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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

ARES

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

ARES

ARES

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.707
Correlation To Benchmark 1y
0.501
Inverse To Benchmark 1y
0.499
Drawdown Score 1m
0.189
Drawdown Score 3m
0.493
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
0.179
Drawdown Score 1y
0.242
Drawdown Score 2y
0.375
Drawdown Score 5y
0.500
Return 1w
0.042
Return 1m
-0.058
Return 3m
0.174
Return 6m
-0.270
Return 1y
-0.286
Return 2y
-0.062
Return 5y
1.229
Sharpe 1m
-1.333
Sharpe 3m
1.632
Sharpe 6m
-0.981
Sharpe 1y
-0.573
Sharpe 2y
0.133
Sharpe 5y
0.615
Trend 1w
0.005
Trend 1m
-0.006
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
-0.002
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.432
Volatility 1m
0.461
Volatility 3m
0.456
Volatility 6m
0.508
Volatility 1y
0.428
Volatility 2y
0.417
Volatility 5y
0.376
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
ARES
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:37 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
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
0.442
Aptet Fit Raw Score
0.467
Aptet Fit Confidence
0.894
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.428
Force Fit Raw Score
0.450
Force Fit Confidence
0.902
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:37 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ARES"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ARES",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ARES",
    "hitRates": {
      "1": 0.5822784810126582,
      "5": 0.5886075949367089,
      "10": 0.6329113924050633
    },
    "hitRate1D": 0.5822784810126582,
    "comboQuality": 0.9216093129475453,
    "eligibleDays": 330,
    "fitnessScore": 0.8921715777238357,
    "lookbackDays": 30,
    "returnLift1D": 0.002586196373491039,
    "hitRateLift1D": 0.06252164210688316,
    "activationRate": 0.47878787878787876,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.5197568389057751,
      "5": 0.5446153846153846,
      "10": 0.56875
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.307544461151074,
    "avgForwardReturns": {
      "1": 0.0025555469705892423,
      "5": 0.006676027223218781,
      "10": 0.009463330355088334
    },
    "shadowMaxDrawdown": -0.1073995550519311,
    "shadowTotalReturn": 0.4357149750371805,
    "avgForwardReturn1D": 0.0025555469705892423,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 158,
      "5": 158,
      "10": 158
    },
    "baselineAvgForwardReturns": {
      "1": -0.000030649402901796647,
      "5": 0.00038221108093220146,
      "10": 0.001379958432213739
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9216093129475453,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.29935434958111756,
    "bestRawFitnessScore": 0.8921715777238357,
    "upperQuartileComboQuality": 0.4978922690607761
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4419888230611098,
    "rawScore": 0.46671341274617173,
    "confidence": 0.8940480859995823,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.20035893825661968,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.42128604353199434,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.5822784810126582,
        "5": 0.5886075949367089,
        "10": 0.6329113924050633
      },
      "hitRate1D": 0.5822784810126582,
      "comboQuality": 0.9216093129475453,
      "eligibleDays": 330,
      "fitnessScore": 0.8921715777238357,
      "lookbackDays": 30,
      "returnLift1D": 0.002586196373491039,
      "hitRateLift1D": 0.06252164210688316,
      "activationRate": 0.47878787878787876,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5446153846153846,
        "10": 0.56875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.307544461151074,
      "avgForwardReturns": {
        "1": 0.0025555469705892423,
        "5": 0.006676027223218781,
        "10": 0.009463330355088334
      },
      "shadowMaxDrawdown": -0.1073995550519311,
      "shadowTotalReturn": 0.4357149750371805,
      "avgForwardReturn1D": 0.0025555469705892423,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": -0.000030649402901796647,
        "5": 0.00038221108093220146,
        "10": 0.001379958432213739
      }
    },
    {
      "topN": 4,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.5771812080536913,
        "5": 0.5906040268456376,
        "10": 0.6375838926174496
      },
      "hitRate1D": 0.5771812080536913,
      "comboQuality": 0.8204178799668952,
      "eligibleDays": 330,
