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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

ANF

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

Research Detail

ANF

ANF

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.233
Correlation To Benchmark 1y
0.250
Inverse To Benchmark 1y
0.750
Drawdown Score 1m
0.698
Drawdown Score 3m
0.205
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
0.170
Drawdown Score 1y
0.298
Drawdown Score 2y
0.208
Drawdown Score 5y
0.301
Return 1w
0.007
Return 1m
0.112
Return 3m
-0.101
Return 6m
-0.268
Return 1y
0.069
Return 2y
-0.457
Return 5y
1.011
Sharpe 1m
2.988
Sharpe 3m
-0.600
Sharpe 6m
-0.884
Sharpe 1y
0.398
Sharpe 2y
-0.193
Sharpe 5y
0.529
Trend 1w
-0.000
Trend 1m
0.002
Trend 3m
-0.000
Trend 6m
-0.002
Trend 1y
-0.000
Trend 2y
-0.001
Trend 5y
0.001
Volatility 1w
0.504
Volatility 1m
0.462
Volatility 3m
0.501
Volatility 6m
0.538
Volatility 1y
0.619
Volatility 2y
0.618
Volatility 5y
0.611
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
ANF
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:26 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.171
Aptet Fit Raw Score
0.186
Aptet Fit Confidence
0.846
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.242
Force Fit Raw Score
0.257
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:26 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ANF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ANF",
    "hitRates": {
      "1": 0.5036496350364964,
      "5": 0.5413533834586466,
      "10": 0.609375
    },
    "hitRate1D": 0.5036496350364964,
    "comboQuality": 0.4417768555652852,
    "eligibleDays": 339,
    "fitnessScore": 0.298530146415808,
    "lookbackDays": 21,
    "returnLift1D": 0.0004952326149641462,
    "hitRateLift1D": 0.018442534444780445,
    "activationRate": 0.40707964601769914,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.48520710059171596,
      "5": 0.5029940119760479,
      "10": 0.5106382978723404
    },
    "sampleConfidence": 0.9922705314009662,
    "shadowSharpeLike": 0.4345256730834554,
    "avgForwardReturns": {
      "1": 0.0016383326650283255,
      "5": 0.015049658265259586,
      "10": 0.034183753861445454
    },
    "shadowMaxDrawdown": -0.23443772152018072,
    "shadowTotalReturn": 0.1309205911821889,
    "avgForwardReturn1D": 0.0016383326650283255,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30"
    ],
    "horizonObservationCounts": {
      "1": 137,
      "5": 133,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011431000500641793,
      "5": 0.005789161848604228,
      "10": 0.011984326014836566
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4417768555652852,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1454701857136736,
    "bestRawFitnessScore": 0.298530146415808,
    "upperQuartileComboQuality": 0.20514116519629785
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17130193741123276,
    "rawScore": 0.18555167594434702,
    "confidence": 0.8464067924949575,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.04905891012505182,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5036496350364964,
        "5": 0.5413533834586466,
        "10": 0.609375
      },
      "hitRate1D": 0.5036496350364964,
      "comboQuality": 0.4417768555652852,
      "eligibleDays": 339,
      "fitnessScore": 0.298530146415808,
      "lookbackDays": 21,
      "returnLift1D": 0.0004952326149641462,
      "hitRateLift1D": 0.018442534444780445,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.48520710059171596,
        "5": 0.5029940119760479,
        "10": 0.5106382978723404
      },
      "sampleConfidence": 0.9922705314009662,
      "shadowSharpeLike": 0.4345256730834554,
      "avgForwardReturns": {
        "1": 0.0016383326650283255,
        "5": 0.015049658265259586,
        "10": 0.034183753861445454
      },
      "shadowMaxDrawdown": -0.23443772152018072,
      "shadowTotalReturn": 0.1309205911821889,
      "avgForwardReturn1D": 0.0016383326650283255,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 133,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011431000500641793,
        "5": 0.005789161848604228,
        "10": 0.011984326014836566
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5431034482758621,
