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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

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

AIN

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

AIN

AIN

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
1.232
Correlation To Benchmark 1y
0.361
Inverse To Benchmark 1y
0.639
Drawdown Score 1m
0.739
Drawdown Score 3m
0.837
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
0.686
Drawdown Score 1y
0.344
Drawdown Score 2y
0.310
Drawdown Score 5y
0.377
Return 1w
-0.011
Return 1m
0.044
Return 3m
0.280
Return 6m
0.371
Return 1y
0.045
Return 2y
-0.090
Return 5y
-0.129
Sharpe 1m
1.729
Sharpe 3m
2.996
Sharpe 6m
1.980
Sharpe 1y
0.328
Sharpe 2y
0.084
Sharpe 5y
0.087
Trend 1w
-0.004
Trend 1m
0.003
Trend 3m
0.005
Trend 6m
0.002
Trend 1y
0.000
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.309
Volatility 1m
0.328
Volatility 3m
0.351
Volatility 6m
0.349
Volatility 1y
0.429
Volatility 2y
0.394
Volatility 5y
0.332
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
AIN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:03 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.563
Aptet Fit Raw Score
0.590
Aptet Fit Confidence
0.908
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.555
Force Fit Raw Score
0.581
Force Fit Confidence
0.910
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:03 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AIN",
    "hitRates": {
      "1": 0.6,
      "5": 0.6593406593406593,
      "10": 0.7441860465116279
    },
    "hitRate1D": 0.6,
    "comboQuality": 0.8762766946560113,
    "eligibleDays": 330,
    "fitnessScore": 0.7806795325261061,
    "lookbackDays": 30,
    "returnLift1D": 0.002941598554452099,
    "hitRateLift1D": 0.07112462006079023,
    "activationRate": 0.2909090909090909,
    "activationCount": 96,
    "baselineHitRates": {
      "1": 0.5288753799392097,
      "5": 0.5784615384615385,
      "10": 0.640625
    },
    "sampleConfidence": 0.9888888888888889,
    "shadowSharpeLike": 1.5432922456042242,
    "avgForwardReturns": {
      "1": 0.00361070549908604,
      "5": 0.019602100604246813,
      "10": 0.03656155749538276
    },
    "shadowMaxDrawdown": -0.08169031270945615,
    "shadowTotalReturn": 0.37380652939823267,
    "avgForwardReturn1D": 0.00361070549908604,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-13",
      "2025-06-24",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-09-12",
      "2025-12-22",
      "2025-12-23",
      "2025-12-24",
      "2025-12-26"
    ],
    "horizonObservationCounts": {
      "1": 95,
      "5": 91,
      "10": 86
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006691069446339409,
      "5": 0.003588413117618027,
      "10": 0.007806864242052283
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8762766946560113,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.45317764435067454,
    "bestRawFitnessScore": 0.7806795325261061,
    "upperQuartileComboQuality": 0.6321494799448878
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5632612287221213,
    "rawScore": 0.590285727267263,
    "confidence": 0.9084358733515306,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0.35021419757661504,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.5976789767118477,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.6,
        "5": 0.6593406593406593,
        "10": 0.7441860465116279
      },
      "hitRate1D": 0.6,
      "comboQuality": 0.8762766946560113,
      "eligibleDays": 330,
      "fitnessScore": 0.7806795325261061,
      "lookbackDays": 30,
      "returnLift1D": 0.002941598554452099,
      "hitRateLift1D": 0.07112462006079023,
      "activationRate": 0.2909090909090909,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5784615384615385,
        "10": 0.640625
      },
      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": 1.5432922456042242,
      "avgForwardReturns": {
        "1": 0.00361070549908604,
        "5": 0.019602100604246813,
        "10": 0.03656155749538276
      },
      "shadowMaxDrawdown": -0.08169031270945615,
      "shadowTotalReturn": 0.37380652939823267,
      "avgForwardReturn1D": 0.00361070549908604,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-09-12",
        "2025-12-22",
        "2025-12-23",
        "2025-12-24",
        "2025-12-26"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006691069446339409,
        "5": 0.003588413117618027,
        "10": 0.007806864242052283
      }
    },
    {
      "topN": 4,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5765765765765766,
        "5": 0.6542056074766355,
