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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

AOS

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

Research Detail

AOS

AOS

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
0.746
Correlation To Benchmark 1y
0.360
Inverse To Benchmark 1y
0.640
Drawdown Score 1m
0.764
Drawdown Score 3m
0.585
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
0.449
Drawdown Score 1y
0.534
Drawdown Score 2y
0.538
Drawdown Score 5y
0.573
Return 1w
-0.036
Return 1m
0.020
Return 3m
-0.096
Return 6m
-0.090
Return 1y
-0.112
Return 2y
-0.219
Return 5y
-0.081
Sharpe 1m
0.878
Sharpe 3m
-1.187
Sharpe 6m
-0.494
Sharpe 1y
-0.327
Sharpe 2y
-0.335
Sharpe 5y
0.074
Trend 1w
-0.011
Trend 1m
0.002
Trend 3m
-0.001
Trend 6m
-0.002
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.320
Volatility 1m
0.339
Volatility 3m
0.303
Volatility 6m
0.295
Volatility 1y
0.260
Volatility 2y
0.264
Volatility 5y
0.273
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
AOS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.135
Aptet Fit Raw Score
0.146
Aptet Fit Confidence
0.851
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.141
Force Fit Raw Score
0.152
Force Fit Confidence
0.853
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AOS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AOS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AOS",
    "hitRates": {
      "1": 0.5,
      "5": 0.6176470588235294,
      "10": 0.5882352941176471
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.33090030365013884,
    "eligibleDays": 315,
    "fitnessScore": 0.19509449333343065,
    "lookbackDays": 45,
    "returnLift1D": 0.002288268867332934,
    "hitRateLift1D": 0.015923566878980888,
    "activationRate": 0.10793650793650794,
    "activationCount": 34,
    "baselineHitRates": {
      "1": 0.4840764331210191,
      "5": 0.5193548387096775,
      "10": 0.5016393442622951
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8040651788971125,
    "avgForwardReturns": {
      "1": 0.0022746615542271133,
      "5": 0.0068883169908645035,
      "10": 0.006661410397360816
    },
    "shadowMaxDrawdown": -0.045954522400008635,
    "shadowTotalReturn": 0.07058851108602293,
    "avgForwardReturn1D": 0.0022746615542271133,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-08-06",
      "2025-08-14",
      "2025-08-18"
    ],
    "horizonObservationCounts": {
      "1": 34,
      "5": 34,
      "10": 34
    },
    "baselineAvgForwardReturns": {
      "1": -0.00001360731310582087,
      "5": -0.00043283870068558833,
      "10": -0.0013866516617058885
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.33090030365013884,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10947244926318828,
    "bestRawFitnessScore": 0.19509449333343065,
    "upperQuartileComboQuality": 0.17505235925343976
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13496701781213383,
    "rawScore": 0.1458237460919468,
    "confidence": 0.8510979374653093,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.04318315512895351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.5,
        "5": 0.6176470588235294,
        "10": 0.5882352941176471
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.33090030365013884,
      "eligibleDays": 315,
      "fitnessScore": 0.19509449333343065,
      "lookbackDays": 45,
      "returnLift1D": 0.002288268867332934,
      "hitRateLift1D": 0.015923566878980888,
      "activationRate": 0.10793650793650794,
      "activationCount": 34,
      "baselineHitRates": {
        "1": 0.4840764331210191,
        "5": 0.5193548387096775,
        "10": 0.5016393442622951
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8040651788971125,
      "avgForwardReturns": {
        "1": 0.0022746615542271133,
        "5": 0.0068883169908645035,
        "10": 0.006661410397360816
      },
      "shadowMaxDrawdown": -0.045954522400008635,
      "shadowTotalReturn": 0.07058851108602293,
      "avgForwardReturn1D": 0.0022746615542271133,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-08-06",
        "2025-08-14",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 34,
        "5": 34,
        "10": 34
      },
