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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

AR

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

Research Detail

AR

AR

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
-0.064
Correlation To Benchmark 1y
-0.021
Inverse To Benchmark 1y
0.979
Drawdown Score 1m
0.728
Drawdown Score 3m
0.601
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
0.520
Drawdown Score 1y
0.593
Drawdown Score 2y
0.603
Drawdown Score 5y
0.416
Return 1w
-0.061
Return 1m
-0.041
Return 3m
-0.130
Return 6m
0.011
Return 1y
-0.066
Return 2y
0.019
Return 5y
1.207
Sharpe 1m
-1.420
Sharpe 3m
-1.574
Sharpe 6m
0.247
Sharpe 1y
0.015
Sharpe 2y
0.234
Sharpe 5y
0.570
Trend 1w
-0.010
Trend 1m
0.000
Trend 3m
-0.002
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.310
Volatility 1m
0.321
Volatility 3m
0.322
Volatility 6m
0.376
Volatility 1y
0.383
Volatility 2y
0.419
Volatility 5y
0.480
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
AR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:35 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.093
Aptet Fit Raw Score
0.100
Aptet Fit Confidence
0.864
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.116
Force Fit Raw Score
0.123
Force Fit Confidence
0.882
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:35 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AR",
    "hitRates": {
      "1": 0.53,
      "5": 0.42574257425742573,
      "10": 0.40594059405940597
    },
    "hitRate1D": 0.53,
    "comboQuality": 0.15462496168775713,
    "eligibleDays": 352,
    "fitnessScore": -0.0237311112210541,
    "lookbackDays": 14,
    "returnLift1D": -0.0010395737957849538,
    "hitRateLift1D": 0.010000000000000009,
    "activationRate": 0.2869318181818182,
    "activationCount": 101,
    "baselineHitRates": {
      "1": 0.52,
      "5": 0.523121387283237,
      "10": 0.4824561403508772
    },
    "sampleConfidence": 0.9993399339933994,
    "shadowSharpeLike": -0.227101591290867,
    "avgForwardReturns": {
      "1": -0.0004250594432452093,
      "5": -0.012879202452456892,
      "10": -0.029143315330038312
    },
    "shadowMaxDrawdown": -0.23550850116070055,
    "shadowTotalReturn": -0.08763334655130983,
    "avgForwardReturn1D": -0.0004250594432452093,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-17",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26"
    ],
    "horizonObservationCounts": {
      "1": 100,
      "5": 101,
      "10": 101
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006145143525397444,
      "5": 0.0011547419733937486,
      "10": -0.0009061438495538538
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.15462496168775713,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.04695786737232684,
    "bestRawFitnessScore": -0.0237311112210541,
    "upperQuartileComboQuality": 0.07160262652094486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09275505227159454,
    "rawScore": 0.09950547627574072,
    "confidence": 0.8643205528620352,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.198139642217051,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.53,
        "5": 0.42574257425742573,
        "10": 0.40594059405940597
      },
      "hitRate1D": 0.53,
      "comboQuality": 0.15462496168775713,
      "eligibleDays": 352,
      "fitnessScore": -0.0237311112210541,
      "lookbackDays": 14,
      "returnLift1D": -0.0010395737957849538,
      "hitRateLift1D": 0.010000000000000009,
      "activationRate": 0.2869318181818182,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.523121387283237,
        "10": 0.4824561403508772
      },
      "sampleConfidence": 0.9993399339933994,
      "shadowSharpeLike": -0.227101591290867,
      "avgForwardReturns": {
        "1": -0.0004250594432452093,
        "5": -0.012879202452456892,
        "10": -0.029143315330038312
      },
      "shadowMaxDrawdown": -0.23550850116070055,
      "shadowTotalReturn": -0.08763334655130983,
      "avgForwardReturn1D": -0.0004250594432452093,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006145143525397444,
        "5": 0.0011547419733937486,
        "10": -0.0009061438495538538
      }
    },
    {
      "topN": 5,
      "ticker": "AR",
      "hitRates": {
        "1": 0.49557522123893805,
        "5": 0.49557522123893805,
        "10": 0.40707964601769914
