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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

APPN

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

Research Detail

APPN

APPN

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
0.558
Correlation To Benchmark 1y
0.115
Inverse To Benchmark 1y
0.885
Drawdown Score 1m
0.305
Drawdown Score 3m
0.289
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
0.142
Drawdown Score 1y
0.093
Drawdown Score 2y
0.263
Drawdown Score 5y
0.136
Return 1w
0.039
Return 1m
0.054
Return 3m
0.188
Return 6m
-0.285
Return 1y
-0.188
Return 2y
-0.184
Return 5y
-0.814
Sharpe 1m
1.530
Sharpe 3m
1.334
Sharpe 6m
-0.817
Sharpe 1y
-0.052
Sharpe 2y
0.086
Sharpe 5y
-0.249
Trend 1w
0.008
Trend 1m
0.004
Trend 3m
0.002
Trend 6m
-0.002
Trend 1y
-0.002
Trend 2y
-0.001
Trend 5y
-0.001
Volatility 1w
0.331
Volatility 1m
0.492
Volatility 3m
0.690
Volatility 6m
0.602
Volatility 1y
0.609
Volatility 2y
0.553
Volatility 5y
0.611
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
APPN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:34 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
0.131
Aptet Fit Raw Score
0.141
Aptet Fit Confidence
0.860
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.106
Force Fit Raw Score
0.114
Force Fit Confidence
0.859
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:34 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APPN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APPN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "APPN",
    "hitRates": {
      "1": 0.5,
      "5": 0.44339622641509435,
      "10": 0.3106796116504854
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.4118904080188713,
    "eligibleDays": 330,
    "fitnessScore": 0.2716456805629623,
    "lookbackDays": 30,
    "returnLift1D": 0.002104797222484596,
    "hitRateLift1D": 0.010638297872340441,
    "activationRate": 0.32727272727272727,
    "activationCount": 108,
    "baselineHitRates": {
      "1": 0.48936170212765956,
      "5": 0.4676923076923077,
      "10": 0.440625
    },
    "sampleConfidence": 0.9956790123456791,
    "shadowSharpeLike": 0.484766222821984,
    "avgForwardReturns": {
      "1": 0.0019153385766482991,
      "5": -0.010725017847499237,
      "10": -0.03367407619368031
    },
    "shadowMaxDrawdown": -0.26544387880701215,
    "shadowTotalReturn": 0.14353918445010216,
    "avgForwardReturn1D": 0.0019153385766482991,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14"
    ],
    "horizonObservationCounts": {
      "1": 108,
      "5": 106,
      "10": 103
    },
    "baselineAvgForwardReturns": {
      "1": -0.0001894586458362968,
      "5": 0.0014634711207114216,
      "10": 0.0032833413683362885
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4118904080188713,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.014627457300551571,
    "bestRawFitnessScore": 0.2716456805629623,
    "upperQuartileComboQuality": 0.07538973855174891
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.13140211818881228,
    "rawScore": 0.1412606165393885,
    "confidence": 0.8604211337584342,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.27389318889199976,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.5,
        "5": 0.44339622641509435,
        "10": 0.3106796116504854
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.4118904080188713,
      "eligibleDays": 330,
      "fitnessScore": 0.2716456805629623,
      "lookbackDays": 30,
      "returnLift1D": 0.002104797222484596,
      "hitRateLift1D": 0.010638297872340441,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.4676923076923077,
        "10": 0.440625
      },
      "sampleConfidence": 0.9956790123456791,
      "shadowSharpeLike": 0.484766222821984,
      "avgForwardReturns": {
        "1": 0.0019153385766482991,
        "5": -0.010725017847499237,
        "10": -0.03367407619368031
      },
      "shadowMaxDrawdown": -0.26544387880701215,
      "shadowTotalReturn": 0.14353918445010216,
      "avgForwardReturn1D": 0.0019153385766482991,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 106,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001894586458362968,
        "5": 0.0014634711207114216,
        "10": 0.0032833413683362885
      }
    },
    {
      "topN": 2,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.5342465753424658,
        "5": 0.4861111111111111,
        "10": 0.35714285714285715
      },
      "hitRate1D": 0.5342465753424658,
      "comboQuality": 0.3410940742386392,
      "eligibleDays": 330,
      "fitnessScore": 0.20514706000434826,
      "lookbackDays": 30,