      "baselineAvgForwardReturns": {
        "1": -0.00001360731310582087,
        "5": -0.00043283870068558833,
        "10": -0.0013866516617058885
      }
    },
    {
      "topN": 3,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.4864864864864865,
        "10": 0.4714285714285714
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.23163063761821495,
      "eligibleDays": 330,
      "fitnessScore": 0.08619216243100593,
      "lookbackDays": 30,
      "returnLift1D": 0.0006839824307585591,
      "hitRateLift1D": -0.019655521783181362,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.48632218844984804,
        "5": 0.52,
        "10": 0.509375
      },
      "sampleConfidence": 0.9946666666666667,
      "shadowSharpeLike": 0.18207458584290404,
      "avgForwardReturns": {
        "1": 0.0006182736621563389,
        "5": -0.0006112109263320533,
        "10": -0.0018232446990910137
      },
      "shadowMaxDrawdown": -0.06688586487830772,
      "shadowTotalReturn": 0.018989384282010136,
      "avgForwardReturn1D": 0.0006182736621563389,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-12",
        "2025-05-13",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 74,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006570876860222021,
        "5": -0.00034812420243909717,
        "10": 0.0002167610152448797
      }
    },
    {
      "topN": 3,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.47560975609756095,
        "5": 0.45121951219512196,
        "10": 0.43902439024390244
      },
      "hitRate1D": 0.47560975609756095,
      "comboQuality": 0.21404499099310853,
      "eligibleDays": 339,
      "fitnessScore": 0.06384306979112983,
      "lookbackDays": 21,
      "returnLift1D": 0.0004483552158893278,
      "hitRateLift1D": -0.003680184730841418,
      "activationRate": 0.24188790560471976,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.47928994082840237,
        "5": 0.5089820359281437,
        "10": 0.49544072948328266
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.042130270848806696,
      "avgForwardReturns": {
        "1": 0.0002831696866172378,
        "5": -0.0031324866520746064,
        "10": -0.009120498602574906
      },
      "shadowMaxDrawdown": -0.08665536868664059,
      "shadowTotalReturn": -0.001838466747871692,
      "avgForwardReturn1D": 0.0002831696866172378,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016518552927208998,
        "5": -0.0008836482275805004,
        "10": -0.0013298712620363644
      }
    },
    {
      "topN": 4,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.5096153846153846,
        "10": 0.4854368932038835
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.18276827268754328,
      "eligibleDays": 339,
      "fitnessScore": 0.020505206761921607,
      "lookbackDays": 21,
      "returnLift1D": 0.00010658748684178291,
      "hitRateLift1D": -0.012623274161735698,
      "activationRate": 0.30973451327433627,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.47928994082840237,
        "5": 0.5089820359281437,
        "10": 0.49544072948328266
      },
      "sampleConfidence": 0.9980952380952381,
      "shadowSharpeLike": -0.17230518316205637,
      "avgForwardReturns": {
        "1": -0.00005859804243030707,
        "5": 0.00010586436314919165,
        "10": -0.003796377561879403
      },
      "shadowMaxDrawdown": -0.11088612552768107,
      "shadowTotalReturn": -0.03896569391290394,
      "avgForwardReturn1D": -0.00005859804243030707,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 104,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.00016518552927208998,
        "5": -0.0008836482275805004,
        "10": -0.0013298712620363644
      }
    },
    {
      "topN": 5,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.47191011235955055,
        "5": 0.5697674418604651,
        "10": 0.5952380952380952
      },
      "hitRate1D": 0.47191011235955055,
      "comboQuality": 0.1792608540853882,
      "eligibleDays": 315,
      "fitnessScore": 0.015300073719209469,
      "lookbackDays": 45,
      "returnLift1D": -0.00015422302547126175,
      "hitRateLift1D": -0.012166320761468563,
      "activationRate": 0.2857142857142857,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.4840764331210191,
