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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

BDC

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

Research Detail

BDC

BDC

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
1.391
Correlation To Benchmark 1y
0.472
Inverse To Benchmark 1y
0.528
Drawdown Score 1m
0.435
Drawdown Score 3m
0.397
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
0.411
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 5y
0.634
Return 1w
-0.073
Return 1m
-0.029
Return 3m
-0.164
Return 6m
-0.054
Return 1y
-0.122
Return 2y
0.181
Return 5y
1.110
Sharpe 1m
-0.626
Sharpe 3m
-1.470
Sharpe 6m
-0.045
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 5y
0.593
Trend 1w
-0.015
Trend 1m
-0.002
Trend 3m
-0.002
Trend 6m
-0.001
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.406
Volatility 1m
0.420
Volatility 3m
0.426
Volatility 6m
0.427
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 5y
0.368
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
BDC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:42 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
0.382
Aptet Fit Raw Score
0.400
Aptet Fit Confidence
0.911
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.362
Force Fit Raw Score
0.380
Force Fit Confidence
0.907
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:42 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
    },
    "hitRate1D": 0.5703125,
    "comboQuality": 0.9291580249478782,
    "eligibleDays": 352,
    "fitnessScore": 0.9162419693835901,
    "lookbackDays": 14,
    "returnLift1D": 0.0032214682983023025,
    "hitRateLift1D": 0.058883928571428545,
    "activationRate": 0.36363636363636365,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5114285714285715,
      "5": 0.5144508670520231,
      "10": 0.5292397660818714
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5443329467852507,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
    },
    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "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": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": 0.000255308065528413,
      "5": 0.0016016799956526128,
      "10": 0.002943866453769879
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9291580249478782,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10844462768711222,
    "bestRawFitnessScore": 0.9162419693835901,
    "upperQuartileComboQuality": 0.3753777063869577
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3818384535163655,
    "rawScore": 0.3995955141846931,
    "confidence": 0.9111248247890976,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6149976638546351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5703125,
        "5": 0.5625,
        "10": 0.453125
      },
      "hitRate1D": 0.5703125,
      "comboQuality": 0.9291580249478782,
      "eligibleDays": 352,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "hitRateLift1D": 0.058883928571428545,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5443329467852507,
      "avgForwardReturns": {
        "1": 0.0034767763638307156,
        "5": 0.0023166887758897404,
        "10": -0.015665818765416506
      },
      "shadowMaxDrawdown": -0.07041692336804661,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "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": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.564625850340136,
        "5": 0.5714285714285714,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.564625850340136,
      "comboQuality": 0.8923741329205181,
      "eligibleDays": 352,
      "fitnessScore": 0.8153493805323795,
      "lookbackDays": 14,
      "returnLift1D": 0.0024701555847822187,
      "hitRateLift1D": 0.05319727891156456,
      "activationRate": 0.41761363636363635,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2306760986168168,
      "avgForwardReturns": {
        "1": 0.0027254636503106318,
        "5": 0.005695513958973262,
        "10": -0.00836035449896858
      },
      "shadowMaxDrawdown": -0.10898913460434201,
      "shadowTotalReturn": 0.42004356654066255,
      "avgForwardReturn1D": 0.0027254636503106318,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.59,
        "5": 0.54,
        "10": 0.44
      },
      "hitRate1D": 0.59,
      "comboQuality": 0.8883099806166744,
      "eligibleDays": 352,
      "fitnessScore": 0.8061905500353141,
      "lookbackDays": 14,
      "returnLift1D": 0.003455770784297062,
      "hitRateLift1D": 0.07857142857142851,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.522733205365778,
      "avgForwardReturns": {
        "1": 0.003711078849825475,
        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
      },
      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.546583850931677,
        "10": 0.484472049689441
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.6719059949938296,
      "eligibleDays": 352,
      "fitnessScore": 0.5077000203647479,
      "lookbackDays": 14,
      "returnLift1D": 0.0012343904859904585,
      "hitRateLift1D": 0.05378881987577633,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6436114583112306,
      "avgForwardReturns": {
        "1": 0.0014896985515188716,
        "5": 0.003845374494239762,
        "10": -0.007749511971920682
      },
      "shadowMaxDrawdown": -0.20678653048124507,
      "shadowTotalReturn": 0.19621644807952765,
      "avgForwardReturn1D": 0.0014896985515188716,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5238095238095238,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.5428571428571428,