        "5": 0.5446428571428571,
        "10": 0.5046728971962616
      },
      "hitRate1D": 0.5431034482758621,
      "comboQuality": 0.35854631934854425,
      "eligibleDays": 315,
      "fitnessScore": 0.22203059320418028,
      "lookbackDays": 45,
      "returnLift1D": -0.000169364604456657,
      "hitRateLift1D": 0.049472875027454455,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.990883190883191,
      "shadowSharpeLike": 0.30391766216150046,
      "avgForwardReturns": {
        "1": 0.001137915587948682,
        "5": 0.0019933828091113722,
        "10": 0.004401465035527097
      },
      "shadowMaxDrawdown": -0.27701199198575766,
      "shadowTotalReturn": 0.05745470431577471,
      "avgForwardReturn1D": 0.001137915587948682,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 112,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.5213675213675214,
        "10": 0.4051724137931034
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.26302836790835477,
      "eligibleDays": 297,
      "fitnessScore": 0.12333674752235546,
      "lookbackDays": 63,
      "returnLift1D": -0.000726468910269759,
      "hitRateLift1D": 0.03508316008316004,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
      },
      "sampleConfidence": 0.9994301994301995,
      "shadowSharpeLike": 0.1222641066345818,
      "avgForwardReturns": {
        "1": 0.00045780584368730056,
        "5": -0.00576633806585987,
        "10": -0.017686860370744382
      },
      "shadowMaxDrawdown": -0.2954948089566798,
      "shadowTotalReturn": -0.016329226136963082,
      "avgForwardReturn1D": 0.00045780584368730056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
      }
    },
    {
      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5309734513274337,
        "5": 0.5412844036697247,
        "10": 0.5
      },
      "hitRate1D": 0.5309734513274337,
      "comboQuality": 0.2505350686425517,
      "eligibleDays": 315,
      "fitnessScore": 0.10893266321337931,
      "lookbackDays": 45,
      "returnLift1D": -0.0007264344233718949,
      "hitRateLift1D": 0.03734287807902603,
      "activationRate": 0.3619047619047619,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.9906432748538012,
      "shadowSharpeLike": 0.1443766137652859,
      "avgForwardReturns": {
        "1": 0.000580845769033444,
        "5": 0.0016923517135561288,
        "10": 0.0030581472886102652
      },
      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5384615384615384,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5277777777777778,
      "comboQuality": 0.21296094762501822,
      "eligibleDays": 315,
      "fitnessScore": 0.062422805789462965,
      "lookbackDays": 45,
      "returnLift1D": -0.0010031345380163098,
      "hitRateLift1D": 0.034147204529370145,
      "activationRate": 0.346031746031746,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.9902140672782875,
      "shadowSharpeLike": 0.07052549303587552,
      "avgForwardReturns": {
        "1": 0.0003041456543890291,
        "5": 0.000945086245565919,
        "10": 0.0013053358577111648
      },
      "shadowMaxDrawdown": -0.2770119919857579,
      "shadowTotalReturn": -0.03706108263738439,
      "avgForwardReturn1D": 0.0003041456543890291,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5071428571428571,
        "5": 0.5109489051094891,
        "10": 0.6060606060606061
      },
      "hitRate1D": 0.5071428571428571,
      "comboQuality": 0.20253457105339107,
      "eligibleDays": 352,
      "fitnessScore": 0.04848386393392095,
      "lookbackDays": 14,
      "returnLift1D": -0.00010643428070343942,
      "hitRateLift1D": 0.024285714285714244,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.49710982658959535,
        "10": 0.49707602339181284
      },
      "sampleConfidence": 0.9933806146572105,
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      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4053360974093491,
      "avgForwardReturns": {
        "1": -0.0013144667120881773,
        "5": -0.007703659079921587,
        "10": -0.023565644127507515
      },
      "shadowMaxDrawdown": -0.33479352561194486,
      "shadowTotalReturn": -0.18544656256036784,
      "avgForwardReturn1D": -0.0013144667120881773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