        "5": 0.5193548387096775,
        "10": 0.5016393442622951
      },
      "sampleConfidence": 0.991851851851852,
      "shadowSharpeLike": -0.18220923892001456,
      "avgForwardReturns": {
        "1": -0.00016783033857708263,
        "5": 0.00365760247925559,
        "10": 0.00588160691064982
      },
      "shadowMaxDrawdown": -0.1131008404560142,
      "shadowTotalReturn": -0.03423661048442361,
      "avgForwardReturn1D": -0.00016783033857708263,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 86,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": -0.00001360731310582087,
        "5": -0.00043283870068558833,
        "10": -0.0013866516617058885
      }
    },
    {
      "topN": 5,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.472,
        "5": 0.5,
        "10": 0.5206611570247934
      },
      "hitRate1D": 0.472,
      "comboQuality": 0.17364952764279026,
      "eligibleDays": 339,
      "fitnessScore": 0.006804416458790387,
      "lookbackDays": 21,
      "returnLift1D": -0.00004777149950693568,
      "hitRateLift1D": -0.007289940828402397,
      "activationRate": 0.3687315634218289,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.47928994082840237,
        "5": 0.5089820359281437,
        "10": 0.49544072948328266
      },
      "sampleConfidence": 0.9973333333333334,
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      "hitRateLift1D": -0.08220551378446117,
      "activationRate": 0.16193181818181818,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.5086705202312138,
        "10": 0.49707602339181284
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8651047609835147,
      "avgForwardReturns": {
        "1": -0.0017055767858285486,
        "5": -0.0006134174048468969,
        "10": -0.004037077559842592
      },
      "shadowMaxDrawdown": -0.12706043760172003,
      "shadowTotalReturn": -0.11644535971844594,
      "avgForwardReturn1D": -0.0017055767858285486,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 57,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.00018248320292619643,
        "5": -0.0007914426610129723,
        "10": -0.0014062764497167063
      }
    },
    {
      "topN": 4,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.5353535353535354,
        "10": 0.5510204081632653
      },
      "hitRate1D": 0.4444444444444444,
      "comboQuality": 0.036581970878371436,
      "eligibleDays": 352,
      "fitnessScore": -0.36960501535738144,
      "lookbackDays": 14,
      "returnLift1D": -0.001999220486964005,
      "hitRateLift1D": -0.04126984126984129,
      "activationRate": 0.28125,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.4857142857142857,
        "5": 0.5086705202312138,
        "10": 0.49707602339181284
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      "sampleConfidence": 0.9993265993265994,
      "shadowSharpeLike": -1.411478693923601,
      "avgForwardReturns": {
        "1": -0.0021817036898902015,
        "5": 0.0045750824094270065,
        "10": 0.01026322781239181
      },
      "shadowMaxDrawdown": -0.2250774770995635,
      "shadowTotalReturn": -0.22323221818258587,
      "avgForwardReturn1D": -0.0021817036898902015,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 99,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": -0.00018248320292619643,
        "5": -0.0007914426610129723,
        "10": -0.0014062764497167063
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    },
    {
      "topN": 2,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0.20833333333333334,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.007927277355049353,
      "eligibleDays": 297,
      "fitnessScore": -0.7124870898004505,
      "lookbackDays": 63,
      "returnLift1D": -0.007658382793324429,
      "hitRateLift1D": -0.1497747747747748,
      "activationRate": 0.08080808080808081,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.4831081081081081,
        "5": 0.5068493150684932,
        "10": 0.4912891986062718
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      "sampleConfidence": 1,
      "shadowSharpeLike": -2.08845921070997,
      "avgForwardReturns": {
        "1": -0.008028288766044181,