      "returnLift1D": 0.0018128470848250168,
      "hitRateLift1D": 0.04488487321480622,
      "activationRate": 0.22121212121212122,
      "activationCount": 73,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.4676923076923077,
        "10": 0.440625
      },
      "sampleConfidence": 0.9963470319634704,
      "shadowSharpeLike": 0.3902541667485372,
      "avgForwardReturns": {
        "1": 0.00162338843898872,
        "5": -0.002187841287570733,
        "10": -0.027202740966040587
      },
      "shadowMaxDrawdown": -0.22419935005159997,
      "shadowTotalReturn": 0.08125871214452873,
      "avgForwardReturn1D": 0.00162338843898872,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 72,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001894586458362968,
        "5": 0.0014634711207114216,
        "10": 0.0032833413683362885
      }
    },
    {
      "topN": 4,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.504424778761062,
        "5": 0.4636363636363636,
        "10": 0.32710280373831774
      },
      "hitRate1D": 0.504424778761062,
      "comboQuality": 0.26338723312055806,
      "eligibleDays": 330,
      "fitnessScore": 0.12374385616094194,
      "lookbackDays": 30,
      "returnLift1D": 0.0010648322371760964,
      "hitRateLift1D": 0.015063076633402395,
      "activationRate": 0.3424242424242424,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.4676923076923077,
        "10": 0.440625
      },
      "sampleConfidence": 0.9946902654867258,
      "shadowSharpeLike": 0.20557188383674793,
      "avgForwardReturns": {
        "1": 0.0008753735913397995,
        "5": -0.00908854949041927,
        "10": -0.030620141834218857
      },
      "shadowMaxDrawdown": -0.2654438788070118,
      "shadowTotalReturn": 0.020752812543449073,
      "avgForwardReturn1D": 0.0008753735913397995,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 110,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001894586458362968,
        "5": 0.0014634711207114216,
        "10": 0.0032833413683362885
      }
    },
    {
      "topN": 5,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.5042016806722689,
        "5": 0.45689655172413796,
        "10": 0.336283185840708
      },
      "hitRate1D": 0.5042016806722689,
      "comboQuality": 0.23185059731246235,
      "eligibleDays": 330,
      "fitnessScore": 0.08646396639187758,
      "lookbackDays": 30,
      "returnLift1D": 0.0007573529863377513,
      "hitRateLift1D": 0.014839978544609334,
      "activationRate": 0.3606060606060606,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.4676923076923077,
        "10": 0.440625
      },
      "sampleConfidence": 0.9949579831932773,
      "shadowSharpeLike": 0.12792822731529532,
      "avgForwardReturns": {
        "1": 0.0005678943405014545,
        "5": -0.0099559776038867,
        "10": -0.027565867601807396
      },
      "shadowMaxDrawdown": -0.26802828345457963,
      "shadowTotalReturn": -0.013531460333527257,
      "avgForwardReturn1D": 0.0005678943405014545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 116,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001894586458362968,
        "5": 0.0014634711207114216,
        "10": 0.0032833413683362885
      }
    },
    {
      "topN": 2,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.45054945054945056,
        "5": 0.3977272727272727,
        "10": 0.46987951807228917
      },
      "hitRate1D": 0.45054945054945056,
      "comboQuality": 0.1377675215677155,
      "eligibleDays": 352,
      "fitnessScore": -0.05347060437234327,
      "lookbackDays": 14,
      "returnLift1D": 0.0013479950439465966,
      "hitRateLift1D": -0.032307692307692315,
      "activationRate": 0.2585227272727273,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.4653179190751445,
        "10": 0.4327485380116959
      },
      "sampleConfidence": 0.991941391941392,
      "shadowSharpeLike": 0.10793138046302587,
      "avgForwardReturns": {
        "1": 0.000773935014501135,
        "5": 0.00379536534749066,
        "10": 0.002683832259373912
      },
      "shadowMaxDrawdown": -0.262528654340092,
      "shadowTotalReturn": -0.034116388952932675,
      "avgForwardReturn1D": 0.000773935014501135,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 88,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": -0.0005740600294454616,
        "5": 0.0006983207448350843,
        "10": 0.0005095767526672851
      }
    },
    {
      "topN": 3,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.44954128440366975,
        "5": 0.4095238095238095,
        "10": 0.45544554455445546
