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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

AIT

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

Research Detail

AIT

AIT

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.858
Correlation To Benchmark 1y
0.407
Inverse To Benchmark 1y
0.593
Drawdown Score 1m
0.672
Drawdown Score 3m
0.795
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
0.766
Drawdown Score 1y
0.802
Drawdown Score 2y
0.670
Drawdown Score 5y
0.736
Return 1w
0.001
Return 1m
0.026
Return 3m
0.158
Return 6m
0.274
Return 1y
0.326
Return 2y
0.773
Return 5y
2.759
Sharpe 1m
1.129
Sharpe 3m
2.418
Sharpe 6m
1.810
Sharpe 1y
1.201
Sharpe 2y
1.054
Sharpe 5y
1.020
Trend 1w
-0.001
Trend 1m
0.001
Trend 3m
0.002
Trend 6m
0.002
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.422
Volatility 1m
0.313
Volatility 3m
0.256
Volatility 6m
0.291
Volatility 1y
0.265
Volatility 2y
0.320
Volatility 5y
0.305
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
AIT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:04 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.361
Aptet Fit Raw Score
0.385
Aptet Fit Confidence
0.877
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.373
Force Fit Raw Score
0.392
Force Fit Confidence
0.900
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:04 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AIT",
    "hitRates": {
      "1": 0.5432098765432098,
      "5": 0.6392405063291139,
      "10": 0.6535947712418301
    },
    "hitRate1D": 0.5432098765432098,
    "comboQuality": 0.6478123524270555,
    "eligibleDays": 330,
    "fitnessScore": 0.48407612934672084,
    "lookbackDays": 30,
    "returnLift1D": -0.00022662407756468442,
    "hitRateLift1D": 0.01129498292618858,
    "activationRate": 0.49393939393939396,
    "activationCount": 163,
    "baselineHitRates": {
      "1": 0.5319148936170213,
      "5": 0.6,
      "10": 0.6125
    },
    "sampleConfidence": 0.9934560327198365,
    "shadowSharpeLike": 0.727154455408359,
    "avgForwardReturns": {
      "1": 0.0012807627792003164,
      "5": 0.006212954781251852,
      "10": 0.016321417156689
    },
    "shadowMaxDrawdown": -0.160028338653322,
    "shadowTotalReturn": 0.17786609759171101,
    "avgForwardReturn1D": 0.0012807627792003164,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-21",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 162,
      "5": 158,
      "10": 153
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015073868567650008,
      "5": 0.007295925165888906,
      "10": 0.014305298312924219
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6478123524270555,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2617616578198961,
    "bestRawFitnessScore": 0.48407612934672084,
    "upperQuartileComboQuality": 0.38998280204751357
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36105451322702053,
    "rawScore": 0.38466780800979106,
    "confidence": 0.8772276011089053,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.050030549302149875,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.4264779575294794,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5432098765432098,
        "5": 0.6392405063291139,
        "10": 0.6535947712418301
      },
      "hitRate1D": 0.5432098765432098,
      "comboQuality": 0.6478123524270555,
      "eligibleDays": 330,
      "fitnessScore": 0.48407612934672084,
      "lookbackDays": 30,
      "returnLift1D": -0.00022662407756468442,
      "hitRateLift1D": 0.01129498292618858,
      "activationRate": 0.49393939393939396,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.6,
        "10": 0.6125
      },
      "sampleConfidence": 0.9934560327198365,
      "shadowSharpeLike": 0.727154455408359,
      "avgForwardReturns": {
        "1": 0.0012807627792003164,
        "5": 0.006212954781251852,
        "10": 0.016321417156689
      },
      "shadowMaxDrawdown": -0.160028338653322,
      "shadowTotalReturn": 0.17786609759171101,
      "avgForwardReturn1D": 0.0012807627792003164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015073868567650008,
        "5": 0.007295925165888906,
        "10": 0.014305298312924219
      }
    },
    {
      "topN": 5,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5241379310344828,
