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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

ALGT

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

Research Detail

ALGT

ALGT

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
2.237
Correlation To Benchmark 1y
0.431
Inverse To Benchmark 1y
0.569
Drawdown Score 1m
0.634
Drawdown Score 3m
0.403
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
0.289
Drawdown Score 1y
0.398
Drawdown Score 2y
0.236
Drawdown Score 5y
0.181
Return 1w
-0.064
Return 1m
0.281
Return 3m
0.278
Return 6m
0.194
Return 1y
1.103
Return 2y
1.450
Return 5y
-0.419
Sharpe 1m
5.134
Sharpe 3m
1.788
Sharpe 6m
0.861
Sharpe 1y
1.457
Sharpe 2y
1.007
Sharpe 5y
0.075
Trend 1w
-0.011
Trend 1m
0.016
Trend 3m
0.006
Trend 6m
0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
-0.001
Volatility 1w
0.641
Volatility 1m
0.617
Volatility 3m
0.672
Volatility 6m
0.660
Volatility 1y
0.651
Volatility 2y
0.654
Volatility 5y
0.551
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
ALGT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:09 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
0.375
Aptet Fit Raw Score
0.399
Aptet Fit Confidence
0.879
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.368
Force Fit Raw Score
0.391
Force Fit Confidence
0.884
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:09 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALGT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALGT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALGT",
    "hitRates": {
      "1": 0.48366013071895425,
      "5": 0.4563758389261745,
      "10": 0.5763888888888888
    },
    "hitRate1D": 0.48366013071895425,
    "comboQuality": 0.6591950989716427,
    "eligibleDays": 297,
    "fitnessScore": 0.49513606094936957,
    "lookbackDays": 63,
    "returnLift1D": -0.00010562499568850204,
    "hitRateLift1D": 0.017443914502738023,
    "activationRate": 0.5185185185185185,
    "activationCount": 154,
    "baselineHitRates": {
      "1": 0.46621621621621623,
      "5": 0.5068493150684932,
      "10": 0.578397212543554
    },
    "sampleConfidence": 0.9930735930735931,
    "shadowSharpeLike": 0.6973506723968226,
    "avgForwardReturns": {
      "1": 0.0024383701185622434,
      "5": 0.009268601195038757,
      "10": 0.02043403499482667
    },
    "shadowMaxDrawdown": -0.2712289964266854,
    "shadowTotalReturn": 0.2884489551971434,
    "avgForwardReturn1D": 0.0024383701185622434,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-02",
      "2025-07-07",
      "2025-07-22",
      "2025-07-23",
      "2025-08-25",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03"
    ],
    "horizonObservationCounts": {
      "1": 153,
      "5": 149,
      "10": 144
    },
    "baselineAvgForwardReturns": {
      "1": 0.0025439951142507454,
      "5": 0.013865920245530248,
      "10": 0.02900856421548503
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6591950989716427,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2790440484982517,
    "bestRawFitnessScore": 0.49513606094936957,
    "upperQuartileComboQuality": 0.46478174414421125
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3753242810602526,
    "rawScore": 0.39941112021667025,
    "confidence": 0.8793882396496564,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.09977601134584078,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.36359399967785144,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.48366013071895425,
        "5": 0.4563758389261745,
        "10": 0.5763888888888888
      },
      "hitRate1D": 0.48366013071895425,
      "comboQuality": 0.6591950989716427,
      "eligibleDays": 297,
      "fitnessScore": 0.49513606094936957,
      "lookbackDays": 63,
      "returnLift1D": -0.00010562499568850204,
      "hitRateLift1D": 0.017443914502738023,
      "activationRate": 0.5185185185185185,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.46621621621621623,
        "5": 0.5068493150684932,
        "10": 0.578397212543554
      },
      "sampleConfidence": 0.9930735930735931,
      "shadowSharpeLike": 0.6973506723968226,
      "avgForwardReturns": {
        "1": 0.0024383701185622434,
        "5": 0.009268601195038757,
        "10": 0.02043403499482667
      },
      "shadowMaxDrawdown": -0.2712289964266854,
      "shadowTotalReturn": 0.2884489551971434,
      "avgForwardReturn1D": 0.0024383701185622434,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-22",
        "2025-07-23",
        "2025-08-25",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025439951142507454,
        "5": 0.013865920245530248,
        "10": 0.02900856421548503
      }
    },
    {