      "fitnessScore": 0.6842198691999719,
      "lookbackDays": 30,
      "returnLift1D": 0.0019997062014829744,
      "hitRateLift1D": 0.057424369147916265,
      "activationRate": 0.45151515151515154,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5446153846153846,
        "10": 0.56875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0072985121015652,
      "avgForwardReturns": {
        "1": 0.0019690567985811776,
        "5": 0.007806908031145891,
        "10": 0.011376111292442252
      },
      "shadowMaxDrawdown": -0.1224348490871725,
      "shadowTotalReturn": 0.2891414093750322,
      "avgForwardReturn1D": 0.0019690567985811776,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": -0.000030649402901796647,
        "5": 0.00038221108093220146,
        "10": 0.001379958432213739
      }
    },
    {
      "topN": 4,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.5434782608695652,
        "5": 0.5942028985507246,
        "10": 0.6376811594202898
      },
      "hitRate1D": 0.5434782608695652,
      "comboQuality": 0.6739238199433721,
      "eligibleDays": 339,
      "fitnessScore": 0.5097169293524705,
      "lookbackDays": 21,
      "returnLift1D": 0.0017185532352298485,
      "hitRateLift1D": 0.02276820169796756,
      "activationRate": 0.41002949852507375,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5207100591715976,
        "5": 0.5419161676646707,
        "10": 0.5592705167173252
      },
      "sampleConfidence": 0.9985611510791368,
      "shadowSharpeLike": 0.7579794253288004,
      "avgForwardReturns": {
        "1": 0.0017479123184742844,
        "5": 0.006721923148605556,
        "10": 0.012485106250049893
      },
      "shadowMaxDrawdown": -0.13042462351424378,
      "shadowTotalReturn": 0.20848125930291306,
      "avgForwardReturn1D": 0.0017479123184742844,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-11",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.000029359083244436004,
        "5": -0.0004557517447462862,
        "10": -0.001189702574962179
      }
    },
    {
      "topN": 3,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.5563380281690141,
        "5": 0.5915492957746479,
        "10": 0.6338028169014085
      },
      "hitRate1D": 0.5563380281690141,
      "comboQuality": 0.6571162107010818,
      "eligibleDays": 330,
      "fitnessScore": 0.49310324613581036,
      "lookbackDays": 30,
      "returnLift1D": 0.0014516446656684524,
      "hitRateLift1D": 0.036581189263239056,
      "activationRate": 0.4303030303030303,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5446153846153846,
        "10": 0.56875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6766386919618973,
      "avgForwardReturns": {
        "1": 0.0014209952627666559,
        "5": 0.007764051078307106,
        "10": 0.010701684156226294
      },
      "shadowMaxDrawdown": -0.12610163911318095,
      "shadowTotalReturn": 0.17249962095305404,
      "avgForwardReturn1D": 0.0014209952627666559,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": -0.000030649402901796647,
        "5": 0.00038221108093220146,
        "10": 0.001379958432213739
      }
    },
    {
      "topN": 5,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.5471698113207547,
        "5": 0.5849056603773585,
        "10": 0.6477987421383647
      },
      "hitRate1D": 0.5471698113207547,
      "comboQuality": 0.5579341760256288,
      "eligibleDays": 339,
      "fitnessScore": 0.4012120834065535,
      "lookbackDays": 21,
      "returnLift1D": 0.0010806297413175575,
      "hitRateLift1D": 0.02645975214915708,
      "activationRate": 0.471976401179941,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5207100591715976,
        "5": 0.5419161676646707,
        "10": 0.5592705167173252
      },
      "sampleConfidence": 0.99875,
      "shadowSharpeLike": 0.4901030632271159,
      "avgForwardReturns": {
        "1": 0.0011099888245619935,
        "5": 0.0060486098522095615,
        "10": 0.012257218579821556
      },
      "shadowMaxDrawdown": -0.215162571467596,
      "shadowTotalReturn": 0.12743038997306333,
      "avgForwardReturn1D": 0.0011099888245619935,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 159,
        "10": 159
      },
      "baselineAvgForwardReturns": {
        "1": 0.000029359083244436004,
        "5": -0.0004557517447462862,
        "10": -0.001189702574962179
      }
    },
    {
      "topN": 2,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.49333333333333335,
        "5": 0.6133333333333333,
        "10": 0.49333333333333335
      },
      "hitRate1D": 0.49333333333333335,