      "comboQuality": 0.4450815375104758,
      "eligibleDays": 315,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "hitRateLift1D": 0.030118289353958105,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4773609213632257,
      "avgForwardReturns": {
        "1": 0.0012480830761485524,
        "5": -0.00024765118506225815,
        "10": -0.0065391987567037235
      },
      "shadowMaxDrawdown": -0.1913130423587147,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5470085470085471,
        "5": 0.5299145299145299,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.5470085470085471,
      "comboQuality": 0.3521430960124517,
      "eligibleDays": 315,
      "fitnessScore": 0.21588090961254186,
      "lookbackDays": 45,
      "returnLift1D": 0.00013785644012608705,
      "hitRateLift1D": 0.03426969350536235,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2599301670190038,
      "avgForwardReturns": {
        "1": 0.0006665639972190181,
        "5": 0.0022229933120739833,
        "10": -0.0025903838492710085
      },
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        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.022686652425019507,
      "eligibleDays": 330,
      "fitnessScore": -0.47786672588481266,
      "lookbackDays": 30,
      "returnLift1D": -0.003567936047163552,
      "hitRateLift1D": -0.04052684903748738,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.226644908885491,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.015769859197640804,
      "eligibleDays": 330,
      "fitnessScore": -0.5594270416428128,
      "lookbackDays": 30,
      "returnLift1D": -0.0037232331924986453,
      "hitRateLift1D": -0.053302691081622056,
      "activationRate": 0.37272727272727274,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.450266031609391,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
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      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
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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": 0.9291580249478782,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.20319499887470713,
      "fitnessScore": 0.04938234657622467,
      "lookbackDays": 21,
      "returnLift1D": -0.0002968704087968856,
      "activationRate": 0.2743362831858407,
      "activationCount": 93,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06922389697169855,
      "fitnessScore": -0.22170797695960234,
      "lookbackDays": 30,
      "returnLift1D": -0.0020891274210728906,
      "activationRate": 0.2,
      "activationCount": 66,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4450815375104758,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.1208860155908032,
      "fitnessScore": -0.08649462618684012,
      "lookbackDays": 63,
      "returnLift1D": -0.0010077286957427107,
      "activationRate": 0.29292929292929293,
      "activationCount": 87,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.10755863286185918,
      "avgForwardReturn1D": -0.0010379009526456332
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "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",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
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    "hitRate1D": 0.5703125,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9257929223092627,
    "eligibleDays": 375,
    "fitnessScore": 0.9052340312926666,
    "lookbackDays": 14,
    "returnLift1D": 0.0036145424681534085,
    "hitRateLift1D": 0.06364583333333329,
    "portfolioSize": 3,
    "activationRate": 0.3413333333333333,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5066666666666667,
      "5": 0.48787061994609165,
      "10": 0.5027322404371585
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4959194404404064,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
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    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "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": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": -0.00013776610432269306,
      "5": -0.0004108314718364767,
      "10": -0.000043540745252265566
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9257929223092627,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.095412150907987,
    "bestRawFitnessScore": 0.9052340312926666,
    "upperQuartileComboQuality": 0.3593277771167367
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36191531773224334,
    "rawScore": 0.3795165268743991,
    "confidence": 0.9072440439571116,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5632539194281537,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
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        "5": 0.5625,
        "10": 0.453125
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      "hitRate1D": 0.5703125,
      "rankWeights": [
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      "comboQuality": 0.9257929223092627,
      "eligibleDays": 375,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "hitRateLift1D": 0.06364583333333329,
      "portfolioSize": 3,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4959194404404064,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07041692336804661,
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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": 128,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.59,
