Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

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

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

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

© 2026 Monstra. All rights reserved.

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

Vector V2 pipeline

Vectors

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

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

AMGN

Health Care | v2 | as of 2026-07-23
Close

Research Detail

AMGN

AMGN

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
0.451
Correlation To Benchmark 1y
0.212
Inverse To Benchmark 1y
0.788
Drawdown Score 1m
0.798
Drawdown Score 3m
0.822
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
0.699
Drawdown Score 1y
0.745
Drawdown Score 2y
0.716
Drawdown Score 5y
0.751
Return 1w
-0.000
Return 1m
0.071
Return 3m
0.082
Return 6m
0.097
Return 1y
0.252
Return 2y
0.193
Return 5y
0.763
Sharpe 1m
3.631
Sharpe 3m
1.352
Sharpe 6m
0.816
Sharpe 1y
0.964
Sharpe 2y
0.463
Sharpe 5y
0.590
Trend 1w
0.000
Trend 1m
0.002
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.176
Volatility 1m
0.233
Volatility 3m
0.258
Volatility 6m
0.271
Volatility 1y
0.270
Volatility 2y
0.269
Volatility 5y
0.241
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
AMGN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:19 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.116
Aptet Fit Raw Score
0.190
Aptet Fit Confidence
0.223
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.243
Force Fit Raw Score
0.259
Force Fit Confidence
0.881
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:19 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMGN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AMGN",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.13762163261294183,
    "eligibleDays": 352,
    "fitnessScore": -0.053740917523270405,
    "lookbackDays": 14,
    "returnLift1D": -0.004358043900241939,
    "hitRateLift1D": -0.02631578947368418,
    "activationRate": 0.014204545454545454,
    "activationCount": 5,
    "baselineHitRates": {
      "1": 0.5263157894736842,
      "5": 0.7333333333333333,
      "10": 0.5
    },
    "sampleConfidence": 0.605,
    "shadowSharpeLike": -0.5250920178216834,
    "avgForwardReturns": {
      "1": -0.0016490905418986845,
      "5": 0.026479650727062376,
      "10": 0
    },
    "shadowMaxDrawdown": -0.014964981769673646,
    "shadowTotalReturn": -0.00966939751554563,
    "avgForwardReturn1D": -0.0016490905418986845,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-14",
      "2026-07-15",
      "2026-07-17",
      "2026-07-20",
      "2026-07-22"
    ],
    "horizonObservationCounts": {
      "1": 4,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.002708953358343255,
      "5": 0.012427377715685303,
      "10": 0.01229840190763376
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.13762163261294183,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08335928968595918,
    "bestRawFitnessScore": -0.053740917523270405,
    "upperQuartileComboQuality": 0.08335928968595918
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11627594407495045,
    "rawScore": 0.19008433853899478,
    "confidence": 0.22341424831375128,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5762877767559003,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.13762163261294183,
      "eligibleDays": 352,
      "fitnessScore": -0.053740917523270405,
      "lookbackDays": 14,
      "returnLift1D": -0.004358043900241939,
      "hitRateLift1D": -0.02631578947368418,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.605,
      "shadowSharpeLike": -0.5250920178216834,
      "avgForwardReturns": {
        "1": -0.0016490905418986845,
        "5": 0.026479650727062376,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014964981769673646,
      "shadowTotalReturn": -0.00966939751554563,
      "avgForwardReturn1D": -0.0016490905418986845,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-14",
        "2026-07-15",
        "2026-07-17",
        "2026-07-20",
        "2026-07-22"
      ],
      "horizonObservationCounts": {
        "1": 4,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.12198639226100808,
      "eligibleDays": 352,
      "fitnessScore": -0.08422557033034224,
      "lookbackDays": 14,
      "returnLift1D": -0.008025471851836715,
      "hitRateLift1D": -0.02631578947368418,
      "activationRate": 0.005681818181818182,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.49059193797592754,
      "shadowSharpeLike": -0.7182359587382734,
      "avgForwardReturns": {
        "1": -0.005316518493493461,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.01397920748235415,
      "shadowTotalReturn": -0.011659185877351486,
      "avgForwardReturn1D": -0.005316518493493461,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-17",
