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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

AOSL

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

AOSL

AOSL

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
3.435
Correlation To Benchmark 1y
0.519
Inverse To Benchmark 1y
0.481
Drawdown Score 1m
0
Drawdown Score 3m
0.130
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
0.367
Drawdown Score 1y
0.303
Drawdown Score 2y
0.163
Drawdown Score 5y
0.247
Return 1w
0.012
Return 1m
-0.085
Return 3m
0.486
Return 6m
0.709
Return 1y
0.360
Return 2y
0.002
Return 5y
0.247
Sharpe 1m
-0.346
Sharpe 3m
1.882
Sharpe 6m
1.595
Sharpe 1y
0.795
Sharpe 2y
0.431
Sharpe 5y
0.418
Trend 1w
0.003
Trend 1m
-0.008
Trend 3m
0.004
Trend 6m
0.008
Trend 1y
0.002
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.974
Volatility 1m
1.167
Volatility 3m
1.275
Volatility 6m
0.964
Volatility 1y
0.830
Volatility 2y
0.861
Volatility 5y
0.714
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
AOSL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:28 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.696
Aptet Fit Raw Score
0.724
Aptet Fit Confidence
0.922
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.703
Force Fit Raw Score
0.729
Force Fit Confidence
0.929
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:28 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AOSL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AOSL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "AOSL",
    "hitRates": {
      "1": 0.5136986301369864,
      "5": 0.5547945205479452,
      "10": 0.5753424657534246
    },
    "hitRate1D": 0.5136986301369864,
    "comboQuality": 0.9499266381871725,
    "eligibleDays": 315,
    "fitnessScore": 0.9974370303074445,
    "lookbackDays": 45,
    "returnLift1D": 0.0016656089618842145,
    "hitRateLift1D": 0.013698630136986356,
    "activationRate": 0.4634920634920635,
    "activationCount": 146,
    "baselineHitRates": {
      "1": 0.5,
      "5": 0.5612903225806452,
      "10": 0.6032786885245902
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.0013628775791965,
    "avgForwardReturns": {
      "1": 0.0053028962670320385,
      "5": 0.026601422731387065,
      "10": 0.04080610138538112
    },
    "shadowMaxDrawdown": -0.27588145477616266,
    "shadowTotalReturn": 0.6974540890377843,
    "avgForwardReturn1D": 0.0053028962670320385,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23",
      "2025-06-24",
      "2025-06-25"
    ],
    "horizonObservationCounts": {
      "1": 146,
      "5": 146,
      "10": 146
    },
    "baselineAvgForwardReturns": {
      "1": 0.003637287305147824,
      "5": 0.01491786439948383,
      "10": 0.03126086092877061
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9499266381871725,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6413803345886286,
    "bestRawFitnessScore": 0.9974370303074445,
    "upperQuartileComboQuality": 0.8100234466685988
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.6955938399974666,
    "rawScore": 0.7239126322280353,
    "confidence": 0.9217618508923928,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 45
    },
    "profileBreadth": 0.35011090121742966,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4
      ],
      "lookbackDays": [
        21,
        45
      ]
    },
    "parameterStability": 0.6118282049867909,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.5136986301369864,
        "5": 0.5547945205479452,
        "10": 0.5753424657534246
      },
      "hitRate1D": 0.5136986301369864,
      "comboQuality": 0.9499266381871725,
      "eligibleDays": 315,
      "fitnessScore": 0.9974370303074445,
      "lookbackDays": 45,
      "returnLift1D": 0.0016656089618842145,
      "hitRateLift1D": 0.013698630136986356,
      "activationRate": 0.4634920634920635,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5612903225806452,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0013628775791965,
      "avgForwardReturns": {
        "1": 0.0053028962670320385,
        "5": 0.026601422731387065,
        "10": 0.04080610138538112
      },
      "shadowMaxDrawdown": -0.27588145477616266,