      "comboQuality": 0.4778783000724919,
      "eligibleDays": 339,
      "fitnessScore": 0.3305201869842681,
      "lookbackDays": 21,
      "returnLift1D": 0.0024913451896494774,
      "hitRateLift1D": -0.027376725838264282,
      "activationRate": 0.22418879056047197,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5207100591715976,
        "5": 0.5419161676646707,
        "10": 0.5592705167173252
      },
      "sampleConfidence": 0.9973684210526317,
      "shadowSharpeLike": 0.7611322578306569,
      "avgForwardReturns": {
        "1": 0.0025207042728939135,
        "5": 0.006482004902904994,
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      "avgForwardReturns": {
        "1": -0.0015753724077196185,
        "5": -0.005025304838818957,
        "10": 0.0001805216898448726
      },
      "shadowMaxDrawdown": -0.19767324506974415,
      "shadowTotalReturn": -0.17419268045440062,
      "avgForwardReturn1D": -0.0015753724077196185,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-02",
        "2025-04-03",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020253139147865623,
        "5": -0.0002451146993713829,
        "10": -0.0019087756196270861
      }
    },
    {
      "topN": 2,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.4393939393939394,
        "5": 0.42424242424242425,
        "10": 0.4393939393939394
      },
      "hitRate1D": 0.4393939393939394,
      "comboQuality": 0.056816951034947646,
      "eligibleDays": 315,
      "fitnessScore": -0.26807364570775777,
      "lookbackDays": 45,
      "returnLift1D": -0.0018454228471364857,
      "hitRateLift1D": -0.0765296274850415,
      "activationRate": 0.20952380952380953,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.5159235668789809,
        "5": 0.5387096774193548,
        "10": 0.5573770491803278
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.690288819233836,
      "avgForwardReturns": {
        "1": -0.0018785416585292223,
        "5": -0.009210131016802039,
        "10": -0.017656185880908417
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      "shadowMaxDrawdown": -0.18887574166120724,
      "shadowTotalReturn": -0.13842860662726253,
      "avgForwardReturn1D": -0.0018785416585292223,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.000033118811392736505,
        "5": -0.001008398360333588,
        "10": -0.0026084009049372556
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    },
    {
      "topN": 5,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.4723926380368098,
        "5": 0.5094339622641509,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.4723926380368098,
      "comboQuality": 0.05074010555120514,
      "eligibleDays": 352,
      "fitnessScore": -0.2943725173798666,
      "lookbackDays": 14,
      "returnLift1D": -0.0013975755578408467,
      "hitRateLift1D": -0.04760736196319021,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.546242774566474,
        "10": 0.5526315789473685
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      "sampleConfidence": 0.994308943089431,
      "shadowSharpeLike": -0.7835616522391439,
      "avgForwardReturns": {
        "1": -0.001600106949319503,
        "5": -0.0034135274422146078,
        "10": 0.0007195323628662989
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      "shadowMaxDrawdown": -0.3189937348746158,
      "shadowTotalReturn": -0.285918223201729,
      "avgForwardReturn1D": -0.001600106949319503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03",
        "2025-04-10",
        "2025-04-16",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020253139147865623,
        "5": -0.0002451146993713829,
        "10": -0.0019087756196270861
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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": 3,
      "comboQuality": 0.08877309450458958,
      "fitnessScore": -0.16231583149204543,
      "lookbackDays": 14,
      "returnLift1D": -0.0009058037745519683,
      "activationRate": 0.36079545454545453,
      "activationCount": 127,
      "sampleConfidence": 0.994225721784777,
      "shadowTotalReturn": -0.18378933461073244,
      "avgForwardReturn1D": -0.0011083351660306246
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6739238199433721,
      "fitnessScore": 0.5097169293524705,
      "lookbackDays": 21,
      "returnLift1D": 0.0017185532352298485,
      "activationRate": 0.41002949852507375,
      "activationCount": 139,
      "sampleConfidence": 0.9985611510791368,
      "shadowTotalReturn": 0.20848125930291306,
      "avgForwardReturn1D": 0.0017479123184742844