        "5": 0.6170212765957447,
        "10": 0.5955882352941176
      },
      "hitRate1D": 0.5241379310344828,
      "comboQuality": 0.5435715375437756,
      "eligibleDays": 315,
      "fitnessScore": 0.38844045539597266,
      "lookbackDays": 45,
      "returnLift1D": -0.0005436186562583708,
      "hitRateLift1D": -0.010893916099275147,
      "activationRate": 0.4634920634920635,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.6,
        "10": 0.6
      },
      "sampleConfidence": 0.9926940639269407,
      "shadowSharpeLike": 0.5869560688137101,
      "avgForwardReturns": {
        "1": 0.0010322360068639046,
        "5": 0.005444067448036851,
        "10": 0.012529131163393993
      },
      "shadowMaxDrawdown": -0.1188532028373378,
      "shadowTotalReturn": 0.12204299363312843,
      "avgForwardReturn1D": 0.0010322360068639046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015758546631222754,
        "5": 0.00684030529933684,
        "10": 0.01315635691401781
      }
    },
    {
      "topN": 4,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5303030303030303,
        "5": 0.59375,
        "10": 0.592
      },
      "hitRate1D": 0.5303030303030303,
      "comboQuality": 0.4772055085719641,
      "eligibleDays": 315,
      "fitnessScore": 0.32992693350588664,
      "lookbackDays": 45,
      "returnLift1D": -0.0006996613802480389,
      "hitRateLift1D": -0.004728816830727678,
      "activationRate": 0.4222222222222222,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.6,
        "10": 0.6
      },
      "sampleConfidence": 0.9929824561403509,
      "shadowSharpeLike": 0.47941007495670956,
      "avgForwardReturns": {
        "1": 0.0008761932828742366,
        "5": 0.00429971529915173,
        "10": 0.011198125207784139
      },
      "shadowMaxDrawdown": -0.12482467109160955,
      "shadowTotalReturn": 0.08883853817946874,
      "avgForwardReturn1D": 0.0008761932828742366,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 128,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015758546631222754,
        "5": 0.00684030529933684,
        "10": 0.01315635691401781
      }
    },
    {
      "topN": 3,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5948275862068966,
        "10": 0.5663716814159292
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.4690368223996551,
      "eligibleDays": 315,
      "fitnessScore": 0.3227174929881361,
      "lookbackDays": 45,
      "returnLift1D": -0.0006620791398113818,
      "hitRateLift1D": 0.006634819532908676,
      "activationRate": 0.38412698412698415,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.6,
        "10": 0.6
      },
      "sampleConfidence": 0.9922865013774105,
      "shadowSharpeLike": 0.4648114526206031,
      "avgForwardReturns": {
        "1": 0.0009137755233108937,
        "5": 0.0045065178295739675,
        "10": 0.010155911386637363
      },
      "shadowMaxDrawdown": -0.11399359580110613,
      "shadowTotalReturn": 0.08205550010741036,
      "avgForwardReturn1D": 0.0009137755233108937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 116,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015758546631222754,
        "5": 0.00684030529933684,
        "10": 0.01315635691401781
      }
    },
    {
      "topN": 4,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5342465753424658,
        "5": 0.6197183098591549,
        "10": 0.6277372262773723
      },
      "hitRate1D": 0.5342465753424658,
      "comboQuality": 0.4678741018889337,
      "eligibleDays": 330,
      "fitnessScore": 0.32169020964286305,
      "lookbackDays": 30,
      "returnLift1D": -0.000689310904844862,
      "hitRateLift1D": 0.002331681725444512,
      "activationRate": 0.44545454545454544,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5319148936170213,
        "5": 0.6,
        "10": 0.6125
      },
      "sampleConfidence": 0.9927437641723357,
      "shadowSharpeLike": 0.39492538345773776,
      "avgForwardReturns": {
        "1": 0.0008180759519201389,
        "5": 0.005134260136519038,
        "10": 0.012868325219407747
      },
      "shadowMaxDrawdown": -0.14799317156761627,
      "shadowTotalReturn": 0.07819072992481235,
      "avgForwardReturn1D": 0.0008180759519201389,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015073868567650008,