      }
    },
    {
      "topN": 2,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5222222222222223,
        "5": 0.5333333333333333,
        "10": 0.3111111111111111
      },
      "hitRate1D": 0.5222222222222223,
      "comboQuality": 0.0797178983717572,
      "eligibleDays": 297,
      "fitnessScore": -0.18816094703156935,
      "lookbackDays": 63,
      "returnLift1D": -0.0027287151057514493,
      "hitRateLift1D": 0.018843843843843855,
      "activationRate": 0.30303030303030304,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4050615734004398,
      "avgForwardReturns": {
        "1": -0.0015444403517943898,
        "5": -0.010325753232904336,
        "10": -0.03396925797570196
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      "shadowMaxDrawdown": -0.3105969829140486,
      "shadowTotalReturn": -0.17932294013847305,
      "avgForwardReturn1D": -0.0015444403517943898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
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    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5042735042735043,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.49586776859504134,
      "comboQuality": 0.07322133055730108,
      "eligibleDays": 330,
      "fitnessScore": -0.20841015943760313,
      "lookbackDays": 30,
      "returnLift1D": -0.0023635023789484247,
      "hitRateLift1D": 0.0034665527895701986,
      "activationRate": 0.3696969696969697,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.49240121580547114,
        "5": 0.5107692307692308,
        "10": 0.51875
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      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": -0.33623843598950703,
      "avgForwardReturns": {
        "1": -0.0010666069262408704,
        "5": -0.001972446250779377,
        "10": 0.009335923808385787
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      "shadowMaxDrawdown": -0.3603439316193653,
      "shadowTotalReturn": -0.19009734793329136,
      "avgForwardReturn1D": -0.0010666069262408704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012968954527075543,
        "5": 0.006748644402353399,
        "10": 0.013918373449501014
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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": 0.20253457105339107,
      "fitnessScore": 0.04848386393392095,
      "lookbackDays": 14,
      "returnLift1D": -0.00010643428070343942,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "sampleConfidence": 0.9933806146572105,
      "shadowTotalReturn": -0.0073586325228740534,
      "avgForwardReturn1D": 0.0007357864146912727
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4417768555652852,
      "fitnessScore": 0.298530146415808,
      "lookbackDays": 21,
      "returnLift1D": 0.0004952326149641462,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "sampleConfidence": 0.9922705314009662,
      "shadowTotalReturn": 0.1309205911821889,
      "avgForwardReturn1D": 0.0016383326650283255
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1660097829616535,
      "fitnessScore": -0.005118489439148681,
      "lookbackDays": 30,
      "returnLift1D": -0.0012901286626801091,
      "activationRate": 0.31212121212121213,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "shadowTotalReturn": -0.07176948840727404,
      "avgForwardReturn1D": 0.00000676679002744531
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.35854631934854425,
      "fitnessScore": 0.22203059320418028,
      "lookbackDays": 45,
      "returnLift1D": -0.000169364604456657,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "sampleConfidence": 0.990883190883191,
      "shadowTotalReturn": 0.05745470431577471,
      "avgForwardReturn1D": 0.001137915587948682
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.26302836790835477,
      "fitnessScore": 0.12333674752235546,
      "lookbackDays": 63,
      "returnLift1D": -0.000726468910269759,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "sampleConfidence": 0.9994301994301995,
      "shadowTotalReturn": -0.016329226136963082,
      "avgForwardReturn1D": 0.00045780584368730056
    }
  ],
  "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": "8833fbc79afead16ebecd34525c2d57e798906a392bb91233865ef3a9629ee38",
    "size": 13,
    "members": [