      },
      "hitRate1D": 0.49557522123893805,
      "comboQuality": 0.14176006636773406,
      "eligibleDays": 315,
      "fitnessScore": -0.04616450462531199,
      "lookbackDays": 45,
      "returnLift1D": -0.000982654568423799,
      "hitRateLift1D": -0.010794205512654309,
      "activationRate": 0.35873015873015873,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5290322580645161,
        "10": 0.4819672131147541
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.22847631208242655,
      "avgForwardReturns": {
        "1": -0.0004873812661573018,
        "5": -0.005828554035537776,
        "10": -0.013543948312326633
      },
      "shadowMaxDrawdown": -0.2521695709763371,
      "shadowTotalReturn": -0.0929291107079453,
      "avgForwardReturn1D": -0.0004873812661573018,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004952733022664973,
        "5": 0.001128468721252749,
        "10": 0.001519174574427464
      }
    },
    {
      "topN": 4,
      "ticker": "AR",
      "hitRates": {
        "1": 0.4897959183673469,
        "5": 0.47959183673469385,
        "10": 0.3469387755102041
      },
      "hitRate1D": 0.4897959183673469,
      "comboQuality": 0.0932511681439136,
      "eligibleDays": 315,
      "fitnessScore": -0.15040515897429782,
      "lookbackDays": 45,
      "returnLift1D": -0.0015163393471027671,
      "hitRateLift1D": -0.016573508384245428,
      "activationRate": 0.3111111111111111,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5290322580645161,
        "10": 0.4819672131147541
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4268192589702506,
      "avgForwardReturns": {
        "1": -0.0010210660448362698,
        "5": -0.008883784662880017,
        "10": -0.020375920899410704
      },
      "shadowMaxDrawdown": -0.28058453936020744,
      "shadowTotalReturn": -0.13032000855050574,
      "avgForwardReturn1D": -0.0010210660448362698,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 98,
        "5": 98,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004952733022664973,
        "5": 0.001128468721252749,
        "10": 0.001519174574427464
      }
    },
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.5487804878048781,
        "5": 0.4634146341463415,
        "10": 0.4146341463414634
      },
      "hitRate1D": 0.5487804878048781,
      "comboQuality": 0.08685432119743612,
      "eligibleDays": 339,
      "fitnessScore": -0.16758590009928054,
      "lookbackDays": 21,
      "returnLift1D": -0.0018040966271416958,
      "hitRateLift1D": 0.036946168278250924,
      "activationRate": 0.24188790560471976,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5118343195266272,
        "5": 0.5149700598802395,
        "10": 0.47720364741641336
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.540277339396417,
      "avgForwardReturns": {
        "1": -0.0018352873175806824,
        "5": -0.013462738150339576,
        "10": -0.030481884454534067
      },
      "shadowMaxDrawdown": -0.2616601911681582,
      "shadowTotalReturn": -0.18127165623481878,
      "avgForwardReturn1D": -0.0018352873175806824,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": -0.000031190690438986526,
        "5": -0.0011152202966510972,
        "10": -0.002497466725788784
      }
    },
    {
      "topN": 3,
      "ticker": "AR",
      "hitRates": {
        "1": 0.48863636363636365,
        "5": 0.4772727272727273,
        "10": 0.3409090909090909
      },
      "hitRate1D": 0.48863636363636365,
      "comboQuality": 0.0861688908150185,
      "eligibleDays": 315,
      "fitnessScore": -0.16949404214239627,
      "lookbackDays": 45,
      "returnLift1D": -0.0016349680618786462,
      "hitRateLift1D": -0.01773306311522871,
      "activationRate": 0.27936507936507937,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5290322580645161,
        "10": 0.4819672131147541
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4498563017284483,
      "avgForwardReturns": {
        "1": -0.001139694759612149,
        "5": -0.009420975051956278,
        "10": -0.02478506940817872
      },
      "shadowMaxDrawdown": -0.2861826444719474,
      "shadowTotalReturn": -0.1256667406280404,
      "avgForwardReturn1D": -0.001139694759612149,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004952733022664973,
        "5": 0.001128468721252749,