        "5": 0.007295925165888906,
        "10": 0.014305298312924219
      }
    },
    {
      "topN": 2,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.6197183098591549,
        "10": 0.5633802816901409
      },
      "hitRate1D": 0.5833333333333334,
      "comboQuality": 0.3640190354337069,
      "eligibleDays": 352,
      "fitnessScore": 0.22724825625942738,
      "lookbackDays": 14,
      "returnLift1D": -0.00039842069454117915,
      "hitRateLift1D": 0.06047619047619046,
      "activationRate": 0.21022727272727273,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.5228571428571429,
        "5": 0.5982658959537572,
        "10": 0.5964912280701754
      },
      "sampleConfidence": 0.9927927927927929,
      "shadowSharpeLike": 0.28143448764749057,
      "avgForwardReturns": {
        "1": 0.0010081272536241362,
        "5": 0.005404987130019257,
        "10": 0.009605812187889494
      },
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        "1": -0.0012675749344519204,
        "5": -0.001550003350873962,
        "10": 0.0057143294853230315
      },
      "shadowMaxDrawdown": -0.26885733816993695,
      "shadowTotalReturn": -0.16779474047379783,
      "avgForwardReturn1D": -0.0012675749344519204,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014853574660138587,
        "5": 0.006799035903878923,
        "10": 0.012817019875966812
      }
    },
    {
      "topN": 2,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.45161290322580644,
        "5": 0.5,
        "10": 0.5
      },
      "hitRate1D": 0.45161290322580644,
      "comboQuality": 0.07444108465809891,
      "eligibleDays": 339,
      "fitnessScore": -0.20448575275882308,
      "lookbackDays": 21,
      "returnLift1D": -0.002880860635931543,
      "hitRateLift1D": -0.07501431570910483,
      "activationRate": 0.18289085545722714,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.5266272189349113,
        "5": 0.5988023952095808,
        "10": 0.6048632218844985
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6299499966995228,
      "avgForwardReturns": {
        "1": -0.0013955031699176843,
        "5": -0.007580091545037927,
        "10": 0.001022449616423746
      },
      "shadowMaxDrawdown": -0.12552074654030465,
      "shadowTotalReturn": -0.10533097505435995,
      "avgForwardReturn1D": -0.0013955031699176843,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 62,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014853574660138587,
        "5": 0.006799035903878923,
        "10": 0.012817019875966812
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    },
    {
      "topN": 2,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.34210526315789475,
        "5": 0.45714285714285713,
        "10": 0.17647058823529413
      },
      "hitRate1D": 0.34210526315789475,
      "comboQuality": 0.030092673312985277,
      "eligibleDays": 297,
      "fitnessScore": -0.41404213530449424,
      "lookbackDays": 63,
      "returnLift1D": -0.003983285595273346,
      "hitRateLift1D": -0.19843527738264582,
      "activationRate": 0.13131313131313133,
      "activationCount": 39,
      "baselineHitRates": {
        "1": 0.5405405405405406,
        "5": 0.6095890410958904,
        "10": 0.6132404181184669
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      "sampleConfidence": 0.982905982905983,
      "shadowSharpeLike": -0.9193335410889124,
      "avgForwardReturns": {
        "1": -0.0025500884898930765,
        "5": -0.00322734292973805,
        "10": -0.012288005808184255
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      "shadowMaxDrawdown": -0.13412207928235964,
      "shadowTotalReturn": -0.10511688805446873,
      "avgForwardReturn1D": -0.0025500884898930765,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-06",
        "2025-08-07",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26"
      ],
      "horizonObservationCounts": {
        "1": 38,
        "5": 35,
        "10": 34
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014331971053802692,
        "5": 0.007423769970768933,
        "10": 0.014653646572490887
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.3640190354337069,
      "fitnessScore": 0.22724825625942738,
      "lookbackDays": 14,