        "10": 0.7254901960784313
      },
      "hitRate1D": 0.5765765765765766,
      "comboQuality": 0.8457897777061644,
      "eligibleDays": 330,
      "fitnessScore": 0.7244298992828252,
      "lookbackDays": 30,
      "returnLift1D": 0.0022974216728255882,
      "hitRateLift1D": 0.04770119663736683,
      "activationRate": 0.3393939393939394,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5784615384615385,
        "10": 0.640625
      },
      "sampleConfidence": 0.9904761904761905,
      "shadowSharpeLike": 1.4018523339012203,
      "avgForwardReturns": {
        "1": 0.002966528617459529,
        "5": 0.016533779159462733,
        "10": 0.02898167731103438
      },
      "shadowMaxDrawdown": -0.09270881498300299,
      "shadowTotalReturn": 0.3475610029200853,
      "avgForwardReturn1D": 0.002966528617459529,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-11",
        "2025-07-22"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006691069446339409,
        "5": 0.003588413117618027,
        "10": 0.007806864242052283
      }
    },
    {
      "topN": 5,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.547945205479452,
        "5": 0.5845070422535211,
        "10": 0.6423357664233577
      },
      "hitRate1D": 0.547945205479452,
      "comboQuality": 0.7206288778808908,
      "eligibleDays": 339,
      "fitnessScore": 0.5584683012653521,
      "lookbackDays": 21,
      "returnLift1D": 0.0012987231199102615,
      "hitRateLift1D": 0.021317986544540757,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.562874251497006,
        "10": 0.6231003039513677
      },
      "sampleConfidence": 0.9927437641723357,
      "shadowSharpeLike": 0.899507786028742,
      "avgForwardReturns": {
        "1": 0.0017659684760463483,
        "5": 0.0016295244041319723,
        "10": 0.006590374654337716
      },
      "shadowMaxDrawdown": -0.14809523510311684,
      "shadowTotalReturn": 0.24357053374560467,
      "avgForwardReturn1D": 0.0017659684760463483,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-02",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.00046724535613608685,
        "5": 0.0023221341702695667,
        "10": 0.004695253261539546
      }
    },
    {
      "topN": 3,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5660377358490566,
        "10": 0.6470588235294118
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.6811153381149568,
      "eligibleDays": 339,
      "fitnessScore": 0.5169584799738852,
      "lookbackDays": 21,
      "returnLift1D": 0.0017577329604861623,
      "hitRateLift1D": 0.018827326519634147,
      "activationRate": 0.32448377581120946,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.562874251497006,
        "10": 0.6231003039513677
      },
      "sampleConfidence": 0.9927272727272728,
      "shadowSharpeLike": 0.9467599729285545,
      "avgForwardReturns": {
        "1": 0.002224978316622249,
        "5": 0.005910507321883018,
        "10": 0.012398271918565832
      },
      "shadowMaxDrawdown": -0.10071978494276368,
      "shadowTotalReturn": 0.2323433982125438,
      "avgForwardReturn1D": 0.002224978316622249,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-24",
        "2025-06-25",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-25",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 106,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.00046724535613608685,
        "5": 0.0023221341702695667,
        "10": 0.004695253261539546
      }
    },
    {
      "topN": 4,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5373134328358209,
        "5": 0.5923076923076923,
        "10": 0.6507936507936508
      },
      "hitRate1D": 0.5373134328358209,
      "comboQuality": 0.6370406602541363,
      "eligibleDays": 339,
      "fitnessScore": 0.4737593869858703,
      "lookbackDays": 21,
      "returnLift1D": 0.0012188258573049174,
      "hitRateLift1D": 0.010686213900909625,
      "activationRate": 0.39823008849557523,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.562874251497006,
        "10": 0.6231003039513677
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": 0.7862397226951567,
      "avgForwardReturns": {
        "1": 0.0016860712134410042,
        "5": 0.003988089977394415,
        "10": 0.008648427652868778
      },
      "shadowMaxDrawdown": -0.1509096798115278,
      "shadowTotalReturn": 0.2021668570793156,
      "avgForwardReturn1D": 0.0016860712134410042,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.00046724535613608685,
        "5": 0.0023221341702695667,
        "10": 0.004695253261539546
      }
    },
    {