      "topN": 4,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.47530864197530864,
        "5": 0.4620253164556962,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.47530864197530864,
      "comboQuality": 0.6239918955961211,
      "eligibleDays": 297,
      "fitnessScore": 0.4614358702677255,
      "lookbackDays": 63,
      "returnLift1D": -0.0002903770789172092,
      "hitRateLift1D": 0.009092425759092415,
      "activationRate": 0.5488215488215489,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.46621621621621623,
        "5": 0.5068493150684932,
        "10": 0.578397212543554
      },
      "sampleConfidence": 0.9934560327198365,
      "shadowSharpeLike": 0.6417770376253367,
      "avgForwardReturns": {
        "1": 0.002253618035333536,
        "5": 0.00845422362126163,
        "10": 0.0191832648419633
      },
      "shadowMaxDrawdown": -0.2712289964266853,
      "shadowTotalReturn": 0.2577165357119593,
      "avgForwardReturn1D": 0.002253618035333536,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-10",
        "2025-07-11",
        "2025-07-16",
        "2025-07-18",
        "2025-07-22",
        "2025-07-23",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025439951142507454,
        "5": 0.013865920245530248,
        "10": 0.02900856421548503
      }
    },
    {
      "topN": 4,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4573170731707317,
        "5": 0.49390243902439024,
        "10": 0.558282208588957
      },
      "hitRate1D": 0.4573170731707317,
      "comboQuality": 0.5288149908362166,
      "eligibleDays": 352,
      "fitnessScore": 0.3753853202362014,
      "lookbackDays": 14,
      "returnLift1D": 0.00034121374007370646,
      "hitRateLift1D": -0.002682926829268295,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.46,
        "5": 0.5028901734104047,
        "10": 0.5497076023391813
      },
      "sampleConfidence": 0.9995934959349594,
      "shadowSharpeLike": 0.6293375059813731,
      "avgForwardReturns": {
        "1": 0.002222862635063073,
        "5": 0.011926619552281454,
        "10": 0.02030637476545722
      },
      "shadowMaxDrawdown": -0.3629895746318701,
      "shadowTotalReturn": 0.27068455090706434,
      "avgForwardReturn1D": 0.002222862635063073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 164,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018816488949893663,
        "5": 0.011558654945707974,
        "10": 0.023554655697850282
      }
    },
    {
      "topN": 2,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.5,
        "5": 0.48507462686567165,
        "10": 0.5503875968992248
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.5034766462956969,
      "eligibleDays": 315,
      "fitnessScore": 0.3530594980480029,
      "lookbackDays": 45,
      "returnLift1D": -0.0014825403604980416,
      "hitRateLift1D": 0.0286624203821656,
      "activationRate": 0.44126984126984126,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.4713375796178344,
        "5": 0.5225806451612903,
        "10": 0.5868852459016394
      },
      "sampleConfidence": 0.992326139088729,
      "shadowSharpeLike": 0.5760155772392778,
      "avgForwardReturns": {
        "1": 0.0019085480754000672,
        "5": 0.006641283463536781,
        "10": 0.01007015370220164
      },
      "shadowMaxDrawdown": -0.27614709719693376,
      "shadowTotalReturn": 0.19352419781604868,
      "avgForwardReturn1D": 0.0019085480754000672,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-25",
        "2025-06-26",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-08-18",
        "2025-08-19",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.003391088435898109,
        "5": 0.01622988978556695,
        "10": 0.03291294305953247
      }
    },
    {
      "topN": 5,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4678362573099415,
        "5": 0.47305389221556887,
        "10": 0.5679012345679012
      },
      "hitRate1D": 0.4678362573099415,
      "comboQuality": 0.5002058766943468,
      "eligibleDays": 297,
      "fitnessScore": 0.3501811715012638,
      "lookbackDays": 63,
      "returnLift1D": -0.0007119824724483212,
      "hitRateLift1D": 0.0016200410937252663,
      "activationRate": 0.5791245791245792,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.46621621621621623,
        "5": 0.5068493150684932,
        "10": 0.578397212543554
      },
      "sampleConfidence": 0.9937984496124032,
      "shadowSharpeLike": 0.5232938195568307,
      "avgForwardReturns": {
        "1": 0.0018320126418024242,
        "5": 0.010557097885638998,
        "10": 0.02374886691036397
      },
      "shadowMaxDrawdown": -0.3265727670519265,