        "5": -0.020200842947146077,
        "10": -0.030980829132334815
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      "shadowMaxDrawdown": -0.18601281644012846,
      "shadowTotalReturn": -0.18601281644012846,
      "avgForwardReturn1D": -0.008028288766044181,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-28",
        "2025-09-02",
        "2025-09-03",
        "2025-09-05",
        "2025-09-08"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": -0.00036990597271975193,
        "5": -0.001722929781695916,
        "10": -0.0022770992046042757
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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": 5,
      "comboQuality": 0.10998308872547756,
      "fitnessScore": -0.1100010467499957,
      "lookbackDays": 14,
      "returnLift1D": -0.0006144758946970623,
      "activationRate": 0.35795454545454547,
      "activationCount": 126,
      "sampleConfidence": 0.9984126984126984,
      "shadowTotalReturn": -0.1331164030112144,
      "avgForwardReturn1D": -0.0007969590976232587
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.21404499099310853,
      "fitnessScore": 0.06384306979112983,
      "lookbackDays": 21,
      "returnLift1D": 0.0004483552158893278,
      "activationRate": 0.24188790560471976,
      "activationCount": 82,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.001838466747871692,
      "avgForwardReturn1D": 0.0002831696866172378
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.23163063761821495,
      "fitnessScore": 0.08619216243100593,
      "lookbackDays": 30,
      "returnLift1D": 0.0006839824307585591,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "sampleConfidence": 0.9946666666666667,
      "shadowTotalReturn": 0.018989384282010136,
      "avgForwardReturn1D": 0.0006182736621563389
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.33090030365013884,
      "fitnessScore": 0.19509449333343065,
      "lookbackDays": 45,
      "returnLift1D": 0.002288268867332934,
      "activationRate": 0.10793650793650794,
      "activationCount": 34,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.07058851108602293,
      "avgForwardReturn1D": 0.0022746615542271133
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.108961809800899,
      "fitnessScore": -0.11230576407224191,
      "lookbackDays": 63,
      "returnLift1D": -0.001026212034726491,
      "activationRate": 0.1447811447811448,
      "activationCount": 43,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.07012510421550033,
      "avgForwardReturn1D": -0.001396118007446243
    }
  ],
  "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": "ef8f387e228196b320690396f9a3063f5d7f6ea7115fb24cd665c6af0845616a",
    "size": 13,
    "members": [
      "AOS",
      "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",
      "AOS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AOS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AOS",
    "hitRates": {
      "1": 0.5,
      "5": 0.5833333333333334,
      "10": 0.6111111111111112
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    "hitRate1D": 0.5,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.30249829273779294,
    "eligibleDays": 344,
    "fitnessScore": 0.1662055478911908,
    "lookbackDays": 45,
    "returnLift1D": 0.002116062517167647,
    "hitRateLift1D": 0.020348837209302306,
    "portfolioSize": 2,
    "activationRate": 0.10465116279069768,
    "activationCount": 36,
    "baselineHitRates": {
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      "5": 0.5088235294117647,
      "10": 0.4925373134328358
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6260095255535334,
    "avgForwardReturns": {
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      "5": 0.00477579366700217,
      "10": 0.007187303981437699
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    "shadowMaxDrawdown": -0.0459545224000083,
    "shadowTotalReturn": 0.05874573388978743,
    "avgForwardReturn1D": 0.0018746010496573343,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-14",
      "2025-04-15",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-08-06"
    ],
    "horizonObservationCounts": {
      "1": 36,
      "5": 36,
      "10": 36