        "2026-07-20"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 352,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 14,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 339,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 330,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 330,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 330,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 330,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 315,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 315,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 315,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 315,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 297,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 63,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 297,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 63,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 297,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 63,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08335928968595918,
      "eligibleDays": 297,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 63,
      "returnLift1D": -0.002708953358343255,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.02582924478154516,
      "eligibleDays": 352,
      "fitnessScore": -0.4486174312595647,
      "lookbackDays": 14,
      "returnLift1D": -0.016194903815926306,
      "hitRateLift1D": -0.5263157894736842,
      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "baselineHitRates": {
        "1": 0.5263157894736842,
        "5": 0.7333333333333333,
        "10": 0.5
      },
      "sampleConfidence": 0.4396504054291551,
      "shadowSharpeLike": -0.8758924393930728,
      "avgForwardReturns": {
        "1": -0.013485950457583051,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.014478957482354171,
      "shadowTotalReturn": -0.014478957482354171,
      "avgForwardReturn1D": -0.013485950457583051,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-20"
      ],
      "horizonObservationCounts": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.002708953358343255,
        "5": 0.012427377715685303,
        "10": 0.01229840190763376
      }
    }
  ],
  "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": 5,
      "comboQuality": 0.13762163261294183,
      "fitnessScore": -0.053740917523270405,
      "lookbackDays": 14,
      "returnLift1D": -0.004358043900241939,
      "activationRate": 0.014204545454545454,
      "activationCount": 5,
      "sampleConfidence": 0.605,
      "shadowTotalReturn": -0.00966939751554563,
      "avgForwardReturn1D": -0.0016490905418986845
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 21,
      "returnLift1D": -0.002708953358343255,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 30,
      "returnLift1D": -0.002708953358343255,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 45,
      "returnLift1D": -0.002708953358343255,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08335928968595918,
      "fitnessScore": -0.177462216301583,
      "lookbackDays": 63,
      "returnLift1D": -0.002708953358343255,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "e35c7f8784b4f283027e5d788f03a97754617b90d6433a39118fde4ecdaf381d",
    "size": 13,
    "members": [
      "AMGN",
      "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
2026-07-25
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",
      "AMGN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMGN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AMGN",
    "hitRates": {
      "1": 0.5602836879432624,
      "5": 0.5319148936170213,
      "10": 0.55
    },
    "hitRate1D": 0.5602836879432624,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.312944586848758,
    "eligibleDays": 375,
    "fitnessScore": 0.1769944612426825,
    "lookbackDays": 14,
    "returnLift1D": -0.0008623346960845345,
    "hitRateLift1D": 0.02428368794326241,
    "portfolioSize": 3,
    "activationRate": 0.376,
    "activationCount": 141,
    "baselineHitRates": {
      "1": 0.536,
      "5": 0.5363881401617251,
      "10": 0.5628415300546448
    },
    "sampleConfidence": 0.9995271867612294,
    "shadowSharpeLike": 0.006717390712707575,
    "avgForwardReturns": {
      "1": 0.00018829711829194124,
      "5": 0.0040347454053900585,
      "10": 0.005441867157824414
    },
    "shadowMaxDrawdown": -0.1937229218528106,
    "shadowTotalReturn": -0.01614361983925916,
    "avgForwardReturn1D": 0.00018829711829194124,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07"
    ],
    "horizonObservationCounts": {
      "1": 141,
      "5": 141,
      "10": 140
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010506318143764758,
      "5": 0.004918166212852374,
      "10": 0.009055962527498561
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.312944586848758,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.17132864047467064,
    "bestRawFitnessScore": 0.1769944612426825,
    "upperQuartileComboQuality": 0.1954073057171144