        "10": 0.001519174574427464
      }
    },
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.5588235294117647,
        "5": 0.47058823529411764,
        "10": 0.3382352941176471
      },
      "hitRate1D": 0.5588235294117647,
      "comboQuality": 0.06674720508958698,
      "eligibleDays": 330,
      "fitnessScore": -0.2303080112539143,
      "lookbackDays": 30,
      "returnLift1D": -0.002749949066279692,
      "hitRateLift1D": 0.048185231539424334,
      "activationRate": 0.20606060606060606,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5230769230769231,
        "10": 0.484375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6880336944192197,
      "avgForwardReturns": {
        "1": -0.0028292979182700405,
        "5": -0.016342031113046024,
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        "1": -0.0029492186660549165,
        "5": -0.01726558812569391,
        "10": -0.03019017829469457
      },
      "shadowMaxDrawdown": -0.37215988078898843,
      "shadowTotalReturn": -0.33893978671260205,
      "avgForwardReturn1D": -0.0029492186660549165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": -0.000031190690438986526,
        "5": -0.0011152202966510972,
        "10": -0.002497466725788784
      }
    },
    {
      "topN": 5,
      "ticker": "AR",
      "hitRates": {
        "1": 0.49,
        "5": 0.45,
        "10": 0.39
      },
      "hitRate1D": 0.49,
      "comboQuality": 0.0097226678696138,
      "eligibleDays": 330,
      "fitnessScore": -0.6671754965612636,
      "lookbackDays": 30,
      "returnLift1D": -0.004874221379736553,
      "hitRateLift1D": -0.020638297872340394,
      "activationRate": 0.30303030303030304,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5230769230769231,
        "10": 0.484375
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.4669878556700673,
      "avgForwardReturns": {
        "1": -0.004953570231726901,
        "5": -0.011495907879902534,
        "10": -0.01643469831183105
      },
      "shadowMaxDrawdown": -0.4675205190825087,
      "shadowTotalReturn": -0.4284650033694454,
      "avgForwardReturn1D": -0.004953570231726901,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-17",
        "2025-04-21",
        "2025-05-19",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.00007934885199034827,
        "5": -0.0005144641143050182,
        "10": 0.0008141092957514387
      }
    },
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.38095238095238093,
        "5": 0.2619047619047619,
        "10": 0.30952380952380953
      },
      "hitRate1D": 0.38095238095238093,
      "comboQuality": 0.005596155128604502,
      "eligibleDays": 297,
      "fitnessScore": -0.789613998370425,
      "lookbackDays": 63,
      "returnLift1D": -0.007866310788843556,
      "hitRateLift1D": -0.11566924066924067,
      "activationRate": 0.1414141414141414,
      "activationCount": 42,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5171232876712328,
        "10": 0.45993031358885017
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.9864351796153485,
      "avgForwardReturns": {
        "1": -0.00800884975330123,
        "5": -0.027565311817727013,
        "10": -0.02872774367144983
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      "shadowMaxDrawdown": -0.32018539823795256,
      "shadowTotalReturn": -0.3021100530161769,
      "avgForwardReturn1D": -0.00800884975330123,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-05",
        "2025-06-06",
        "2025-11-14",
        "2025-11-17"
      ],
      "horizonObservationCounts": {
        "1": 42,
        "5": 42,
        "10": 42
      },
      "baselineAvgForwardReturns": {
        "1": -0.00014253896445767537,
        "5": -0.0011894497187085124,
        "10": -0.0026285779594663597
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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": 0.15462496168775713,
      "fitnessScore": -0.0237311112210541,
      "lookbackDays": 14,
      "returnLift1D": -0.0010395737957849538,
      "activationRate": 0.2869318181818182,
      "activationCount": 101,
      "sampleConfidence": 0.9993399339933994,
      "shadowTotalReturn": -0.08763334655130983,
      "avgForwardReturn1D": -0.0004250594432452093
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08685432119743612,
      "fitnessScore": -0.16758590009928054,