      "returnLift1D": -0.00039842069454117915,
      "activationRate": 0.21022727272727273,
      "activationCount": 74,
      "sampleConfidence": 0.9927927927927929,
      "shadowTotalReturn": 0.04199634849242084,
      "avgForwardReturn1D": 0.0010081272536241362
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.1673159422817707,
      "fitnessScore": -0.003049486401594881,
      "lookbackDays": 21,
      "returnLift1D": -0.001969346987090197,
      "activationRate": 0.39823008849557523,
      "activationCount": 135,
      "sampleConfidence": 0.9960493827160495,
      "shadowTotalReturn": -0.10866120216594788,
      "avgForwardReturn1D": -0.00048398952107633854
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6478123524270555,
      "fitnessScore": 0.48407612934672084,
      "lookbackDays": 30,
      "returnLift1D": -0.00022662407756468442,
      "activationRate": 0.49393939393939396,
      "activationCount": 163,
      "sampleConfidence": 0.9934560327198365,
      "shadowTotalReturn": 0.17786609759171101,
      "avgForwardReturn1D": 0.0012807627792003164
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5435715375437756,
      "fitnessScore": 0.38844045539597266,
      "lookbackDays": 45,
      "returnLift1D": -0.0005436186562583708,
      "activationRate": 0.4634920634920635,
      "activationCount": 146,
      "sampleConfidence": 0.9926940639269407,
      "shadowTotalReturn": 0.12204299363312843,
      "avgForwardReturn1D": 0.0010322360068639046
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3637657369500488,
      "fitnessScore": 0.22700751433860486,
      "lookbackDays": 63,
      "returnLift1D": -0.0006977836505563563,
      "activationRate": 0.38047138047138046,
      "activationCount": 113,
      "sampleConfidence": 0.9905604719764012,
      "shadowTotalReturn": 0.06241593827371816,
      "avgForwardReturn1D": 0.0007354134548239129
    }
  ],
  "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": "24a7d7dd6147e63066d4ed7d612761209b808027b5c6fbfd02453562abe4d31a",
    "size": 13,
    "members": [
      "AIT",
      "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",
      "AIT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIT",
    "hitRates": {
      "1": 0.5303030303030303,
      "5": 0.59375,
      "10": 0.592
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    "hitRate1D": 0.5303030303030303,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.4552519558824793,
    "eligibleDays": 344,
    "fitnessScore": 0.31051607892661104,
    "lookbackDays": 45,
    "returnLift1D": -0.0005436170680917659,
    "hitRateLift1D": 0.007047216349541863,
    "portfolioSize": 4,
    "activationRate": 0.38372093023255816,
    "activationCount": 132,
    "baselineHitRates": {
      "1": 0.5232558139534884,
      "5": 0.5970588235294118,
      "10": 0.608955223880597
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    "sampleConfidence": 0.9944444444444445,
    "shadowSharpeLike": 0.45880142223050213,
    "avgForwardReturns": {
      "1": 0.0008761932828742366,
      "5": 0.00429971529915173,
      "10": 0.011198125207784139
    },
    "shadowMaxDrawdown": -0.12482467109160955,
    "shadowTotalReturn": 0.08883853817946874,
    "avgForwardReturn1D": 0.0008761932828742366,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21"
    ],
    "horizonObservationCounts": {
      "1": 132,
      "5": 128,
      "10": 125
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014198103509660024,
      "5": 0.006930207845573877,
      "10": 0.013086231607078305
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4552519558824793,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.229725689512828,
    "bestRawFitnessScore": 0.31051607892661104,
    "upperQuartileComboQuality": 0.3264500687447335
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3725287765259178,
    "rawScore": 0.39210855748752194,
    "confidence": 0.9001308153687658,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.7515898555691771,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.5303030303030303,
        "5": 0.59375,
        "10": 0.592
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      "hitRate1D": 0.5303030303030303,
      "rankWeights": [
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        0.30000000000000004,