      "topN": 5,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5725806451612904,
        "5": 0.625,
        "10": 0.6782608695652174
      },
      "hitRate1D": 0.5725806451612904,
      "comboQuality": 0.6305190865084717,
      "eligibleDays": 330,
      "fitnessScore": 0.4675777554323917,
      "lookbackDays": 30,
      "returnLift1D": 0.0011572179144214408,
      "hitRateLift1D": 0.043705265222080625,
      "activationRate": 0.3787878787878788,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5288753799392097,
        "5": 0.5784615384615385,
        "10": 0.640625
      },
      "sampleConfidence": 0.9914666666666667,
      "shadowSharpeLike": 0.7702184718277695,
      "avgForwardReturns": {
        "1": 0.0018263248590553816,
        "5": 0.00928737427233259,
        "10": 0.013653896075051096
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        "10": -0.026679598297129122
      },
      "shadowMaxDrawdown": -0.09247029564341447,
      "shadowTotalReturn": -0.03765677142801971,
      "avgForwardReturn1D": -0.0006767792280951759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-02-10",
        "2026-02-11",
        "2026-02-12",
        "2026-02-13",
        "2026-02-17",
        "2026-02-18",
        "2026-02-19",
        "2026-02-20",
        "2026-02-23",
        "2026-02-24"
      ],
      "horizonObservationCounts": {
        "1": 39,
        "5": 35,
        "10": 31
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006864570627335562,
        "5": 0.0037325142646103394,
        "10": 0.007662426149830228
      }
    },
    {
      "topN": 5,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5463917525773195,
        "5": 0.5483870967741935,
        "10": 0.6136363636363636
      },
      "hitRate1D": 0.5463917525773195,
      "comboQuality": 0.09569693154931867,
      "eligibleDays": 315,
      "fitnessScore": -0.14411523088380465,
      "lookbackDays": 45,
      "returnLift1D": -0.0022970227716633713,
      "hitRateLift1D": 0.008175192067765402,
      "activationRate": 0.3111111111111111,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.5382165605095541,
        "5": 0.5870967741935483,
        "10": 0.6426229508196721
      },
      "sampleConfidence": 0.9891156462585035,
      "shadowSharpeLike": -0.4035875568105863,
      "avgForwardReturns": {
        "1": -0.0013347861652445215,
        "5": -0.0024447033987179925,
        "10": 0.009004972787489617
      },
      "shadowMaxDrawdown": -0.33527997888064065,
      "shadowTotalReturn": -0.17014507379470956,
      "avgForwardReturn1D": -0.0013347861652445215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2026-01-14"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009622366064188496,
        "5": 0.004267238143741729,
        "10": 0.008461149830789076
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    },
    {
      "topN": 4,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5111111111111111,
        "5": 0.5714285714285714,
        "10": 0.631578947368421
      },
      "hitRate1D": 0.5111111111111111,
      "comboQuality": 0.09261909335061445,
      "eligibleDays": 352,
      "fitnessScore": -0.1520547428811562,
      "lookbackDays": 14,
      "returnLift1D": -0.0014551248417170835,
      "hitRateLift1D": -0.01746031746031751,
      "activationRate": 0.38636363636363635,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5664739884393064,
        "10": 0.6052631578947368
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      "sampleConfidence": 0.9965686274509804,
      "shadowSharpeLike": -0.4029323598908629,
      "avgForwardReturns": {
        "1": -0.0009486337311067446,
        "5": 0.005761784277713928,
        "10": 0.008022251456946062
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      "shadowMaxDrawdown": -0.3130413797019316,
      "shadowTotalReturn": -0.1873041909282087,
      "avgForwardReturn1D": -0.0009486337311067446,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-27",
        "2025-05-21",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-17",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.000506491110610339,
        "5": 0.0024657003368722206,
        "10": 0.0035583309648720613
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.5433529327392319,
      "fitnessScore": 0.3882466185601129,
      "lookbackDays": 14,
      "returnLift1D": 0.001160950516013303,
      "activationRate": 0.3153409090909091,
      "activationCount": 111,
      "sampleConfidence": 0.9987987987987988,
      "shadowTotalReturn": 0.15927833627524257,
      "avgForwardReturn1D": 0.001667441626623642