    },
    "baselineAvgForwardReturns": {
      "1": -0.00024146146751031274,
      "5": -0.0008532870269224665,
      "10": -0.0014675774109746808
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.30249829273779294,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13439296978284038,
    "bestRawFitnessScore": 0.1662055478911908,
    "upperQuartileComboQuality": 0.16574082093694684
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.14083634646943222,
    "rawScore": 0.15201923034329484,
    "confidence": 0.8528754046628301,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.05726046642626509,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AOS",
      "hitRates": {
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        "5": 0.5833333333333334,
        "10": 0.6111111111111112
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      "hitRate1D": 0.5,
      "rankWeights": [
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      "comboQuality": 0.30249829273779294,
      "eligibleDays": 344,
      "fitnessScore": 0.1662055478911908,
      "lookbackDays": 45,
      "returnLift1D": 0.002116062517167647,
      "hitRateLift1D": 0.020348837209302306,
      "portfolioSize": 2,
      "activationRate": 0.10465116279069768,
      "activationCount": 36,
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        "5": 0.5088235294117647,
        "10": 0.4925373134328358
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6260095255535334,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.0459545224000083,
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      "riskOffActivations": 0,
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        "2025-04-15",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-08-06"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "rankWeights": [
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      "comboQuality": 0.22615188366513142,
      "eligibleDays": 368,
      "fitnessScore": 0.07936286464991513,
      "lookbackDays": 21,
      "returnLift1D": 0.00033306427622572875,
      "hitRateLift1D": 0.013403761602344855,
      "portfolioSize": 3,
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      "activationCount": 89,
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        "5": 0.5137362637362637,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.00639639524881991,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.08665536868664003,
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      "avgForwardReturn1D": 0.0002141552412672807,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
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      "horizonObservationCounts": {
        "1": 89,
        "5": 89,
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      "baselineAvgForwardReturns": {
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    },
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      "hitRates": {
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      "fitnessScore": 0.07676780450923727,
      "lookbackDays": 21,
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      "shadowSharpeLike": -0.04118449909867119,
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      "shadowMaxDrawdown": -0.11088612552768196,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.17073985935663466,
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      "fitnessScore": -0.25684371450686794,
      "lookbackDays": 14,
      "returnLift1D": -0.0011138200433638509,
      "hitRateLift1D": -0.06354022988505748,
      "portfolioSize": 2,
      "activationRate": 0.15466666666666667,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.5040431266846361,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.70659327765451,
      "avgForwardReturns": {
        "1": -0.0013779939879904164,
        "5": -0.001305338293675799,
        "10": -0.0043515740733650835
      },
      "shadowMaxDrawdown": -0.12706043760171992,
      "shadowTotalReturn": -0.10115861432362494,
      "avgForwardReturn1D": -0.0013779939879904164,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.00026417394462656553,
        "5": -0.0013735141613207096,
        "10": -0.0017947386803592383