      "shadowTotalReturn": 0.6974540890377843,
      "avgForwardReturn1D": 0.0053028962670320385,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.003637287305147824,
        "5": 0.01491786439948383,
        "10": 0.03126086092877061
      }
    },
    {
      "topN": 2,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.5161290322580645,
        "5": 0.5645161290322581,
        "10": 0.5645161290322581
      },
      "hitRate1D": 0.5161290322580645,
      "comboQuality": 0.9328902308663205,
      "eligibleDays": 315,
      "fitnessScore": 0.9290307419765074,
      "lookbackDays": 45,
      "returnLift1D": 0.0022437798948927116,
      "hitRateLift1D": 0.016129032258064502,
      "activationRate": 0.39365079365079364,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5612903225806452,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9916387367729863,
      "avgForwardReturns": {
        "1": 0.005881067200040536,
        "5": 0.030462267001353505,
        "10": 0.039393162204717974
      },
      "shadowMaxDrawdown": -0.293435245395558,
      "shadowTotalReturn": 0.6615568342164653,
      "avgForwardReturn1D": 0.005881067200040536,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-12",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.003637287305147824,
        "5": 0.01491786439948383,
        "10": 0.03126086092877061
      }
    },
    {
      "topN": 4,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.5163398692810458,
        "5": 0.5424836601307189,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.5163398692810458,
      "comboQuality": 0.9170201647665339,
      "eligibleDays": 315,
      "fitnessScore": 0.8785570031852334,
      "lookbackDays": 45,
      "returnLift1D": 0.0011763085562751978,
      "hitRateLift1D": 0.016339869281045805,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5612903225806452,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9202116856955901,
      "avgForwardReturns": {
        "1": 0.004813595861423022,
        "5": 0.023889008057015142,
        "10": 0.036909052016590504
      },
      "shadowMaxDrawdown": -0.33621386723132807,
      "shadowTotalReturn": 0.6063135705186444,
      "avgForwardReturn1D": 0.004813595861423022,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.003637287305147824,
        "5": 0.01491786439948383,
        "10": 0.03126086092877061
      }
    },
    {
      "topN": 3,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.4876543209876543,
        "5": 0.5185185185185185,
        "10": 0.5308641975308642
      },
      "hitRate1D": 0.4876543209876543,
      "comboQuality": 0.8888655178298124,
      "eligibleDays": 339,
      "fitnessScore": 0.8074250849254441,
      "lookbackDays": 21,
      "returnLift1D": 0.0019381545892153823,
      "hitRateLift1D": -0.0034699393673752743,
      "activationRate": 0.4778761061946903,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5479041916167665,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8872296027190698,
      "avgForwardReturns": {
        "1": 0.004099920916581837,
        "5": 0.013174385392862894,
        "10": 0.03068193781974851
      },
      "shadowMaxDrawdown": -0.30195670807966035,
      "shadowTotalReturn": 0.5687416272673582,
      "avgForwardReturn1D": 0.004099920916581837,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.002161766327366455,
        "5": 0.008937973714740045,
        "10": 0.020280585112987384
      }
    },
    {
      "topN": 4,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.4883720930232558,
        "5": 0.5,
        "10": 0.5174418604651163
      },
      "hitRate1D": 0.4883720930232558,
      "comboQuality": 0.8309701177652331,
      "eligibleDays": 339,
      "fitnessScore": 0.7003540298700468,
      "lookbackDays": 21,
      "returnLift1D": 0.0014438119747359666,
      "hitRateLift1D": -0.0027521673317738027,
      "activationRate": 0.5073746312684366,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5479041916167665,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8097163821875647,
      "avgForwardReturns": {
        "1": 0.0036055783021024215,
        "5": 0.009929930687770051,
        "10": 0.026747510644084736
      },