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7206288778808908,
      "fitnessScore": 0.5584683012653521,
      "lookbackDays": 21,
      "returnLift1D": 0.0012987231199102615,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "sampleConfidence": 0.9927437641723357,
      "shadowTotalReturn": 0.24357053374560467,
      "avgForwardReturn1D": 0.0017659684760463483
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8762766946560113,
      "fitnessScore": 0.7806795325261061,
      "lookbackDays": 30,
      "returnLift1D": 0.002941598554452099,
      "activationRate": 0.2909090909090909,
      "activationCount": 96,
      "sampleConfidence": 0.9888888888888889,
      "shadowTotalReturn": 0.37380652939823267,
      "avgForwardReturn1D": 0.00361070549908604
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5089771331507504,
      "fitnessScore": 0.3579007261936336,
      "lookbackDays": 45,
      "returnLift1D": 0.0006453722186685177,
      "activationRate": 0.27936507936507937,
      "activationCount": 88,
      "sampleConfidence": 0.9878787878787879,
      "shadowTotalReturn": 0.12698495340281002,
      "avgForwardReturn1D": 0.0016076088250873673
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3241683744391524,
      "fitnessScore": 0.18837019861173004,
      "lookbackDays": 63,
      "returnLift1D": 0.00010579500918220382,
      "activationRate": 0.265993265993266,
      "activationCount": 79,
      "sampleConfidence": 0.9864978902953587,
      "shadowTotalReturn": 0.04146261259222572,
      "avgForwardReturn1D": 0.00079225207191576
    }
  ],
  "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": "719e0747a704e4f69c02a6a93cfe0f448b9ffe5b7461d30e4b6df6f0b24296b5",
    "size": 13,
    "members": [
      "AIN",
      "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",
      "AIN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AIN",
    "hitRates": {
      "1": 0.6,
      "5": 0.6593406593406593,
      "10": 0.7441860465116279
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    "hitRate1D": 0.6,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.8704241968914516,
    "eligibleDays": 359,
    "fitnessScore": 0.7690372149425672,
    "lookbackDays": 30,
    "returnLift1D": 0.0034055591734424334,
    "hitRateLift1D": 0.079108635097493,
    "portfolioSize": 3,
    "activationRate": 0.2646239554317549,
    "activationCount": 95,
    "baselineHitRates": {
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      "5": 0.5464788732394367,
      "10": 0.6
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    "sampleConfidence": 0.9908771929824562,
    "shadowSharpeLike": 1.4792616599614135,
    "avgForwardReturns": {
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      "5": 0.019602100604246813,
      "10": 0.03656155749538276
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    "shadowMaxDrawdown": -0.08169031270945615,
    "shadowTotalReturn": 0.37380652939823267,
    "avgForwardReturn1D": 0.00361070549908604,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-13",
      "2025-06-24",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-09-12",
      "2025-12-22",
      "2025-12-23",
      "2025-12-24",
      "2025-12-26"
    ],
    "horizonObservationCounts": {
      "1": 95,
      "5": 91,
      "10": 86
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002051463256436067,
      "5": 0.0007303405697814579,
      "10": 0.00183565810861206
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8704241968914516,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4441111279670479,
    "bestRawFitnessScore": 0.7690372149425672,
    "upperQuartileComboQuality": 0.6203252926754961
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5548537346772526,
    "rawScore": 0.5810515003611448,
    "confidence": 0.9098263556066568,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0.3501286576548876,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.58881048235867,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "AIN",
      "hitRates": {
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        "5": 0.6593406593406593,
        "10": 0.7441860465116279
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      "hitRate1D": 0.6,
      "rankWeights": [
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      ],
      "comboQuality": 0.8704241968914516,
      "eligibleDays": 359,
      "fitnessScore": 0.7690372149425672,
      "lookbackDays": 30,
      "returnLift1D": 0.0034055591734424334,
      "hitRateLift1D": 0.079108635097493,
      "portfolioSize": 3,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.520891364902507,