      }
    },
    {
      "topN": 2,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.38596491228070173,
        "5": 0.38596491228070173,
        "10": 0.3392857142857143
      },
      "hitRate1D": 0.38596491228070173,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05561537173691305,
      "eligibleDays": 359,
      "fitnessScore": -0.2730562569488636,
      "lookbackDays": 30,
      "returnLift1D": -0.001298515561149941,
      "hitRateLift1D": -0.09592923813712556,
      "portfolioSize": 2,
      "activationRate": 0.15877437325905291,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.4818941504178273,
        "5": 0.5126760563380282,
        "10": 0.49714285714285716
      },
      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.8225148495045004,
      "avgForwardReturns": {
        "1": -0.0013872579499427955,
        "5": -0.0070584300016521126,
        "10": -0.014496913038962103
      },
      "shadowMaxDrawdown": -0.09009047493241318,
      "shadowTotalReturn": -0.08996919918771973,
      "avgForwardReturn1D": -0.0013872579499427955,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 57,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008874238879285435,
        "5": -0.0006958795547280191,
        "10": -0.0011048894840251825
      }
    },
    {
      "topN": 4,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.4528301886792453,
        "5": 0.5377358490566038,
        "10": 0.5523809523809524
      },
      "hitRate1D": 0.4528301886792453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.049022774562583915,
      "eligibleDays": 375,
      "fitnessScore": -0.3023451301666592,
      "lookbackDays": 14,
      "returnLift1D": -0.0014173317697770632,
      "hitRateLift1D": -0.024503144654088038,
      "portfolioSize": 4,
      "activationRate": 0.2826666666666667,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.5040431266846361,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 0.99937106918239,
      "shadowSharpeLike": -1.1179053271484247,
      "avgForwardReturns": {
        "1": -0.0016815057144036287,
        "5": 0.004623067349498885,
        "10": 0.00985264274920834
      },
      "shadowMaxDrawdown": -0.22507747709956338,
      "shadowTotalReturn": -0.19477566638976485,
      "avgForwardReturn1D": -0.0016815057144036287,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.00026417394462656553,
        "5": -0.0013735141613207096,
        "10": -0.0017947386803592383
      }
    },
    {
      "topN": 5,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.4528301886792453,
        "5": 0.5377358490566038,
        "10": 0.5523809523809524
      },
      "hitRate1D": 0.4528301886792453,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.049022774562583915,
      "eligibleDays": 375,
      "fitnessScore": -0.3023451301666592,
      "lookbackDays": 14,
      "returnLift1D": -0.0014173317697770632,
      "hitRateLift1D": -0.024503144654088038,
      "portfolioSize": 5,
      "activationRate": 0.2826666666666667,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.47733333333333333,
        "5": 0.5040431266846361,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 0.99937106918239,
      "shadowSharpeLike": -1.1179053271484247,
      "avgForwardReturns": {
        "1": -0.0016815057144036287,
        "5": 0.004623067349498885,
        "10": 0.00985264274920834
      },
      "shadowMaxDrawdown": -0.22507747709956338,
      "shadowTotalReturn": -0.19477566638976485,
      "avgForwardReturn1D": -0.0016815057144036287,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.00026417394462656553,
        "5": -0.0013735141613207096,
        "10": -0.0017947386803592383
      }
    },
    {
      "topN": 2,
      "ticker": "AOS",
      "hitRates": {
        "1": 0.36363636363636365,
        "5": 0.2727272727272727,
        "10": 0.21212121212121213
      },
      "hitRate1D": 0.36363636363636365,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.014486335986060037,
      "eligibleDays": 326,
      "fitnessScore": -0.5783905690847237,
      "lookbackDays": 63,
      "returnLift1D": -0.005355318660140547,
      "hitRateLift1D": -0.1210262130507529,
      "portfolioSize": 2,