      "shadowMaxDrawdown": -0.36581496797431345,
      "shadowTotalReturn": 0.4890440219515426,
      "avgForwardReturn1D": 0.0036055783021024215,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.002161766327366455,
        "5": 0.008937973714740045,
        "10": 0.020280585112987384
      }
    },
    {
      "topN": 5,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.503030303030303,
        "5": 0.5333333333333333,
        "10": 0.5575757575757576
      },
      "hitRate1D": 0.503030303030303,
      "comboQuality": 0.8030412229697207,
      "eligibleDays": 315,
      "fitnessScore": 0.6591905510413536,
      "lookbackDays": 45,
      "returnLift1D": 0.0001523308613230281,
      "hitRateLift1D": 0.00303030303030305,
      "activationRate": 0.5238095238095238,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5612903225806452,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7729855756424336,
      "avgForwardReturns": {
        "1": 0.003789618166470852,
        "5": 0.021534273789333477,
        "10": 0.03692990227660763
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      "avgForwardReturn1D": 0.0017227535452931314,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.002600529053058444,
        "5": 0.01218954326238657,
        "10": 0.027841537860393905
      }
    },
    {
      "topN": 4,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.47333333333333333,
        "5": 0.4866666666666667,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.47333333333333333,
      "comboQuality": 0.13368900747474635,
      "eligibleDays": 297,
      "fitnessScore": -0.06112009289549774,
      "lookbackDays": 63,
      "returnLift1D": -0.0016348378699251882,
      "hitRateLift1D": -0.023288288288288272,
      "activationRate": 0.5050505050505051,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5513698630136986,
        "10": 0.5958188153310104
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      "sampleConfidence": 0.9982222222222223,
      "shadowSharpeLike": 0.17598674629534788,
      "avgForwardReturns": {
        "1": 0.0009656911831332556,
        "5": 0.010269482135428878,
        "10": 0.018389809575014727
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      "shadowMaxDrawdown": -0.42433150298930056,
      "shadowTotalReturn": -0.1112445676648649,
      "avgForwardReturn1D": 0.0009656911831332556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.002600529053058444,
        "5": 0.01218954326238657,
        "10": 0.027841537860393905
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    },
    {
      "topN": 3,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.4722222222222222,
        "5": 0.4930555555555556,
        "10": 0.4928571428571429
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      "hitRate1D": 0.4722222222222222,
      "comboQuality": 0.13133965078622253,
      "eligibleDays": 297,
      "fitnessScore": -0.0656164043896264,
      "lookbackDays": 63,
      "returnLift1D": -0.0015689579355511478,
      "hitRateLift1D": -0.02439939939939939,
      "activationRate": 0.48484848484848486,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5513698630136986,
        "10": 0.5958188153310104
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      "sampleConfidence": 0.9981481481481482,
      "shadowSharpeLike": 0.18271658558431111,
      "avgForwardReturns": {
        "1": 0.001031571117507296,
        "5": 0.011275106596776652,
        "10": 0.01737064386434805
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      "shadowMaxDrawdown": -0.42433150298930034,
      "shadowTotalReturn": -0.10545827845024391,
      "avgForwardReturn1D": 0.001031571117507296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 140
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      "baselineAvgForwardReturns": {
        "1": 0.002600529053058444,
        "5": 0.01218954326238657,
        "10": 0.027841537860393905
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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": 0.656493963148689,
      "fitnessScore": 0.4924959386737441,
      "lookbackDays": 14,
      "returnLift1D": 0.0016149463258016174,
      "activationRate": 0.4318181818181818,