        "5": 0.5464788732394367,
        "10": 0.6
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      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": 1.4792616599614135,
      "avgForwardReturns": {
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        "5": 0.019602100604246813,
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      "shadowMaxDrawdown": -0.08169031270945615,
      "shadowTotalReturn": 0.37380652939823267,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-09-12",
        "2025-12-22",
        "2025-12-23",
        "2025-12-24",
        "2025-12-26"
      ],
      "horizonObservationCounts": {
        "1": 95,
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      "baselineAvgForwardReturns": {
        "1": 0.0002051463256436067,
        "5": 0.0007303405697814579,
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5765765765765766,
      "rankWeights": [
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      "comboQuality": 0.8374889506605235,
      "eligibleDays": 359,
      "fitnessScore": 0.7107256564950744,
      "lookbackDays": 30,
      "returnLift1D": 0.0027613822918159227,
      "hitRateLift1D": 0.05568521167406959,
      "portfolioSize": 4,
      "activationRate": 0.30919220055710306,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.520891364902507,
        "5": 0.5464788732394367,
        "10": 0.6
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      "sampleConfidence": 0.9921921921921922,
      "shadowSharpeLike": 1.3437799592075432,
      "avgForwardReturns": {
        "1": 0.002966528617459529,
        "5": 0.016533779159462733,
        "10": 0.02898167731103438
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      "shadowMaxDrawdown": -0.09270881498300299,
      "shadowTotalReturn": 0.3475610029200853,
      "avgForwardReturn1D": 0.002966528617459529,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-11",
        "2025-07-22"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 107,
        "10": 102
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      "baselineAvgForwardReturns": {
        "1": 0.0002051463256436067,
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    },
    {
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      "comboQuality": 0.8374889506605235,
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      "sampleConfidence": 0.9921921921921922,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-16",
        "2025-06-17",
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        "2025-07-08",
        "2025-07-09",
        "2025-07-11",
        "2025-07-22"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.6684179098306242,
      "eligibleDays": 368,
      "fitnessScore": 0.5042283995965086,
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      "returnLift1D": 0.001981969501782069,
      "hitRateLift1D": 0.020998023715414926,
      "portfolioSize": 3,
      "activationRate": 0.29891304347826086,
      "activationCount": 110,
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      "sampleConfidence": 0.9927272727272728,
      "shadowSharpeLike": 0.9106464116637054,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10071978494276368,
      "shadowTotalReturn": 0.23295987815161956,
      "avgForwardReturn1D": 0.002224978316622249,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-02",
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        "2025-07-07",
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        "2025-07-25",
        "2025-08-29",
        "2025-09-02",
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      "horizonObservationCounts": {
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        "5": 106,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "AIN",
      "hitRates": {
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        "5": 0.6111111111111112,
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      "hitRate1D": 0.5862068965517241,
      "rankWeights": [
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      ],
      "comboQuality": 0.6240682179796906,
      "eligibleDays": 359,
      "fitnessScore": 0.4615074377883716,
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      "returnLift1D": 0.0028180010922560124,
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      "activationCount": 58,
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      "sampleConfidence": 0.9850574712643678,
      "shadowSharpeLike": 1.0366295937719154,
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      "activationDatesSample": [
        "2026-01-14",
        "2026-01-15",