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      ],
      "comboQuality": 0.4552519558824793,
      "eligibleDays": 344,
      "fitnessScore": 0.31051607892661104,
      "lookbackDays": 45,
      "returnLift1D": -0.0005436170680917659,
      "hitRateLift1D": 0.007047216349541863,
      "portfolioSize": 4,
      "activationRate": 0.38372093023255816,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5232558139534884,
        "5": 0.5970588235294118,
        "10": 0.608955223880597
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      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": 0.45880142223050213,
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        "5": 0.00429971529915173,
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      "shadowMaxDrawdown": -0.12482467109160955,
      "shadowTotalReturn": 0.08883853817946874,
      "avgForwardReturn1D": 0.0008761932828742366,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 128,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.006930207845573877,
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    },
    {
      "topN": 5,
      "ticker": "AIT",
      "hitRates": {
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        "5": 0.59375,
        "10": 0.592
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      "hitRate1D": 0.5303030303030303,
      "rankWeights": [
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      "comboQuality": 0.4552519558824793,
      "eligibleDays": 344,
      "fitnessScore": 0.31051607892661104,
      "lookbackDays": 45,
      "returnLift1D": -0.0005436170680917659,
      "hitRateLift1D": 0.007047216349541863,
      "portfolioSize": 5,
      "activationRate": 0.38372093023255816,
      "activationCount": 132,
      "baselineHitRates": {
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      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": 0.45880142223050213,
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      "shadowMaxDrawdown": -0.12482467109160955,
      "shadowTotalReturn": 0.08883853817946874,
      "avgForwardReturn1D": 0.0008761932828742366,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 132,
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "comboQuality": 0.44911054347410845,
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      "sampleConfidence": 0.9938888888888889,
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      ],
      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.33464473652127946,
      "eligibleDays": 326,
      "fitnessScore": 0.1988046375088964,
      "lookbackDays": 63,
      "returnLift1D": -0.0009059248740126957,
      "hitRateLift1D": -0.05279874043107663,
      "portfolioSize": 4,
      "activationRate": 0.34662576687116564,
      "activationCount": 113,
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": 0.3802818734466113,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.08211568164110206,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
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      ],
      "horizonObservationCounts": {
        "1": 113,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.33464473652127946,
      "eligibleDays": 326,
      "fitnessScore": 0.1988046375088964,
      "lookbackDays": 63,
      "returnLift1D": -0.0009059248740126957,
      "hitRateLift1D": -0.05279874043107663,
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        "10": 0.5738161559888579
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6870663476397164,
      "avgForwardReturns": {
        "1": -0.0014821913888277594,
        "5": -0.007687395250377649,
        "10": -0.0023216549121606728
      },
      "shadowMaxDrawdown": -0.1610209435004456,
      "shadowTotalReturn": -0.12066735287208119,
      "avgForwardReturn1D": -0.0014821913888277594,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-07",
        "2025-02-11",
        "2025-02-19",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010040607046077996,
        "5": 0.004429252436454702,
        "10": 0.008234695698552986
      }
    },
    {
      "topN": 3,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.47863247863247865,
        "5": 0.5652173913043478,
        "10": 0.5304347826086957
