Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

AGI

Materials | v2 | as of 2026-07-10
Close

Research Detail

AGI

AGI

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
1.553
Correlation To Benchmark 1y
0.363
Inverse To Benchmark 1y
0.637
Drawdown Score 1m
0.043
Drawdown Score 3m
0
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
0.144
Drawdown Score 1y
0.276
Drawdown Score 2y
0.412
Drawdown Score 5y
0.529
Return 1w
-0.067
Return 1m
-0.157
Return 3m
-0.374
Return 6m
-0.282
Return 1y
0.116
Return 2y
0.790
Return 5y
3.018
Sharpe 1m
-2.785
Sharpe 3m
-2.945
Sharpe 6m
-0.726
Sharpe 1y
0.476
Sharpe 2y
0.861
Sharpe 5y
0.875
Trend 1w
-0.016
Trend 1m
-0.010
Trend 3m
-0.008
Trend 6m
-0.002
Trend 1y
0.002
Trend 2y
0.002
Trend 5y
0.002
Volatility 1w
0.410
Volatility 1m
0.658
Volatility 3m
0.576
Volatility 6m
0.634
Volatility 1y
0.537
Volatility 2y
0.465
Volatility 5y
0.418
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
AGI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:59 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
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
0.616
Aptet Fit Raw Score
0.639
Aptet Fit Confidence
0.929
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.736
Force Fit Raw Score
0.759
Force Fit Confidence
0.940
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:59 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AGI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AGI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AGI",
    "hitRates": {
      "1": 0.601123595505618,
      "5": 0.5842696629213483,
      "10": 0.651685393258427
    },
    "hitRate1D": 0.601123595505618,
    "comboQuality": 0.9808089929989146,
    "eligibleDays": 297,
    "fitnessScore": 1.2154659090522644,
    "lookbackDays": 63,
    "returnLift1D": 0.0024944951633112753,
    "hitRateLift1D": 0.06396143334345583,
    "activationRate": 0.5993265993265994,
    "activationCount": 178,
    "baselineHitRates": {
      "1": 0.5371621621621622,
      "5": 0.523972602739726,
      "10": 0.5470383275261324
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3320797591579403,
    "avgForwardReturns": {
      "1": 0.0036474733363958474,
      "5": 0.012703298564460043,
      "10": 0.019703315906407365
    },
    "shadowMaxDrawdown": -0.2837111397710015,
    "shadowTotalReturn": 0.7183899245771113,
    "avgForwardReturn1D": 0.0036474733363958474,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 178,
      "5": 178,
      "10": 178
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011529781730845719,
      "5": 0.005130383800548702,
      "10": 0.00910355490703575
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9808089929989146,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3412189755838679,
    "bestRawFitnessScore": 1.2154659090522644,
    "upperQuartileComboQuality": 0.8959875519008377
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6160654095543635,
    "rawScore": 0.63875097923884,
    "confidence": 0.9289689709391614,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 63
    },
    "profileBreadth": 0.39989972634517107,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        63
      ]
    },
    "parameterStability": 0.6557257604012313,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.601123595505618,
        "5": 0.5842696629213483,
        "10": 0.651685393258427
      },
      "hitRate1D": 0.601123595505618,
      "comboQuality": 0.9808089929989146,
      "eligibleDays": 297,
      "fitnessScore": 1.2154659090522644,
      "lookbackDays": 63,
      "returnLift1D": 0.0024944951633112753,
      "hitRateLift1D": 0.06396143334345583,
      "activationRate": 0.5993265993265994,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5371621621621622,
        "5": 0.523972602739726,
        "10": 0.5470383275261324
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3320797591579403,
      "avgForwardReturns": {
        "1": 0.0036474733363958474,
        "5": 0.012703298564460043,
        "10": 0.019703315906407365
      },
      "shadowMaxDrawdown": -0.2837111397710015,
      "shadowTotalReturn": 0.7183899245771113,
      "avgForwardReturn1D": 0.0036474733363958474,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 178,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011529781730845719,
        "5": 0.005130383800548702,
        "10": 0.00910355490703575
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.592391304347826,
        "5": 0.5869565217391305,
        "10": 0.6413043478260869
      },
      "hitRate1D": 0.592391304347826,
      "comboQuality": 0.9747558124160282,
      "eligibleDays": 297,
      "fitnessScore": 1.153790032385541,
      "lookbackDays": 63,
      "returnLift1D": 0.0022483955565066943,
      "hitRateLift1D": 0.05522914218566388,
      "activationRate": 0.6195286195286195,
      "activationCount": 184,
      "baselineHitRates": {
        "1": 0.5371621621621622,
        "5": 0.523972602739726,
        "10": 0.5470383275261324
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2726951833763607,
      "avgForwardReturns": {
        "1": 0.003401373729591266,
        "5": 0.012580068825146081,
        "10": 0.01901868951926519
      },
      "shadowMaxDrawdown": -0.297371322235486,
      "shadowTotalReturn": 0.6736724367640632,
      "avgForwardReturn1D": 0.003401373729591266,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 184,
        "5": 184,
        "10": 184
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011529781730845719,
        "5": 0.005130383800548702,
        "10": 0.00910355490703575
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5815602836879432,
        "5": 0.5531914893617021,
        "10": 0.6197183098591549
      },
      "hitRate1D": 0.5815602836879432,
      "comboQuality": 0.965949834706275,
      "eligibleDays": 352,
      "fitnessScore": 1.085960943276499,
      "lookbackDays": 14,
      "returnLift1D": 0.0029167228511476134,
      "hitRateLift1D": 0.0387031408308004,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5346820809248555,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 0.9990610328638498,
      "shadowSharpeLike": 1.5448835364921363,
      "avgForwardReturns": {
        "1": 0.0040818106443041395,
        "5": 0.007021357718170347,
        "10": 0.012373308624817354
      },
      "shadowMaxDrawdown": -0.19177218619501246,
      "shadowTotalReturn": 0.6647728229505485,
      "avgForwardReturn1D": 0.0040818106443041395,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011650877931565263,
        "5": 0.0056609581448739624,
        "10": 0.009333532109555759
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5930232558139535,
        "5": 0.5813953488372093,
        "10": 0.6511627906976745
      },
      "hitRate1D": 0.5930232558139535,
      "comboQuality": 0.9534790505121423,
      "eligibleDays": 297,
      "fitnessScore": 1.0144472374970521,
      "lookbackDays": 63,
      "returnLift1D": 0.0020471517395124735,
      "hitRateLift1D": 0.05586109365179137,
      "activationRate": 0.5791245791245792,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5371621621621622,
        "5": 0.523972602739726,
        "10": 0.5470383275261324
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1483510306383473,
      "avgForwardReturns": {
        "1": 0.003200129912597045,
        "5": 0.011986083596467287,