        "2026-01-16",
        "2026-01-20",
        "2026-01-21",
        "2026-01-22",
        "2026-01-23",
        "2026-01-26",
        "2026-01-27",
        "2026-01-28"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 45,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004986145025417846,
        "5": 0.002262579713816431,
        "10": 0.004228587050403712
      }
    },
    {
      "topN": 3,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.5645161290322581,
        "10": 0.6140350877192983
      },
      "hitRate1D": 0.5151515151515151,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2615425435343483,
      "eligibleDays": 326,
      "fitnessScore": 0.12164736304269802,
      "lookbackDays": 63,
      "returnLift1D": -0.000017739517949087497,
      "hitRateLift1D": -0.012455846811674998,
      "portfolioSize": 3,
      "activationRate": 0.20245398773006135,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5838509316770186,
        "10": 0.6466876971608833
      },
      "sampleConfidence": 0.9868686868686869,
      "shadowSharpeLike": 0.2523346849024188,
      "avgForwardReturns": {
        "1": 0.0008222827156442803,
        "5": 0.004237301883470791,
        "10": 0.008659990777108518
      },
      "shadowMaxDrawdown": -0.14851426810244994,
      "shadowTotalReturn": 0.03550333759905211,
      "avgForwardReturn1D": 0.0008222827156442803,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-02-10",
        "2026-02-11",
        "2026-02-12",
        "2026-02-13",
        "2026-02-17",
        "2026-02-18",
        "2026-02-19",
        "2026-02-20",
        "2026-02-23",
        "2026-02-24"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 62,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008400222335933678,
        "5": 0.004676029903587765,
        "10": 0.008596704855041734
      }
    },
    {
      "topN": 2,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.45714285714285713,
        "10": 0.41935483870967744
      },
      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1733214926706328,
      "eligibleDays": 326,
      "fitnessScore": 0.006301113763317497,
      "lookbackDays": 63,
      "returnLift1D": -0.0015168014616885436,
      "hitRateLift1D": 0.0108541764983483,
      "portfolioSize": 2,
      "activationRate": 0.1196319018404908,
      "activationCount": 39,
      "baselineHitRates": {
        "1": 0.5276073619631901,
        "5": 0.5838509316770186,
        "10": 0.6466876971608833
      },
      "sampleConfidence": 0.9794871794871796,
      "shadowSharpeLike": -0.22223674291746498,
      "avgForwardReturns": {
        "1": -0.0006767792280951759,
        "5": -0.004112231050330723,
        "10": -0.026679598297129122
      },
      "shadowMaxDrawdown": -0.09247029564341447,
      "shadowTotalReturn": -0.03765677142801971,
      "avgForwardReturn1D": -0.0006767792280951759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-02-10",
        "2026-02-11",
        "2026-02-12",
        "2026-02-13",
        "2026-02-17",
        "2026-02-18",
        "2026-02-19",
        "2026-02-20",
        "2026-02-23",
        "2026-02-24"
      ],
      "horizonObservationCounts": {
        "1": 39,
        "5": 35,
        "10": 31
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008400222335933678,
        "5": 0.004676029903587765,
        "10": 0.008596704855041734
      }
    },
    {
      "topN": 4,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5109489051094891,
        "5": 0.562962962962963,
        "10": 0.6222222222222222
      },
      "hitRate1D": 0.5109489051094891,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09022786567508832,
      "eligibleDays": 375,
      "fitnessScore": -0.15838828806901462,
      "lookbackDays": 14,
      "returnLift1D": -0.0011206994925239966,
      "hitRateLift1D": -0.014384428223844226,
      "portfolioSize": 4,
      "activationRate": 0.36533333333333334,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5471698113207547,
        "10": 0.587431693989071
      },
      "sampleConfidence": 0.9980535279805354,
      "shadowSharpeLike": -0.3867046650297775,
      "avgForwardReturns": {
        "1": -0.0009170289192963031,
        "5": 0.005144981939534715,
        "10": 0.006128462483063383
      },
      "shadowMaxDrawdown": -0.31304137970193147,
      "shadowTotalReturn": -0.18614114354930067,
      "avgForwardReturn1D": -0.0009170289192963031,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-03-19",
        "2025-03-27",
        "2025-05-21",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-17",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020367057322769356,