      "ANF",
      "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",
      "ANF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ANF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ANF",
    "hitRates": {
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      "5": 0.5412844036697247,
      "10": 0.5
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    "hitRate1D": 0.5309734513274337,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.23665917166259168,
    "eligibleDays": 344,
    "fitnessScore": 0.09236160474837171,
    "lookbackDays": 45,
    "returnLift1D": -0.0006072707151829362,
    "hitRateLift1D": 0.045508335048363935,
    "portfolioSize": 4,
    "activationRate": 0.32848837209302323,
    "activationCount": 113,
    "baselineHitRates": {
      "1": 0.48546511627906974,
      "5": 0.5058823529411764,
      "10": 0.5074626865671642
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    "sampleConfidence": 0.992330383480826,
    "shadowSharpeLike": 0.138175065698636,
    "avgForwardReturns": {
      "1": 0.000580845769033444,
      "5": 0.0016923517135561288,
      "10": 0.0030581472886102652
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    "shadowMaxDrawdown": -0.28602646896756967,
    "shadowTotalReturn": -0.009364663621765246,
    "avgForwardReturn1D": 0.000580845769033444,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-29",
      "2025-05-30",
      "2025-06-09",
      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09",
      "2025-07-10"
    ],
    "horizonObservationCounts": {
      "1": 113,
      "5": 109,
      "10": 104
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011881164842163802,
      "5": 0.0062419824238775,
      "10": 0.011417167826427557
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.23665917166259168,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14300363811090105,
    "bestRawFitnessScore": 0.09236160474837171,
    "upperQuartileComboQuality": 0.17984232394058527
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24244076054389718,
    "rawScore": 0.2567791997177821,
    "confidence": 0.8883208671913934,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5955914386944332,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5309734513274337,
        "5": 0.5412844036697247,
        "10": 0.5
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      "hitRate1D": 0.5309734513274337,
      "rankWeights": [
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      "comboQuality": 0.23665917166259168,
      "eligibleDays": 344,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "hitRateLift1D": 0.045508335048363935,
      "portfolioSize": 4,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.5058823529411764,
        "10": 0.5074626865671642
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": 0.138175065698636,
      "avgForwardReturns": {
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        "10": 0.0030581472886102652
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      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0011881164842163802,
        "5": 0.0062419824238775,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5309734513274337,
      "rankWeights": [
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      "comboQuality": 0.23665917166259168,
      "eligibleDays": 344,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "hitRateLift1D": 0.045508335048363935,
      "portfolioSize": 5,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": 0.138175065698636,
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      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.20118816945726065,
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      "sampleConfidence": 0.9919753086419754,
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        "2025-07-09",
        "2025-07-10"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.1976444937077416,
      "eligibleDays": 375,
      "fitnessScore": 0.041761992169383054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008321939049896831,
      "hitRateLift1D": 0.03514285714285714,
      "portfolioSize": 4,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
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        "10": 0.4644808743169399