        "10": 0.017476937285708725
      },
      "shadowMaxDrawdown": -0.28371113977100193,
      "shadowTotalReturn": 0.564571255544839,
      "avgForwardReturn1D": 0.003200129912597045,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011529781730845719,
        "5": 0.005130383800548702,
        "10": 0.00910355490703575
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5748502994011976,
        "5": 0.5209580838323353,
        "10": 0.6190476190476191
      },
      "hitRate1D": 0.5748502994011976,
      "comboQuality": 0.9056366905478973,
      "eligibleDays": 352,
      "fitnessScore": 0.8475268969589895,
      "lookbackDays": 14,
      "returnLift1D": 0.001539328858633226,
      "hitRateLift1D": 0.03199315654405477,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5346820809248555,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 0.9992063492063492,
      "shadowSharpeLike": 1.0255683305500143,
      "avgForwardReturns": {
        "1": 0.0027044166517897522,
        "5": 0.002306940360528221,
        "10": 0.008996500913337183
      },
      "shadowMaxDrawdown": -0.15717698026445703,
      "shadowTotalReturn": 0.44515384242374245,
      "avgForwardReturn1D": 0.0027044166517897522,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011650877931565263,
        "5": 0.0056609581448739624,
        "10": 0.009333532109555759
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.576271186440678,
        "5": 0.5254237288135594,
        "10": 0.6235955056179775
      },
      "hitRate1D": 0.576271186440678,
      "comboQuality": 0.8927711723518178,
      "eligibleDays": 352,
      "fitnessScore": 0.8162603384909961,
      "lookbackDays": 14,
      "returnLift1D": 0.0013223845677487816,
      "hitRateLift1D": 0.03341404358353517,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5346820809248555,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 0.9992509363295881,
      "shadowSharpeLike": 0.9829441175446257,
      "avgForwardReturns": {
        "1": 0.002487472360905308,
        "5": 0.0021482810551728434,
        "10": 0.009437646962951723
      },
      "shadowMaxDrawdown": -0.21393819246735346,
      "shadowTotalReturn": 0.42783830238774145,
      "avgForwardReturn1D": 0.002487472360905308,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 177,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011650877931565263,
        "5": 0.0056609581448739624,
        "10": 0.009333532109555759
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5822784810126582,
        "5": 0.569620253164557,
        "10": 0.6645569620253164
      },
      "hitRate1D": 0.5822784810126582,
      "comboQuality": 0.8385625174686975,
      "eligibleDays": 297,
      "fitnessScore": 0.7124656583973787,
      "lookbackDays": 63,
      "returnLift1D": 0.001397238234699162,
      "hitRateLift1D": 0.04511631885049605,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5371621621621622,
        "5": 0.523972602739726,
        "10": 0.5470383275261324
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8448666839448118,
      "avgForwardReturns": {
        "1": 0.002550216407783734,
        "5": 0.010721128350352837,
        "10": 0.019464076786595088
      },
      "shadowMaxDrawdown": -0.30718944458237885,
      "shadowTotalReturn": 0.3504090720535371,
      "avgForwardReturn1D": 0.002550216407783734,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011529781730845719,
        "5": 0.005130383800548702,
        "10": 0.00910355490703575
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.564935064935065,
        "5": 0.5324675324675324,
        "10": 0.6064516129032258
      },
      "hitRate1D": 0.564935064935065,
      "comboQuality": 0.820625495598839,
      "eligibleDays": 352,
      "fitnessScore": 0.6845300255870503,
      "lookbackDays": 14,
      "returnLift1D": 0.0012887667489254494,
      "hitRateLift1D": 0.02207792207792214,
      "activationRate": 0.4403409090909091,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5346820809248555,
        "10": 0.5467836257309941
      },
      "sampleConfidence": 0.9991397849462367,
      "shadowSharpeLike": 0.8874802619306588,
      "avgForwardReturns": {
        "1": 0.0024538545420819758,
        "5": 0.003495691310691291,
        "10": 0.006936972001063611
      },
      "shadowMaxDrawdown": -0.1886426594702012,
      "shadowTotalReturn": 0.3451108586761833,
      "avgForwardReturn1D": 0.0024538545420819758,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011650877931565263,
        "5": 0.0056609581448739624,
        "10": 0.009333532109555759
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5734265734265734,
        "5": 0.5104895104895105,
        "10": 0.5874125874125874
      },
      "hitRate1D": 0.5734265734265734,
      "comboQuality": 0.4644321364737873,
      "eligibleDays": 339,
      "fitnessScore": 0.31864732398244683,
      "lookbackDays": 21,
      "returnLift1D": 0.0002786628987578344,
      "hitRateLift1D": 0.03792361484669182,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5239520958083832,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.38149176525961714,
      "avgForwardReturns": {
        "1": 0.001209326300658719,
        "5": 0.003405887927230782,
        "10": 0.0052387114822907204
      },
      "shadowMaxDrawdown": -0.3371356060638847,
      "shadowTotalReturn": 0.09859328200874873,
      "avgForwardReturn1D": 0.001209326300658719,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009306634019008846,
        "5": 0.004541810209768413,
        "10": 0.0077753708271279046
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5789473684210527,
        "5": 0.5263157894736842,
        "10": 0.6015037593984962
      },
      "hitRate1D": 0.5789473684210527,
      "comboQuality": 0.4060777160221695,
      "eligibleDays": 339,
      "fitnessScore": 0.2663551385478652,
      "lookbackDays": 21,
      "returnLift1D": 0.000014523474361612934,
      "hitRateLift1D": 0.04344440984117104,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5239520958083832,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.27901433066162284,
      "avgForwardReturns": {
        "1": 0.0009451868762624976,
        "5": 0.005551483957256185,
        "10": 0.006333168358965436
      },
      "shadowMaxDrawdown": -0.3033283066847807,
      "shadowTotalReturn": 0.05247764128654753,
      "avgForwardReturn1D": 0.0009451868762624976,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009306634019008846,
        "5": 0.004541810209768413,
        "10": 0.0077753708271279046
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5806451612903226,
        "5": 0.5225806451612903,
        "10": 0.5935483870967742
      },
      "hitRate1D": 0.5806451612903226,
      "comboQuality": 0.27636023514556624,
      "eligibleDays": 330,
      "fitnessScore": 0.13823053182211864,
      "lookbackDays": 30,
      "returnLift1D": -0.0005296908752210057,
      "hitRateLift1D": 0.04569075399548983,
      "activationRate": 0.4696969696969697,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5349544072948328,
        "5": 0.5169230769230769,
        "10": 0.528125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.07398273714382954,
      "avgForwardReturns": {
        "1": 0.00031896323360985516,
        "5": 0.006523344546673829,
        "10": 0.011085769577274121
      },
      "shadowMaxDrawdown": -0.38802236969587556,