      },
      "hitRate1D": 0.44954128440366975,
      "comboQuality": 0.054597144213093377,
      "eligibleDays": 352,
      "fitnessScore": -0.2773585035254283,
      "lookbackDays": 14,
      "returnLift1D": -0.000196337746010943,
      "hitRateLift1D": -0.033315858453473124,
      "activationRate": 0.3096590909090909,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.4653179190751445,
        "10": 0.4327485380116959
      },
      "sampleConfidence": 0.9926605504587156,
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      "hitRateLift1D": -0.18797807241203468,
      "activationRate": 0.17845117845117844,
      "activationCount": 53,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4623287671232877,
        "10": 0.4146341463414634
      },
      "sampleConfidence": 0.9911949685534592,
      "shadowSharpeLike": -1.5983872545923168,
      "avgForwardReturns": {
        "1": -0.007811772879182293,
        "5": -0.043801760855035406,
        "10": -0.07583084963462773
      },
      "shadowMaxDrawdown": -0.4338475528232243,
      "shadowTotalReturn": -0.36168041336952306,
      "avgForwardReturn1D": -0.007811772879182293,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-11-07",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12",
        "2025-11-13"
      ],
      "horizonObservationCounts": {
        "1": 53,
        "5": 50,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006801202117713522,
        "5": -0.0007227583717232662,
        "10": -0.0015595423390026618
      }
    },
    {
      "topN": 4,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.3230769230769231,
        "5": 0.22580645161290322,
        "10": 0.12280701754385964
      },
      "hitRate1D": 0.3230769230769231,
      "comboQuality": 0.0025690199654055724,
      "eligibleDays": 297,
      "fitnessScore": -0.9615648620053011,
      "lookbackDays": 63,
      "returnLift1D": -0.006971115561033499,
      "hitRateLift1D": -0.16678794178794176,
      "activationRate": 0.21885521885521886,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4623287671232877,
        "10": 0.4146341463414634
      },
      "sampleConfidence": 0.9887179487179488,
      "shadowSharpeLike": -1.805035018584,
      "avgForwardReturns": {
        "1": -0.0076512357728048515,
        "5": -0.03411130160597263,
        "10": -0.059845982645146685
      },
      "shadowMaxDrawdown": -0.4262698583538783,
      "shadowTotalReturn": -0.41629544550203723,
      "avgForwardReturn1D": -0.0076512357728048515,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-10-29",
        "2025-11-04",
        "2025-11-07"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 62,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006801202117713522,
        "5": -0.0007227583717232662,
        "10": -0.0015595423390026618
      }
    },
    {
      "topN": 5,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.3142857142857143,
        "5": 0.22388059701492538,
        "10": 0.16129032258064516
      },
      "hitRate1D": 0.3142857142857143,
      "comboQuality": 0.0020467852960043783,
      "eligibleDays": 297,
      "fitnessScore": -1.0116759160686382,
      "lookbackDays": 63,
      "returnLift1D": -0.007087563740547008,
      "hitRateLift1D": -0.17557915057915058,
      "activationRate": 0.2356902356902357,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.48986486486486486,
        "5": 0.4623287671232877,
        "10": 0.4146341463414634
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      "sampleConfidence": 0.9895238095238096,
      "shadowSharpeLike": -1.9589850728824718,
      "avgForwardReturns": {
        "1": -0.0077676839523183605,
        "5": -0.029384322351503983,
        "10": -0.039484299878959725
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      "shadowMaxDrawdown": -0.44451405200167105,
      "shadowTotalReturn": -0.4436683560989123,
      "avgForwardReturn1D": -0.0077676839523183605,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-07-09",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-10-27",
        "2025-10-28"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 67,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006801202117713522,
        "5": -0.0007227583717232662,
        "10": -0.0015595423390026618
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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": 2,
      "comboQuality": 0.1377675215677155,
      "fitnessScore": -0.05347060437234327,
      "lookbackDays": 14,
      "returnLift1D": 0.0013479950439465966,
      "activationRate": 0.2585227272727273,