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      "sampleConfidence": 0.9947619047619048,
      "shadowSharpeLike": 0.16063216444228703,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.4254667641221006,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-14",
        "2025-04-15",
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        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000964074902984103,
        "5": 0.000003763749301385233,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "comboQuality": 0.1976444937077416,
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      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.47527472527472525,
        "10": 0.4735376044568245
      },
      "sampleConfidence": 0.9943589743589745,
      "shadowSharpeLike": -0.2700463941139308,
      "avgForwardReturns": {
        "1": -0.0008351523025180095,
        "5": 0.012937279663456015,
        "10": 0.03351064762540699
      },
      "shadowMaxDrawdown": -0.2715563770039331,
      "shadowTotalReturn": -0.1779259357067704,
      "avgForwardReturn1D": -0.0008351523025180095,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009250588904962917,
        "5": 0.0008374998087784573,
        "10": 0.001807085350594939
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.4846153846153846,
        "5": 0.5396825396825397,
        "10": 0.5934959349593496
      },
      "hitRate1D": 0.4846153846153846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08752707437407918,
      "eligibleDays": 368,
      "fitnessScore": -0.16572625446074676,
      "lookbackDays": 21,
      "returnLift1D": -0.0009276581915676386,
      "hitRateLift1D": 0.011789297658862885,
      "portfolioSize": 5,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.47527472527472525,
        "10": 0.4735376044568245
      },
      "sampleConfidence": 0.9943589743589745,
      "shadowSharpeLike": -0.2700463941139308,
      "avgForwardReturns": {
        "1": -0.0008351523025180095,
        "5": 0.012937279663456015,
        "10": 0.03351064762540699
      },
      "shadowMaxDrawdown": -0.2715563770039331,
      "shadowTotalReturn": -0.1779259357067704,
      "avgForwardReturn1D": -0.0008351523025180095,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009250588904962917,
        "5": 0.0008374998087784573,
        "10": 0.001807085350594939
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5188679245283019,
        "5": 0.5377358490566038,
        "10": 0.37735849056603776
      },
      "hitRate1D": 0.5188679245283019,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07735074280789117,
      "eligibleDays": 326,
      "fitnessScore": -0.19535777539397023,
      "lookbackDays": 63,
      "returnLift1D": -0.0028299692405160367,
      "hitRateLift1D": 0.028070378516031946,
      "portfolioSize": 3,
      "activationRate": 0.32515337423312884,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.515527950310559,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.38693438025608773,
      "avgForwardReturns": {
        "1": -0.0013144667120881773,
        "5": -0.007703659079921587,
        "10": -0.023565644127507515
      },
      "shadowMaxDrawdown": -0.33479352561194486,
      "shadowTotalReturn": -0.18544656256036784,
      "avgForwardReturn1D": -0.0013144667120881773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015155025284278596,
        "5": 0.007656173258550245,
        "10": 0.015057052876137511
      }
    },
    {
      "topN": 2,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5222222222222223,
        "5": 0.5333333333333333,
        "10": 0.3111111111111111
      },
      "hitRate1D": 0.5222222222222223,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07456813266209138,
      "eligibleDays": 326,
      "fitnessScore": -0.20408039991306254,
      "lookbackDays": 63,
      "returnLift1D": -0.0030599428802222496,
      "hitRateLift1D": 0.03142467620995232,
      "portfolioSize": 2,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.515527950310559,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.38667233450421873,
      "avgForwardReturns": {
        "1": -0.0015444403517943898,
        "5": -0.010325753232904336,
        "10": -0.03396925797570196
      },