      "shadowTotalReturn": -0.05614281786945874,
      "avgForwardReturn1D": 0.00031896323360985516,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 155,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008486541088308608,
        "5": 0.0044766569145612105,
        "10": 0.007730775008647034
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5590062111801242,
        "5": 0.515527950310559,
        "10": 0.5527950310559007
      },
      "hitRate1D": 0.5590062111801242,
      "comboQuality": 0.2096341381203699,
      "eligibleDays": 315,
      "fitnessScore": 0.05803092861416559,
      "lookbackDays": 45,
      "returnLift1D": -0.0009136309605846287,
      "hitRateLift1D": 0.03034379079795857,
      "activationRate": 0.5111111111111111,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1272028100019099,
      "avgForwardReturns": {
        "1": -0.00030126977065603465,
        "5": 0.0003974692751827653,
        "10": 0.0018376090006617077
      },
      "shadowMaxDrawdown": -0.2815147948335799,
      "shadowTotalReturn": -0.1485729119831588,
      "avgForwardReturn1D": -0.00030126977065603465,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006123611899285941,
        "5": 0.0032510317703006875,
        "10": 0.0065280726203134085
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5590551181102362,
        "5": 0.5039370078740157,
        "10": 0.5826771653543307
      },
      "hitRate1D": 0.5590551181102362,
      "comboQuality": 0.19122698006840452,
      "eligibleDays": 330,
      "fitnessScore": 0.032747413976605355,
      "lookbackDays": 30,
      "returnLift1D": -0.0011571815671609711,
      "hitRateLift1D": 0.024100710815403437,
      "activationRate": 0.38484848484848483,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5349544072948328,
        "5": 0.5169230769230769,
        "10": 0.528125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.13392379661768142,
      "avgForwardReturns": {
        "1": -0.00030852745833011036,
        "5": 0.0018394623124594672,
        "10": 0.004429006599251513
      },
      "shadowMaxDrawdown": -0.2723318613833886,
      "shadowTotalReturn": -0.11094026390516798,
      "avgForwardReturn1D": -0.00030852745833011036,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 127,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008486541088308608,
        "5": 0.0044766569145612105,
        "10": 0.007730775008647034
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5657894736842105,
        "5": 0.4934210526315789,
        "10": 0.5328947368421053
      },
      "hitRate1D": 0.5657894736842105,
      "comboQuality": 0.1820064908508519,
      "eligibleDays": 315,
      "fitnessScore": 0.019381348760364125,
      "lookbackDays": 45,
      "returnLift1D": -0.0012184098140152967,
      "hitRateLift1D": 0.03712705330204491,
      "activationRate": 0.48253968253968255,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.21943083520250106,
      "avgForwardReturns": {
        "1": -0.0006060486240867028,
        "5": -0.003977931793203951,
        "10": -0.004494481824866574
      },
      "shadowMaxDrawdown": -0.26717992704523286,
      "shadowTotalReturn": -0.17583339079766191,
      "avgForwardReturn1D": -0.0006060486240867028,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006123611899285941,
        "5": 0.0032510317703006875,
        "10": 0.0065280726203134085
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5733333333333334,
        "5": 0.52,
        "10": 0.5866666666666667
      },
      "hitRate1D": 0.5733333333333334,
      "comboQuality": 0.1481046076711673,
      "eligibleDays": 330,
      "fitnessScore": -0.034899879683673474,
      "lookbackDays": 30,
      "returnLift1D": -0.001401213079971505,
      "hitRateLift1D": 0.03837892603850057,
      "activationRate": 0.45454545454545453,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5349544072948328,
        "5": 0.5169230769230769,
        "10": 0.528125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1995239170802471,
      "avgForwardReturns": {
        "1": -0.0005525589711406442,
        "5": 0.005217441516689586,
        "10": 0.00832911215606122
      },
      "shadowMaxDrawdown": -0.4019380392078963,
      "shadowTotalReturn": -0.16957166934788936,
      "avgForwardReturn1D": -0.0005525589711406442,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008486541088308608,
        "5": 0.0044766569145612105,
        "10": 0.007730775008647034
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.47580645161290325,
        "10": 0.5
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.14007255067812724,
      "eligibleDays": 315,
      "fitnessScore": -0.04923125372365039,
      "lookbackDays": 45,
      "returnLift1D": -0.001523045886875043,
      "hitRateLift1D": 0.03585370865009252,
      "activationRate": 0.39365079365079364,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2967158658267614,
      "avgForwardReturns": {
        "1": -0.0009106846969464489,
        "5": -0.0055180109919083595,
        "10": -0.013605655259255372
      },
      "shadowMaxDrawdown": -0.2838348273022473,
      "shadowTotalReturn": -0.17927474316222303,
      "avgForwardReturn1D": -0.0009106846969464489,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006123611899285941,
        "5": 0.0032510317703006875,
        "10": 0.0065280726203134085
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5620915032679739,
        "5": 0.49019607843137253,
        "10": 0.5882352941176471
      },
      "hitRate1D": 0.5620915032679739,
      "comboQuality": 0.09400319091921724,
      "eligibleDays": 339,
      "fitnessScore": -0.14845555240974095,
      "lookbackDays": 21,
      "returnLift1D": -0.0019051028776157317,
      "hitRateLift1D": 0.02658854468809224,
      "activationRate": 0.45132743362831856,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5239520958083832,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.33928923287837764,
      "avgForwardReturns": {
        "1": -0.0009744394757148471,
        "5": 0.00042683982761338617,
        "10": 0.004963971716211508
      },
      "shadowMaxDrawdown": -0.4632271862874846,
      "shadowTotalReturn": -0.2219486852774354,
      "avgForwardReturn1D": -0.0009744394757148471,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009306634019008846,
        "5": 0.004541810209768413,
        "10": 0.0077753708271279046
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5568862275449101,
        "5": 0.47305389221556887,
        "10": 0.562874251497006
      },
      "hitRate1D": 0.5568862275449101,
      "comboQuality": 0.0909518311158931,
      "eligibleDays": 339,
      "fitnessScore": -0.15645497009113335,
      "lookbackDays": 21,
      "returnLift1D": -0.001935107970618112,
      "hitRateLift1D": 0.021383268965028512,
      "activationRate": 0.49262536873156343,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5239520958083832,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.37003267209697,
      "avgForwardReturns": {
        "1": -0.0010044445687172276,
        "5": -0.0026703695716964004,
        "10": 0.0023481556011950675
      },
      "shadowMaxDrawdown": -0.46098499392756664,
      "shadowTotalReturn": -0.2422407588827492,
      "avgForwardReturn1D": -0.0010044445687172276,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 167