      "activationCount": 91,
      "sampleConfidence": 0.991941391941392,
      "shadowTotalReturn": -0.034116388952932675,
      "avgForwardReturn1D": 0.000773935014501135
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.04289634091882364,
      "fitnessScore": -0.33312753811666956,
      "lookbackDays": 21,
      "returnLift1D": -0.0006892394725570493,
      "activationRate": 0.3392330383480826,
      "activationCount": 115,
      "sampleConfidence": 0.9907246376811595,
      "shadowTotalReturn": -0.2047158243279903,
      "avgForwardReturn1D": -0.0009320889875104638
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4118904080188713,
      "fitnessScore": 0.2716456805629623,
      "lookbackDays": 30,
      "returnLift1D": 0.002104797222484596,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "sampleConfidence": 0.9956790123456791,
      "shadowTotalReturn": 0.14353918445010216,
      "avgForwardReturn1D": 0.0019153385766482991
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.00790132927727707,
      "fitnessScore": -0.7132141433161495,
      "lookbackDays": 45,
      "returnLift1D": -0.005159486368804379,
      "activationRate": 0.19047619047619047,
      "activationCount": 60,
      "sampleConfidence": 0.9888888888888889,
      "shadowTotalReturn": -0.2921021396929253,
      "avgForwardReturn1D": -0.005148982095555628
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.00455619918914417,
      "fitnessScore": -0.8350739788518181,
      "lookbackDays": 63,
      "returnLift1D": -0.005985246833854692,
      "activationRate": 0.2053872053872054,
      "activationCount": 61,
      "sampleConfidence": 0.9879781420765028,
      "shadowTotalReturn": -0.35806177189230504,
      "avgForwardReturn1D": -0.006665367045626045
    }
  ],
  "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": "57e7943ca81824b9b09b536e05e94d1c5c02850e2b89aeb2a7f9c8cc63558748",
    "size": 13,
    "members": [
      "APPN",
      "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",
      "APPN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APPN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "APPN",
    "hitRates": {
      "1": 0.5342465753424658,
      "5": 0.4861111111111111,
      "10": 0.35714285714285715
    },
    "hitRate1D": 0.5342465753424658,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.33227815911020253,
    "eligibleDays": 359,
    "fitnessScore": 0.19646216847976583,
    "lookbackDays": 30,
    "returnLift1D": 0.0019956072905478505,
    "hitRateLift1D": 0.04956690960430421,
    "portfolioSize": 2,
    "activationRate": 0.20334261838440112,
    "activationCount": 73,
    "baselineHitRates": {
      "1": 0.48467966573816157,
      "5": 0.4507042253521127,
      "10": 0.4142857142857143
    },
    "sampleConfidence": 0.9963470319634704,
    "shadowSharpeLike": 0.3741967155865598,
    "avgForwardReturns": {
      "1": 0.00162338843898872,
      "5": -0.002187841287570733,
      "10": -0.027202740966040587
    },
    "shadowMaxDrawdown": -0.22419935005159997,
    "shadowTotalReturn": 0.08125871214452873,
    "avgForwardReturn1D": 0.00162338843898872,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14"
    ],
    "horizonObservationCounts": {
      "1": 73,
      "5": 72,
      "10": 70
    },
    "baselineAvgForwardReturns": {
      "1": -0.0003722188515591304,
      "5": -0.000987432460688616,
      "10": -0.0020991963666757586
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.33227815911020253,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.008149012302058029,
    "bestRawFitnessScore": 0.19646216847976583,
    "upperQuartileComboQuality": 0.04549433756220633
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10558126312721025,
    "rawScore": 0.11359783389508653,
    "confidence": 0.8588604994831154,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.24561460358590673,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.5342465753424658,
        "5": 0.4861111111111111,
        "10": 0.35714285714285715
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      "hitRate1D": 0.5342465753424658,
      "rankWeights": [
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      "comboQuality": 0.33227815911020253,
      "eligibleDays": 359,
      "fitnessScore": 0.19646216847976583,
      "lookbackDays": 30,
      "returnLift1D": 0.0019956072905478505,
      "hitRateLift1D": 0.04956690960430421,
      "portfolioSize": 2,
      "activationRate": 0.20334261838440112,
      "activationCount": 73,
      "baselineHitRates": {
        "1": 0.48467966573816157,
        "5": 0.4507042253521127,