      "shadowTotalReturn": 0.1809292366261952,
      "avgForwardReturn1D": 0.0018320126418024242,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-10",
        "2025-07-11",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 167,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025439951142507454,
        "5": 0.013865920245530248,
        "10": 0.02900856421548503
      }
    },
    {
      "topN": 3,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4585987261146497,
        "5": 0.49044585987261147,
        "10": 0.5576923076923077
      },
      "hitRate1D": 0.4585987261146497,
      "comboQuality": 0.45297369996083275,
      "eligibleDays": 352,
      "fitnessScore": 0.30849418059869366,
      "lookbackDays": 14,
      "returnLift1D": 0.00019019365649481572,
      "hitRateLift1D": -0.0014012738853503293,
      "activationRate": 0.4460227272727273,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.46,
        "5": 0.5028901734104047,
        "10": 0.5497076023391813
      },
      "sampleConfidence": 0.9995753715498938,
      "shadowSharpeLike": 0.5717057943939278,
      "avgForwardReturns": {
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      },
      "sampleConfidence": 0.9941068139963168,
      "shadowSharpeLike": -0.24812317144162108,
      "avgForwardReturns": {
        "1": -0.000619058408760396,
        "5": 0.0016322790198127193,
        "10": 0.015127529537664629
      },
      "shadowMaxDrawdown": -0.4007588326588366,
      "shadowTotalReturn": -0.20795743407588263,
      "avgForwardReturn1D": -0.000619058408760396,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 176,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002709465522342236,
        "5": 0.01395953363310141,
        "10": 0.03070620262278036
      }
    },
    {
      "topN": 2,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4411764705882353,
        "5": 0.42424242424242425,
        "10": 0.49606299212598426
      },
      "hitRate1D": 0.4411764705882353,
      "comboQuality": 0.053479426041305594,
      "eligibleDays": 330,
      "fitnessScore": -0.28216905121277486,
      "lookbackDays": 30,
      "returnLift1D": -0.0035643947107611303,
      "hitRateLift1D": -0.026908635794743452,
      "activationRate": 0.41515151515151516,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.46808510638297873,
        "5": 0.5138461538461538,
        "10": 0.578125
      },
      "sampleConfidence": 0.9922141119221412,
      "shadowSharpeLike": -0.302503766816628,
      "avgForwardReturns": {
        "1": -0.0008549291884188942,
        "5": -0.0016868773179927533,
        "10": -0.00001588163558824538
      },
      "shadowMaxDrawdown": -0.4115390097182856,
      "shadowTotalReturn": -0.1855786024148507,
      "avgForwardReturn1D": -0.0008549291884188942,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-21",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.002709465522342236,
        "5": 0.01395953363310141,
        "10": 0.03070620262278036
      }
    },
    {
      "topN": 2,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.42276422764227645,
        "5": 0.4049586776859504,
        "10": 0.5254237288135594
      },
      "hitRate1D": 0.42276422764227645,
      "comboQuality": 0.04433799221270126,
      "eligibleDays": 297,
      "fitnessScore": -0.3255237237456242,
      "lookbackDays": 63,
      "returnLift1D": -0.0034568461233611416,
      "hitRateLift1D": -0.04345198857393978,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.46621621621621623,
        "5": 0.5068493150684932,
        "10": 0.578397212543554
      },
      "sampleConfidence": 0.9946236559139785,
      "shadowSharpeLike": -0.2641853310950253,
      "avgForwardReturns": {
        "1": -0.0009128510091103963,
        "5": -0.0002273061535581553,
        "10": 0.006286066394913463
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      "shadowMaxDrawdown": -0.4392030248602641,
      "shadowTotalReturn": -0.194652226485594,
      "avgForwardReturn1D": -0.0009128510091103963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 121,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025439951142507454,
        "5": 0.013865920245530248,
        "10": 0.02900856421548503
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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": 4,
      "comboQuality": 0.5288149908362166,
      "fitnessScore": 0.3753853202362014,
      "lookbackDays": 14,
      "returnLift1D": 0.00034121374007370646,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "sampleConfidence": 0.9995934959349594,
      "shadowTotalReturn": 0.27068455090706434,
      "avgForwardReturn1D": 0.002222862635063073