      "lookbackDays": 21,
      "returnLift1D": -0.0018040966271416958,
      "activationRate": 0.24188790560471976,
      "activationCount": 82,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.18127165623481878,
      "avgForwardReturn1D": -0.0018352873175806824
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06674720508958698,
      "fitnessScore": -0.2303080112539143,
      "lookbackDays": 30,
      "returnLift1D": -0.002749949066279692,
      "activationRate": 0.20606060606060606,
      "activationCount": 68,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.21069473895540702,
      "avgForwardReturn1D": -0.0028292979182700405
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.14176006636773406,
      "fitnessScore": -0.04616450462531199,
      "lookbackDays": 45,
      "returnLift1D": -0.000982654568423799,
      "activationRate": 0.35873015873015873,
      "activationCount": 113,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.0929291107079453,
      "avgForwardReturn1D": -0.0004873812661573018
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.049973496946833104,
      "fitnessScore": -0.2978993572311409,
      "lookbackDays": 63,
      "returnLift1D": -0.002213017819555301,
      "activationRate": 0.3063973063973064,
      "activationCount": 91,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.22379143995373374,
      "avgForwardReturn1D": -0.0023555567840129765
    }
  ],
  "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": "4bf45775dadd27d5bce98c44f68436dcf7872ba33149198cff594b8c27f9b2e4",
    "size": 13,
    "members": [
      "AR",
      "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",
      "AR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AR",
    "hitRates": {
      "1": 0.5465116279069767,
      "5": 0.46511627906976744,
      "10": 0.4186046511627907
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    "hitRate1D": 0.5465116279069767,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.08043006724705049,
    "eligibleDays": 368,
    "fitnessScore": -0.1860339642545405,
    "lookbackDays": 21,
    "returnLift1D": -0.0019529539007773738,
    "hitRateLift1D": 0.03835945399393326,
    "portfolioSize": 2,
    "activationRate": 0.23369565217391305,
    "activationCount": 86,
    "baselineHitRates": {
      "1": 0.5081521739130435,
      "5": 0.510989010989011,
      "10": 0.4818941504178273
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    "sampleConfidence": 1,
    "shadowSharpeLike": -0.5439567062784986,
    "avgForwardReturns": {
      "1": -0.0018456141467665685,
      "5": -0.012259580214606085,
      "10": -0.028640305708781868
    },
    "shadowMaxDrawdown": -0.2616601911681582,
    "shadowTotalReturn": -0.19032305991741705,
    "avgForwardReturn1D": -0.0018456141467665685,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-26",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26"
    ],
    "horizonObservationCounts": {
      "1": 86,
      "5": 86,
      "10": 86
    },
    "baselineAvgForwardReturns": {
      "1": 0.00010733975401080526,
      "5": -0.00006960793865472163,
      "10": -0.0009178565036376325
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08043006724705049,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.03599715028968496,
    "bestRawFitnessScore": -0.1860339642545405,
    "upperQuartileComboQuality": 0.045928147930285726
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11557509139455927,
    "rawScore": 0.12284136062420403,
    "confidence": 0.8816966990153466,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.42447976719350516,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.5465116279069767,
        "5": 0.46511627906976744,
        "10": 0.4186046511627907
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      "hitRate1D": 0.5465116279069767,
      "rankWeights": [
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      ],
      "comboQuality": 0.08043006724705049,
      "eligibleDays": 368,
      "fitnessScore": -0.1860339642545405,
      "lookbackDays": 21,
      "returnLift1D": -0.0019529539007773738,
      "hitRateLift1D": 0.03835945399393326,
      "portfolioSize": 2,
      "activationRate": 0.23369565217391305,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.5081521739130435,
        "5": 0.510989010989011,
