0.005359125879903257
      },
      "shadowMaxDrawdown": -0.34124464297300894,
      "shadowTotalReturn": -0.2021961299905376,
      "avgForwardReturn1D": -0.0015766805284104912,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 111,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": -0.00014615740036903415,
        "5": -0.0010512746607107082,
        "10": -0.0018535282336756959
      }
    },
    {
      "topN": 3,
      "ticker": "ADUS",
      "hitRates": {
        "1": 0.5247524752475248,
        "5": 0.4536082474226804,
        "10": 0.43478260869565216
      },
      "hitRate1D": 0.5247524752475248,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.06769141310245416,
      "eligibleDays": 375,
      "fitnessScore": -0.22699499600895212,
      "lookbackDays": 14,
      "returnLift1D": -0.0015433870077921795,
      "hitRateLift1D": 0.03141914191419143,
      "portfolioSize": 3,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.49333333333333335,
        "5": 0.4797843665768194,
        "10": 0.45081967213114754
      },
      "sampleConfidence": 0.9914191419141914,
      "shadowSharpeLike": -0.7384015960520903,
      "avgForwardReturns": {
        "1": -0.0016895444081612137,
        "5": -0.0058861439889438235,
        "10": -0.005357881704526073
      },
      "shadowMaxDrawdown": -0.3184048824161422,
      "shadowTotalReturn": -0.19279881239673702,
      "avgForwardReturn1D": -0.0016895444081612137,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-29",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": -0.00014615740036903415,
        "5": -0.0010512746607107082,
        "10": -0.0018535282336756959
      }
    }
  ],
  "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": 0.21393251011491463,
      "fitnessScore": 0.06369594641492919,
      "lookbackDays": 14,
      "returnLift1D": 0.00005143969045148656,
      "activationRate": 0.19733333333333333,
      "activationCount": 74,
      "sampleConfidence": 0.9882882882882884,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.040099332422295575,
      "avgForwardReturn1D": -0.0000947177099175476
    },
    {
      "comboQuality": 0.24708529770102355,
      "fitnessScore": 0.10487196687451493,
      "lookbackDays": 21,
      "returnLift1D": 0.0005112275790751553,
      "activationRate": 0.18206521739130435,
      "activationCount": 67,
      "sampleConfidence": 0.9870646766169155,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0007186407361856606,
      "avgForwardReturn1D": 0.00040146903122526787
    },
    {
      "comboQuality": 0.7985130459329973,
      "fitnessScore": 0.6529458674803656,
      "lookbackDays": 30,
      "returnLift1D": 0.0032565294736672528,
      "activationRate": 0.2395543175487465,
      "activationCount": 86,
      "sampleConfidence": 0.9899224806201551,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.30654036461252154,
      "avgForwardReturn1D": 0.003417441896421338
    },
    {
      "comboQuality": 0.4875225647134042,
      "fitnessScore": 0.33901757681730627,
      "lookbackDays": 45,
      "returnLift1D": 0.0029073094803308405,
      "activationRate": 0.09302325581395349,
      "activationCount": 32,
      "sampleConfidence": 0.9750000000000001,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.11309641035003759,
      "avgForwardReturn1D": 0.0035709864261508975
    },
    {
      "comboQuality": 0.3316215753493956,
      "fitnessScore": 0.1958107930536547,
      "lookbackDays": 63,
      "returnLift1D": 0.00043563557786915636,
      "activationRate": 0.1656441717791411,
      "activationCount": 54,
      "sampleConfidence": 0.9839506172839507,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.03977458449911864,
      "avgForwardReturn1D": 0.0009214074302158399
    }
  ],
  "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": "fd716cd4da29df96fab0eb5ee2c0e1929496c2df20aab37b380e28213996c880",
    "size": 13,
    "members": [
      "ADUS",
      "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
0.293
Liquidity
0.482
Momentum
0.672
Relative strength
0.465
Trend quality
0.418
Stability
0.620
Aggression
0.409
Downside risk
0.605
Drawdown state
0.742
Quality momentum
0.543
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.833
Benchmark Independence 3m Score
0.973
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0.022
Beta Change Score
0.322
Correlation Change Score
0.430
Current Drawdown Score
0.686
Days Since 52w High Score
0.687
Distance From 52w High Score
0.818
Distance From Sma 20 Score
0.648
Distance From Sma 200 Score
0.542
Distance From Sma 50 Score
0.707
Downside Volatility 1m Score
0.093
Downside Volatility 1y Score
0.345
Downside Volatility 2y Score
0.338
Downside Volatility 3m Score
0.271
Downside Volatility 5y Score
0.417
Downside Volatility 6m Score