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.35844417405557527,
      "fitnessScore": 0.22193287898611583,
      "lookbackDays": 21,
      "returnLift1D": -0.0011165588401105206,
      "activationRate": 0.5014749262536873,
      "activationCount": 170,
      "sampleConfidence": 0.9972549019607844,
      "shadowTotalReturn": 0.141450405124947,
      "avgForwardReturn1D": 0.001494476824660958
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.07752954476373887,
      "fitnessScore": -0.19480717765921954,
      "lookbackDays": 30,
      "returnLift1D": -0.003228880428278726,
      "activationRate": 0.5181818181818182,
      "activationCount": 171,
      "sampleConfidence": 0.9937621832358675,
      "shadowTotalReturn": -0.18525787909212477,
      "avgForwardReturn1D": -0.0005194149059364896
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.5034766462956969,
      "fitnessScore": 0.3530594980480029,
      "lookbackDays": 45,
      "returnLift1D": -0.0014825403604980416,
      "activationRate": 0.44126984126984126,
      "activationCount": 139,
      "sampleConfidence": 0.992326139088729,
      "shadowTotalReturn": 0.19352419781604868,
      "avgForwardReturn1D": 0.0019085480754000672
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6591950989716427,
      "fitnessScore": 0.49513606094936957,
      "lookbackDays": 63,
      "returnLift1D": -0.00010562499568850204,
      "activationRate": 0.5185185185185185,
      "activationCount": 154,
      "sampleConfidence": 0.9930735930735931,
      "shadowTotalReturn": 0.2884489551971434,
      "avgForwardReturn1D": 0.0024383701185622434
    }
  ],
  "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": "74ade64675cf4bc7b146f89c36a2974de4bc20ba19412b9d09c151858593a640",
    "size": 13,
    "members": [
      "ALGT",
      "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",
      "ALGT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALGT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALGT",
    "hitRates": {
      "1": 0.48366013071895425,
      "5": 0.4563758389261745,
      "10": 0.5763888888888888
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    "hitRate1D": 0.48366013071895425,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.6285246210398118,
    "eligibleDays": 326,
    "fitnessScore": 0.46569637513695705,
    "lookbackDays": 63,
    "returnLift1D": -0.00043890554697802,
    "hitRateLift1D": 0.014334977344721112,
    "portfolioSize": 3,
    "activationRate": 0.46932515337423314,
    "activationCount": 153,
    "baselineHitRates": {
      "1": 0.46932515337423314,
      "5": 0.5186335403726708,
      "10": 0.583596214511041
    },
    "sampleConfidence": 0.9943355119825709,
    "shadowSharpeLike": 0.6656539276230695,
    "avgForwardReturns": {
      "1": 0.0024383701185622434,
      "5": 0.009268601195038757,
      "10": 0.02043403499482667
    },
    "shadowMaxDrawdown": -0.2712289964266854,
    "shadowTotalReturn": 0.2884489551971434,
    "avgForwardReturn1D": 0.0024383701185622434,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-02",
      "2025-07-07",
      "2025-07-22",
      "2025-07-23",
      "2025-08-25",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03"
    ],
    "horizonObservationCounts": {
      "1": 153,
      "5": 149,
      "10": 144
    },
    "baselineAvgForwardReturns": {
      "1": 0.0028772756655402634,
      "5": 0.015240665127045184,
      "10": 0.032450607568419325
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6285246210398118,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.26282081293550785,
    "bestRawFitnessScore": 0.46569637513695705,
    "upperQuartileComboQuality": 0.47998312187386927
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36819957161602374,
    "rawScore": 0.3909642384334907,
    "confidence": 0.8835460403811862,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.1497494354394138,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.35780719817424234,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.48366013071895425,
        "5": 0.4563758389261745,
        "10": 0.5763888888888888
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      "hitRate1D": 0.48366013071895425,
      "rankWeights": [
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      ],
      "comboQuality": 0.6285246210398118,
      "eligibleDays": 326,
      "fitnessScore": 0.46569637513695705,
      "lookbackDays": 63,
      "returnLift1D": -0.00043890554697802,
      "hitRateLift1D": 0.014334977344721112,
      "portfolioSize": 3,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.46932515337423314,
        "5": 0.5186335403726708,