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24343178760163992,
    "rawScore": 0.2588292034240463,
    "confidence": 0.8810225769062047,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.4725211638879287,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5602836879432624,
        "5": 0.5319148936170213,
        "10": 0.55
      },
      "hitRate1D": 0.5602836879432624,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.312944586848758,
      "eligibleDays": 375,
      "fitnessScore": 0.1769944612426825,
      "lookbackDays": 14,
      "returnLift1D": -0.0008623346960845345,
      "hitRateLift1D": 0.02428368794326241,
      "portfolioSize": 3,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5363881401617251,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9995271867612294,
      "shadowSharpeLike": 0.006717390712707575,
      "avgForwardReturns": {
        "1": 0.00018829711829194124,
        "5": 0.0040347454053900585,
        "10": 0.005441867157824414
      },
      "shadowMaxDrawdown": -0.1937229218528106,
      "shadowTotalReturn": -0.01614361983925916,
      "avgForwardReturn1D": 0.00018829711829194124,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010506318143764758,
        "5": 0.004918166212852374,
        "10": 0.009055962527498561
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.543859649122807,
        "5": 0.543859649122807,
        "10": 0.5309734513274337
      },
      "hitRate1D": 0.543859649122807,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.27902796562251775,
      "eligibleDays": 375,
      "fitnessScore": 0.14115656580341204,
      "lookbackDays": 14,
      "returnLift1D": -0.0007271611001521497,
      "hitRateLift1D": 0.007859649122807011,
      "portfolioSize": 2,
      "activationRate": 0.304,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5363881401617251,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9994152046783626,
      "shadowSharpeLike": 0.04751255961779122,
      "avgForwardReturns": {
        "1": 0.000323470714224326,
        "5": 0.005931822047635516,
        "10": 0.003605458593431098
      },
      "shadowMaxDrawdown": -0.17522204135800878,
      "shadowTotalReturn": -0.00454503689859842,
      "avgForwardReturn1D": 0.000323470714224326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010506318143764758,
        "5": 0.004918166212852374,
        "10": 0.009055962527498561
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5360824742268041,
        "5": 0.5154639175257731,
        "10": 0.5257731958762887
      },
      "hitRate1D": 0.5360824742268041,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2460788417180683,
      "eligibleDays": 326,
      "fitnessScore": 0.10368011991809821,
      "lookbackDays": 63,
      "returnLift1D": -0.0009156975197413936,
      "hitRateLift1D": 0.01767756625134398,
      "portfolioSize": 3,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.531055900621118,
        "10": 0.5646687697160884
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.07246195629172104,
      "avgForwardReturns": {
        "1": -0.00008507739151042415,
        "5": 0.0016626586404829525,
        "10": 0.002938000560282916
      },
      "shadowMaxDrawdown": -0.12695021252865812,
      "shadowTotalReturn": -0.0348807865755274,
      "avgForwardReturn1D": -0.00008507739151042415,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008306201282309695,
        "5": 0.00472247465261144,
        "10": 0.009454302379808278
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5578947368421052,
        "5": 0.4838709677419355,
        "10": 0.3888888888888889
      },
      "hitRate1D": 0.5578947368421052,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.21842866932679167,
      "eligibleDays": 359,
      "fitnessScore": 0.06953367876965674,
      "lookbackDays": 30,
      "returnLift1D": -0.0011151666583793076,
      "hitRateLift1D": 0.02586131065826125,
      "portfolioSize": 2,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.532033426183844,
        "5": 0.5267605633802817,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9950877192982457,
      "shadowSharpeLike": -0.16002125591313338,
      "avgForwardReturns": {
        "1": -0.00017959218940182263,
        "5": -0.004101185986529243,
        "10": -0.008047719105053369
      },
      "shadowMaxDrawdown": -0.19719748841950757,
      "shadowTotalReturn": -0.044241673521672076,
      "avgForwardReturn1D": -0.00017959218940182263,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 93,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.000935574468977485,
        "5": 0.0042088807700252275,
        "10": 0.007517331123441074
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5220125786163522,
        "5": 0.5095541401273885,
        "10": 0.5225806451612903
      },
      "hitRate1D": 0.5220125786163522,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1954073057171144,
      "eligibleDays": 375,
      "fitnessScore": 0.03864498853659385,