      "activationCount": 152,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.325301778662612,
      "avgForwardReturn1D": 0.0032736764436515865
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8888655178298124,
      "fitnessScore": 0.8074250849254441,
      "lookbackDays": 21,
      "returnLift1D": 0.0019381545892153823,
      "activationRate": 0.4778761061946903,
      "activationCount": 162,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.5687416272673582,
      "avgForwardReturn1D": 0.004099920916581837
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.6927470239497154,
      "fitnessScore": 0.5288585597156189,
      "lookbackDays": 30,
      "returnLift1D": 0.0013708287742360131,
      "activationRate": 0.4393939393939394,
      "activationCount": 145,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3660004863559634,
      "avgForwardReturn1D": 0.003816219935072788
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9499266381871725,
      "fitnessScore": 0.9974370303074445,
      "lookbackDays": 45,
      "returnLift1D": 0.0016656089618842145,
      "activationRate": 0.4634920634920635,
      "activationCount": 146,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.6974540890377843,
      "avgForwardReturn1D": 0.0053028962670320385
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.20487839604098795,
      "fitnessScore": 0.05166274081869703,
      "lookbackDays": 63,
      "returnLift1D": -0.0011612185866409735,
      "activationRate": 0.531986531986532,
      "activationCount": 158,
      "sampleConfidence": 0.9983122362869199,
      "shadowTotalReturn": -0.04057561178647673,
      "avgForwardReturn1D": 0.0014393104664174703
    }
  ],
  "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": "fa6f5863f98b5a472ff9630a5fcb9f6c5908077d3ae20f23138b85804598fd3f",
    "size": 13,
    "members": [
      "AOSL",
      "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",
      "AOSL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AOSL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "AOSL",
    "hitRates": {
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      "5": 0.5547945205479452,
      "10": 0.5753424657534246
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    "hitRate1D": 0.5136986301369864,
    "rankWeights": [
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    "comboQuality": 0.9473358471484326,
    "eligibleDays": 344,
    "fitnessScore": 0.9857381054204215,
    "lookbackDays": 45,
    "returnLift1D": 0.0030087707893566395,
    "hitRateLift1D": 0.01951258362535846,
    "portfolioSize": 3,
    "activationRate": 0.42441860465116277,
    "activationCount": 146,
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      "5": 0.55,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.9581925142992415,
    "avgForwardReturns": {
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      "5": 0.026601422731387065,
      "10": 0.04080610138538112
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    "shadowMaxDrawdown": -0.27588145477616266,
    "shadowTotalReturn": 0.6974540890377843,
    "avgForwardReturn1D": 0.0053028962670320385,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23",
      "2025-06-24",
      "2025-06-25"
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    "horizonObservationCounts": {
      "1": 146,
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    "baselineAvgForwardReturns": {
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      "10": 0.020229129949236986
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9473358471484326,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6316506014650256,
    "bestRawFitnessScore": 0.9857381054204215,
    "upperQuartileComboQuality": 0.8530672219621963
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  "algorithmFit": {
    "label": "good",
    "score": 0.7033768947522485,
    "rawScore": 0.729320443322502,
    "confidence": 0.928855556407922,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 3
    },
    "profileBreadth": 0.45014461388882154,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6064651008683891,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "comboQuality": 0.9473358471484326,