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9216093129475453,
      "fitnessScore": 0.8921715777238357,
      "lookbackDays": 30,
      "returnLift1D": 0.002586196373491039,
      "activationRate": 0.47878787878787876,
      "activationCount": 158,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.4357149750371805,
      "avgForwardReturn1D": 0.0025555469705892423
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.38445143892384664,
      "fitnessScore": 0.24644680185923803,
      "lookbackDays": 45,
      "returnLift1D": 0.0005336688374343489,
      "activationRate": 0.4158730158730159,
      "activationCount": 131,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.03013843214462497,
      "avgForwardReturn1D": 0.0005005500260416124
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.2827144288658606,
      "fitnessScore": 0.14517191620755873,
      "lookbackDays": 63,
      "returnLift1D": 0.0007586462438953594,
      "activationRate": 0.35353535353535354,
      "activationCount": 105,
      "sampleConfidence": 0.9968253968253968,
      "shadowTotalReturn": -0.020965247870923687,
      "avgForwardReturn1D": 0.0000893918129944295
    }
  ],
  "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": "f8865c57582d47b704f2d202be508a4b1dba2106b4add8f5e94d4f6bcdd7f81b",
    "size": 13,
    "members": [
      "ARES",
      "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",
      "ARES"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ARES",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ARES",
    "hitRates": {
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      "5": 0.5906040268456376,
      "10": 0.6375838926174496
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    "hitRate1D": 0.5771812080536913,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.809199045227618,
    "eligibleDays": 359,
    "fitnessScore": 0.6678591157162165,
    "lookbackDays": 30,
    "returnLift1D": 0.0026022190943660907,
    "hitRateLift1D": 0.0618608737918529,
    "portfolioSize": 4,
    "activationRate": 0.415041782729805,
    "activationCount": 149,
    "baselineHitRates": {
      "1": 0.5153203342618384,
      "5": 0.5295774647887324,
      "10": 0.54
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.9657182028113899,
    "avgForwardReturns": {
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      "5": 0.007806908031145891,
      "10": 0.011376111292442252
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    "shadowMaxDrawdown": -0.1224348490871725,
    "shadowTotalReturn": 0.2891414093750322,
    "avgForwardReturn1D": 0.0019690567985811776,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 149,
      "5": 149,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": -0.000633162295784913,
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      "10": -0.005210425735713099
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.809199045227618,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2779010094648705,
    "bestRawFitnessScore": 0.6678591157162165,
    "upperQuartileComboQuality": 0.4130831711572135
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.42755732296893023,
    "rawScore": 0.44956027074451926,
    "confidence": 0.9021134686161221,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.15022626000750586,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.5687460869256247,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "ARES",
      "hitRates": {
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        "5": 0.5906040268456376,
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      "hitRate1D": 0.5771812080536913,
      "rankWeights": [
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      "comboQuality": 0.809199045227618,
      "eligibleDays": 359,
      "fitnessScore": 0.6678591157162165,
      "lookbackDays": 30,
      "returnLift1D": 0.0026022190943660907,
      "hitRateLift1D": 0.0618608737918529,
      "portfolioSize": 4,
      "activationRate": 0.415041782729805,
      "activationCount": 149,
      "baselineHitRates": {
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1224348490871725,
      "shadowTotalReturn": 0.2891414093750322,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.809199045227618,
      "eligibleDays": 359,
      "fitnessScore": 0.6678591157162165,
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      "returnLift1D": 0.0026022190943660907,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1224348490871725,
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      "riskOffActivations": 0,