      "lookbackDays": 14,
      "returnLift1D": -0.001296515313371608,
      "hitRateLift1D": -0.013987421383647836,
      "portfolioSize": 4,
      "activationRate": 0.424,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5363881401617251,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9974842767295597,
      "shadowSharpeLike": -0.25280694767459844,
      "avgForwardReturns": {
        "1": -0.0002458834989951323,
        "5": 0.0021699011704089423,
        "10": 0.003964309645239811
      },
      "shadowMaxDrawdown": -0.23047775291044936,
      "shadowTotalReturn": -0.08659173601672909,
      "avgForwardReturn1D": -0.0002458834989951323,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 157,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010506318143764758,
        "5": 0.004918166212852374,
        "10": 0.009055962527498561
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5220125786163522,
        "5": 0.5095541401273885,
        "10": 0.5225806451612903
      },
      "hitRate1D": 0.5220125786163522,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1954073057171144,
      "eligibleDays": 375,
      "fitnessScore": 0.03864498853659385,
      "lookbackDays": 14,
      "returnLift1D": -0.001296515313371608,
      "hitRateLift1D": -0.013987421383647836,
      "portfolioSize": 5,
      "activationRate": 0.424,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5363881401617251,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 0.9974842767295597,
      "shadowSharpeLike": -0.25280694767459844,
      "avgForwardReturns": {
        "1": -0.0002458834989951323,
        "5": 0.0021699011704089423,
        "10": 0.003964309645239811
      },
      "shadowMaxDrawdown": -0.23047775291044936,
      "shadowTotalReturn": -0.08659173601672909,
      "avgForwardReturn1D": -0.0002458834989951323,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 157,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010506318143764758,
        "5": 0.004918166212852374,
        "10": 0.009055962527498561
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5241935483870968,
        "5": 0.475,
        "10": 0.4434782608695652
      },
      "hitRate1D": 0.5241935483870968,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.18831990095419868,
      "eligibleDays": 359,
      "fitnessScore": 0.028587880779199548,
      "lookbackDays": 30,
      "returnLift1D": -0.001240668132027033,
      "hitRateLift1D": -0.007839877796747219,
      "portfolioSize": 3,
      "activationRate": 0.34540389972144847,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.532033426183844,
        "5": 0.5267605633802817,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": -0.2187512412160639,
      "avgForwardReturns": {
        "1": -0.0003050936630495481,
        "5": -0.0026500370291111445,
        "10": -0.004293884442106378
      },
      "shadowMaxDrawdown": -0.20916532296269041,
      "shadowTotalReturn": -0.06973739651543764,
      "avgForwardReturn1D": -0.0003050936630495481,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.000935574468977485,
        "5": 0.0042088807700252275,
        "10": 0.007517331123441074
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.4825174825174825,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.18046399440819888,
      "eligibleDays": 359,
      "fitnessScore": 0.01709444848180782,
      "lookbackDays": 30,
      "returnLift1D": -0.001316178491703694,
      "hitRateLift1D": -0.008223902374320136,
      "portfolioSize": 4,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.532033426183844,
        "5": 0.5267605633802817,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9941043083900227,
      "shadowSharpeLike": -0.2904281944080855,
      "avgForwardReturns": {
        "1": -0.00038060402272620887,
        "5": -0.0012583558961034727,
        "10": -0.00036629079112081075
      },
      "shadowMaxDrawdown": -0.24560134079748996,
      "shadowTotalReturn": -0.09284563292451631,
      "avgForwardReturn1D": -0.00038060402272620887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.000935574468977485,
        "5": 0.0042088807700252275,
        "10": 0.007517331123441074
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.4825174825174825,
        "10": 0.4782608695652174
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.18046399440819888,
      "eligibleDays": 359,
      "fitnessScore": 0.01709444848180782,
      "lookbackDays": 30,
      "returnLift1D": -0.001316178491703694,
      "hitRateLift1D": -0.008223902374320136,
      "portfolioSize": 5,
      "activationRate": 0.40947075208913647,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.532033426183844,
        "5": 0.5267605633802817,
        "10": 0.5457142857142857
      },
      "sampleConfidence": 0.9941043083900227,
      "shadowSharpeLike": -0.2904281944080855,
      "avgForwardReturns": {
        "1": -0.00038060402272620887,
        "5": -0.0012583558961034727,
        "10": -0.00036629079112081075