      "shadowMaxDrawdown": -0.3105969829140486,
      "shadowTotalReturn": -0.17932294013847305,
      "avgForwardReturn1D": -0.0015444403517943898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015155025284278596,
        "5": 0.007656173258550245,
        "10": 0.015057052876137511
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5042735042735043,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.49586776859504134,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07095392596270653,
      "eligibleDays": 359,
      "fitnessScore": -0.21586807125102847,
      "lookbackDays": 30,
      "returnLift1D": -0.0012437652949037709,
      "hitRateLift1D": 0.019544648817882537,
      "portfolioSize": 3,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.4763231197771588,
        "5": 0.48732394366197185,
        "10": 0.4857142857142857
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -0.3224055573302702,
      "avgForwardReturns": {
        "1": -0.0010666069262408704,
        "5": -0.001972446250779377,
        "10": 0.009335923808385787
      },
      "shadowMaxDrawdown": -0.3603439316193653,
      "shadowTotalReturn": -0.19009734793329136,
      "avgForwardReturn1D": -0.0010666069262408704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001771583686629005,
        "5": 0.0019718233114363755,
        "10": 0.00403488701278832
      }
    }
  ],
  "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": 0.1976444937077416,
      "fitnessScore": 0.041761992169383054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008321939049896831,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "sampleConfidence": 0.9947619047619048,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0073586325228740534,
      "avgForwardReturn1D": 0.0007357864146912727
    },
    {
      "comboQuality": 0.17390826735153317,
      "fitnessScore": 0.007200870192201685,
      "lookbackDays": 21,
      "returnLift1D": -0.0000023557859390917755,
      "activationRate": 0.2907608695652174,
      "activationCount": 107,
      "sampleConfidence": 0.9931464174454829,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06367183956784095,
      "avgForwardReturn1D": 0.0000901501031105374
    },
    {
      "comboQuality": 0.16389854948599836,
      "fitnessScore": -0.00849051090487138,
      "lookbackDays": 30,
      "returnLift1D": -0.00017039157863545519,
      "activationRate": 0.28690807799442897,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07130514097776297,
      "avgForwardReturn1D": 0.00000676679002744531
    },
    {
      "comboQuality": 0.23665917166259168,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
      "sampleConfidence": 0.992330383480826,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444
    },
    {
      "comboQuality": 0.17110775460399483,
      "fitnessScore": 0.0028847340673172905,
      "lookbackDays": 63,
      "returnLift1D": -0.001539729740771263,
      "activationRate": 0.3374233128834356,
      "activationCount": 110,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06980268926958733,
      "avgForwardReturn1D": -0.000024227212343403366
    }
  ],
  "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": "8833fbc79afead16ebecd34525c2d57e798906a392bb91233865ef3a9629ee38",
    "size": 13,
    "members": [
      "ANF",
      "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
0.361
Liquidity
0.683
Momentum
0.559
Relative strength
0.281
Trend quality
0.226
Stability
0.289
Aggression
0.577
Downside risk
0.462
Drawdown state
0.542
Quality momentum
0.387
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.827
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.266
Beta Change Score
0.216
Correlation Change Score
0.462
Current Drawdown Score
0.206
Days Since 52w High Score
0.496
Distance From 52w High Score
0.564
Distance From Sma 20 Score
0.571
Distance From Sma 200 Score
0.563
Distance From Sma 50 Score
0.720
Downside Volatility 1m Score
0.458
Downside Volatility 1y Score
0.625
Downside Volatility 2y Score
0.699
Downside Volatility 3m Score
0.596
Downside Volatility 5y Score
0.703
Downside Volatility 6m Score
0.732
Drawdown Recovery Score
1
Excess Return 1m Score
0.642
Excess Return 1y Score
0.244
Excess Return 3m Score
0.143
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.683