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        "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"
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      "horizonObservationCounts": {
        "1": 149,
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      "baselineAvgForwardReturns": {
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    },
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    },
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      "comboQuality": 0.5631581504941641,
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      "fitnessScore": 0.4058776385821413,
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      "returnLift1D": 0.0020960759426570585,
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      "activationRate": 0.38858695652173914,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.12998961832340516,
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      "riskOffActivations": 0,
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      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.5631581504941641,
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        "10": 0.0012192628247079983
      },
      "shadowMaxDrawdown": -0.276902158149934,
      "shadowTotalReturn": -0.24181951651839972,
      "avgForwardReturn1D": -0.0012965674484890252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007359208984218804,
        "5": -0.003747594474336713,
        "10": -0.007704510142178349
      }
    },
    {
      "topN": 5,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.47770700636942676,
        "5": 0.5098039215686274,
        "10": 0.56
      },
      "hitRate1D": 0.47770700636942676,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.06703801233238384,
      "eligibleDays": 375,
      "fitnessScore": -0.22928302326692954,
      "lookbackDays": 14,
      "returnLift1D": -0.0005606465500671448,
      "hitRateLift1D": -0.034292993630573254,
      "portfolioSize": 5,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.9953290870488324,
      "shadowSharpeLike": -0.6063884450178268,
      "avgForwardReturns": {
        "1": -0.0012965674484890252,
        "5": -0.002082125711940255,
        "10": 0.0012192628247079983
      },
      "shadowMaxDrawdown": -0.276902158149934,
      "shadowTotalReturn": -0.24181951651839972,
      "avgForwardReturn1D": -0.0012965674484890252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007359208984218804,
        "5": -0.003747594474336713,
        "10": -0.007704510142178349
      }
    },
    {
      "topN": 3,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.48148148148148145,
        "5": 0.5038167938931297,
        "10": 0.5546875
      },
      "hitRate1D": 0.48148148148148145,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.06668530128490664,
      "eligibleDays": 375,
      "fitnessScore": -0.23052673437839888,
      "lookbackDays": 14,
      "returnLift1D": -0.0006755309082898911,
      "hitRateLift1D": -0.030518518518518556,
      "portfolioSize": 3,
      "activationRate": 0.36,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.994567901234568,
      "shadowSharpeLike": -0.5958422964921362,
      "avgForwardReturns": {
        "1": -0.0014114518067117716,
        "5": -0.003169745172871089,
        "10": 0.003031180146859631
      },
      "shadowMaxDrawdown": -0.25581331529914675,
      "shadowTotalReturn": -0.22576479904668179,
      "avgForwardReturn1D": -0.0014114518067117716,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 131,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007359208984218804,
        "5": -0.003747594474336713,
        "10": -0.007704510142178349
      }
    },
    {
      "topN": 2,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.4393939393939394,
        "5": 0.42424242424242425,
        "10": 0.4393939393939394
      },
      "hitRate1D": 0.4393939393939394,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.054680546330445876,
      "eligibleDays": 344,
      "fitnessScore": -0.27700328093956067,
      "lookbackDays": 45,
      "returnLift1D": -0.0019927791679564292,
      "hitRateLift1D": -0.08386187455954902,
      "portfolioSize": 2,
      "activationRate": 0.19186046511627908,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.5232558139534884,
        "5": 0.55,
        "10": 0.564179104477612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6605876720164064,
      "avgForwardReturns": {
        "1": -0.0018785416585292223,
        "5": -0.009210131016802039,
        "10": -0.017656185880908417
      },
      "shadowMaxDrawdown": -0.18887574166120724,