        "10": 0.583596214511041
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      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 0.6656539276230695,
      "avgForwardReturns": {
        "1": 0.0024383701185622434,
        "5": 0.009268601195038757,
        "10": 0.02043403499482667
      },
      "shadowMaxDrawdown": -0.2712289964266854,
      "shadowTotalReturn": 0.2884489551971434,
      "avgForwardReturn1D": 0.0024383701185622434,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-22",
        "2025-07-23",
        "2025-08-25",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028772756655402634,
        "5": 0.015240665127045184,
        "10": 0.032450607568419325
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    },
    {
      "topN": 4,
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      "hitRates": {
        "1": 0.47530864197530864,
        "5": 0.4620253164556962,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.47530864197530864,
      "rankWeights": [
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      ],
      "comboQuality": 0.590620485569914,
      "eligibleDays": 326,
      "fitnessScore": 0.43063682457492086,
      "lookbackDays": 63,
      "returnLift1D": -0.0006236576302067272,
      "hitRateLift1D": 0.005983488601075504,
      "portfolioSize": 4,
      "activationRate": 0.49693251533742333,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.46932515337423314,
        "5": 0.5186335403726708,
        "10": 0.583596214511041
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      "sampleConfidence": 0.9946502057613169,
      "shadowSharpeLike": 0.612614359159715,
      "avgForwardReturns": {
        "1": 0.002253618035333536,
        "5": 0.00845422362126163,
        "10": 0.0191832648419633
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      "shadowMaxDrawdown": -0.2712289964266853,
      "shadowTotalReturn": 0.2577165357119593,
      "avgForwardReturn1D": 0.002253618035333536,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-10",
        "2025-07-11",
        "2025-07-16",
        "2025-07-18",
        "2025-07-22",
        "2025-07-23",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028772756655402634,
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.590620485569914,
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      "fitnessScore": 0.43063682457492086,
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      "returnLift1D": -0.0006236576302067272,
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      "sampleConfidence": 0.9946502057613169,
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      "riskOffActivations": 0,
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        "2025-07-07",
        "2025-07-10",
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        "2025-07-16",
        "2025-07-18",
        "2025-07-22",
        "2025-07-23",
        "2025-08-15",
        "2025-08-18"
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      "horizonObservationCounts": {
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    },
    {
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      "hitRate1D": 0.5,
      "rankWeights": [
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      "comboQuality": 0.4880955192330699,
      "eligibleDays": 344,
      "fitnessScore": 0.33952207676398233,
      "lookbackDays": 45,
      "returnLift1D": -0.00048439346229949736,
      "hitRateLift1D": 0.034883720930232565,
      "portfolioSize": 2,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.46511627906976744,
        "5": 0.5058823529411764,
        "10": 0.5611940298507463
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      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": 0.5512446627154841,
      "avgForwardReturns": {
        "1": 0.0019085480754000672,
        "5": 0.006641283463536781,
        "10": 0.01007015370220164
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      "shadowMaxDrawdown": -0.27614709719693376,
      "shadowTotalReturn": 0.19352419781604868,
      "avgForwardReturn1D": 0.0019085480754000672,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-26",
        "2025-07-02",
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        "2025-07-07",
        "2025-08-18",
        "2025-08-19",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023929415376995646,
        "5": 0.01220608549977639,
        "10": 0.02603509811817796
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    },
    {
      "topN": 4,
      "ticker": "ALGT",
      "hitRates": {
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        "5": 0.48520710059171596,