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009306634019008846,
        "5": 0.004541810209768413,
        "10": 0.0077753708271279046
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.4825174825174825,
        "10": 0.5244755244755245
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.07652883939018744,
      "eligibleDays": 315,
      "fitnessScore": -0.19790382141176338,
      "lookbackDays": 45,
      "returnLift1D": -0.0022001081622821717,
      "hitRateLift1D": 0.016792125072379815,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.5161290322580645,
        "10": 0.5278688524590164
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5234285450135333,
      "avgForwardReturns": {
        "1": -0.0015877469723535778,
        "5": -0.005987766093259127,
        "10": -0.007390590164953881
      },
      "shadowMaxDrawdown": -0.33934534576355047,
      "shadowTotalReturn": -0.280821450996254,
      "avgForwardReturn1D": -0.0015877469723535778,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006123611899285941,
        "5": 0.0032510317703006875,
        "10": 0.0065280726203134085
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5507246376811594,
        "5": 0.5072463768115942,
        "10": 0.5942028985507246
      },
      "hitRate1D": 0.5507246376811594,
      "comboQuality": 0.06860806819268235,
      "eligibleDays": 330,
      "fitnessScore": -0.22381940618654966,
      "lookbackDays": 30,
      "returnLift1D": -0.0023481679888160767,
      "hitRateLift1D": 0.015770230386326634,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5349544072948328,
        "5": 0.5169230769230769,
        "10": 0.528125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4908066300309058,
      "avgForwardReturns": {
        "1": -0.0014995138799852158,
        "5": 0.003359145258899531,
        "10": 0.009395346741928023
      },
      "shadowMaxDrawdown": -0.42787876926027835,
      "shadowTotalReturn": -0.2603973648172121,
      "avgForwardReturn1D": -0.0014995138799852158,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008486541088308608,
        "5": 0.0044766569145612105,
        "10": 0.007730775008647034
      }
    }
  ],
  "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": 0.965949834706275,
      "fitnessScore": 1.085960943276499,
      "lookbackDays": 14,
      "returnLift1D": 0.0029167228511476134,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "sampleConfidence": 0.9990610328638498,
      "shadowTotalReturn": 0.6647728229505485,
      "avgForwardReturn1D": 0.0040818106443041395
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4644321364737873,
      "fitnessScore": 0.31864732398244683,
      "lookbackDays": 21,
      "returnLift1D": 0.0002786628987578344,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09859328200874873,
      "avgForwardReturn1D": 0.001209326300658719
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.27636023514556624,
      "fitnessScore": 0.13823053182211864,
      "lookbackDays": 30,
      "returnLift1D": -0.0005296908752210057,
      "activationRate": 0.4696969696969697,
      "activationCount": 155,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.05614281786945874,
      "avgForwardReturn1D": 0.00031896323360985516
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2096341381203699,
      "fitnessScore": 0.05803092861416559,
      "lookbackDays": 45,
      "returnLift1D": -0.0009136309605846287,
      "activationRate": 0.5111111111111111,
      "activationCount": 161,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.1485729119831588,
      "avgForwardReturn1D": -0.00030126977065603465
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9808089929989146,
      "fitnessScore": 1.2154659090522644,
      "lookbackDays": 63,
      "returnLift1D": 0.0024944951633112753,
      "activationRate": 0.5993265993265994,
      "activationCount": 178,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7183899245771113,
      "avgForwardReturn1D": 0.0036474733363958474
    }
  ],
  "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": "80d270bee3a0b00d8e8c86a5ac1133f10356b1afc87cd7a138a5c12a08900282",
    "size": 13,
    "members": [
      "AGI",
      "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",
      "AGI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AGI",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AGI",
    "hitRates": {
      "1": 0.5714285714285714,
      "5": 0.5838509316770186,
      "10": 0.6521739130434783
    },
    "hitRate1D": 0.5714285714285714,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.9794361519088556,
    "eligibleDays": 375,
    "fitnessScore": 1.1999573420468035,
    "lookbackDays": 14,
    "returnLift1D": 0.002468120975927207,
    "hitRateLift1D": 0.024761904761904763,
    "portfolioSize": 2,
    "activationRate": 0.42933333333333334,
    "activationCount": 161,
    "baselineHitRates": {
      "1": 0.5466666666666666,
      "5": 0.5525606469002695,
      "10": 0.5710382513661202
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6075936966677347,
    "avgForwardReturns": {
      "1": 0.004001583477206711,
      "5": 0.010055804694142507,
      "10": 0.018209056782593658
    },
    "shadowMaxDrawdown": -0.1917721861950119,
    "shadowTotalReturn": 0.7738200295082105,
    "avgForwardReturn1D": 0.004001583477206711,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07"
    ],
    "horizonObservationCounts": {
      "1": 161,
      "5": 161,
      "10": 161
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015334625012795044,
      "5": 0.007473792444966404,
      "10": 0.013426337384441194
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9794361519088556,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6082369292995705,
    "bestRawFitnessScore": 1.1999573420468035,
    "upperQuartileComboQuality": 0.9172601517050876
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7361286633699674,
    "rawScore": 0.7589760930934119,
    "confidence": 0.9397940727478687,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0.5,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6972543033049172,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.5838509316770186,
        "10": 0.6521739130434783
      },
      "hitRate1D": 0.5714285714285714,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9794361519088556,
      "eligibleDays": 375,
      "fitnessScore": 1.1999573420468035,
      "lookbackDays": 14,
      "returnLift1D": 0.002468120975927207,
      "hitRateLift1D": 0.024761904761904763,
      "portfolioSize": 2,
      "activationRate": 0.42933333333333334,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5525606469002695,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.6075936966677347,
      "avgForwardReturns": {
        "1": 0.004001583477206711,
        "5": 0.010055804694142507,
        "10": 0.018209056782593658
      },
      "shadowMaxDrawdown": -0.1917721861950119,
      "shadowTotalReturn": 0.7738200295082105,
      "avgForwardReturn1D": 0.004001583477206711,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015334625012795044,
        "5": 0.007473792444966404,
        "10": 0.013426337384441194
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5736842105263158,
        "5": 0.5526315789473685,
        "10": 0.6526315789473685
      },
      "hitRate1D": 0.5736842105263158,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9658960970341648,