      "eligibleDays": 344,
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      "returnLift1D": 0.0030087707893566395,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-06-16",
        "2025-06-17",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9304053174690198,
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      "sampleConfidence": 1,
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        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
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      "horizonObservationCounts": {
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.8530672219621963,
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        "5": 131,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030256617708716406,
        "5": 0.013516532095132655,
        "10": 0.029817665531449284
      }
    },
    {
      "topN": 2,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.4652777777777778,
        "5": 0.5138888888888888,
        "10": 0.5486111111111112
      },
      "hitRate1D": 0.4652777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1670812539600451,
      "eligibleDays": 368,
      "fitnessScore": -0.0034202867560776395,
      "lookbackDays": 21,
      "returnLift1D": 0.00008860330987239644,
      "hitRateLift1D": -0.023852657004830913,
      "portfolioSize": 2,
      "activationRate": 0.391304347826087,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4891304347826087,
        "5": 0.5192307692307693,
        "10": 0.5348189415041783
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.21374756471760506,
      "avgForwardReturns": {
        "1": 0.0011670430535909483,
        "5": 0.014755466938961175,
        "10": 0.04241275470212702
      },
      "shadowMaxDrawdown": -0.40147995382138024,
      "shadowTotalReturn": -0.015235127513247626,
      "avgForwardReturn1D": 0.0011670430535909483,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010784397437185519,
        "5": 0.002736821446224327,
        "10": 0.009638091107267219
      }
    },
    {
      "topN": 4,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.47333333333333333,
        "5": 0.4866666666666667,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.47333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.11987994143058539,
      "eligibleDays": 326,
      "fitnessScore": -0.08858486638509305,
      "lookbackDays": 63,
      "returnLift1D": -0.0020599705877383852,
      "hitRateLift1D": -0.020531697341513278,
      "portfolioSize": 4,
      "activationRate": 0.4601226993865031,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5590062111801242,
        "10": 0.5930599369085173
      },
      "sampleConfidence": 0.9982222222222223,
      "shadowSharpeLike": 0.16800114982193984,
      "avgForwardReturns": {
        "1": 0.0009656911831332556,
        "5": 0.010269482135428878,
        "10": 0.018389809575014727
      },
      "shadowMaxDrawdown": -0.42433150298930056,
      "shadowTotalReturn": -0.1112445676648649,
      "avgForwardReturn1D": 0.0009656911831332556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030256617708716406,
        "5": 0.013516532095132655,
        "10": 0.029817665531449284
      }
    },
    {
      "topN": 5,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.47333333333333333,
        "5": 0.4866666666666667,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.47333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.11987994143058539,
      "eligibleDays": 326,
      "fitnessScore": -0.08858486638509305,
      "lookbackDays": 63,
      "returnLift1D": -0.0020599705877383852,
      "hitRateLift1D": -0.020531697341513278,
      "portfolioSize": 5,
      "activationRate": 0.4601226993865031,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5590062111801242,
        "10": 0.5930599369085173
      },
      "sampleConfidence": 0.9982222222222223,
      "shadowSharpeLike": 0.16800114982193984,
      "avgForwardReturns": {
        "1": 0.0009656911831332556,
        "5": 0.010269482135428878,
        "10": 0.018389809575014727
      },
      "shadowMaxDrawdown": -0.42433150298930056,