        "10": 0.4818941504178273
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5439567062784986,
      "avgForwardReturns": {
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        "5": -0.012259580214606085,
        "10": -0.028640305708781868
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      "shadowMaxDrawdown": -0.2616601911681582,
      "shadowTotalReturn": -0.19032305991741705,
      "avgForwardReturn1D": -0.0018456141467665685,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-26",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 86,
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        "10": 86
      },
      "baselineAvgForwardReturns": {
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        "5": -0.00006960793865472163,
        "10": -0.0009178565036376325
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    },
    {
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      "hitRates": {
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        "10": 0.3867924528301887
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      "hitRate1D": 0.5094339622641509,
      "rankWeights": [
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      ],
      "comboQuality": 0.061506356554183385,
      "eligibleDays": 375,
      "fitnessScore": -0.24952982206212834,
      "lookbackDays": 14,
      "returnLift1D": -0.0017572443300815014,
      "hitRateLift1D": 0.00010062893081763669,
      "portfolioSize": 2,
      "activationRate": 0.2826666666666667,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5148247978436657,
        "10": 0.48633879781420764
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6704584790765092,
      "avgForwardReturns": {
        "1": -0.001786935379302248,
        "5": -0.016223200073263555,
        "10": -0.031760370750134555
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      "shadowMaxDrawdown": -0.27385915758704094,
      "shadowTotalReturn": -0.21761302653237846,
      "avgForwardReturn1D": -0.001786935379302248,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
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        "5": 0.000051116055074374426,
        "10": -0.00022800634594696817
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    },
    {
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      "comboQuality": 0.05160918583067418,
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      "sampleConfidence": 0.9988304093567252,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.05160918583067418,
      "eligibleDays": 368,
      "fitnessScore": -0.2904347382219925,
      "lookbackDays": 21,
      "returnLift1D": -0.002266376060260895,
      "hitRateLift1D": 0.018163615560640722,
      "portfolioSize": 5,
      "activationRate": 0.30978260869565216,
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      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": -0.7485664773547477,
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      "shadowMaxDrawdown": -0.3153003212836195,
      "shadowTotalReturn": -0.2645685418092718,
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      "riskOffActivations": 0,
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        "2025-02-06",
        "2025-02-26",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
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      "horizonObservationCounts": {
        "1": 114,
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        "10": 113
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "AR",
      "hitRates": {
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      "hitRate1D": 0.5252525252525253,
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      "comboQuality": 0.04954542909513862,
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      "fitnessScore": -0.29989107868359777,
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      "returnLift1D": -0.0025043520502773605,
      "hitRateLift1D": 0.017100351339481845,
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        "10": 0.4889589905362776
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3325656136770014,
      "avgForwardReturns": {
        "1": -0.004740198493736316,
        "5": -0.012848945483587337,
        "10": -0.014940129396317628
      },
      "shadowMaxDrawdown": -0.35520481258556746,