      },
      "hitRate1D": 0.47863247863247865,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.060347406822338585,
      "eligibleDays": 375,
      "fitnessScore": -0.253986294467817,
      "lookbackDays": 14,
      "returnLift1D": -0.0023464818539591283,
      "hitRateLift1D": -0.03870085470085466,
      "portfolioSize": 3,
      "activationRate": 0.312,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.5822102425876011,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9977207977207978,
      "shadowSharpeLike": -0.7589471324897863,
      "avgForwardReturns": {
        "1": -0.0013886660532425727,
        "5": -0.00010221297634886995,
        "10": 0.002739583599591688
      },
      "shadowMaxDrawdown": -0.266108631636946,
      "shadowTotalReturn": -0.1945424211198813,
      "avgForwardReturn1D": -0.0013886660532425727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-31",
        "2025-02-03",
        "2025-02-07",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009578158007165557,
        "5": 0.00469691567445377,
        "10": 0.008522510035447906
      }
    },
    {
      "topN": 4,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.48226950354609927,
        "5": 0.5611510791366906,
        "10": 0.5539568345323741
      },
      "hitRate1D": 0.48226950354609927,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.053014629053146245,
      "eligibleDays": 375,
      "fitnessScore": -0.2841974649878202,
      "lookbackDays": 14,
      "returnLift1D": -0.0024849246918225887,
      "hitRateLift1D": -0.03506382978723405,
      "portfolioSize": 4,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.5822102425876011,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9981087470449173,
      "shadowSharpeLike": -0.9245177999836669,
      "avgForwardReturns": {
        "1": -0.001527108891106033,
        "5": -0.0004794039550202285,
        "10": 0.004634277963180152
      },
      "shadowMaxDrawdown": -0.28649710747482104,
      "shadowTotalReturn": -0.2412110130909636,
      "avgForwardReturn1D": -0.001527108891106033,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-31",
        "2025-02-03",
        "2025-02-06",
        "2025-02-07",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009578158007165557,
        "5": 0.00469691567445377,
        "10": 0.008522510035447906
      }
    },
    {
      "topN": 5,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.48226950354609927,
        "5": 0.5611510791366906,
        "10": 0.5539568345323741
      },
      "hitRate1D": 0.48226950354609927,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.053014629053146245,
      "eligibleDays": 375,
      "fitnessScore": -0.2841974649878202,
      "lookbackDays": 14,
      "returnLift1D": -0.0024849246918225887,
      "hitRateLift1D": -0.03506382978723405,
      "portfolioSize": 5,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.5822102425876011,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9981087470449173,
      "shadowSharpeLike": -0.9245177999836669,
      "avgForwardReturns": {
        "1": -0.001527108891106033,
        "5": -0.0004794039550202285,
        "10": 0.004634277963180152
      },
      "shadowMaxDrawdown": -0.28649710747482104,
      "shadowTotalReturn": -0.2412110130909636,
      "avgForwardReturn1D": -0.001527108891106033,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-31",
        "2025-02-03",
        "2025-02-06",
        "2025-02-07",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009578158007165557,
        "5": 0.00469691567445377,
        "10": 0.008522510035447906
      }
    },
    {
      "topN": 2,
      "ticker": "AIT",
      "hitRates": {
        "1": 0.34210526315789475,
        "5": 0.45714285714285713,
        "10": 0.17647058823529413
      },
      "hitRate1D": 0.34210526315789475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.028908895323206958,
      "eligibleDays": 326,
      "fitnessScore": -0.4231396079220589,
      "lookbackDays": 63,
      "returnLift1D": -0.004178612517266784,
      "hitRateLift1D": -0.18856958346787217,
      "portfolioSize": 2,
      "activationRate": 0.1165644171779141,
      "activationCount": 38,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.6055900621118012,