      "shadowTotalReturn": -0.1112445676648649,
      "avgForwardReturn1D": 0.0009656911831332556,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030256617708716406,
        "5": 0.013516532095132655,
        "10": 0.029817665531449284
      }
    },
    {
      "topN": 3,
      "ticker": "AOSL",
      "hitRates": {
        "1": 0.4722222222222222,
        "5": 0.4930555555555556,
        "10": 0.4928571428571429
      },
      "hitRate1D": 0.4722222222222222,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.11817904570233348,
      "eligibleDays": 326,
      "fitnessScore": -0.09215340945661038,
      "lookbackDays": 63,
      "returnLift1D": -0.001994090653364345,
      "hitRateLift1D": -0.021642808452624396,
      "portfolioSize": 3,
      "activationRate": 0.44171779141104295,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5590062111801242,
        "10": 0.5930599369085173
      },
      "sampleConfidence": 0.9981481481481482,
      "shadowSharpeLike": 0.1744255405175952,
      "avgForwardReturns": {
        "1": 0.001031571117507296,
        "5": 0.011275106596776652,
        "10": 0.01737064386434805
      },
      "shadowMaxDrawdown": -0.42433150298930034,
      "shadowTotalReturn": -0.10545827845024391,
      "avgForwardReturn1D": 0.001031571117507296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030256617708716406,
        "5": 0.013516532095132655,
        "10": 0.029817665531449284
      }
    }
  ],
  "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": 0.7678384239717685,
      "fitnessScore": 0.6131520645388588,
      "lookbackDays": 14,
      "returnLift1D": 0.0029392671547817063,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.4184834445626142,
      "avgForwardReturn1D": 0.003994358573688882
    },
    {
      "comboQuality": 0.8530672219621963,
      "fitnessScore": 0.7369498954152587,
      "lookbackDays": 21,
      "returnLift1D": 0.0026401115318002277,
      "activationRate": 0.4782608695652174,
      "activationCount": 176,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5278883786708097,
      "avgForwardReturn1D": 0.0037185512755187793
    },
    {
      "comboQuality": 0.6816370004573755,
      "fitnessScore": 0.517487104179857,
      "lookbackDays": 30,
      "returnLift1D": 0.0024352338629419065,
      "activationRate": 0.403899721448468,
      "activationCount": 145,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.3660004863559634,
      "avgForwardReturn1D": 0.003816219935072788
    },
    {
      "comboQuality": 0.9473358471484326,
      "fitnessScore": 0.9857381054204215,
      "lookbackDays": 45,
      "returnLift1D": 0.0030087707893566395,
      "activationRate": 0.42441860465116277,
      "activationCount": 146,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.6974540890377843,
      "avgForwardReturn1D": 0.0053028962670320385
    },
    {
      "comboQuality": 0.184252653425057,
      "fitnessScore": 0.02268471488164664,
      "lookbackDays": 63,
      "returnLift1D": -0.0013029082255785092,
      "activationRate": 0.401840490797546,
      "activationCount": 131,
      "sampleConfidence": 0.9989821882951655,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.022296790910695696,
      "avgForwardReturn1D": 0.0017227535452931314
    }
  ],
  "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": "fa6f5863f98b5a472ff9630a5fcb9f6c5908077d3ae20f23138b85804598fd3f",
    "size": 13,
    "members": [
      "AOSL",
      "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
0.227
Liquidity
0.509
Momentum
0.633
Relative strength
0.739
Trend quality
0.415
Stability
0.215
Aggression
0.649
Downside risk
0.397
Drawdown state
0.623
Quality momentum
0.558
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.481
Benchmark Independence 3m Score
0.414
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.533
Current Drawdown Score
0.341
Days Since 52w High Score
0.103
Distance From 52w High Score
0.545
Distance From Sma 20 Score
0.293
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.290
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.843
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.314
Excess Return 1y Score
0.729