        "10": 0.4142857142857143
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      "sampleConfidence": 0.9963470319634704,
      "shadowSharpeLike": 0.3741967155865598,
      "avgForwardReturns": {
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        "5": -0.002187841287570733,
        "10": -0.027202740966040587
      },
      "shadowMaxDrawdown": -0.22419935005159997,
      "shadowTotalReturn": 0.08125871214452873,
      "avgForwardReturn1D": 0.00162338843898872,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 72,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003722188515591304,
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        "10": -0.0020991963666757586
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    },
    {
      "topN": 3,
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      "hitRates": {
        "1": 0.4954128440366973,
        "5": 0.4392523364485981,
        "10": 0.3076923076923077
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      "hitRate1D": 0.4954128440366973,
      "rankWeights": [
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      "comboQuality": 0.28504271648954765,
      "eligibleDays": 359,
      "fitnessScore": 0.1476915758557098,
      "lookbackDays": 30,
      "returnLift1D": 0.0016292872255499731,
      "hitRateLift1D": 0.010733178298535706,
      "portfolioSize": 3,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.48467966573816157,
        "5": 0.4507042253521127,
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      "sampleConfidence": 0.9957186544342509,
      "shadowSharpeLike": 0.28815934661140175,
      "avgForwardReturns": {
        "1": 0.0012570683739908427,
        "5": -0.01168412500360337,
        "10": -0.0346545493032648
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      "shadowMaxDrawdown": -0.2654438788070118,
      "shadowTotalReturn": 0.06257552902475783,
      "avgForwardReturn1D": 0.0012570683739908427,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 107,
        "10": 104
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5,
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      "comboQuality": 0.17611394930605248,
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      "hitRateLift1D": 0.01532033426183843,
      "portfolioSize": 4,
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      "sampleConfidence": 0.9947368421052633,
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      "shadowMaxDrawdown": -0.26544387880701137,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.17611394930605248,
      "eligibleDays": 359,
      "fitnessScore": 0.010561778333433743,
      "lookbackDays": 30,
      "returnLift1D": 0.0006273162402291558,
      "hitRateLift1D": 0.01532033426183843,
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      "activationRate": 0.31754874651810583,
      "activationCount": 114,
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      "sampleConfidence": 0.9947368421052633,
      "shadowSharpeLike": 0.03397141048653319,
      "avgForwardReturns": {
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        "5": -0.01002783718465551,
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      "shadowMaxDrawdown": -0.26544387880701137,
      "shadowTotalReturn": -0.05151745166176114,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-25",
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        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 111,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003722188515591304,
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    },
    {
      "topN": 2,
      "ticker": "APPN",
      "hitRates": {
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        "5": 0.38461538461538464,
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      "hitRate1D": 0.4574468085106383,
      "rankWeights": [
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        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0028244877615918656,
      "eligibleDays": 344,
      "fitnessScore": -0.9406519494002222,
      "lookbackDays": 45,
      "returnLift1D": -0.005979213714029432,
      "hitRateLift1D": -0.11987371842960737,
      "portfolioSize": 4,
      "activationRate": 0.2703488372093023,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4647058823529412,
        "10": 0.43283582089552236
      },
      "sampleConfidence": 0.9906810035842295,
      "shadowSharpeLike": -1.7537160013117195,
      "avgForwardReturns": {
        "1": -0.0063188756012512925,
        "5": -0.031940670557426436,