      "shadowTotalReturn": -0.3374434741728427,
      "avgForwardReturn1D": -0.004740198493736316,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-05-14",
        "2025-05-15",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003699492096679343,
        "5": 0.001148276494829565,
        "10": 0.002565431318378022
      }
    },
    {
      "topN": 4,
      "ticker": "AR",
      "hitRates": {
        "1": 0.49624060150375937,
        "5": 0.39097744360902253,
        "10": 0.39849624060150374
      },
      "hitRate1D": 0.49624060150375937,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01340726042601175,
      "eligibleDays": 375,
      "fitnessScore": -0.5956614082684739,
      "lookbackDays": 14,
      "returnLift1D": -0.0036992288654328297,
      "hitRateLift1D": -0.013092731829573934,
      "portfolioSize": 4,
      "activationRate": 0.3546666666666667,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5148247978436657,
        "10": 0.48633879781420764
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3004306828070138,
      "avgForwardReturns": {
        "1": -0.003728919914653576,
        "5": -0.01666854870065715,
        "10": -0.02561193712029233
      },
      "shadowMaxDrawdown": -0.4370552527529624,
      "shadowTotalReturn": -0.43563949813108505,
      "avgForwardReturn1D": -0.003728919914653576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.000029691049220746576,
        "5": 0.000051116055074374426,
        "10": -0.00022800634594696817
      }
    },
    {
      "topN": 5,
      "ticker": "AR",
      "hitRates": {
        "1": 0.49624060150375937,
        "5": 0.39097744360902253,
        "10": 0.39849624060150374
      },
      "hitRate1D": 0.49624060150375937,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01340726042601175,
      "eligibleDays": 375,
      "fitnessScore": -0.5956614082684739,
      "lookbackDays": 14,
      "returnLift1D": -0.0036992288654328297,
      "hitRateLift1D": -0.013092731829573934,
      "portfolioSize": 5,
      "activationRate": 0.3546666666666667,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5093333333333333,
        "5": 0.5148247978436657,
        "10": 0.48633879781420764
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3004306828070138,
      "avgForwardReturns": {
        "1": -0.003728919914653576,
        "5": -0.01666854870065715,
        "10": -0.02561193712029233
      },
      "shadowMaxDrawdown": -0.4370552527529624,
      "shadowTotalReturn": -0.43563949813108505,
      "avgForwardReturn1D": -0.003728919914653576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": -0.000029691049220746576,
        "5": 0.000051116055074374426,
        "10": -0.00022800634594696817
      }
    },
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.45714285714285713,
        "5": 0.38571428571428573,
        "10": 0.2714285714285714
      },
      "hitRate1D": 0.45714285714285713,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.011352076854357147,
      "eligibleDays": 344,
      "fitnessScore": -0.632726264413632,
      "lookbackDays": 45,
      "returnLift1D": -0.005698075740626595,
      "hitRateLift1D": -0.06320598006644523,
      "portfolioSize": 2,
      "activationRate": 0.20348837209302326,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.5203488372093024,
        "5": 0.5235294117647059,
        "10": 0.48656716417910445
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3339754851594006,
      "avgForwardReturns": {
        "1": -0.005318146782006526,
        "5": -0.024125263127175074,
        "10": -0.043168714098013344
      },
      "shadowMaxDrawdown": -0.36192264832806964,
      "shadowTotalReturn": -0.34183722386972004,
      "avgForwardReturn1D": -0.005318146782006526,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-26",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 70,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.00037992895862006963,
        "5": 0.0007966593873153813,
        "10": -0.00047172476147483303
      }
    },
    {
      "topN": 2,
      "ticker": "AR",
      "hitRates": {
        "1": 0.35555555555555557,
        "5": 0.24444444444444444,
        "10": 0.28888888888888886
      },
      "hitRate1D": 0.35555555555555557,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0017980371636044576,
      "eligibleDays": 326,