      },
      "shadowMaxDrawdown": -0.24560134079748996,
      "shadowTotalReturn": -0.09284563292451631,
      "avgForwardReturn1D": -0.00038060402272620887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.000935574468977485,
        "5": 0.0042088807700252275,
        "10": 0.007517331123441074
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.512987012987013,
        "5": 0.48,
        "10": 0.4557823129251701
      },
      "hitRate1D": 0.512987012987013,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17132864047467064,
      "eligibleDays": 368,
      "fitnessScore": 0.0032271867242684165,
      "lookbackDays": 21,
      "returnLift1D": -0.0013343093397879726,
      "hitRateLift1D": -0.019621682665160955,
      "portfolioSize": 4,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5274725274725275,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": -0.29317182797001123,
      "avgForwardReturns": {
        "1": -0.0003706733780035948,
        "5": -0.0020098033819600904,
        "10": -0.00047473345782985006
      },
      "shadowMaxDrawdown": -0.25947166554493306,
      "shadowTotalReturn": -0.09073167905886403,
      "avgForwardReturn1D": -0.0003706733780035948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009636359617843778,
        "5": 0.004243247623323775,
        "10": 0.008232364625797954
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.512987012987013,
        "5": 0.48,
        "10": 0.4557823129251701
      },
      "hitRate1D": 0.512987012987013,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17132864047467064,
      "eligibleDays": 368,
      "fitnessScore": 0.0032271867242684165,
      "lookbackDays": 21,
      "returnLift1D": -0.0013343093397879726,
      "hitRateLift1D": -0.019621682665160955,
      "portfolioSize": 5,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5274725274725275,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": -0.29317182797001123,
      "avgForwardReturns": {
        "1": -0.0003706733780035948,
        "5": -0.0020098033819600904,
        "10": -0.00047473345782985006
      },
      "shadowMaxDrawdown": -0.25947166554493306,
      "shadowTotalReturn": -0.09073167905886403,
      "avgForwardReturn1D": -0.0003706733780035948,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009636359617843778,
        "5": 0.004243247623323775,
        "10": 0.008232364625797954
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5109489051094891,
        "5": 0.47368421052631576,
        "10": 0.4351145038167939
      },
      "hitRate1D": 0.5109489051094891,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.15095525165187984,
      "eligibleDays": 368,
      "fitnessScore": -0.029968258081920992,
      "lookbackDays": 21,
      "returnLift1D": -0.0014810965573958021,
      "hitRateLift1D": -0.021659790542684854,
      "portfolioSize": 3,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5274725274725275,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9951338199513383,
      "shadowSharpeLike": -0.39335404447179073,
      "avgForwardReturns": {
        "1": -0.0005174605956114243,
        "5": -0.002740281128891046,
        "10": -0.0038253874786439318
      },
      "shadowMaxDrawdown": -0.22864540719816995,
      "shadowTotalReturn": -0.1015179536846832,
      "avgForwardReturn1D": -0.0005174605956114243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 133,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009636359617843778,
        "5": 0.004243247623323775,
        "10": 0.008232364625797954
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5210084033613446,
        "5": 0.48739495798319327,
        "10": 0.48739495798319327
      },
      "hitRate1D": 0.5210084033613446,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.15026845337702338,
      "eligibleDays": 326,
      "fitnessScore": -0.031149359449544195,
      "lookbackDays": 63,
      "returnLift1D": -0.001691803144893946,
      "hitRateLift1D": 0.0026034953858844467,
      "portfolioSize": 4,
      "activationRate": 0.36503067484662577,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.531055900621118,
        "10": 0.5646687697160884
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4701677154962424,
      "avgForwardReturns": {
        "1": -0.0008611830166629765,
        "5": 0.0005182057294778491,
        "10": 0.00009844783261070877
      },
      "shadowMaxDrawdown": -0.1723619438643793,
      "shadowTotalReturn": -0.12582677054184854,
      "avgForwardReturn1D": -0.0008611830166629765,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008306201282309695,
        "5": 0.00472247465261144,
        "10": 0.009454302379808278
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5210084033613446,
        "5": 0.48739495798319327,
        "10": 0.48739495798319327
      },
      "hitRate1D": 0.5210084033613446,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.15026845337702338,
      "eligibleDays": 326,