        "10": -0.04939012236322675
      },
      "shadowMaxDrawdown": -0.47800420379469843,
      "shadowTotalReturn": -0.47800420379469843,
      "avgForwardReturn1D": -0.0063188756012512925,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-09",
        "2025-05-14",
        "2025-05-16",
        "2025-05-20",
        "2025-05-21",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 89,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003396618872218607,
        "5": 0.0005863406225210597,
        "10": 0.000778391145971433
      }
    },
    {
      "topN": 5,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.3655913978494624,
        "5": 0.2696629213483146,
        "10": 0.21428571428571427
      },
      "hitRate1D": 0.3655913978494624,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0028244877615918656,
      "eligibleDays": 344,
      "fitnessScore": -0.9406519494002222,
      "lookbackDays": 45,
      "returnLift1D": -0.005979213714029432,
      "hitRateLift1D": -0.11987371842960737,
      "portfolioSize": 5,
      "activationRate": 0.2703488372093023,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.4647058823529412,
        "10": 0.43283582089552236
      },
      "sampleConfidence": 0.9906810035842295,
      "shadowSharpeLike": -1.7537160013117195,
      "avgForwardReturns": {
        "1": -0.0063188756012512925,
        "5": -0.031940670557426436,
        "10": -0.04939012236322675
      },
      "shadowMaxDrawdown": -0.47800420379469843,
      "shadowTotalReturn": -0.47800420379469843,
      "avgForwardReturn1D": -0.0063188756012512925,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-09",
        "2025-05-14",
        "2025-05-16",
        "2025-05-20",
        "2025-05-21",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 89,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003396618872218607,
        "5": 0.0005863406225210597,
        "10": 0.000778391145971433
      }
    },
    {
      "topN": 4,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.3283582089552239,
        "5": 0.21875,
        "10": 0.11864406779661017
      },
      "hitRate1D": 0.3283582089552239,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0024562586366125997,
      "eligibleDays": 326,
      "fitnessScore": -0.9714644709169301,
      "lookbackDays": 63,
      "returnLift1D": -0.007513082017332107,
      "hitRateLift1D": -0.15937185239446938,
      "portfolioSize": 4,
      "activationRate": 0.20552147239263804,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4720496894409938,
        "10": 0.444794952681388
      },
      "sampleConfidence": 0.9890547263681593,
      "shadowSharpeLike": -1.7625758680933532,
      "avgForwardReturns": {
        "1": -0.007616210002361693,
        "5": -0.03472855007103036,
        "10": -0.05950457653328336
      },
      "shadowMaxDrawdown": -0.4264009596045588,
      "shadowTotalReturn": -0.42390414506527707,
      "avgForwardReturn1D": -0.007616210002361693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-10-29"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 64,
        "10": 59
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010312798502958625,
        "5": 0.002276635571746931,
        "10": 0.003931608760061889
      }
    },
    {
      "topN": 5,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.3283582089552239,
        "5": 0.21875,
        "10": 0.11864406779661017
      },
      "hitRate1D": 0.3283582089552239,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0024562586366125997,
      "eligibleDays": 326,
      "fitnessScore": -0.9714644709169301,
      "lookbackDays": 63,
      "returnLift1D": -0.007513082017332107,
      "hitRateLift1D": -0.15937185239446938,
      "portfolioSize": 5,
      "activationRate": 0.20552147239263804,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4720496894409938,
        "10": 0.444794952681388
      },
      "sampleConfidence": 0.9890547263681593,
      "shadowSharpeLike": -1.7625758680933532,
      "avgForwardReturns": {
        "1": -0.007616210002361693,
        "5": -0.03472855007103036,
        "10": -0.05950457653328336
      },
      "shadowMaxDrawdown": -0.4264009596045588,
      "shadowTotalReturn": -0.42390414506527707,
      "avgForwardReturn1D": -0.007616210002361693,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-10-29"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 64,
        "10": 59
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010312798502958625,
        "5": 0.002276635571746931,
        "10": 0.003931608760061889
      }
    },
    {
      "topN": 2,