      "eligibleDays": 375,
      "fitnessScore": 1.0856017755252212,
      "lookbackDays": 14,
      "returnLift1D": 0.0015546273795879852,
      "hitRateLift1D": 0.027017543859649162,
      "portfolioSize": 4,
      "activationRate": 0.5066666666666667,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5525606469002695,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2482024991918683,
      "avgForwardReturns": {
        "1": 0.0030880898808674897,
        "5": 0.00581769595781002,
        "10": 0.015927479331109835
      },
      "shadowMaxDrawdown": -0.15717698026445703,
      "shadowTotalReturn": 0.6432113531931876,
      "avgForwardReturn1D": 0.0030880898808674897,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 190,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015334625012795044,
        "5": 0.007473792444966404,
        "10": 0.013426337384441194
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5736842105263158,
        "5": 0.5526315789473685,
        "10": 0.6526315789473685
      },
      "hitRate1D": 0.5736842105263158,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9658960970341648,
      "eligibleDays": 375,
      "fitnessScore": 1.0856017755252212,
      "lookbackDays": 14,
      "returnLift1D": 0.0015546273795879852,
      "hitRateLift1D": 0.027017543859649162,
      "portfolioSize": 5,
      "activationRate": 0.5066666666666667,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5525606469002695,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2482024991918683,
      "avgForwardReturns": {
        "1": 0.0030880898808674897,
        "5": 0.00581769595781002,
        "10": 0.015927479331109835
      },
      "shadowMaxDrawdown": -0.15717698026445703,
      "shadowTotalReturn": 0.6432113531931876,
      "avgForwardReturn1D": 0.0030880898808674897,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 190,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015334625012795044,
        "5": 0.007473792444966404,
        "10": 0.013426337384441194
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5865384615384616,
        "5": 0.5673076923076923,
        "10": 0.6009615384615384
      },
      "hitRate1D": 0.5865384615384616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9559601088119993,
      "eligibleDays": 326,
      "fitnessScore": 1.0270764756578052,
      "lookbackDays": 63,
      "returnLift1D": 0.001957821548612302,
      "hitRateLift1D": 0.05279613025011798,
      "portfolioSize": 4,
      "activationRate": 0.6380368098159509,
      "activationCount": 208,
      "baselineHitRates": {
        "1": 0.5337423312883436,
        "5": 0.5186335403726708,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0161229557473588,
      "avgForwardReturns": {
        "1": 0.002798992459340533,
        "5": 0.011461533599496553,
        "10": 0.01451078539364348
      },
      "shadowMaxDrawdown": -0.2837111397710017,
      "shadowTotalReturn": 0.5667304155167694,
      "avgForwardReturn1D": 0.002798992459340533,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 208,
        "10": 208
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008411709107282312,
        "5": 0.005033800975098187,
        "10": 0.006699600595762123
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5865384615384616,
        "5": 0.5673076923076923,
        "10": 0.6009615384615384
      },
      "hitRate1D": 0.5865384615384616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9559601088119993,
      "eligibleDays": 326,
      "fitnessScore": 1.0270764756578052,
      "lookbackDays": 63,
      "returnLift1D": 0.001957821548612302,
      "hitRateLift1D": 0.05279613025011798,
      "portfolioSize": 5,
      "activationRate": 0.6380368098159509,
      "activationCount": 208,
      "baselineHitRates": {
        "1": 0.5337423312883436,
        "5": 0.5186335403726708,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0161229557473588,
      "avgForwardReturns": {
        "1": 0.002798992459340533,
        "5": 0.011461533599496553,
        "10": 0.01451078539364348
      },
      "shadowMaxDrawdown": -0.2837111397710017,
      "shadowTotalReturn": 0.5667304155167694,
      "avgForwardReturn1D": 0.002798992459340533,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 208,
        "10": 208
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008411709107282312,
        "5": 0.005033800975098187,
        "10": 0.006699600595762123
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5792079207920792,
        "5": 0.5643564356435643,
        "10": 0.599009900990099
      },
      "hitRate1D": 0.5792079207920792,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.9043601660027836,
      "eligibleDays": 326,
      "fitnessScore": 0.8442604233341137,
      "lookbackDays": 63,
      "returnLift1D": 0.0015517128646730651,
      "hitRateLift1D": 0.04546558950373558,
      "portfolioSize": 3,
      "activationRate": 0.6196319018404908,
      "activationCount": 202,
      "baselineHitRates": {
        "1": 0.5337423312883436,
        "5": 0.5186335403726708,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8552121074447832,
      "avgForwardReturns": {
        "1": 0.0023928837754012963,
        "5": 0.010813951598087963,
        "10": 0.012460823483560562
      },
      "shadowMaxDrawdown": -0.2837111397710017,
      "shadowTotalReturn": 0.42648728222065824,
      "avgForwardReturn1D": 0.0023928837754012963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 202,
        "5": 202,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008411709107282312,
        "5": 0.005033800975098187,
        "10": 0.006699600595762123
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5625,
        "5": 0.5625,
        "10": 0.6420454545454546
      },
      "hitRate1D": 0.5625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.8923399995065422,
      "eligibleDays": 375,
      "fitnessScore": 0.8152712036730403,
      "lookbackDays": 14,
      "returnLift1D": 0.0010815815883968044,
      "hitRateLift1D": 0.015833333333333366,
      "portfolioSize": 3,
      "activationRate": 0.4693333333333333,
      "activationCount": 176,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5525606469002695,
        "10": 0.5710382513661202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.017568908868414,
      "avgForwardReturns": {
        "1": 0.002615044089676309,
        "5": 0.006948794447518677,
        "10": 0.014043952051107032
      },
      "shadowMaxDrawdown": -0.18864265947020198,
      "shadowTotalReturn": 0.4513612079455851,
      "avgForwardReturn1D": 0.002615044089676309,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 176,
        "5": 176,
        "10": 176
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015334625012795044,
        "5": 0.007473792444966404,
        "10": 0.013426337384441194
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5838150289017341,
        "5": 0.5549132947976878,
        "10": 0.6416184971098265
      },
      "hitRate1D": 0.5838150289017341,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7843644694715001,
      "eligibleDays": 368,
      "fitnessScore": 0.6340825180662257,
      "lookbackDays": 21,
      "returnLift1D": 0.0007519403378229653,
      "hitRateLift1D": 0.0403367680321689,
      "portfolioSize": 3,