        "5": 0.0008736135609494948,
        "10": 0.0013665565713948992
      }
    },
    {
      "topN": 5,
      "ticker": "AIN",
      "hitRates": {
        "1": 0.5109489051094891,
        "5": 0.562962962962963,
        "10": 0.6222222222222222
      },
      "hitRate1D": 0.5109489051094891,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09022786567508832,
      "eligibleDays": 375,
      "fitnessScore": -0.15838828806901462,
      "lookbackDays": 14,
      "returnLift1D": -0.0011206994925239966,
      "hitRateLift1D": -0.014384428223844226,
      "portfolioSize": 5,
      "activationRate": 0.36533333333333334,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5471698113207547,
        "10": 0.587431693989071
      },
      "sampleConfidence": 0.9980535279805354,
      "shadowSharpeLike": -0.3867046650297775,
      "avgForwardReturns": {
        "1": -0.0009170289192963031,
        "5": 0.005144981939534715,
        "10": 0.006128462483063383
      },
      "shadowMaxDrawdown": -0.31304137970193147,
      "shadowTotalReturn": -0.18614114354930067,
      "avgForwardReturn1D": -0.0009170289192963031,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-03-19",
        "2025-03-27",
        "2025-05-21",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-17",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020367057322769356,
        "5": 0.0008736135609494948,
        "10": 0.0013665565713948992
      }
    }
  ],
  "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": 0.5342039991343269,
      "fitnessScore": 0.3801466032921491,
      "lookbackDays": 14,
      "returnLift1D": 0.0014637710533959485,
      "activationRate": 0.296,
      "activationCount": 111,
      "sampleConfidence": 0.9987987987987988,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.15985826540794656,
      "avgForwardReturn1D": 0.001667441626623642
    },
    {
      "comboQuality": 0.6684179098306242,
      "fitnessScore": 0.5042283995965086,
      "lookbackDays": 21,
      "returnLift1D": 0.001981969501782069,
      "activationRate": 0.29891304347826086,
      "activationCount": 110,
      "sampleConfidence": 0.9927272727272728,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.23295987815161956,
      "avgForwardReturn1D": 0.002224978316622249
    },
    {
      "comboQuality": 0.8704241968914516,
      "fitnessScore": 0.7690372149425672,
      "lookbackDays": 30,
      "returnLift1D": 0.0034055591734424334,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "sampleConfidence": 0.9908771929824562,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.37380652939823267,
      "avgForwardReturn1D": 0.00361070549908604
    },
    {
      "comboQuality": 0.49677969464955557,
      "fitnessScore": 0.34716609210629057,
      "lookbackDays": 45,
      "returnLift1D": 0.0011089943225455826,
      "activationRate": 0.25290697674418605,
      "activationCount": 87,
      "sampleConfidence": 0.9900383141762452,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12698495340281002,
      "avgForwardReturn1D": 0.0016076088250873673
    },
    {
      "comboQuality": 0.29139565177301,
      "fitnessScore": 0.15450462146535354,
      "lookbackDays": 63,
      "returnLift1D": 0.00010565104616405262,
      "activationRate": 0.21779141104294478,
      "activationCount": 71,
      "sampleConfidence": 0.987793427230047,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04704503731597076,
      "avgForwardReturn1D": 0.0009456732797574204
    }
  ],
  "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": "719e0747a704e4f69c02a6a93cfe0f448b9ffe5b7461d30e4b6df6f0b24296b5",
    "size": 13,
    "members": [
      "AIN",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.293
Liquidity
0.426
Momentum
0.652
Relative strength
0.671
Trend quality
0.567
Stability
0.434
Aggression
0.437
Downside risk
0.564
Drawdown state
0.797
Quality momentum
0.618
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.639
Benchmark Independence 3m Score
0.624
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.403
Beta Change Score
0.387
Correlation Change Score
0.508
Current Drawdown Score
0.494
Days Since 52w High Score
0.036
Distance From 52w High Score
0.925
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.962
Distance From Sma 50 Score
0.651
Downside Volatility 1m Score
0.269
Downside Volatility 1y Score
0.580
Downside Volatility 2y Score
0.524
Downside Volatility 3m Score
0.345
Downside Volatility 5y Score
0.412
Downside Volatility 6m Score
0.368
Drawdown Recovery Score
1
Excess Return 1m Score
0.528
Excess Return 1y Score
0.203