      "activationRate": 0.10122699386503067,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.5248447204968945,
        "10": 0.5141955835962145
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.6193468882045952,
      "avgForwardReturns": {
        "1": -0.005343084855301086,
        "5": -0.014254561386619008,
        "10": -0.02847658753954627
      },
      "shadowMaxDrawdown": -0.1856055614573644,
      "shadowTotalReturn": -0.17522549943560983,
      "avgForwardReturn1D": -0.005343084855301086,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-05",
        "2025-05-06",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 33,
        "5": 33,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.000012233804839460797,
        "5": 0.0003227416000932943,
        "10": 0.0004662234677872083
      }
    }
  ],
  "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": 0.06736761220108306,
      "fitnessScore": -0.22812628301692706,
      "lookbackDays": 14,
      "returnLift1D": -0.001114854297092004,
      "activationRate": 0.2,
      "activationCount": 75,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.13063645651116407,
      "avgForwardReturn1D": -0.0013790282417185694
    },
    {
      "comboQuality": 0.22615188366513142,
      "fitnessScore": 0.07936286464991513,
      "lookbackDays": 21,
      "returnLift1D": 0.00033306427622572875,
      "activationRate": 0.2418478260869565,
      "activationCount": 89,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.008277140965900931,
      "avgForwardReturn1D": 0.0002141552412672807
    },
    {
      "comboQuality": 0.17073985935663466,
      "fitnessScore": 0.0023135843098751998,
      "lookbackDays": 30,
      "returnLift1D": 0.00028110809971167774,
      "activationRate": 0.23119777158774374,
      "activationCount": 83,
      "sampleConfidence": 0.9951807228915663,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.012872968471101975,
      "avgForwardReturn1D": 0.00019236571091882338
    },
    {
      "comboQuality": 0.30249829273779294,
      "fitnessScore": 0.1662055478911908,
      "lookbackDays": 45,
      "returnLift1D": 0.002116062517167647,
      "activationRate": 0.10465116279069768,
      "activationCount": 36,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05874573388978743,
      "avgForwardReturn1D": 0.0018746010496573343
    },
    {
      "comboQuality": 0.1640744747970509,
      "fitnessScore": -0.008208198715275158,
      "lookbackDays": 63,
      "returnLift1D": -0.0004827374940533951,
      "activationRate": 0.20245398773006135,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.043354553312818456,
      "avgForwardReturn1D": -0.0004705036892139343
    }
  ],
  "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": "ef8f387e228196b320690396f9a3063f5d7f6ea7115fb24cd665c6af0845616a",
    "size": 13,
    "members": [
      "AOS",
      "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
0.427
Liquidity
0.685
Momentum
0.478
Relative strength
0.256
Trend quality
0.431
Stability
0.584
Aggression
0.446
Downside risk
0.524
Drawdown state
0.585
Quality momentum
0.420
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.640
Benchmark Independence 3m Score
0.676
Beta 1y Profile Score
0.298
Beta 3m Profile Score
0.300
Beta Change Score
0.503
Correlation Change Score
0.482
Current Drawdown Score
0.513
Days Since 52w High Score
0.409
Distance From 52w High Score
0.624
Distance From Sma 20 Score
0.505
Distance From Sma 200 Score
0.355
Distance From Sma 50 Score
0.542
Downside Volatility 1m Score
0.408
Downside Volatility 1y Score
0.266
Downside Volatility 2y Score
0.288
Downside Volatility 3m Score
0.356
Downside Volatility 5y Score
0.283
Downside Volatility 6m Score
0.312
Drawdown Recovery Score
0.638
Excess Return 1m Score
0.489
Excess Return 1y Score
0
Excess Return 3m Score
0.151
Excess Return 6m Score
0.182
Expected Shortfall 95 1y Score
0.674
Log Avg Dollar Volume 20d Score
0.685
Log Market Cap Score
0.427
Drawdown Score 1m
0.764
Drawdown Score 1y
0.534
Drawdown Score 2y
0.538
Drawdown Score 3m
0.585
Drawdown Score 5y
0.573
Drawdown Score 6m
0.449
Momentum Acceleration 1m Vs 3m Score
0.675
Momentum Acceleration 3m Vs 6m Score
0.443
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.806