      "activationRate": 0.4701086956521739,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5434782608695652,
        "5": 0.5439560439560439,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7735313956024301,
      "avgForwardReturns": {
        "1": 0.0021453569906007865,
        "5": 0.00789215047356005,
        "10": 0.014018333868838424
      },
      "shadowMaxDrawdown": -0.3371356060638846,
      "shadowTotalReturn": 0.3291179070406349,
      "avgForwardReturn1D": 0.0021453569906007865,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013934166527778211,
        "5": 0.006580397440644333,
        "10": 0.011794242394057257
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.588957055214724,
        "5": 0.5705521472392638,
        "10": 0.656441717791411
      },
      "hitRate1D": 0.588957055214724,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7358496477040888,
      "eligibleDays": 368,
      "fitnessScore": 0.5753916186596026,
      "lookbackDays": 21,
      "returnLift1D": 0.0005938407271157456,
      "hitRateLift1D": 0.04547879434515878,
      "portfolioSize": 2,
      "activationRate": 0.4429347826086957,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5434782608695652,
        "5": 0.5439560439560439,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6927228321833492,
      "avgForwardReturns": {
        "1": 0.0019872573798935668,
        "5": 0.009918082359797296,
        "10": 0.01544998410480906
      },
      "shadowMaxDrawdown": -0.3033283066847806,
      "shadowTotalReturn": 0.2733255361220217,
      "avgForwardReturn1D": 0.0019872573798935668,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 163,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013934166527778211,
        "5": 0.006580397440644333,
        "10": 0.011794242394057257
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5691489361702128,
        "5": 0.5531914893617021,
        "10": 0.6063829787234043
      },
      "hitRate1D": 0.5691489361702128,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7294941050263279,
      "eligibleDays": 326,
      "fitnessScore": 0.5682526271554755,
      "lookbackDays": 63,
      "returnLift1D": 0.0009453948876451734,
      "hitRateLift1D": 0.0354066048818692,
      "portfolioSize": 2,
      "activationRate": 0.5766871165644172,
      "activationCount": 188,
      "baselineHitRates": {
        "1": 0.5337423312883436,
        "5": 0.5186335403726708,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5934759328475699,
      "avgForwardReturns": {
        "1": 0.0017865657983734047,
        "5": 0.009663564487112468,
        "10": 0.013757325866060408
      },
      "shadowMaxDrawdown": -0.30718944458237896,
      "shadowTotalReturn": 0.23122635690309168,
      "avgForwardReturn1D": 0.0017865657983734047,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 188,
        "5": 188,
        "10": 188
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008411709107282312,
        "5": 0.005033800975098187,
        "10": 0.006699600595762123
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5879120879120879,
        "5": 0.521978021978022,
        "10": 0.554945054945055
      },
      "hitRate1D": 0.5879120879120879,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.48697975357281303,
      "eligibleDays": 344,
      "fitnessScore": 0.33853959221354096,
      "lookbackDays": 45,
      "returnLift1D": -0.000446376170456456,
      "hitRateLift1D": 0.04430743674929727,
      "portfolioSize": 4,
      "activationRate": 0.5290697674418605,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5436046511627907,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.25769447806299134,
      "avgForwardReturns": {
        "1": 0.0008077000114922007,
        "5": 0.001395855559649726,
        "10": 0.0017248104430745224
      },
      "shadowMaxDrawdown": -0.2671799270452323,
      "shadowTotalReturn": 0.03263983426726358,
      "avgForwardReturn1D": 0.0008077000114922007,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 182,
        "10": 182
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012540761819486567,
        "5": 0.005489738803577834,
        "10": 0.00891981757377574
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5879120879120879,
        "5": 0.521978021978022,
        "10": 0.554945054945055
      },
      "hitRate1D": 0.5879120879120879,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.48697975357281303,
      "eligibleDays": 344,
      "fitnessScore": 0.33853959221354096,
      "lookbackDays": 45,
      "returnLift1D": -0.000446376170456456,
      "hitRateLift1D": 0.04430743674929727,
      "portfolioSize": 5,
      "activationRate": 0.5290697674418605,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5436046511627907,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.25769447806299134,
      "avgForwardReturns": {
        "1": 0.0008077000114922007,
        "5": 0.001395855559649726,
        "10": 0.0017248104430745224
      },
      "shadowMaxDrawdown": -0.2671799270452323,
      "shadowTotalReturn": 0.03263983426726358,
      "avgForwardReturn1D": 0.0008077000114922007,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 182,
        "10": 182
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012540761819486567,
        "5": 0.005489738803577834,
        "10": 0.00891981757377574
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5732484076433121,
        "5": 0.554140127388535,
        "10": 0.6369426751592356
      },
      "hitRate1D": 0.5732484076433121,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.45357791121276264,
      "eligibleDays": 359,
      "fitnessScore": 0.30903057064845124,
      "lookbackDays": 30,
      "returnLift1D": -0.00034852693884895956,
      "hitRateLift1D": 0.030072920178131013,
      "portfolioSize": 2,
      "activationRate": 0.4373259052924791,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5380281690140845,
        "10": 0.5571428571428572
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3042005670784364,
      "avgForwardReturns": {
        "1": 0.0009567773166658453,
        "5": 0.006302224890205276,
        "10": 0.013096972683167394
      },
      "shadowMaxDrawdown": -0.2723318613833887,
      "shadowTotalReturn": 0.06717144160025046,
      "avgForwardReturn1D": 0.0009567773166658453,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 157,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013053042555148048,
        "5": 0.006227467862851464,
        "10": 0.011335968216912544
      }
    },
    {
      "topN": 2,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5909090909090909,
        "5": 0.512987012987013,
        "10": 0.5324675324675324
      },
      "hitRate1D": 0.5909090909090909,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.42952225101944774,
      "eligibleDays": 344,
      "fitnessScore": 0.2875638638203424,
      "lookbackDays": 45,
      "returnLift1D": -0.0004346223473291783,
      "hitRateLift1D": 0.047304439746300275,
      "portfolioSize": 2,
      "activationRate": 0.4476744186046512,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5436046511627907,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.23760138557253396,
      "avgForwardReturns": {
        "1": 0.0008194538346194784,
        "5": 0.0011328440352377537,
        "10": -0.004480678663171325
      },
      "shadowMaxDrawdown": -0.2838348273022476,