        "10": 0.5416666666666666
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      "hitRate1D": 0.46153846153846156,
      "rankWeights": [
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      "comboQuality": 0.47998312187386927,
      "eligibleDays": 375,
      "fitnessScore": 0.33237572773821644,
      "lookbackDays": 14,
      "returnLift1D": 0.0013163013963267507,
      "hitRateLift1D": 0.002871794871794897,
      "portfolioSize": 4,
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      "activationRate": 0.4735376044568245,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.4568245125348189,
        "5": 0.48450704225352115,
        "10": 0.5371428571428571
      },
      "sampleConfidence": 0.9949019607843138,
      "shadowSharpeLike": -0.20065699142915439,
      "avgForwardReturns": {
        "1": -0.0005194149059364896,
        "5": 0.0010398126932340639,
        "10": 0.014649222743652084
      },
      "shadowMaxDrawdown": -0.35691780919976057,
      "shadowTotalReturn": -0.18525787909212477,
      "avgForwardReturn1D": -0.0005194149059364896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 166,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.001218880435395491,
        "5": 0.006119716098169302,
        "10": 0.015246438339955922
      }
    },
    {
      "topN": 5,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4411764705882353,
        "5": 0.4397590361445783,
        "10": 0.5341614906832298
      },
      "hitRate1D": 0.4411764705882353,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.07407256629985585,
      "eligibleDays": 359,
      "fitnessScore": -0.20566513812968318,
      "lookbackDays": 30,
      "returnLift1D": -0.0017382953413319806,
      "hitRateLift1D": -0.015648041946583646,
      "portfolioSize": 5,
      "activationRate": 0.4735376044568245,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.4568245125348189,
        "5": 0.48450704225352115,
        "10": 0.5371428571428571
      },
      "sampleConfidence": 0.9949019607843138,
      "shadowSharpeLike": -0.20065699142915439,
      "avgForwardReturns": {
        "1": -0.0005194149059364896,
        "5": 0.0010398126932340639,
        "10": 0.014649222743652084
      },
      "shadowMaxDrawdown": -0.35691780919976057,
      "shadowTotalReturn": -0.18525787909212477,
      "avgForwardReturn1D": -0.0005194149059364896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 166,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.001218880435395491,
        "5": 0.006119716098169302,
        "10": 0.015246438339955922
      }
    },
    {
      "topN": 3,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4394904458598726,
        "5": 0.4444444444444444,
        "10": 0.5337837837837838
      },
      "hitRate1D": 0.4394904458598726,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0717179720342631,
      "eligibleDays": 359,
      "fitnessScore": -0.2133307292530219,
      "lookbackDays": 30,
      "returnLift1D": -0.001727915970588923,
      "hitRateLift1D": -0.017334066674946302,
      "portfolioSize": 3,
      "activationRate": 0.4373259052924791,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.4568245125348189,
        "5": 0.48450704225352115,
        "10": 0.5371428571428571
      },
      "sampleConfidence": 0.99447983014862,
      "shadowSharpeLike": -0.19598286854814967,
      "avgForwardReturns": {
        "1": -0.0005090355351934319,
        "5": 0.002208351852103879,
        "10": 0.01504624879108426
      },
      "shadowMaxDrawdown": -0.3478647205554102,
      "shadowTotalReturn": -0.17640315182644295,
      "avgForwardReturn1D": -0.0005090355351934319,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-21",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.001218880435395491,
        "5": 0.006119716098169302,
        "10": 0.015246438339955922
      }
    },
    {
      "topN": 2,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.4411764705882353,
        "5": 0.42424242424242425,
        "10": 0.49606299212598426
      },
      "hitRate1D": 0.4411764705882353,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.052007678619286804,
      "eligibleDays": 359,
      "fitnessScore": -0.28865010637503136,
      "lookbackDays": 30,
      "returnLift1D": -0.0020738096238143854,
      "hitRateLift1D": -0.015648041946583646,
      "portfolioSize": 2,
      "activationRate": 0.3788300835654596,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.4568245125348189,
        "5": 0.48450704225352115,
        "10": 0.5371428571428571
      },
      "sampleConfidence": 0.9936274509803922,
      "shadowSharpeLike": -0.29005974016453007,