      "fitnessScore": -1.0402372039953527,
      "lookbackDays": 63,
      "returnLift1D": -0.011005947729860514,
      "hitRateLift1D": -0.15364689843217444,
      "portfolioSize": 2,
      "activationRate": 0.13803680981595093,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.5279503105590062,
        "10": 0.4889589905362776
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -2.1021438378377155,
      "avgForwardReturns": {
        "1": -0.010968952808893722,
        "5": -0.03111371150853739,
        "10": -0.03134776538561652
      },
      "shadowMaxDrawdown": -0.4111164387562849,
      "shadowTotalReturn": -0.4111164387562849,
      "avgForwardReturn1D": -0.010968952808893722,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-05-14",
        "2025-05-15",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 45,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003699492096679343,
        "5": 0.001148276494829565,
        "10": 0.002565431318378022
      }
    }
  ],
  "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": 0.061506356554183385,
      "fitnessScore": -0.24952982206212834,
      "lookbackDays": 14,
      "returnLift1D": -0.0017572443300815014,
      "activationRate": 0.2826666666666667,
      "activationCount": 106,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.21761302653237846,
      "avgForwardReturn1D": -0.001786935379302248
    },
    {
      "comboQuality": 0.08043006724705049,
      "fitnessScore": -0.1860339642545405,
      "lookbackDays": 21,
      "returnLift1D": -0.0019529539007773738,
      "activationRate": 0.23369565217391305,
      "activationCount": 86,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.19032305991741705,
      "avgForwardReturn1D": -0.0018456141467665685
    },
    {
      "comboQuality": 0.04472238754200143,
      "fitnessScore": -0.32353611067685917,
      "lookbackDays": 30,
      "returnLift1D": -0.0030599288842013293,
      "activationRate": 0.2200557103064067,
      "activationCount": 79,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.25211031983782994,
      "avgForwardReturn1D": -0.003065477044417538
    },
    {
      "comboQuality": 0.04106725611180929,
      "fitnessScore": -0.34313416154848314,
      "lookbackDays": 45,
      "returnLift1D": -0.0027126190909756657,
      "activationRate": 0.311046511627907,
      "activationCount": 107,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.2647361097870571,
      "avgForwardReturn1D": -0.002332690132355596
    },
    {
      "comboQuality": 0.01481689995401854,
      "fitnessScore": -0.5733530007179615,
      "lookbackDays": 63,
      "returnLift1D": -0.004074220728322128,
      "activationRate": 0.3006134969325153,
      "activationCount": 98,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.36183495132025134,
      "avgForwardReturn1D": -0.004037225807355335
    }
  ],
  "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": "4bf45775dadd27d5bce98c44f68436dcf7872ba33149198cff594b8c27f9b2e4",
    "size": 13,
    "members": [
      "AR",
      "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
0.453
Liquidity
0.748
Momentum
0.425
Relative strength
0.247
Trend quality
0.290
Stability
0.520
Aggression
0.333
Downside risk
0.559
Drawdown state
0.629
Quality momentum
0.374
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.979
Benchmark Independence 3m Score
0.678
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.136
Correlation Change Score
0.349
Current Drawdown Score
0.520
Days Since 52w High Score
0.282
Distance From 52w High Score
0.594
Distance From Sma 20 Score
0.440
Distance From Sma 200 Score
0.389
Distance From Sma 50 Score
0.373
Downside Volatility 1m Score
0.368
Downside Volatility 1y Score
0.464
Downside Volatility 2y Score
0.530
Downside Volatility 3m Score
0.384
Downside Volatility 5y Score
0.577
Downside Volatility 6m Score
0.443
Drawdown Recovery Score
0.787
Excess Return 1m Score
0.386
Excess Return 1y Score
0.019
Excess Return 3m Score
0.094
Excess Return 6m Score
0.351
Expected Shortfall 95 1y Score
0.451
Log Avg Dollar Volume 20d Score
0.748
Log Market Cap Score
0.453
Drawdown Score 1m
0.728
Drawdown Score 1y
0.593
Drawdown Score 2y
0.603
Drawdown Score 3m
0.601
Drawdown Score 5y
0.416
Drawdown Score 6m
0.520
Momentum Acceleration 1m Vs 3m Score
0.507
Momentum Acceleration 3m Vs 6m Score