      "ticker": "APPN",
      "hitRates": {
        "1": 0.2962962962962963,
        "5": 0.17647058823529413,
        "10": 0.1
      },
      "hitRate1D": 0.2962962962962963,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.002290616119490591,
      "eligibleDays": 326,
      "fitnessScore": -0.9868610653632648,
      "lookbackDays": 63,
      "returnLift1D": -0.007893772001775264,
      "hitRateLift1D": -0.191433765053397,
      "portfolioSize": 2,
      "activationRate": 0.1656441717791411,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.4720496894409938,
        "10": 0.444794952681388
      },
      "sampleConfidence": 0.991358024691358,
      "shadowSharpeLike": -1.5897337154093,
      "avgForwardReturns": {
        "1": -0.00799689998680485,
        "5": -0.04395495924732444,
        "10": -0.07529823566974309
      },
      "shadowMaxDrawdown": -0.4338475528232245,
      "shadowTotalReturn": -0.3736804911863755,
      "avgForwardReturn1D": -0.00799689998680485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-11-07",
        "2025-11-10",
        "2025-11-11",
        "2025-11-12"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 51,
        "10": 50
      },
      "baselineAvgForwardReturns": {
        "1": -0.00010312798502958625,
        "5": 0.002276635571746931,
        "10": 0.003931608760061889
      }
    }
  ],
  "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": 0.10639037009310268,
      "fitnessScore": -0.11819387077293125,
      "lookbackDays": 14,
      "returnLift1D": 0.0007139674547382668,
      "activationRate": 0.25066666666666665,
      "activationCount": 94,
      "sampleConfidence": 0.9921985815602837,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.0860781538867913,
      "avgForwardReturn1D": 0.00021078763140422628
    },
    {
      "comboQuality": 0.008497538802704912,
      "fitnessScore": -0.697077869487919,
      "lookbackDays": 21,
      "returnLift1D": -0.003741097031482233,
      "activationRate": 0.29347826086956524,
      "activationCount": 108,
      "sampleConfidence": 0.9919753086419754,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.4254018431725902,
      "avgForwardReturn1D": -0.004342905211535652
    },
    {
      "comboQuality": 0.33227815911020253,
      "fitnessScore": 0.19646216847976583,
      "lookbackDays": 30,
      "returnLift1D": 0.0019956072905478505,
      "activationRate": 0.20334261838440112,
      "activationCount": 73,
      "sampleConfidence": 0.9963470319634704,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.08125871214452873,
      "avgForwardReturn1D": 0.00162338843898872
    },
    {
      "comboQuality": 0.007800485801411146,
      "fitnessScore": -0.7160624031767799,
      "lookbackDays": 45,
      "returnLift1D": -0.0048093202083337675,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
      "sampleConfidence": 0.9888888888888889,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2921021396929253,
      "avgForwardReturn1D": -0.005148982095555628
    },
    {
      "comboQuality": 0.0038761452296179424,
      "fitnessScore": -0.8707866967481573,
      "lookbackDays": 63,
      "returnLift1D": -0.006741969216163786,
      "activationRate": 0.1901840490797546,
      "activationCount": 62,
      "sampleConfidence": 0.9881720430107528,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.3701298782958208,
      "avgForwardReturn1D": -0.006845097201193372
    }
  ],
  "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": "57e7943ca81824b9b09b536e05e94d1c5c02850e2b89aeb2a7f9c8cc63558748",
    "size": 13,
    "members": [
      "APPN",
      "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
0.288
Liquidity
0.424
Momentum
0.562
Relative strength
0.365
Trend quality
0.386
Stability
0.280
Aggression
0.580
Downside risk
0.331
Drawdown state
0.330
Quality momentum
0.423
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.885
Benchmark Independence 3m Score
0.930
Beta 1y Profile Score
0.223
Beta 3m Profile Score
0.148
Beta Change Score
0.406
Correlation Change Score
0.477
Current Drawdown Score
0
Days Since 52w High Score
0.647
Distance From 52w High Score
0.316
Distance From Sma 20 Score
0.681
Distance From Sma 200 Score
0.323
Distance From Sma 50 Score
0.703
Downside Volatility 1m Score
0.595
Downside Volatility 1y Score
0.633
Downside Volatility 2y Score
0.603
Downside Volatility 3m Score
0.767
Downside Volatility 5y Score
0.716
Downside Volatility 6m Score
0.736
Drawdown Recovery Score
0.801
Excess Return 1m Score
0.546
Excess Return 1y Score
0
Excess Return 3m Score
0.625