      "avgForwardReturns": {
        "1": -0.0008549291884188942,
        "5": -0.0016868773179927533,
        "10": -0.00001588163558824538
      },
      "shadowMaxDrawdown": -0.4115390097182856,
      "shadowTotalReturn": -0.1855786024148507,
      "avgForwardReturn1D": -0.0008549291884188942,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-21",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.001218880435395491,
        "5": 0.006119716098169302,
        "10": 0.015246438339955922
      }
    },
    {
      "topN": 2,
      "ticker": "ALGT",
      "hitRates": {
        "1": 0.42276422764227645,
        "5": 0.4049586776859504,
        "10": 0.5254237288135594
      },
      "hitRate1D": 0.42276422764227645,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.03999811024381917,
      "eligibleDays": 326,
      "fitnessScore": -0.3491826696497674,
      "lookbackDays": 63,
      "returnLift1D": -0.0037901266746506596,
      "hitRateLift1D": -0.04656092573195669,
      "portfolioSize": 2,
      "activationRate": 0.3773006134969325,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.46932515337423314,
        "5": 0.5186335403726708,
        "10": 0.583596214511041
      },
      "sampleConfidence": 0.9962059620596206,
      "shadowSharpeLike": -0.252195890749903,
      "avgForwardReturns": {
        "1": -0.0009128510091103963,
        "5": -0.0002273061535581553,
        "10": 0.006286066394913463
      },
      "shadowMaxDrawdown": -0.4392030248602641,
      "shadowTotalReturn": -0.194652226485594,
      "avgForwardReturn1D": -0.0009128510091103963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 121,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028772756655402634,
        "5": 0.015240665127045184,
        "10": 0.032450607568419325
      }
    }
  ],
  "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": 0.47998312187386927,
      "fitnessScore": 0.33237572773821644,
      "lookbackDays": 14,
      "returnLift1D": 0.0013163013963267507,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "sampleConfidence": 0.9996055226824458,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.23020698564233388,
      "avgForwardReturn1D": 0.0019909209186553777
    },
    {
      "comboQuality": 0.3188654034061941,
      "fitnessScore": 0.18302201271790772,
      "lookbackDays": 21,
      "returnLift1D": 0.0006296747741298631,
      "activationRate": 0.42934782608695654,
      "activationCount": 158,
      "sampleConfidence": 0.9970464135021098,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.13156709872213068,
      "avgForwardReturn1D": 0.001427303044005208
    },
    {
      "comboQuality": 0.07407256629985585,
      "fitnessScore": -0.20566513812968318,
      "lookbackDays": 30,
      "returnLift1D": -0.0017382953413319806,
      "activationRate": 0.4735376044568245,
      "activationCount": 170,
      "sampleConfidence": 0.9949019607843138,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.18525787909212477,
      "avgForwardReturn1D": -0.0005194149059364896
    },
    {
      "comboQuality": 0.4880955192330699,
      "fitnessScore": 0.33952207676398233,
      "lookbackDays": 45,
      "returnLift1D": -0.00048439346229949736,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "sampleConfidence": 0.9937198067632851,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.19352419781604868,
      "avgForwardReturn1D": 0.0019085480754000672
    },
    {
      "comboQuality": 0.6285246210398118,
      "fitnessScore": 0.46569637513695705,
      "lookbackDays": 63,
      "returnLift1D": -0.00043890554697802,
      "activationRate": 0.46932515337423314,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2884489551971434,
      "avgForwardReturn1D": 0.0024383701185622434
    }
  ],
  "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": "74ade64675cf4bc7b146f89c36a2974de4bc20ba19412b9d09c151858593a640",
    "size": 13,
    "members": [
      "ALGT",
      "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
0.327
Liquidity
0.626
Momentum
0.868
Relative strength
0.820
Trend quality
0.549
Stability
0.338
Aggression
0.714
Downside risk
0.398
Drawdown state
0.658
Quality momentum
0.682
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.569
Benchmark Independence 3m Score
0.553
Beta 1y Profile Score
0.895
Beta 3m Profile Score
0.920
Beta Change Score
0.531
Correlation Change Score
0.508
Current Drawdown Score
0.119
Days Since 52w High Score
0.024
Distance From 52w High Score
0.895
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.861
Downside Volatility 1m Score
0.675
Downside Volatility 1y Score
0.602
Downside Volatility 2y Score
0.709
Downside Volatility 3m Score
0.669