      "fitnessScore": -0.031149359449544195,
      "lookbackDays": 63,
      "returnLift1D": -0.001691803144893946,
      "hitRateLift1D": 0.0026034953858844467,
      "portfolioSize": 5,
      "activationRate": 0.36503067484662577,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.531055900621118,
        "10": 0.5646687697160884
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4701677154962424,
      "avgForwardReturns": {
        "1": -0.0008611830166629765,
        "5": 0.0005182057294778491,
        "10": 0.00009844783261070877
      },
      "shadowMaxDrawdown": -0.1723619438643793,
      "shadowTotalReturn": -0.12582677054184854,
      "avgForwardReturn1D": -0.0008611830166629765,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008306201282309695,
        "5": 0.00472247465261144,
        "10": 0.009454302379808278
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5135135135135135,
        "5": 0.49074074074074076,
        "10": 0.4528301886792453
      },
      "hitRate1D": 0.5135135135135135,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.13007796712594877,
      "eligibleDays": 368,
      "fitnessScore": -0.06805930593784881,
      "lookbackDays": 21,
      "returnLift1D": -0.001634983758686493,
      "hitRateLift1D": -0.01909518213866046,
      "portfolioSize": 2,
      "activationRate": 0.3016304347826087,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5274725274725275,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9951951951951953,
      "shadowSharpeLike": -0.4467312472895171,
      "avgForwardReturns": {
        "1": -0.0006713477969021151,
        "5": -0.0016123808720733485,
        "10": -0.0033302978615874974
      },
      "shadowMaxDrawdown": -0.22783238234919867,
      "shadowTotalReturn": -0.10099714810029048,
      "avgForwardReturn1D": -0.0006713477969021151,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 108,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009636359617843778,
        "5": 0.004243247623323775,
        "10": 0.008232364625797954
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5,
        "10": 0.5256410256410257
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07779662962133684,
      "eligibleDays": 326,
      "fitnessScore": -0.19398688636556116,
      "lookbackDays": 63,
      "returnLift1D": -0.002775319078648957,
      "hitRateLift1D": -0.018404907975460127,
      "portfolioSize": 2,
      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.531055900621118,
        "10": 0.5646687697160884
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8675776742149917,
      "avgForwardReturns": {
        "1": -0.0019446989504179875,
        "5": -0.0013865709035986277,
        "10": 0.0021079500608481507
      },
      "shadowMaxDrawdown": -0.15775758734271939,
      "shadowTotalReturn": -0.15775758734271939,
      "avgForwardReturn1D": -0.0019446989504179875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 78,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008306201282309695,
        "5": 0.00472247465261144,
        "10": 0.009454302379808278
      }
    },
    {
      "topN": 3,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.48,
        "5": 0.4380165289256198,
        "10": 0.35344827586206895
      },
      "hitRate1D": 0.48,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.059600314621776146,
      "eligibleDays": 344,
      "fitnessScore": -0.2569017084147547,
      "lookbackDays": 45,
      "returnLift1D": -0.002363483275242381,
      "hitRateLift1D": -0.03744186046511633,
      "portfolioSize": 3,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9930666666666668,
      "shadowSharpeLike": -1.0398356960762047,
      "avgForwardReturns": {
        "1": -0.0017323160547845875,
        "5": -0.007558457921590199,
        "10": -0.016784188674476584
      },
      "shadowMaxDrawdown": -0.24950449296990973,
      "shadowTotalReturn": -0.2151750010930935,
      "avgForwardReturn1D": -0.0017323160547845875,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 121,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006311672204577935,
        "5": 0.0033448369871297468,
        "10": 0.006424297815500708
      }
    },
    {
      "topN": 4,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.463768115942029,
        "5": 0.4626865671641791,
        "10": 0.3488372093023256
      },
      "hitRate1D": 0.463768115942029,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05599899573555082,
      "eligibleDays": 344,
      "fitnessScore": -0.27145456399483237,
      "lookbackDays": 45,
      "returnLift1D": -0.002280350252223122,
      "hitRateLift1D": -0.05367374452308732,
      "portfolioSize": 4,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": -1.0654616586252945,
      "avgForwardReturns": {
        "1": -0.001649183031765329,
        "5": -0.00593949048865162,
        "10": -0.016112970887508012
      },
      "shadowMaxDrawdown": -0.25751459579196945,