        "10": 0.6151419558359621
      },
      "sampleConfidence": 0.9877192982456141,
      "shadowSharpeLike": -0.8774912295980002,
      "avgForwardReturns": {
        "1": -0.0025500884898930765,
        "5": -0.00322734292973805,
        "10": -0.012288005808184255
      },
      "shadowMaxDrawdown": -0.13412207928235964,
      "shadowTotalReturn": -0.10511688805446873,
      "avgForwardReturn1D": -0.0025500884898930765,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-06",
        "2025-08-07",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26"
      ],
      "horizonObservationCounts": {
        "1": 38,
        "5": 35,
        "10": 34
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016285240273737076,
        "5": 0.007973064994519111,
        "10": 0.014749419926216284
      }
    }
  ],
  "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": 0.23745220609739628,
      "fitnessScore": 0.09332625931264468,
      "lookbackDays": 14,
      "returnLift1D": -0.0006665407608378573,
      "activationRate": 0.20533333333333334,
      "activationCount": 77,
      "sampleConfidence": 0.9965367965367966,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.011882934164591852,
      "avgForwardReturn1D": 0.0002912750398786984
    },
    {
      "comboQuality": 0.18138259602840706,
      "fitnessScore": 0.01845818853763165,
      "lookbackDays": 21,
      "returnLift1D": -0.0013293602823833887,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "sampleConfidence": 0.9976525821596245,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09428138083185189,
      "avgForwardReturn1D": -0.00032529957777558907
    },
    {
      "comboQuality": 0.32371851281921815,
      "fitnessScore": 0.18791829121222958,
      "lookbackDays": 30,
      "returnLift1D": -0.0004375684511117359,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "sampleConfidence": 0.9929539295392955,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.027356256147921476,
      "avgForwardReturn1D": 0.0005117724566108875
    },
    {
      "comboQuality": 0.4552519558824793,
      "fitnessScore": 0.31051607892661104,
      "lookbackDays": 45,
      "returnLift1D": -0.0005436170680917659,
      "activationRate": 0.38372093023255816,
      "activationCount": 132,
      "sampleConfidence": 0.9944444444444445,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08883853817946874,
      "avgForwardReturn1D": 0.0008761932828742366
    },
    {
      "comboQuality": 0.33464473652127946,
      "fitnessScore": 0.1988046375088964,
      "lookbackDays": 63,
      "returnLift1D": -0.0009059248740126957,
      "activationRate": 0.34662576687116564,
      "activationCount": 113,
      "sampleConfidence": 0.992330383480826,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0605970861085805,
      "avgForwardReturn1D": 0.0007225991533610119
    }
  ],
  "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": "24a7d7dd6147e63066d4ed7d612761209b808027b5c6fbfd02453562abe4d31a",
    "size": 13,
    "members": [
      "AIT",
      "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
0.466
Liquidity
0.677
Momentum
0.606
Relative strength
0.621
Trend quality
0.774
Stability
0.705
Aggression
0.370
Downside risk
0.660
Drawdown state
0.960
Quality momentum
0.663
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.593
Benchmark Independence 3m Score
0.770
Beta 1y Profile Score
0.343
Beta 3m Profile Score
0.181
Beta Change Score
0.297
Correlation Change Score
0.412
Current Drawdown Score
0.945
Days Since 52w High Score
0.040
Distance From 52w High Score
0.945
Distance From Sma 20 Score
0.511
Distance From Sma 200 Score
0.815
Distance From Sma 50 Score
0.575
Downside Volatility 1m Score
0.366
Downside Volatility 1y Score
0.287
Downside Volatility 2y Score
0.329
Downside Volatility 3m Score
0.257
Downside Volatility 5y Score
0.310
Downside Volatility 6m Score
0.327
Drawdown Recovery Score
1
Excess Return 1m Score
0.498
Excess Return 1y Score
0.672
Excess Return 3m Score
0.575
Excess Return 6m Score
0.789
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.677
Log Market Cap Score
0.466
Drawdown Score 1m
0.672
Drawdown Score 1y
0.802
Drawdown Score 2y
0.670
Drawdown Score 3m
0.795
Drawdown Score 5y
0.736
Drawdown Score 6m
0.766
Momentum Acceleration 1m Vs 3m Score