Relative Strength Slope 3m Score
0.351
Relative Volume 20d Score
0.280
Return 1m Score
0.534
Return 1w Score
0.379
Return 1y Score
0.430
Return 2y Score
0.223
Return 3m Score
0.379
Return 5y Score
0.071
Return 6m Score
0.425
Return Skewness 1y Score
0.543
Sharpe 1m Score
0.576
Sharpe 1y Score
0.335
Sharpe 2y Score
0.333
Sharpe 3m Score
0.163
Sharpe 5y Score
0.415
Sharpe 6m Score
0.301
Sortino 1m Score
0.479
Sortino 1y Score
0.332
Sortino 2y Score
0.333
Sortino 3m Score
0.233
Sortino 5y Score
0.385
Sortino 6m Score
0.311
Trend R2 1m Score
0.316
Trend R2 1w Score
0.673
Trend R2 1y Score
0.337
Trend R2 2y Score
0.345
Trend R2 3m Score
0.195
Trend R2 5y Score
0.090
Trend R2 6m Score
0.691
Trend Slope 1m Score
0.655
Trend Slope 1w Score
0
Trend Slope 1y Score
0.459
Trend Slope 2y Score
0.476
Trend Slope 3m Score
0.425
Trend Slope 5y Score
0.507
Trend Slope 6m Score
0.352
Volatility 1m Score
0.385
Volatility 1w Score
0.360
Volatility 1y Score
0.280
Volatility 2y Score
0.286
Volatility 3m Score
0.338
Volatility 5y Score
0.297
Volatility 6m Score
0.326
Worst Day 1y Score
0.734
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
113,766,527.858
Best Day 1y
0.053
Beta To Benchmark 1y
0.746
Beta 3m
0.751
Beta Change
0.005
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.360
Correlation 3m
0.324
Correlation Change
-0.036
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.640
Benchmark Independence 3m Score
0.676
Beta 1y Profile Score
0.298
Beta 3m Profile Score
0.300
Beta Change Score
0.503
Correlation Change Score
0.482
Current Drawdown Score
0.513
Distance From Sma 20 Score
0.505
Distance From Sma 200 Score
0.355
Current Drawdown
-0.317
Days Since 52w High
103
Distance From 52w High
-0.245
Distance From Sma 20
0.003
Distance From Sma 200
-0.087
Distance From Sma 50
0.025
Downside Capture 1y
1.109
Downside Volatility 1m
0.356
Downside Volatility 1w
-
Downside Volatility 1y
0.250
Downside Volatility 2y
0.266
Downside Volatility 3m
0.317
Downside Volatility 5y
0.262
Downside Volatility 6m
0.284
Drawdown Recovery
0.276
Excess Return 1m
-0.006
Excess Return 1y
-0.335
Excess Return 3m
-0.210
Excess Return 6m
-0.191
Expected Shortfall 95 1y
-0.033
Market Cap
8,193,911,801.955
Max Drawdown 1m
-0.059
Max Drawdown 1w
-0.059
Max Drawdown 1y
-0.303
Max Drawdown 2y
-0.369
Max Drawdown 3m
-0.166
Max Drawdown 5y
-0.427
Max Drawdown 6m
-0.303
Momentum Acceleration 1m Vs 3m
0.053
Momentum Acceleration 3m Vs 6m
-0.017
Moving Average Alignment
0
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.057
Return 1m
0.020
Return 1w
-0.036
Return 1y
-0.112
Return 2y
-0.219
Return 3m
-0.096
Return 5y
-0.081
Return 6m
-0.090
Return Skewness 1y
0.256
Sector Excess Return 1y
-
Sharpe 1m
0.878
Sharpe 1y
-0.327
Sharpe 2y
-0.335
Sharpe 3m
-1.187
Sharpe 5y
0.074
Sharpe 6m
-0.494
Sortino 1m
0.835
Sortino 1y
-0.341
Sortino 2y
-0.333
Sortino 3m
-1.136
Sortino 5y
0.077
Sortino 6m
-0.512
Trend R2 1m
0.316
Trend R2 1w
0.673
Trend R2 1y
0.337
Trend R2 2y
0.345
Trend R2 3m
0.195
Trend R2 5y
0.090
Trend R2 6m
0.691
Trend 1m
0.002
Trend 1w
-0.011
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
-0.002
Upside Capture 1y
0.655
Value At Risk 95 1y
-0.026
Volatility 1m
0.339
Volatility 1w
0.320
Volatility 1y
0.260
Volatility 2y
0.264
Volatility 3m
0.303
Volatility 5y
0.273
Volatility 6m
0.295
Worst Day 1y
-0.053
Distance From Sma 50 Score
0.542
Downside Volatility 1y Score
0.266
Downside Volatility 3m Score
0.356
Drawdown Recovery Score
0.638
Excess Return 1m Score
0.489
Excess Return 1y Score
0
Excess Return 3m Score
0.151
Excess Return 6m Score
0.182
Expected Shortfall 95 1y Score
0.674
Log Avg Dollar Volume 20d Score
0.685
Log Market Cap Score
0.427
Drawdown Score 1y
0.534
Drawdown Score 5y
0.573
Momentum Acceleration 1m Vs 3m Score
0.675
Momentum Acceleration 3m Vs 6m Score
0.443
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.806
Relative Volume 20d Score
0.280
Return 1m Score
0.534
Return 1y Score
0.430
Return 3m Score
0.379
Return 6m Score
0.425
Return Skewness 1y Score
0.543
Sortino 1y Score
0.332
Sortino 3m Score
0.233
Trend R2 1y Score
0.337
Trend R2 3m Score
0.195
Trend Slope 1y Score
0.459
Trend Slope 3m Score
0.425
Volatility 1y Score
0.280
Volatility 3m Score
0.338