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.424
Log Market Cap Score
0.288
Drawdown Score 1m
0.305
Drawdown Score 1y
0.093
Drawdown Score 2y
0.263
Drawdown Score 3m
0.289
Drawdown Score 5y
0.136
Drawdown Score 6m
0.142
Momentum Acceleration 1m Vs 3m Score
0.472
Momentum Acceleration 3m Vs 6m Score
0.868
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.896
Relative Strength Slope 3m Score
0.544
Relative Volume 20d Score
0.203
Return 1m Score
0.591
Return 1w Score
0.631
Return 1y Score
0.383
Return 2y Score
0.233
Return 3m Score
0.735
Return 5y Score
0.014
Return 6m Score
0.263
Return Skewness 1y Score
0.889
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.706
Sharpe 1y Score
0.390
Sharpe 2y Score
0.417
Sharpe 3m Score
0.667
Sharpe 5y Score
0.350
Sharpe 6m Score
0.237
Sortino 1m Score
0.565
Sortino 1y Score
0.367
Sortino 2y Score
0.387
Sortino 3m Score
0.559
Sortino 5y Score
0.343
Sortino 6m Score
0.273
Trend R2 1m Score
0.127
Trend R2 1w Score
0.627
Trend R2 1y Score
0.390
Trend R2 2y Score
0.358
Trend R2 3m Score
0.203
Trend R2 5y Score
0.724
Trend R2 6m Score
0.452
Trend Slope 1m Score
0.749
Trend Slope 1w Score
1
Trend Slope 1y Score
0.394
Trend Slope 2y Score
0.456
Trend Slope 3m Score
0.618
Trend Slope 5y Score
0.445
Trend Slope 6m Score
0.356
Volatility 1m Score
0.589
Volatility 1w Score
0.374
Volatility 1y Score
0.745
Volatility 2y Score
0.671
Volatility 3m Score
0.853
Volatility 5y Score
0.748
Volatility 6m Score
0.736
Worst Day 1y Score
0.454
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
18,751,447.666
Best Day 1y
0.308
Beta To Benchmark 1y
0.558
Beta 3m
0.369
Beta Change
-0.189
Beta To Sector 1y
0.243
Correlation To Benchmark 1y
0.115
Correlation 3m
0.070
Correlation Change
-0.045
Correlation To Sector 1y
0.097
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.885
Benchmark Independence 3m Score
0.930
Beta 1y Profile Score
0.223
Beta 3m Profile Score
0.148
Beta Change Score
0.406
Correlation Change Score
0.477
Current Drawdown Score
0
Distance From Sma 20 Score
0.681
Distance From Sma 200 Score
0.323
Current Drawdown
-0.892
Days Since 52w High
163
Distance From 52w High
-0.444
Distance From Sma 20
0.109
Distance From Sma 200
-0.106
Distance From Sma 50
0.122
Downside Capture 1y
0.955
Downside Volatility 1m
0.496
Downside Volatility 1w
-
Downside Volatility 1y
0.524
Downside Volatility 2y
0.502
Downside Volatility 3m
0.625
Downside Volatility 5y
0.587
Downside Volatility 6m
0.602
Drawdown Recovery
0.601
Excess Return 1m
0.028
Excess Return 1y
-0.411
Excess Return 3m
0.075
Excess Return 6m
-0.385
Expected Shortfall 95 1y
-0.071
Market Cap
1,941,750,630.009
Max Drawdown 1m
-0.174
Max Drawdown 1w
-0.017
Max Drawdown 1y
-0.590
Max Drawdown 2y
-0.590
Max Drawdown 3m
-0.284
Max Drawdown 5y
-0.864
Max Drawdown 6m
-0.472
Momentum Acceleration 1m Vs 3m
-0.008
Momentum Acceleration 3m Vs 6m
0.110
Moving Average Alignment
0
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.848
Return 1m
0.054
Return 1w
0.039
Return 1y
-0.188
Return 2y
-0.184
Return 3m
0.188
Return 5y
-0.814
Return 6m
-0.285
Return Skewness 1y
2.334
Sector Excess Return 1y
-0.636
Sharpe 1m
1.530
Sharpe 1y
-0.052
Sharpe 2y
0.086
Sharpe 3m
1.334
Sharpe 5y
-0.249
Sharpe 6m
-0.817
Sortino 1m
1.517
Sortino 1y
-0.061
Sortino 2y
0.094
Sortino 3m
1.472
Sortino 5y
-0.259
Sortino 6m
-0.817
Trend R2 1m
0.127
Trend R2 1w
0.627
Trend R2 1y
0.390
Trend R2 2y
0.358
Trend R2 3m
0.203
Trend R2 5y
0.724
Trend R2 6m
0.452
Trend 1m
0.004
Trend 1w
0.008
Trend 1y
-0.002
Trend 2y
-0.001
Trend 3m
0.002
Trend 5y
-0.001
Trend 6m
-0.002
Upside Capture 1y
0.695
Value At Risk 95 1y
-0.053
Volatility 1m
0.492
Volatility 1w
0.331
Volatility 1y
0.609
Volatility 2y
0.553
Volatility 3m
0.690
Volatility 5y
0.611
Volatility 6m
0.602
Worst Day 1y
-0.109
Distance From Sma 50 Score
0.703
Downside Volatility 1y Score
0.633
Downside Volatility 3m Score
0.767
Drawdown Recovery Score
0.801
Excess Return 1m Score
0.546
Excess Return 1y Score
0
Excess Return 3m Score
0.625
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.424
Log Market Cap Score
0.288
Drawdown Score 1y
0.093
Drawdown Score 5y
0.136
Momentum Acceleration 1m Vs 3m Score
0.472
Momentum Acceleration 3m Vs 6m Score
0.868
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.896
Relative Volume 20d Score
0.203
Return 1m Score
0.591
Return 1y Score
0.383
Return 3m Score
0.735
Return 6m Score
0.263
Return Skewness 1y Score
0.889
Sortino 1y Score
0.367
Sortino 3m Score
0.559
Trend R2 1y Score
0.390
Trend R2 3m Score
0.203
Trend Slope 1y Score
0.394
Trend Slope 3m Score
0.618
Volatility 1y Score
0.745
Volatility 3m Score
0.853