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.509
Log Market Cap Score
0.227
Drawdown Score 1m
0
Drawdown Score 1y
0.303
Drawdown Score 2y
0.163
Drawdown Score 3m
0.130
Drawdown Score 5y
0.247
Drawdown Score 6m
0.367
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.647
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.668
Relative Volume 20d Score
0.158
Return 1m Score
0.359
Return 1w Score
0.540
Return 1y Score
0.725
Return 2y Score
0.286
Return 3m Score
1
Return 5y Score
0.096
Return 6m Score
1
Return Skewness 1y Score
0.424
Sector Excess Return 1y Score
0.353
Sharpe 1m Score
0.331
Sharpe 1y Score
0.559
Sharpe 2y Score
0.486
Sharpe 3m Score
0.776
Sharpe 5y Score
0.484
Sharpe 6m Score
0.719
Sortino 1m Score
0.333
Sortino 1y Score
0.476
Sortino 2y Score
0.432
Sortino 3m Score
0.617
Sortino 5y Score
0.430
Sortino 6m Score
0.589
Trend R2 1m Score
0.267
Trend R2 1w Score
0.031
Trend R2 1y Score
0.187
Trend R2 2y Score
0.076
Trend R2 3m Score
0.220
Trend R2 5y Score
0.140
Trend R2 6m Score
0.753
Trend Slope 1m Score
0.005
Trend Slope 1w Score
0.700
Trend Slope 1y Score
0.602
Trend Slope 2y Score
0.467
Trend Slope 3m Score
0.742
Trend Slope 5y Score
0.483
Trend Slope 6m Score
0.990
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
0.885
Volatility 6m Score
1
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
33,669,913.171
Best Day 1y
0.215
Beta To Benchmark 1y
3.435
Beta 3m
5.706
Beta Change
2.272
Beta To Sector 1y
1.973
Correlation To Benchmark 1y
0.519
Correlation 3m
0.586
Correlation Change
0.066
Correlation To Sector 1y
0.576
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.481
Benchmark Independence 3m Score
0.414
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.533
Current Drawdown Score
0.341
Distance From Sma 20 Score
0.293
Distance From Sma 200 Score
1
Current Drawdown
-0.428
Days Since 52w High
26
Distance From 52w High
-0.296
Distance From Sma 20
-0.124
Distance From Sma 200
0.303
Distance From Sma 50
-0.126
Downside Capture 1y
0.145
Downside Volatility 1m
1.207
Downside Volatility 1w
-
Downside Volatility 1y
0.817
Downside Volatility 2y
0.820
Downside Volatility 3m
1.239
Downside Volatility 5y
0.682
Downside Volatility 6m
0.900
Drawdown Recovery
1
Excess Return 1m
-0.111
Excess Return 1y
0.137
Excess Return 3m
0.373
Excess Return 6m
0.608
Expected Shortfall 95 1y
-0.120
Market Cap
1,041,250,046.021
Max Drawdown 1m
-0.296
Max Drawdown 1w
-0.091
Max Drawdown 1y
-0.453
Max Drawdown 2y
-0.669
Max Drawdown 3m
-0.348
Max Drawdown 5y
-0.753
Max Drawdown 6m
-0.348
Momentum Acceleration 1m Vs 3m
-0.247
Momentum Acceleration 3m Vs 6m
0.044
Moving Average Alignment
0
Relative Strength Acceleration
-0.016
Relative Strength Slope 3m
0.003
Relative Volume 20d
0.728
Return 1m
-0.085
Return 1w
0.012
Return 1y
0.360
Return 2y
0.002
Return 3m
0.486
Return 5y
0.247
Return 6m
0.709
Return Skewness 1y
-0.456
Sector Excess Return 1y
-0.088
Sharpe 1m
-0.346
Sharpe 1y
0.795
Sharpe 2y
0.431
Sharpe 3m
1.882
Sharpe 5y
0.418
Sharpe 6m
1.595
Sortino 1m
-0.334
Sortino 1y
0.808
Sortino 2y
0.453
Sortino 3m
1.935
Sortino 5y
0.437
Sortino 6m
1.709
Trend R2 1m
0.267
Trend R2 1w
0.031
Trend R2 1y
0.187
Trend R2 2y
0.076
Trend R2 3m
0.220
Trend R2 5y
0.140
Trend R2 6m
0.753
Trend 1m
-0.008
Trend 1w
0.003
Trend 1y
0.002
Trend 2y
-0.001
Trend 3m
0.004
Trend 5y
-0.000
Trend 6m
0.008
Upside Capture 1y
7.688
Value At Risk 95 1y
-0.067
Volatility 1m
1.167
Volatility 1w
0.974
Volatility 1y
0.830
Volatility 2y
0.861
Volatility 3m
1.275
Volatility 5y
0.714
Volatility 6m
0.964
Worst Day 1y
-0.275
Distance From Sma 50 Score
0.290
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.314
Excess Return 1y Score
0.729
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.509
Log Market Cap Score
0.227
Drawdown Score 1y
0.303
Drawdown Score 5y
0.247
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.647
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.158
Return 1m Score
0.359
Return 1y Score
0.725
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.424
Sortino 1y Score
0.476
Sortino 3m Score
0.617
Trend R2 1y Score
0.187
Trend R2 3m Score
0.220
Trend Slope 1y Score
0.602
Trend Slope 3m Score
0.742
Volatility 1y Score
1
Volatility 3m Score
1