0.349
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.502
Relative Strength Slope 3m Score
0.307
Relative Volume 20d Score
0.281
Return 1m Score
0.431
Return 1w Score
0.297
Return 1y Score
0.459
Return 2y Score
0.291
Return 3m Score
0.337
Return 5y Score
0.170
Return 6m Score
0.509
Return Skewness 1y Score
0.436
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.116
Sharpe 1y Score
0.403
Sharpe 2y Score
0.447
Sharpe 3m Score
0.085
Sharpe 5y Score
0.514
Sharpe 6m Score
0.449
Sortino 1m Score
0.200
Sortino 1y Score
0.377
Sortino 2y Score
0.402
Sortino 3m Score
0.187
Sortino 5y Score
0.446
Sortino 6m Score
0.405
Trend R2 1m Score
0.005
Trend R2 1w Score
0.691
Trend R2 1y Score
0.299
Trend R2 2y Score
0.255
Trend R2 3m Score
0.600
Trend R2 5y Score
0.368
Trend R2 6m Score
0.011
Trend Slope 1m Score
0.513
Trend Slope 1w Score
0
Trend Slope 1y Score
0.537
Trend Slope 2y Score
0.527
Trend Slope 3m Score
0.382
Trend Slope 5y Score
0.529
Trend Slope 6m Score
0.514
Volatility 1m Score
0.361
Volatility 1w Score
0.347
Volatility 1y Score
0.444
Volatility 2y Score
0.492
Volatility 3m Score
0.362
Volatility 5y Score
0.574
Volatility 6m Score
0.434
Worst Day 1y Score
0.477
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
175,469,212.16
Best Day 1y
0.072
Beta To Benchmark 1y
-0.064
Beta 3m
-0.792
Beta Change
-0.728
Beta To Sector 1y
0.987
Correlation To Benchmark 1y
-0.021
Correlation 3m
-0.322
Correlation Change
-0.301
Correlation To Sector 1y
0.537
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.979
Benchmark Independence 3m Score
0.678
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.136
Correlation Change Score
0.349
Current Drawdown Score
0.520
Distance From Sma 20 Score
0.440
Distance From Sma 200 Score
0.389
Current Drawdown
-0.312
Days Since 52w High
71
Distance From 52w High
-0.264
Distance From Sma 20
-0.036
Distance From Sma 200
-0.067
Distance From Sma 50
-0.076
Downside Capture 1y
2.045
Downside Volatility 1m
0.326
Downside Volatility 1w
-
Downside Volatility 1y
0.398
Downside Volatility 2y
0.447
Downside Volatility 3m
0.338
Downside Volatility 5y
0.483
Downside Volatility 6m
0.382
Drawdown Recovery
0.573
Excess Return 1m
-0.068
Excess Return 1y
-0.289
Excess Return 3m
-0.244
Excess Return 6m
-0.089
Expected Shortfall 95 1y
-0.055
Market Cap
10,622,727,212.723
Max Drawdown 1m
-0.068
Max Drawdown 1w
-0.061
Max Drawdown 1y
-0.264
Max Drawdown 2y
-0.318
Max Drawdown 3m
-0.160
Max Drawdown 5y
-0.584
Max Drawdown 6m
-0.264
Momentum Acceleration 1m Vs 3m
0.002
Momentum Acceleration 3m Vs 6m
-0.045
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.000
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.060
Return 1m
-0.041
Return 1w
-0.061
Return 1y
-0.066
Return 2y
0.019
Return 3m
-0.130
Return 5y
1.207
Return 6m
0.011
Return Skewness 1y
-0.383
Sector Excess Return 1y
-0.355
Sharpe 1m
-1.420
Sharpe 1y
0.015
Sharpe 2y
0.234
Sharpe 3m
-1.574
Sharpe 5y
0.570
Sharpe 6m
0.247
Sortino 1m
-1.398
Sortino 1y
0.015
Sortino 2y
0.219
Sortino 3m
-1.500
Sortino 5y
0.568
Sortino 6m
0.242
Trend R2 1m
0.005
Trend R2 1w
0.691
Trend R2 1y
0.299
Trend R2 2y
0.255
Trend R2 3m
0.600
Trend R2 5y
0.368
Trend R2 6m
0.011
Trend 1m
0.000
Trend 1w
-0.010
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.374
Value At Risk 95 1y
-0.041
Volatility 1m
0.321
Volatility 1w
0.310
Volatility 1y
0.383
Volatility 2y
0.419
Volatility 3m
0.322
Volatility 5y
0.480
Volatility 6m
0.376
Worst Day 1y
-0.105
Distance From Sma 50 Score
0.373
Downside Volatility 1y Score
0.464
Downside Volatility 3m Score
0.384
Drawdown Recovery Score
0.787
Excess Return 1m Score
0.386
Excess Return 1y Score
0.019
Excess Return 3m Score
0.094
Excess Return 6m Score
0.351
Expected Shortfall 95 1y Score
0.451
Log Avg Dollar Volume 20d Score
0.748
Log Market Cap Score
0.453
Drawdown Score 1y
0.593
Drawdown Score 5y
0.416
Momentum Acceleration 1m Vs 3m Score
0.507
Momentum Acceleration 3m Vs 6m Score
0.349
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.502
Relative Volume 20d Score
0.281
Return 1m Score
0.431
Return 1y Score
0.459
Return 3m Score
0.337
Return 6m Score
0.509
Return Skewness 1y Score
0.436
Sortino 1y Score
0.377
Sortino 3m Score
0.187
Trend R2 1y Score
0.299
Trend R2 3m Score
0.600
Trend Slope 1y Score
0.537
Trend Slope 3m Score
0.382
Volatility 1y Score
0.444
Volatility 3m Score
0.362