      "shadowTotalReturn": 0.02832799064763747,
      "avgForwardReturn1D": 0.0008194538346194784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012540761819486567,
        "5": 0.005489738803577834,
        "10": 0.00891981757377574
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.5611111111111111,
        "10": 0.6333333333333333
      },
      "hitRate1D": 0.5833333333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3512716744874202,
      "eligibleDays": 359,
      "fitnessScore": 0.2150400982557414,
      "lookbackDays": 30,
      "returnLift1D": -0.0007135643652183321,
      "hitRateLift1D": 0.0401578458681523,
      "portfolioSize": 4,
      "activationRate": 0.5013927576601671,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5380281690140845,
        "10": 0.5571428571428572
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1797054984557298,
      "avgForwardReturns": {
        "1": 0.0005917398902964727,
        "5": 0.008546965675462858,
        "10": 0.015239487203119562
      },
      "shadowMaxDrawdown": -0.4019380392078966,
      "shadowTotalReturn": -0.0032060132873074076,
      "avgForwardReturn1D": 0.0005917398902964727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 180,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013053042555148048,
        "5": 0.006227467862851464,
        "10": 0.011335968216912544
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.5611111111111111,
        "10": 0.6333333333333333
      },
      "hitRate1D": 0.5833333333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3512716744874202,
      "eligibleDays": 359,
      "fitnessScore": 0.2150400982557414,
      "lookbackDays": 30,
      "returnLift1D": -0.0007135643652183321,
      "hitRateLift1D": 0.0401578458681523,
      "portfolioSize": 5,
      "activationRate": 0.5013927576601671,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5380281690140845,
        "10": 0.5571428571428572
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1797054984557298,
      "avgForwardReturns": {
        "1": 0.0005917398902964727,
        "5": 0.008546965675462858,
        "10": 0.015239487203119562
      },
      "shadowMaxDrawdown": -0.4019380392078966,
      "shadowTotalReturn": -0.0032060132873074076,
      "avgForwardReturn1D": 0.0005917398902964727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 180,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013053042555148048,
        "5": 0.006227467862851464,
        "10": 0.011335968216912544
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5722543352601156,
        "5": 0.5144508670520231,
        "10": 0.5491329479768786
      },
      "hitRate1D": 0.5722543352601156,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.24942148092074198,
      "eligibleDays": 344,
      "fitnessScore": 0.1076259762343737,
      "lookbackDays": 45,
      "returnLift1D": -0.0011842901940515601,
      "hitRateLift1D": 0.028649684097324934,
      "portfolioSize": 3,
      "activationRate": 0.502906976744186,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5436046511627907,
        "5": 0.5294117647058824,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.005620920567645874,
      "avgForwardReturns": {
        "1": 0.00006978598789709662,
        "5": 0.000014108630561823525,
        "10": -0.00034553558132440886
      },
      "shadowMaxDrawdown": -0.33934534576355013,
      "shadowTotalReturn": -0.09890499158832988,
      "avgForwardReturn1D": 0.00006978598789709662,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012540761819486567,
        "5": 0.005489738803577834,
        "10": 0.00891981757377574
      }
    },
    {
      "topN": 4,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5737704918032787,
        "5": 0.5355191256830601,
        "10": 0.639344262295082
      },
      "hitRate1D": 0.5737704918032787,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.24570272896222037,
      "eligibleDays": 368,
      "fitnessScore": 0.10323388422218599,
      "lookbackDays": 21,
      "returnLift1D": -0.001124980267010785,
      "hitRateLift1D": 0.03029223093371347,
      "portfolioSize": 4,
      "activationRate": 0.49728260869565216,
      "activationCount": 183,
      "baselineHitRates": {
        "1": 0.5434782608695652,
        "5": 0.5439560439560439,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.06713726109223922,
      "avgForwardReturns": {
        "1": 0.0002684363857670361,
        "5": 0.00515631995604773,
        "10": 0.013308872622523686
      },
      "shadowMaxDrawdown": -0.4632271862874847,
      "shadowTotalReturn": -0.058685364338469714,
      "avgForwardReturn1D": 0.0002684363857670361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013934166527778211,
        "5": 0.006580397440644333,
        "10": 0.011794242394057257
      }
    },
    {
      "topN": 5,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5737704918032787,
        "5": 0.5355191256830601,
        "10": 0.639344262295082
      },
      "hitRate1D": 0.5737704918032787,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.24570272896222037,
      "eligibleDays": 368,
      "fitnessScore": 0.10323388422218599,
      "lookbackDays": 21,
      "returnLift1D": -0.001124980267010785,
      "hitRateLift1D": 0.03029223093371347,
      "portfolioSize": 5,
      "activationRate": 0.49728260869565216,
      "activationCount": 183,
      "baselineHitRates": {
        "1": 0.5434782608695652,
        "5": 0.5439560439560439,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.06713726109223922,
      "avgForwardReturns": {
        "1": 0.0002684363857670361,
        "5": 0.00515631995604773,
        "10": 0.013308872622523686
      },
      "shadowMaxDrawdown": -0.4632271862874847,
      "shadowTotalReturn": -0.058685364338469714,
      "avgForwardReturn1D": 0.0002684363857670361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013934166527778211,
        "5": 0.006580397440644333,
        "10": 0.011794242394057257
      }
    },
    {
      "topN": 3,
      "ticker": "AGI",
      "hitRates": {
        "1": 0.5654761904761905,
        "5": 0.5535714285714286,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.5654761904761905,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.18380586862933945,
      "eligibleDays": 359,
      "fitnessScore": 0.022030139338037935,
      "lookbackDays": 30,
      "returnLift1D": -0.0014096845502380075,
      "hitRateLift1D": 0.022300703011009393,
      "portfolioSize": 3,
      "activationRate": 0.467966573816156,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5380281690140845,
        "10": 0.5571428571428572
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.06611207215027488,
      "avgForwardReturns": {
        "1": -0.00010438029472320267,
        "5": 0.007258331189333402,
        "10": 0.01660892097344289
      },
      "shadowMaxDrawdown": -0.4278787692602778,
      "shadowTotalReturn": -0.11222747093883478,
      "avgForwardReturn1D": -0.00010438029472320267,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013053042555148048,
        "5": 0.006227467862851464,
        "10": 0.011335968216912544
      }
    }
  ],
  "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": 0.9794361519088556,
      "fitnessScore": 1.1999573420468035,
      "lookbackDays": 14,
      "returnLift1D": 0.002468120975927207,