      "shadowTotalReturn": -0.2235515055220737,
      "avgForwardReturn1D": -0.001649183031765329,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006311672204577935,
        "5": 0.0033448369871297468,
        "10": 0.006424297815500708
      }
    },
    {
      "topN": 5,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.463768115942029,
        "5": 0.4626865671641791,
        "10": 0.3488372093023256
      },
      "hitRate1D": 0.463768115942029,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05599899573555082,
      "eligibleDays": 344,
      "fitnessScore": -0.27145456399483237,
      "lookbackDays": 45,
      "returnLift1D": -0.002280350252223122,
      "hitRateLift1D": -0.05367374452308732,
      "portfolioSize": 5,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": -1.0654616586252945,
      "avgForwardReturns": {
        "1": -0.001649183031765329,
        "5": -0.00593949048865162,
        "10": -0.016112970887508012
      },
      "shadowMaxDrawdown": -0.25751459579196945,
      "shadowTotalReturn": -0.2235515055220737,
      "avgForwardReturn1D": -0.001649183031765329,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006311672204577935,
        "5": 0.0033448369871297468,
        "10": 0.006424297815500708
      }
    },
    {
      "topN": 2,
      "ticker": "AMGN",
      "hitRates": {
        "1": 0.4787234042553192,
        "5": 0.43956043956043955,
        "10": 0.34831460674157305
      },
      "hitRate1D": 0.4787234042553192,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.037523451260467106,
      "eligibleDays": 344,
      "fitnessScore": -0.3637995912206364,
      "lookbackDays": 45,
      "returnLift1D": -0.0032436454499083812,
      "hitRateLift1D": -0.038718456209797136,
      "portfolioSize": 2,
      "activationRate": 0.27325581395348836,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5176470588235295,
        "10": 0.5343283582089552
      },
      "sampleConfidence": 0.9943262411347518,
      "shadowSharpeLike": -1.3750834247561474,
      "avgForwardReturns": {
        "1": -0.002612478229450588,
        "5": -0.008641610459908118,
        "10": -0.019489299069166133
      },
      "shadowMaxDrawdown": -0.25215705493337337,
      "shadowTotalReturn": -0.23748382032682336,
      "avgForwardReturn1D": -0.002612478229450588,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 91,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006311672204577935,
        "5": 0.0033448369871297468,
        "10": 0.006424297815500708
      }
    }
  ],
  "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": 0.312944586848758,
      "fitnessScore": 0.1769944612426825,
      "lookbackDays": 14,
      "returnLift1D": -0.0008623346960845345,
      "activationRate": 0.376,
      "activationCount": 141,
      "sampleConfidence": 0.9995271867612294,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.01614361983925916,
      "avgForwardReturn1D": 0.00018829711829194124
    },
    {
      "comboQuality": 0.17132864047467064,
      "fitnessScore": 0.0032271867242684165,
      "lookbackDays": 21,
      "returnLift1D": -0.0013343093397879726,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.9952380952380953,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09073167905886403,
      "avgForwardReturn1D": -0.0003706733780035948
    },
    {
      "comboQuality": 0.21842866932679167,
      "fitnessScore": 0.06953367876965674,
      "lookbackDays": 30,
      "returnLift1D": -0.0011151666583793076,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "sampleConfidence": 0.9950877192982457,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.044241673521672076,
      "avgForwardReturn1D": -0.00017959218940182263
    },
    {
      "comboQuality": 0.059600314621776146,
      "fitnessScore": -0.2569017084147547,
      "lookbackDays": 45,
      "returnLift1D": -0.002363483275242381,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "sampleConfidence": 0.9930666666666668,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.2151750010930935,
      "avgForwardReturn1D": -0.0017323160547845875
    },
    {
      "comboQuality": 0.2460788417180683,
      "fitnessScore": 0.10368011991809821,
      "lookbackDays": 63,
      "returnLift1D": -0.0009156975197413936,
      "activationRate": 0.29754601226993865,
      "activationCount": 97,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.0348807865755274,
      "avgForwardReturn1D": -0.00008507739151042415
    }
  ],
  "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": "e35c7f8784b4f283027e5d788f03a97754617b90d6433a39118fde4ecdaf381d",
    "size": 13,
    "members": [
      "AMGN",
      "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
0.739
Liquidity
0.973
Momentum
0.609
Relative strength
0.575
Trend quality
0.596
Stability
0.711
Aggression
0.374
Downside risk
0.644
Drawdown state
0.925
Quality momentum
0.604
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.180
Beta 3m Profile Score
0.031
Beta Change Score