      "shadowTotalReturn": -0.13842860662726253,
      "avgForwardReturn1D": -0.0018785416585292223,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011423750942720673,
        "5": 0.00019824804936911228,
        "10": -0.00019093525467996322
      }
    },
    {
      "topN": 2,
      "ticker": "ARES",
      "hitRates": {
        "1": 0.4583333333333333,
        "5": 0.5,
        "10": 0.48314606741573035
      },
      "hitRate1D": 0.4583333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04723860888533591,
      "eligibleDays": 375,
      "fitnessScore": -0.3109136495801173,
      "lookbackDays": 14,
      "returnLift1D": -0.0012267895151148516,
      "hitRateLift1D": -0.053666666666666696,
      "portfolioSize": 2,
      "activationRate": 0.256,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5202156334231806,
        "10": 0.5163934426229508
      },
      "sampleConfidence": 0.9923611111111112,
      "shadowSharpeLike": -0.6572770761540095,
      "avgForwardReturns": {
        "1": -0.001962710413536732,
        "5": -0.006176606701399464,
        "10": -0.003972535687964336
      },
      "shadowMaxDrawdown": -0.23538487821978116,
      "shadowTotalReturn": -0.21666167435807693,
      "avgForwardReturn1D": -0.001962710413536732,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-03-28",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007359208984218804,
        "5": -0.003747594474336713,
        "10": -0.007704510142178349
      }
    }
  ],
  "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": 0.06703801233238384,
      "fitnessScore": -0.22928302326692954,
      "lookbackDays": 14,
      "returnLift1D": -0.0005606465500671448,
      "activationRate": 0.4186666666666667,
      "activationCount": 157,
      "sampleConfidence": 0.9953290870488324,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.24181951651839972,
      "avgForwardReturn1D": -0.0012965674484890252
    },
    {
      "comboQuality": 0.5631581504941641,
      "fitnessScore": 0.4058776385821413,
      "lookbackDays": 21,
      "returnLift1D": 0.0020960759426570585,
      "activationRate": 0.38858695652173914,
      "activationCount": 143,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14650053890860537,
      "avgForwardReturn1D": 0.0013342050782355688
    },
    {
      "comboQuality": 0.809199045227618,
      "fitnessScore": 0.6678591157162165,
      "lookbackDays": 30,
      "returnLift1D": 0.0026022190943660907,
      "activationRate": 0.415041782729805,
      "activationCount": 149,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2891414093750322,
      "avgForwardReturn1D": 0.0019690567985811776
    },
    {
      "comboQuality": 0.36305817804489665,
      "fitnessScore": 0.22633464971428524,
      "lookbackDays": 45,
      "returnLift1D": 0.0003863125166144057,
      "activationRate": 0.3808139534883721,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.03013843214462497,
      "avgForwardReturn1D": 0.0005005500260416124
    },
    {
      "comboQuality": 0.26086681940752393,
      "fitnessScore": 0.12087701461191651,
      "lookbackDays": 63,
      "returnLift1D": -0.000191316747431118,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "sampleConfidence": 0.9968253968253968,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.020965247870923687,
      "avgForwardReturn1D": 0.0000893918129944295
    }
  ],
  "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": "f8865c57582d47b704f2d202be508a4b1dba2106b4add8f5e94d4f6bcdd7f81b",
    "size": 13,
    "members": [
      "ARES",
      "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
0.544
Liquidity
0.826
Momentum
0.457
Relative strength
0.282
Trend quality
0.358
Stability
0.481
Aggression
0.517
Downside risk
0.473
Drawdown state
0.509
Quality momentum
0.392
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.499
Benchmark Independence 3m Score
0.410
Beta 1y Profile Score
0.683
Beta 3m Profile Score
0.823
Beta Change Score
0.675
Correlation Change Score
0.545
Current Drawdown Score
0.456
Days Since 52w High Score
0.905
Distance From 52w High Score
0.470
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.349
Distance From Sma 50 Score
0.492
Downside Volatility 1m Score
0.608
Downside Volatility 1y Score
0.542
Downside Volatility 2y Score
0.542
Downside Volatility 3m Score
0.556
Downside Volatility 5y Score
0.461
Downside Volatility 6m Score
0.682
Drawdown Recovery Score
0.797
Excess Return 1m Score
0.358
Excess Return 1y Score
0
Excess Return 3m Score
0.601
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.341