0.389
Drawdown Recovery Score
0.899
Excess Return 1m Score
0.734
Excess Return 1y Score
0.038
Excess Return 3m Score
0.589
Excess Return 6m Score
0.265
Expected Shortfall 95 1y Score
0.568
Log Avg Dollar Volume 20d Score
0.482
Log Market Cap Score
0.293
Drawdown Score 1m
0.945
Drawdown Score 1y
0.571
Drawdown Score 2y
0.564
Drawdown Score 3m
0.710
Drawdown Score 5y
0.651
Drawdown Score 6m
0.550
Momentum Acceleration 1m Vs 3m Score
0.873
Momentum Acceleration 3m Vs 6m Score
0.707
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.489
Relative Volume 20d Score
0.291
Return 1m Score
0.779
Return 1w Score
0.596
Return 1y Score
0.466
Return 2y Score
0.263
Return 3m Score
0.708
Return 5y Score
0.094
Return 6m Score
0.466
Return Skewness 1y Score
0.464
Sector Excess Return 1y Score
0.063
Sharpe 1m Score
1
Sharpe 1y Score
0.395
Sharpe 2y Score
0.402
Sharpe 3m Score
0.902
Sharpe 5y Score
0.458
Sharpe 6m Score
0.376
Sortino 1m Score
1
Sortino 1y Score
0.372
Sortino 2y Score
0.376
Sortino 3m Score
0.695
Sortino 5y Score
0.410
Sortino 6m Score
0.362
Trend R2 1m Score
0.905
Trend R2 1w Score
0.715
Trend R2 1y Score
0.584
Trend R2 2y Score
0.483
Trend R2 3m Score
0.164
Trend R2 5y Score
0.340
Trend R2 6m Score
0.423
Trend Slope 1m Score
1
Trend Slope 1w Score
0.959
Trend Slope 1y Score
0.445
Trend Slope 2y Score
0.468
Trend Slope 3m Score
0.563
Trend Slope 5y Score
0.514
Trend Slope 6m Score
0.423
Volatility 1m Score
0.179
Volatility 1w Score
0.282
Volatility 1y Score
0.344
Volatility 2y Score
0.331
Volatility 3m Score
0.278
Volatility 5y Score
0.395
Volatility 6m Score
0.337
Worst Day 1y Score
0.472
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,955,812.349
Best Day 1y
0.090
Beta To Benchmark 1y
0.410
Beta 3m
0.054
Beta Change
-0.357
Beta To Sector 1y
0.494
Correlation To Benchmark 1y
0.167
Correlation 3m
0.027
Correlation Change
-0.140
Correlation To Sector 1y
0.253
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.833
Benchmark Independence 3m Score
0.973
Beta 1y Profile Score
0.164
Beta 3m Profile Score
0.022
Beta Change Score
0.322
Correlation Change Score
0.430
Current Drawdown Score
0.686
Distance From Sma 20 Score
0.648
Distance From Sma 200 Score
0.542
Current Drawdown
-0.204
Days Since 52w High
173
Distance From 52w High
-0.118
Distance From Sma 20
0.089
Distance From Sma 200
0.025
Distance From Sma 50
0.124
Downside Capture 1y
1.396
Downside Volatility 1m
0.120
Downside Volatility 1w
-
Downside Volatility 1y
0.308
Downside Volatility 2y
0.304
Downside Volatility 3m
0.253
Downside Volatility 5y
0.363
Downside Volatility 6m
0.342
Drawdown Recovery
0.798
Excess Return 1m
0.140
Excess Return 1y
-0.277
Excess Return 3m
0.053
Excess Return 6m
-0.141
Expected Shortfall 95 1y
-0.043
Market Cap
2,044,912,812.992
Max Drawdown 1m
-0.014
Max Drawdown 1w
-0.014
Max Drawdown 1y
-0.279
Max Drawdown 2y
-0.349
Max Drawdown 3m
-0.116
Max Drawdown 5y
-0.349
Max Drawdown 6m
-0.248
Momentum Acceleration 1m Vs 3m
0.112
Momentum Acceleration 3m Vs 6m
0.062
Moving Average Alignment
0
Relative Strength Acceleration
0.009
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.087
Return 1m
0.167
Return 1w
0.029
Return 1y
-0.054
Return 2y
-0.081
Return 3m
0.166
Return 5y
0.216
Return 6m
-0.041
Return Skewness 1y
-0.218
Sector Excess Return 1y
-0.262
Sharpe 1m
10.181
Sharpe 1y
-0.027
Sharpe 2y
0.009
Sharpe 3m
2.510
Sharpe 5y
0.291
Sharpe 6m
-0.121
Sortino 1m
15.713
Sortino 1y
-0.027
Sortino 2y
0.008
Sortino 3m
2.562
Sortino 5y
0.277
Sortino 6m
-0.107
Trend R2 1m
0.905
Trend R2 1w
0.715
Trend R2 1y
0.584
Trend R2 2y
0.483
Trend R2 3m
0.164
Trend R2 5y
0.340
Trend R2 6m
0.423
Trend 1m
0.008
Trend 1w
0.007
Trend 1y
-0.001
Trend 2y
-0.001
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.554
Value At Risk 95 1y
-0.025
Volatility 1m
0.185
Volatility 1w
0.262
Volatility 1y
0.308
Volatility 2y
0.298
Volatility 3m
0.259
Volatility 5y
0.346
Volatility 6m
0.303
Worst Day 1y
-0.106
Distance From Sma 50 Score
0.707
Downside Volatility 1y Score
0.345
Downside Volatility 3m Score
0.271
Drawdown Recovery Score
0.899
Excess Return 1m Score
0.734
Excess Return 1y Score
0.038
Excess Return 3m Score
0.589
Excess Return 6m Score
0.265
Expected Shortfall 95 1y Score
0.568
Log Avg Dollar Volume 20d Score
0.482
Log Market Cap Score
0.293
Drawdown Score 1y
0.571
Drawdown Score 5y
0.651
Momentum Acceleration 1m Vs 3m Score
0.873
Momentum Acceleration 3m Vs 6m Score
0.707
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.291
Return 1m Score
0.779
Return 1y Score
0.466
Return 3m Score
0.708
Return 6m Score
0.466
Return Skewness 1y Score
0.464
Sortino 1y Score
0.372
Sortino 3m Score
0.695
Trend R2 1y Score
0.584
Trend R2 3m Score
0.164
Trend Slope 1y Score
0.445
Trend Slope 3m Score
0.563
Volatility 1y Score
0.344
Volatility 3m Score
0.278