0.313
Correlation Change Score
0.413
Current Drawdown Score
0.945
Days Since 52w High Score
0.397
Distance From 52w High Score
0.945
Distance From Sma 20 Score
0.535
Distance From Sma 200 Score
0.666
Distance From Sma 50 Score
0.606
Downside Volatility 1m Score
0.153
Downside Volatility 1y Score
0.250
Downside Volatility 2y Score
0.294
Downside Volatility 3m Score
0.238
Downside Volatility 5y Score
0.237
Downside Volatility 6m Score
0.248
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.608
Excess Return 3m Score
0.569
Excess Return 6m Score
0.524
Expected Shortfall 95 1y Score
0.687
Log Avg Dollar Volume 20d Score
0.973
Log Market Cap Score
0.739
Drawdown Score 1m
0.798
Drawdown Score 1y
0.745
Drawdown Score 2y
0.716
Drawdown Score 3m
0.822
Drawdown Score 5y
0.751
Drawdown Score 6m
0.699
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.636
Relative Strength Slope 3m Score
0.577
Relative Volume 20d Score
0.200
Return 1m Score
0.618
Return 1w Score
0.499
Return 1y Score
0.657
Return 2y Score
0.341
Return 3m Score
0.603
Return 5y Score
0.136
Return 6m Score
0.581
Return Skewness 1y Score
0.654
Sector Excess Return 1y Score
0.536
Sharpe 1m Score
1
Sharpe 1y Score
0.593
Sharpe 2y Score
0.493
Sharpe 3m Score
0.670
Sharpe 5y Score
0.518
Sharpe 6m Score
0.563
Sortino 1m Score
1
Sortino 1y Score
0.512
Sortino 2y Score
0.432
Sortino 3m Score
0.565
Sortino 5y Score
0.453
Sortino 6m Score
0.492
Trend R2 1m Score
0.340
Trend R2 1w Score
0.000
Trend R2 1y Score
0.664
Trend R2 2y Score
0.391
Trend R2 3m Score
0.700
Trend R2 5y Score
0.841
Trend R2 6m Score
0.021
Trend Slope 1m Score
0.606
Trend Slope 1w Score
0.505
Trend Slope 1y Score
0.569
Trend Slope 2y Score
0.529
Trend Slope 3m Score
0.617
Trend Slope 5y Score
0.531
Trend Slope 6m Score
0.489
Volatility 1m Score
0.244
Volatility 1w Score
0.168
Volatility 1y Score
0.294
Volatility 2y Score
0.292
Volatility 3m Score
0.277
Volatility 5y Score
0.255
Volatility 6m Score
0.295
Worst Day 1y Score
0.743
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
830,055,680.495
Best Day 1y
0.082
Beta To Benchmark 1y
0.451
Beta 3m
0.077
Beta Change
-0.374
Beta To Sector 1y
1.173
Correlation To Benchmark 1y
0.212
Correlation 3m
0.039
Correlation Change
-0.173
Correlation To Sector 1y
0.685
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.788
Benchmark Independence 3m Score
0.961
Beta 1y Profile Score
0.180
Beta 3m Profile Score
0.031
Beta Change Score
0.313
Correlation Change Score
0.413
Current Drawdown Score
0.945
Distance From Sma 20 Score
0.535
Distance From Sma 200 Score
0.666
Current Drawdown
-0.036
Days Since 52w High
100
Distance From 52w High
-0.036
Distance From Sma 20
0.021
Distance From Sma 200
0.100
Distance From Sma 50
0.064
Downside Capture 1y
1.528
Downside Volatility 1m
0.165
Downside Volatility 1w
-
Downside Volatility 1y
0.237
Downside Volatility 2y
0.271
Downside Volatility 3m
0.229
Downside Volatility 5y
0.227
Downside Volatility 6m
0.236
Drawdown Recovery
1
Excess Return 1m
0.064
Excess Return 1y
0.065
Excess Return 3m
0.041
Excess Return 6m
0.014
Expected Shortfall 95 1y
-0.031
Market Cap
202,951,899,354.96
Max Drawdown 1m
-0.051
Max Drawdown 1w
-0.020
Max Drawdown 1y
-0.166
Max Drawdown 2y
-0.227
Max Drawdown 3m
-0.071
Max Drawdown 5y
-0.249
Max Drawdown 6m
-0.166
Momentum Acceleration 1m Vs 3m
0.043
Momentum Acceleration 3m Vs 6m
0.011
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.839
Return 1m
0.071
Return 1w
-0.000
Return 1y
0.252
Return 2y
0.193
Return 3m
0.082
Return 5y
0.763
Return 6m
0.097
Return Skewness 1y
0.924
Sector Excess Return 1y
0.022
Sharpe 1m
3.631
Sharpe 1y
0.964
Sharpe 2y
0.463
Sharpe 3m
1.352
Sharpe 5y
0.590
Sharpe 6m
0.816
Sortino 1m
5.121
Sortino 1y
1.099
Sortino 2y
0.460
Sortino 3m
1.524
Sortino 5y
0.626
Sortino 6m
0.938
Trend R2 1m
0.340
Trend R2 1w
0.000
Trend R2 1y
0.664
Trend R2 2y
0.391
Trend R2 3m
0.700
Trend R2 5y
0.841
Trend R2 6m
0.021
Trend 1m
0.002
Trend 1w
0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.690
Value At Risk 95 1y
-0.023
Volatility 1m
0.233
Volatility 1w
0.176
Volatility 1y
0.270
Volatility 2y
0.269
Volatility 3m
0.258
Volatility 5y
0.241
Volatility 6m
0.271
Worst Day 1y
-0.051
Distance From Sma 50 Score
0.606
Downside Volatility 1y Score
0.250
Downside Volatility 3m Score
0.238
Drawdown Recovery Score
1
Excess Return 1m Score
0.607
Excess Return 1y Score
0.608
Excess Return 3m Score
0.569
Excess Return 6m Score
0.524
Expected Shortfall 95 1y Score
0.687
Log Avg Dollar Volume 20d Score
0.973
Log Market Cap Score
0.739
Drawdown Score 1y
0.745
Drawdown Score 5y
0.751
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.636
Relative Volume 20d Score
0.200
Return 1m Score
0.618
Return 1y Score
0.657
Return 3m Score
0.603
Return 6m Score
0.581
Return Skewness 1y Score
0.654
Sortino 1y Score
0.512
Sortino 3m Score
0.565
Trend R2 1y Score
0.664
Trend R2 3m Score
0.700
Trend Slope 1y Score
0.569
Trend Slope 3m Score
0.617
Volatility 1y Score
0.294
Volatility 3m Score
0.277