Log Avg Dollar Volume 20d Score
0.826
Log Market Cap Score
0.544
Drawdown Score 1m
0.189
Drawdown Score 1y
0.242
Drawdown Score 2y
0.375
Drawdown Score 3m
0.493
Drawdown Score 5y
0.500
Drawdown Score 6m
0.179
Momentum Acceleration 1m Vs 3m Score
0.113
Momentum Acceleration 3m Vs 6m Score
0.843
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.181
Relative Strength Slope 3m Score
0.505
Relative Volume 20d Score
0.229
Return 1m Score
0.403
Return 1w Score
0.640
Return 1y Score
0.321
Return 2y Score
0.268
Return 3m Score
0.718
Return 5y Score
0.171
Return 6m Score
0.275
Return Skewness 1y Score
0.431
Sharpe 1m Score
0.133
Sharpe 1y Score
0.285
Sharpe 2y Score
0.427
Sharpe 3m Score
0.726
Sharpe 5y Score
0.523
Sharpe 6m Score
0.204
Sortino 1m Score
0.223
Sortino 1y Score
0.308
Sortino 2y Score
0.390
Sortino 3m Score
0.574
Sortino 5y Score
0.448
Sortino 6m Score
0.264
Trend R2 1m Score
0.370
Trend R2 1w Score
0.280
Trend R2 1y Score
0.657
Trend R2 2y Score
0.175
Trend R2 3m Score
0.142
Trend R2 5y Score
0.756
Trend R2 6m Score
0.134
Trend Slope 1m Score
0.094
Trend Slope 1w Score
0.819
Trend Slope 1y Score
0.374
Trend Slope 2y Score
0.472
Trend Slope 3m Score
0.579
Trend Slope 5y Score
0.557
Trend Slope 6m Score
0.417
Volatility 1m Score
0.548
Volatility 1w Score
0.509
Volatility 1y Score
0.503
Volatility 2y Score
0.489
Volatility 3m Score
0.542
Volatility 5y Score
0.435
Volatility 6m Score
0.611
Worst Day 1y Score
0.441
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
300,761,916.513
Best Day 1y
0.073
Beta To Benchmark 1y
1.707
Beta 3m
2.058
Beta Change
0.351
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.501
Correlation 3m
0.590
Correlation Change
0.089
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.499
Benchmark Independence 3m Score
0.410
Beta 1y Profile Score
0.683
Beta 3m Profile Score
0.823
Beta Change Score
0.675
Correlation Change Score
0.545
Current Drawdown Score
0.456
Distance From Sma 20 Score
0.506
Distance From Sma 200 Score
0.349
Current Drawdown
-0.353
Days Since 52w High
228
Distance From 52w High
-0.345
Distance From Sma 20
0.004
Distance From Sma 200
-0.091
Distance From Sma 50
-0.005
Downside Capture 1y
0.441
Downside Volatility 1m
0.506
Downside Volatility 1w
-
Downside Volatility 1y
0.456
Downside Volatility 2y
0.457
Downside Volatility 3m
0.467
Downside Volatility 5y
0.396
Downside Volatility 6m
0.561
Drawdown Recovery
0.593
Excess Return 1m
-0.085
Excess Return 1y
-0.509
Excess Return 3m
0.061
Excess Return 6m
-0.370
Expected Shortfall 95 1y
-0.066
Market Cap
27,301,248,721.338
Max Drawdown 1m
-0.203
Max Drawdown 1w
-0.031
Max Drawdown 1y
-0.493
Max Drawdown 2y
-0.500
Max Drawdown 3m
-0.203
Max Drawdown 5y
-0.500
Max Drawdown 6m
-0.451
Momentum Acceleration 1m Vs 3m
-0.116
Momentum Acceleration 3m Vs 6m
0.103
Moving Average Alignment
0
Relative Strength Acceleration
-0.005
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.918
Return 1m
-0.058
Return 1w
0.042
Return 1y
-0.286
Return 2y
-0.062
Return 3m
0.174
Return 5y
1.229
Return 6m
-0.270
Return Skewness 1y
-0.416
Sector Excess Return 1y
-
Sharpe 1m
-1.333
Sharpe 1y
-0.573
Sharpe 2y
0.133
Sharpe 3m
1.632
Sharpe 5y
0.615
Sharpe 6m
-0.981
Sortino 1m
-1.213
Sortino 1y
-0.537
Sortino 2y
0.122
Sortino 3m
1.594
Sortino 5y
0.585
Sortino 6m
-0.888
Trend R2 1m
0.370
Trend R2 1w
0.280
Trend R2 1y
0.657
Trend R2 2y
0.175
Trend R2 3m
0.142
Trend R2 5y
0.756
Trend R2 6m
0.134
Trend 1m
-0.006
Trend 1w
0.005
Trend 1y
-0.002
Trend 2y
-0.000
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
1.324
Value At Risk 95 1y
-0.047
Volatility 1m
0.461
Volatility 1w
0.432
Volatility 1y
0.428
Volatility 2y
0.417
Volatility 3m
0.456
Volatility 5y
0.376
Volatility 6m
0.508
Worst Day 1y
-0.112
Distance From Sma 50 Score
0.492
Downside Volatility 1y Score
0.542
Downside Volatility 3m Score
0.556
Drawdown Recovery Score
0.797
Excess Return 1m Score
0.358
Excess Return 1y Score
0
Excess Return 3m Score
0.601
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.341
Log Avg Dollar Volume 20d Score
0.826
Log Market Cap Score
0.544
Drawdown Score 1y
0.242
Drawdown Score 5y
0.500
Momentum Acceleration 1m Vs 3m Score
0.113
Momentum Acceleration 3m Vs 6m Score
0.843
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.181
Relative Volume 20d Score
0.229
Return 1m Score
0.403
Return 1y Score
0.321
Return 3m Score
0.718
Return 6m Score
0.275
Return Skewness 1y Score
0.431
Sortino 1y Score
0.308
Sortino 3m Score
0.574
Trend R2 1y Score
0.657
Trend R2 3m Score
0.142
Trend Slope 1y Score
0.374
Trend Slope 3m Score
0.579
Volatility 1y Score
0.503
Volatility 3m Score
0.542