Downside Volatility 5y Score
0.606
Downside Volatility 6m Score
0.671
Drawdown Recovery Score
1
Excess Return 1m Score
0.923
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.656
Expected Shortfall 95 1y Score
0.342
Log Avg Dollar Volume 20d Score
0.626
Log Market Cap Score
0.327
Drawdown Score 1m
0.634
Drawdown Score 1y
0.398
Drawdown Score 2y
0.236
Drawdown Score 3m
0.403
Drawdown Score 5y
0.181
Drawdown Score 6m
0.289
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.701
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.781
Relative Volume 20d Score
0.299
Return 1m Score
0.968
Return 1w Score
0.285
Return 1y Score
1
Return 2y Score
0.700
Return 3m Score
0.847
Return 5y Score
0.045
Return 6m Score
0.662
Return Skewness 1y Score
0.730
Sharpe 1m Score
1
Sharpe 1y Score
0.691
Sharpe 2y Score
0.601
Sharpe 3m Score
0.758
Sharpe 5y Score
0.415
Sharpe 6m Score
0.572
Sortino 1m Score
1
Sortino 1y Score
0.611
Sortino 2y Score
0.516
Sortino 3m Score
0.647
Sortino 5y Score
0.385
Sortino 6m Score
0.503
Trend R2 1m Score
0.763
Trend R2 1w Score
0.381
Trend R2 1y Score
0.661
Trend R2 2y Score
0.331
Trend R2 3m Score
0.533
Trend R2 5y Score
0.439
Trend R2 6m Score
0.001
Trend Slope 1m Score
1
Trend Slope 1w Score
0
Trend Slope 1y Score
0.656
Trend Slope 2y Score
0.569
Trend Slope 3m Score
0.855
Trend Slope 5y Score
0.453
Trend Slope 6m Score
0.509
Volatility 1m Score
0.756
Volatility 1w Score
0.788
Volatility 1y Score
0.802
Volatility 2y Score
0.805
Volatility 3m Score
0.830
Volatility 5y Score
0.668
Volatility 6m Score
0.813
Worst Day 1y Score
0.568
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
75,620,210.528
Best Day 1y
0.251
Beta To Benchmark 1y
2.237
Beta 3m
2.300
Beta Change
0.063
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.431
Correlation 3m
0.447
Correlation Change
0.016
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.569
Benchmark Independence 3m Score
0.553
Beta 1y Profile Score
0.895
Beta 3m Profile Score
0.920
Beta Change Score
0.531
Correlation Change Score
0.508
Current Drawdown Score
0.119
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
1
Current Drawdown
-0.573
Days Since 52w High
6
Distance From 52w High
-0.068
Distance From Sma 20
0.040
Distance From Sma 200
0.329
Distance From Sma 50
0.217
Downside Capture 1y
0.587
Downside Volatility 1m
0.556
Downside Volatility 1w
-
Downside Volatility 1y
0.502
Downside Volatility 2y
0.582
Downside Volatility 3m
0.552
Downside Volatility 5y
0.505
Downside Volatility 6m
0.553
Drawdown Recovery
1
Excess Return 1m
0.254
Excess Return 1y
0.880
Excess Return 3m
0.165
Excess Return 6m
0.094
Expected Shortfall 95 1y
-0.066
Market Cap
2,897,528,895.702
Max Drawdown 1m
-0.091
Max Drawdown 1w
-0.088
Max Drawdown 1y
-0.391
Max Drawdown 2y
-0.612
Max Drawdown 3m
-0.239
Max Drawdown 5y
-0.819
Max Drawdown 6m
-0.391
Momentum Acceleration 1m Vs 3m
0.188
Momentum Acceleration 3m Vs 6m
0.060
Moving Average Alignment
1
Relative Strength Acceleration
0.016
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.106
Return 1m
0.281
Return 1w
-0.064
Return 1y
1.103
Return 2y
1.450
Return 3m
0.278
Return 5y
-0.419
Return 6m
0.194
Return Skewness 1y
1.382
Sector Excess Return 1y
-
Sharpe 1m
5.134
Sharpe 1y
1.457
Sharpe 2y
1.007
Sharpe 3m
1.788
Sharpe 5y
0.075
Sharpe 6m
0.861
Sortino 1m
5.696
Sortino 1y
1.890
Sortino 2y
1.131
Sortino 3m
2.178
Sortino 5y
0.082
Sortino 6m
1.028
Trend R2 1m
0.763
Trend R2 1w
0.381
Trend R2 1y
0.661
Trend R2 2y
0.331
Trend R2 3m
0.533
Trend R2 5y
0.439
Trend R2 6m
0.001
Trend 1m
0.016
Trend 1w
-0.011
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.006
Trend 5y
-0.001
Trend 6m
0.000
Upside Capture 1y
2.927
Value At Risk 95 1y
-0.054
Volatility 1m
0.617
Volatility 1w
0.641
Volatility 1y
0.651
Volatility 2y
0.654
Volatility 3m
0.672
Volatility 5y
0.551
Volatility 6m
0.660
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.861
Downside Volatility 1y Score
0.602
Downside Volatility 3m Score
0.669
Drawdown Recovery Score
1
Excess Return 1m Score
0.923
Excess Return 1y Score
1
Excess Return 3m Score
0.774
Excess Return 6m Score
0.656
Expected Shortfall 95 1y Score
0.342
Log Avg Dollar Volume 20d Score
0.626
Log Market Cap Score
0.327
Drawdown Score 1y
0.398
Drawdown Score 5y
0.181
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.701
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.299
Return 1m Score
0.968
Return 1y Score
1
Return 3m Score
0.847
Return 6m Score
0.662
Return Skewness 1y Score
0.730
Sortino 1y Score
0.611
Sortino 3m Score
0.647
Trend R2 1y Score
0.661
Trend R2 3m Score
0.533
Trend Slope 1y Score
0.656
Trend Slope 3m Score
0.855
Volatility 1y Score
0.802
Volatility 3m Score
0.830