Excess Return 3m Score
0.779
Excess Return 6m Score
0.950
Expected Shortfall 95 1y Score
0.381
Log Avg Dollar Volume 20d Score
0.426
Log Market Cap Score
0.293
Drawdown Score 1m
0.739
Drawdown Score 1y
0.344
Drawdown Score 2y
0.310
Drawdown Score 3m
0.837
Drawdown Score 5y
0.377
Drawdown Score 6m
0.686
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.606
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.556
Relative Strength Slope 3m Score
0.753
Relative Volume 20d Score
0.273
Return 1m Score
0.573
Return 1w Score
0.463
Return 1y Score
0.528
Return 2y Score
0.260
Return 3m Score
0.850
Return 5y Score
0.067
Return 6m Score
0.809
Return Skewness 1y Score
0.038
Sharpe 1m Score
0.746
Sharpe 1y Score
0.466
Sharpe 2y Score
0.417
Sharpe 3m Score
0.999
Sharpe 5y Score
0.417
Sharpe 6m Score
0.796
Sortino 1m Score
0.657
Sortino 1y Score
0.411
Sortino 2y Score
0.384
Sortino 3m Score
0.800
Sortino 5y Score
0.385
Sortino 6m Score
0.640
Trend R2 1m Score
0.429
Trend R2 1w Score
0.294
Trend R2 1y Score
0.037
Trend R2 2y Score
0.547
Trend R2 3m Score
0.915
Trend R2 5y Score
0.381
Trend R2 6m Score
0.565
Trend Slope 1m Score
0.689
Trend Slope 1w Score
0.264
Trend Slope 1y Score
0.520
Trend Slope 2y Score
0.444
Trend Slope 3m Score
0.827
Trend Slope 5y Score
0.481
Trend Slope 6m Score
0.637
Volatility 1m Score
0.370
Volatility 1w Score
0.346
Volatility 1y Score
0.505
Volatility 2y Score
0.458
Volatility 3m Score
0.401
Volatility 5y Score
0.376
Volatility 6m Score
0.399
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
18,911,304.184
Best Day 1y
0.077
Beta To Benchmark 1y
1.232
Beta 3m
1.007
Beta Change
-0.225
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.361
Correlation 3m
0.376
Correlation Change
0.015
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.639
Benchmark Independence 3m Score
0.624
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.403
Beta Change Score
0.387
Correlation Change Score
0.508
Current Drawdown Score
0.494
Distance From Sma 20 Score
0.499
Distance From Sma 200 Score
0.962
Current Drawdown
-0.329
Days Since 52w High
9
Distance From 52w High
-0.049
Distance From Sma 20
-0.001
Distance From Sma 200
0.277
Distance From Sma 50
0.090
Downside Capture 1y
0.747
Downside Volatility 1m
0.251
Downside Volatility 1w
-
Downside Volatility 1y
0.485
Downside Volatility 2y
0.443
Downside Volatility 3m
0.309
Downside Volatility 5y
0.359
Downside Volatility 6m
0.326
Drawdown Recovery
1
Excess Return 1m
0.017
Excess Return 1y
-0.178
Excess Return 3m
0.167
Excess Return 6m
0.270
Expected Shortfall 95 1y
-0.062
Market Cap
2,046,094,233.919
Max Drawdown 1m
-0.065
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.426
Max Drawdown 2y
-0.552
Max Drawdown 3m
-0.065
Max Drawdown 5y
-0.623
Max Drawdown 6m
-0.173
Momentum Acceleration 1m Vs 3m
-0.050
Momentum Acceleration 3m Vs 6m
0.032
Moving Average Alignment
0.500
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.038
Return 1m
0.044
Return 1w
-0.011
Return 1y
0.045
Return 2y
-0.090
Return 3m
0.280
Return 5y
-0.129
Return 6m
0.371
Return Skewness 1y
-2.774
Sector Excess Return 1y
-
Sharpe 1m
1.729
Sharpe 1y
0.328
Sharpe 2y
0.084
Sharpe 3m
2.996
Sharpe 5y
0.087
Sharpe 6m
1.980
Sortino 1m
2.253
Sortino 1y
0.290
Sortino 2y
0.075
Sortino 3m
3.398
Sortino 5y
0.080
Sortino 6m
2.120
Trend R2 1m
0.429
Trend R2 1w
0.294
Trend R2 1y
0.037
Trend R2 2y
0.547
Trend R2 3m
0.915
Trend R2 5y
0.381
Trend R2 6m
0.565
Trend 1m
0.003
Trend 1w
-0.004
Trend 1y
0.000
Trend 2y
-0.001
Trend 3m
0.005
Trend 5y
-0.000
Trend 6m
0.002
Upside Capture 1y
1.144
Value At Risk 95 1y
-0.030
Volatility 1m
0.328
Volatility 1w
0.309
Volatility 1y
0.429
Volatility 2y
0.394
Volatility 3m
0.351
Volatility 5y
0.332
Volatility 6m
0.349
Worst Day 1y
-0.236
Distance From Sma 50 Score
0.651
Downside Volatility 1y Score
0.580
Downside Volatility 3m Score
0.345
Drawdown Recovery Score
1
Excess Return 1m Score
0.528
Excess Return 1y Score
0.203
Excess Return 3m Score
0.779
Excess Return 6m Score
0.950
Expected Shortfall 95 1y Score
0.381
Log Avg Dollar Volume 20d Score
0.426
Log Market Cap Score
0.293
Drawdown Score 1y
0.344
Drawdown Score 5y
0.377
Momentum Acceleration 1m Vs 3m Score
0.335
Momentum Acceleration 3m Vs 6m Score
0.606
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.556
Relative Volume 20d Score
0.273
Return 1m Score
0.573
Return 1y Score
0.528
Return 3m Score
0.850
Return 6m Score
0.809
Return Skewness 1y Score
0.038
Sortino 1y Score
0.411
Sortino 3m Score
0.800
Trend R2 1y Score
0.037
Trend R2 3m Score
0.915
Trend Slope 1y Score
0.520
Trend Slope 3m Score
0.827
Volatility 1y Score
0.505
Volatility 3m Score
0.401