      "activationRate": 0.42933333333333334,
      "activationCount": 161,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7738200295082105,
      "avgForwardReturn1D": 0.004001583477206711
    },
    {
      "comboQuality": 0.7843644694715001,
      "fitnessScore": 0.6340825180662257,
      "lookbackDays": 21,
      "returnLift1D": 0.0007519403378229653,
      "activationRate": 0.4701086956521739,
      "activationCount": 173,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.3291179070406349,
      "avgForwardReturn1D": 0.0021453569906007865
    },
    {
      "comboQuality": 0.45357791121276264,
      "fitnessScore": 0.30903057064845124,
      "lookbackDays": 30,
      "returnLift1D": -0.00034852693884895956,
      "activationRate": 0.4373259052924791,
      "activationCount": 157,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.06717144160025046,
      "avgForwardReturn1D": 0.0009567773166658453
    },
    {
      "comboQuality": 0.48697975357281303,
      "fitnessScore": 0.33853959221354096,
      "lookbackDays": 45,
      "returnLift1D": -0.000446376170456456,
      "activationRate": 0.5290697674418605,
      "activationCount": 182,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.03263983426726358,
      "avgForwardReturn1D": 0.0008077000114922007
    },
    {
      "comboQuality": 0.9559601088119993,
      "fitnessScore": 1.0270764756578052,
      "lookbackDays": 63,
      "returnLift1D": 0.001957821548612302,
      "activationRate": 0.6380368098159509,
      "activationCount": 208,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5667304155167694,
      "avgForwardReturn1D": 0.002798992459340533
    }
  ],
  "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": "80d270bee3a0b00d8e8c86a5ac1133f10356b1afc87cd7a138a5c12a08900282",
    "size": 13,
    "members": [
      "AGI",
      "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
0.465
Liquidity
0.752
Momentum
0.236
Relative strength
0.088
Trend quality
0.475
Stability
0.387
Aggression
0.554
Downside risk
0.413
Drawdown state
0.498
Quality momentum
0.294
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.637
Benchmark Independence 3m Score
0.395
Beta 1y Profile Score
0.621
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.621
Current Drawdown Score
0.282
Days Since 52w High Score
0.357
Distance From 52w High Score
0.282
Distance From Sma 20 Score
0.348
Distance From Sma 200 Score
0.087
Distance From Sma 50 Score
0.169
Downside Volatility 1m Score
0.848
Downside Volatility 1y Score
0.710
Downside Volatility 2y Score
0.595
Downside Volatility 3m Score
0.784
Downside Volatility 5y Score
0.503
Downside Volatility 6m Score
0.868
Drawdown Recovery Score
1
Excess Return 1m Score
0.193
Excess Return 1y Score
0.322
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.169
Log Avg Dollar Volume 20d Score
0.752
Log Market Cap Score
0.465
Drawdown Score 1m
0.043
Drawdown Score 1y
0.276
Drawdown Score 2y
0.412
Drawdown Score 3m
0
Drawdown Score 5y
0.529
Drawdown Score 6m
0.144
Momentum Acceleration 1m Vs 3m Score
0.391
Momentum Acceleration 3m Vs 6m Score
0.242
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.014
Relative Strength Slope 3m Score
0
Relative Volume 20d Score
0.397
Return 1m Score
0.238
Return 1w Score
0.276
Return 1y Score
0.573
Return 2y Score
0.511
Return 3m Score
0.033
Return 5y Score
0.309
Return 6m Score
0.265
Return Skewness 1y Score
0.401
Sector Excess Return 1y Score
0.478
Sharpe 1m Score
0
Sharpe 1y Score
0.495
Sharpe 2y Score
0.572
Sharpe 3m Score
0
Sharpe 5y Score
0.575
Sharpe 6m Score
0.255
Sortino 1m Score
0.041
Sortino 1y Score
0.430
Sortino 2y Score
0.476
Sortino 3m Score
0.042
Sortino 5y Score
0.482
Sortino 6m Score
0.293
Trend R2 1m Score
0.599
Trend R2 1w Score
0.773
Trend R2 1y Score
0.400
Trend R2 2y Score
0.856
Trend R2 3m Score
0.881
Trend R2 5y Score
0.941
Trend R2 6m Score
0.368
Trend Slope 1m Score
0
Trend Slope 1w Score
0
Trend Slope 1y Score
0.605
Trend Slope 2y Score
0.626
Trend Slope 3m Score
0.022
Trend Slope 5y Score
0.599
Trend Slope 6m Score
0.350
Volatility 1m Score
0.811
Volatility 1w Score
0.480
Volatility 1y Score
0.649
Volatility 2y Score
0.553
Volatility 3m Score
0.702
Volatility 5y Score
0.490
Volatility 6m Score
0.779
Worst Day 1y Score
0.380
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
179,902,844.123
Best Day 1y
0.092
Beta To Benchmark 1y
1.553
Beta 3m
2.667
Beta Change
1.114
Beta To Sector 1y
1.525
Correlation To Benchmark 1y
0.363
Correlation 3m
0.605
Correlation Change
0.242
Correlation To Sector 1y
0.501
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.637
Benchmark Independence 3m Score
0.395
Beta 1y Profile Score
0.621
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.621
Current Drawdown Score
0.282
Distance From Sma 20 Score
0.348
Distance From Sma 200 Score
0.087
Current Drawdown
-0.466
Days Since 52w High
90
Distance From 52w High
-0.466
Distance From Sma 20
-0.091
Distance From Sma 200
-0.248
Distance From Sma 50
-0.199
Downside Capture 1y
0.494
Downside Volatility 1m
0.686
Downside Volatility 1w
-
Downside Volatility 1y
0.583
Downside Volatility 2y
0.496
Downside Volatility 3m
0.638
Downside Volatility 5y
0.427
Downside Volatility 6m
0.701
Drawdown Recovery
1
Excess Return 1m
-0.184
Excess Return 1y
-0.107
Excess Return 3m
-0.487
Excess Return 6m
-0.383
Expected Shortfall 95 1y
-0.083
Market Cap
12,123,897,125.134
Max Drawdown 1m
-0.239
Max Drawdown 1w
-0.074
Max Drawdown 1y
-0.471
Max Drawdown 2y
-0.471
Max Drawdown 3m
-0.407
Max Drawdown 5y
-0.471
Max Drawdown 6m
-0.471
Momentum Acceleration 1m Vs 3m
-0.033
Momentum Acceleration 3m Vs 6m
-0.077
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.008
Relative Strength Slope 3m
-0.009
Relative Volume 20d
1.371
Return 1m
-0.157
Return 1w
-0.067
Return 1y
0.116
Return 2y
0.790
Return 3m
-0.374
Return 5y
3.018
Return 6m
-0.282
Return Skewness 1y
-0.595
Sector Excess Return 1y
-0.013
Sharpe 1m
-2.785
Sharpe 1y
0.476
Sharpe 2y
0.861
Sharpe 3m
-2.945
Sharpe 5y
0.875
Sharpe 6m
-0.726
Sortino 1m
-2.672
Sortino 1y
0.438
Sortino 2y
0.807
Sortino 3m
-2.662
Sortino 5y
0.856
Sortino 6m
-0.656
Trend R2 1m
0.599
Trend R2 1w
0.773
Trend R2 1y
0.400
Trend R2 2y
0.856
Trend R2 3m
0.881
Trend R2 5y
0.941
Trend R2 6m
0.368
Trend 1m
-0.010
Trend 1w
-0.016
Trend 1y
0.002
Trend 2y
0.002
Trend 3m
-0.008
Trend 5y
0.002
Trend 6m
-0.002
Upside Capture 1y
1.846
Value At Risk 95 1y
-0.055
Volatility 1m
0.658
Volatility 1w
0.410
Volatility 1y
0.537
Volatility 2y
0.465
Volatility 3m
0.576
Volatility 5y
0.418
Volatility 6m
0.634
Worst Day 1y
-0.124
Distance From Sma 50 Score
0.169
Downside Volatility 1y Score
0.710
Downside Volatility 3m Score
0.784
Drawdown Recovery Score
1
Excess Return 1m Score
0.193
Excess Return 1y Score
0.322
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.169
Log Avg Dollar Volume 20d Score
0.752
Log Market Cap Score
0.465
Drawdown Score 1y
0.276
Drawdown Score 5y
0.529
Momentum Acceleration 1m Vs 3m Score
0.391
Momentum Acceleration 3m Vs 6m Score
0.242
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.014
Relative Volume 20d Score
0.397
Return 1m Score
0.238
Return 1y Score
0.573
Return 3m Score
0.033
Return 6m Score
0.265
Return Skewness 1y Score
0.401
Sortino 1y Score
0.430
Sortino 3m Score
0.042
Trend R2 1y Score
0.400
Trend R2 3m Score
0.881
Trend Slope 1y Score
0.605
Trend Slope 3m Score
0.022
Volatility 1y Score
0.649
Volatility 3m Score
0.702