0.410
Momentum Acceleration 3m Vs 6m Score
0.523
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.443
Relative Strength Slope 3m Score
0.572
Relative Volume 20d Score
0.339
Return 1m Score
0.543
Return 1w Score
0.503
Return 1y Score
0.704
Return 2y Score
0.506
Return 3m Score
0.698
Return 5y Score
0.289
Return 6m Score
0.728
Return Skewness 1y Score
0.446
Sharpe 1m Score
0.626
Sharpe 1y Score
0.640
Sharpe 2y Score
0.611
Sharpe 3m Score
0.884
Sharpe 5y Score
0.604
Sharpe 6m Score
0.762
Sortino 1m Score
0.511
Sortino 1y Score
0.525
Sortino 2y Score
0.517
Sortino 3m Score
0.694
Sortino 5y Score
0.513
Sortino 6m Score
0.598
Trend R2 1m Score
0.040
Trend R2 1w Score
0.014
Trend R2 1y Score
0.614
Trend R2 2y Score
0.661
Trend R2 3m Score
0.804
Trend R2 5y Score
0.964
Trend R2 6m Score
0.679
Trend Slope 1m Score
0.551
Trend Slope 1w Score
0.412
Trend Slope 1y Score
0.556
Trend Slope 2y Score
0.545
Trend Slope 3m Score
0.646
Trend Slope 5y Score
0.569
Trend Slope 6m Score
0.612
Volatility 1m Score
0.350
Volatility 1w Score
0.496
Volatility 1y Score
0.286
Volatility 2y Score
0.360
Volatility 3m Score
0.275
Volatility 5y Score
0.340
Volatility 6m Score
0.322
Worst Day 1y Score
0.659
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
107,704,223.918
Best Day 1y
0.061
Beta To Benchmark 1y
0.858
Beta 3m
0.452
Beta Change
-0.406
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.407
Correlation 3m
0.230
Correlation Change
-0.177
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.593
Benchmark Independence 3m Score
0.770
Beta 1y Profile Score
0.343
Beta 3m Profile Score
0.181
Beta Change Score
0.297
Correlation Change Score
0.412
Current Drawdown Score
0.945
Distance From Sma 20 Score
0.511
Distance From Sma 200 Score
0.815
Current Drawdown
-0.036
Days Since 52w High
10
Distance From 52w High
-0.036
Distance From Sma 20
0.007
Distance From Sma 200
0.189
Distance From Sma 50
0.045
Downside Capture 1y
1.166
Downside Volatility 1m
0.324
Downside Volatility 1w
-
Downside Volatility 1y
0.265
Downside Volatility 2y
0.296
Downside Volatility 3m
0.243
Downside Volatility 5y
0.282
Downside Volatility 6m
0.295
Drawdown Recovery
1
Excess Return 1m
-0.001
Excess Return 1y
0.103
Excess Return 3m
0.045
Excess Return 6m
0.174
Expected Shortfall 95 1y
-0.036
Market Cap
12,140,839,262.157
Max Drawdown 1m
-0.082
Max Drawdown 1w
-0.047
Max Drawdown 1y
-0.129
Max Drawdown 2y
-0.264
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.264
Max Drawdown 6m
-0.129
Momentum Acceleration 1m Vs 3m
-0.027
Momentum Acceleration 3m Vs 6m
0.007
Moving Average Alignment
1
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.215
Return 1m
0.026
Return 1w
0.001
Return 1y
0.326
Return 2y
0.773
Return 3m
0.158
Return 5y
2.759
Return 6m
0.274
Return Skewness 1y
-0.322
Sector Excess Return 1y
-
Sharpe 1m
1.129
Sharpe 1y
1.201
Sharpe 2y
1.054
Sharpe 3m
2.418
Sharpe 5y
1.020
Sharpe 6m
1.810
Sortino 1m
1.088
Sortino 1y
1.197
Sortino 2y
1.137
Sortino 3m
2.553
Sortino 5y
1.102
Sortino 6m
1.784
Trend R2 1m
0.040
Trend R2 1w
0.014
Trend R2 1y
0.614
Trend R2 2y
0.661
Trend R2 3m
0.804
Trend R2 5y
0.964
Trend R2 6m
0.679
Trend 1m
0.001
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.930
Value At Risk 95 1y
-0.024
Volatility 1m
0.313
Volatility 1w
0.422
Volatility 1y
0.265
Volatility 2y
0.320
Volatility 3m
0.256
Volatility 5y
0.305
Volatility 6m
0.291
Worst Day 1y
-0.068
Distance From Sma 50 Score
0.575
Downside Volatility 1y Score
0.287
Downside Volatility 3m Score
0.257
Drawdown Recovery Score
1
Excess Return 1m Score
0.498
Excess Return 1y Score
0.672
Excess Return 3m Score
0.575
Excess Return 6m Score
0.789
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.677
Log Market Cap Score
0.466
Drawdown Score 1y
0.802
Drawdown Score 5y
0.736
Momentum Acceleration 1m Vs 3m Score
0.410
Momentum Acceleration 3m Vs 6m Score
0.523
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.443
Relative Volume 20d Score
0.339
Return 1m Score
0.543
Return 1y Score
0.704
Return 3m Score
0.698
Return 6m Score
0.728
Return Skewness 1y Score
0.446
Sortino 1y Score
0.525
Sortino 3m Score
0.694
Trend R2 1y Score
0.614
Trend R2 3m Score
0.804
Trend Slope 1y Score
0.556
Trend Slope 3m Score
0.646
Volatility 1y Score
0.286
Volatility 3m Score
0.275