Log Market Cap Score
0.361
Drawdown Score 1m
0.698
Drawdown Score 1y
0.298
Drawdown Score 2y
0.208
Drawdown Score 3m
0.205
Drawdown Score 5y
0.301
Drawdown Score 6m
0.170
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.755
Relative Strength Slope 3m Score
0.420
Relative Volume 20d Score
0.235
Return 1m Score
0.687
Return 1w Score
0.523
Return 1y Score
0.543
Return 2y Score
0.155
Return 3m Score
0.374
Return 5y Score
0.155
Return 6m Score
0.276
Return Skewness 1y Score
1
Sharpe 1m Score
0.998
Sharpe 1y Score
0.480
Sharpe 2y Score
0.361
Sharpe 3m Score
0.280
Sharpe 5y Score
0.506
Sharpe 6m Score
0.223
Sortino 1m Score
0.814
Sortino 1y Score
0.434
Sortino 2y Score
0.349
Sortino 3m Score
0.299
Sortino 5y Score
0.445
Sortino 6m Score
0.276
Trend R2 1m Score
0.200
Trend R2 1w Score
0.000
Trend R2 1y Score
0.009
Trend R2 2y Score
0.429
Trend R2 3m Score
0.000
Trend R2 5y Score
0.518
Trend R2 6m Score
0.395
Trend Slope 1m Score
0.633
Trend Slope 1w Score
0.487
Trend Slope 1y Score
0.488
Trend Slope 2y Score
0.424
Trend Slope 3m Score
0.495
Trend Slope 5y Score
0.586
Trend Slope 6m Score
0.382
Volatility 1m Score
0.550
Volatility 1w Score
0.606
Volatility 1y Score
0.759
Volatility 2y Score
0.758
Volatility 3m Score
0.602
Volatility 5y Score
0.747
Volatility 6m Score
0.651
Worst Day 1y Score
0.115
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
112,037,241.282
Best Day 1y
0.375
Beta To Benchmark 1y
1.233
Beta 3m
0.664
Beta Change
-0.569
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.250
Correlation 3m
0.173
Correlation Change
-0.076
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.827
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.266
Beta Change Score
0.216
Correlation Change Score
0.462
Current Drawdown Score
0.206
Distance From Sma 20 Score
0.571
Distance From Sma 200 Score
0.563
Current Drawdown
-0.516
Days Since 52w High
125
Distance From 52w High
-0.283
Distance From Sma 20
0.043
Distance From Sma 200
0.038
Distance From Sma 50
0.132
Downside Capture 1y
1.037
Downside Volatility 1m
0.394
Downside Volatility 1w
-
Downside Volatility 1y
0.518
Downside Volatility 2y
0.574
Downside Volatility 3m
0.497
Downside Volatility 5y
0.577
Downside Volatility 6m
0.599
Drawdown Recovery
1
Excess Return 1m
0.085
Excess Return 1y
-0.154
Excess Return 3m
-0.214
Excess Return 6m
-0.369
Expected Shortfall 95 1y
-0.071
Market Cap
4,130,816,132.938
Max Drawdown 1m
-0.076
Max Drawdown 1w
-0.060
Max Drawdown 1y
-0.457
Max Drawdown 2y
-0.634
Max Drawdown 3m
-0.318
Max Drawdown 5y
-0.699
Max Drawdown 6m
-0.457
Momentum Acceleration 1m Vs 3m
0.146
Momentum Acceleration 3m Vs 6m
0.011
Moving Average Alignment
0
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.933
Return 1m
0.112
Return 1w
0.007
Return 1y
0.069
Return 2y
-0.457
Return 3m
-0.101
Return 5y
1.011
Return 6m
-0.268
Return Skewness 1y
3.193
Sector Excess Return 1y
-
Sharpe 1m
2.988
Sharpe 1y
0.398
Sharpe 2y
-0.193
Sharpe 3m
-0.600
Sharpe 5y
0.529
Sharpe 6m
-0.884
Sortino 1m
3.510
Sortino 1y
0.475
Sortino 2y
-0.208
Sortino 3m
-0.605
Sortino 5y
0.560
Sortino 6m
-0.795
Trend R2 1m
0.200
Trend R2 1w
0.000
Trend R2 1y
0.009
Trend R2 2y
0.429
Trend R2 3m
0.000
Trend R2 5y
0.518
Trend R2 6m
0.395
Trend 1m
0.002
Trend 1w
-0.000
Trend 1y
-0.000
Trend 2y
-0.001
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
0.843
Value At Risk 95 1y
-0.049
Volatility 1m
0.462
Volatility 1w
0.504
Volatility 1y
0.619
Volatility 2y
0.618
Volatility 3m
0.501
Volatility 5y
0.611
Volatility 6m
0.538
Worst Day 1y
-0.177
Distance From Sma 50 Score
0.720
Downside Volatility 1y Score
0.625
Downside Volatility 3m Score
0.596
Drawdown Recovery Score
1
Excess Return 1m Score
0.642
Excess Return 1y Score
0.244
Excess Return 3m Score
0.143
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.683
Log Market Cap Score
0.361
Drawdown Score 1y
0.298
Drawdown Score 5y
0.301
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.755
Relative Volume 20d Score
0.235
Return 1m Score
0.687
Return 1y Score
0.543
Return 3m Score
0.374
Return 6m Score
0.276
Return Skewness 1y Score
1
Sortino 1y Score
0.434
Sortino 3m Score
0.299
Trend R2 1y Score
0.009
Trend R2 3m Score
0.000
Trend Slope 1y Score
0.488
Trend Slope 3m Score
0.495
Volatility 1y Score
0.759
Volatility 3m Score
0.602