      "rankWeights": [
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      "comboQuality": 0.8844603906581238,
      "eligibleDays": 375,
      "fitnessScore": 0.7977801507918886,
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      "returnLift1D": 0.003848844954148168,
      "hitRateLift1D": 0.08333333333333326,
      "portfolioSize": 2,
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      "activationCount": 100,
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        "1": 0.5066666666666667,
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        "10": 0.5027322404371585
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4750087506615897,
      "avgForwardReturns": {
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        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
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      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
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    },
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      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5570469798657718,
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      "comboQuality": 0.8119688150749742,
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      "fitnessScore": 0.6718279037620877,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1530869358797624,
      "shadowTotalReturn": 0.3373378452758016,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-27",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.42895093413277186,
      "eligibleDays": 344,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.45684050695980194,
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      "shadowMaxDrawdown": -0.1913130423587147,
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        "2025-05-05",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.43333333333333335,
        "5": 0.35,
        "10": 0.3
      },
      "hitRate1D": 0.43333333333333335,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.023100980260578965,
      "eligibleDays": 344,
      "fitnessScore": -0.4737918121549741,
      "lookbackDays": 45,
      "returnLift1D": -0.0040571818542399175,
      "hitRateLift1D": -0.08120155038759691,
      "portfolioSize": 2,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
      "baselineHitRates": {
        "1": 0.5145348837209303,
        "5": 0.5176470588235295,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1607862032212446,
      "avgForwardReturns": {
        "1": -0.003698785816732982,
        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003583960375069357,
        "5": 0.0017097124570612779,
        "10": 0.003725943214961098
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.021935786350200857,
      "eligibleDays": 359,
      "fitnessScore": -0.4854403074432059,
      "lookbackDays": 30,
      "returnLift1D": -0.003173129159655096,
      "hitRateLift1D": -0.030773312110359496,
      "portfolioSize": 3,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1759175920913871,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 5,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    }
  ],
  "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": 0.9257929223092627,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "comboQuality": 0.19656044463305014,
      "fitnessScore": 0.040254967614196016,
      "lookbackDays": 21,
      "returnLift1D": -0.00004207895325135044,
      "activationRate": 0.25271739130434784,
      "activationCount": 93,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "comboQuality": 0.0680831552478792,
      "fitnessScore": -0.22563302697245674,
      "lookbackDays": 30,
      "returnLift1D": -0.0016943205335644346,
      "activationRate": 0.18384401114206128,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "comboQuality": 0.42895093413277186,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "comboQuality": 0.10413992364347693,
      "fitnessScore": -0.12345074072452525,
      "lookbackDays": 63,
      "returnLift1D": -0.0017259591159346729,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.11612764358950745,
      "avgForwardReturn1D": -0.0011239056738064509
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "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
0.356
Liquidity
0.616
Momentum
0.420
Relative strength
0.205
Trend quality
0.260
Stability
0.504
Aggression
0.513
Downside risk
0.523
Drawdown state
0.563
Quality momentum
0.347
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Days Since 52w High Score
0.401
Distance From 52w High Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Distance From Sma 50 Score
0.428
Downside Volatility 1m Score
0.437
Downside Volatility 1y Score
0.433
Downside Volatility 2y Score
0.421
Downside Volatility 3m Score
0.554
Downside Volatility 5y Score
0.429
Downside Volatility 6m Score
0.539
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1m
0.435
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 3m
0.397
Drawdown Score 5y
0.634
Drawdown Score 6m
0.411
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Strength Slope 3m Score
0.297
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1w Score
0.256
Return 1y Score
0.424
Return 2y Score
0.337
Return 3m Score
0.295
Return 5y Score
0.162
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sharpe 1m Score
0.275
Sharpe 1y Score
0.367
Sharpe 2y Score
0.482
Sharpe 3m Score
0.106
Sharpe 5y Score
0.519
Sharpe 6m Score
0.391
Sortino 1m Score
0.288
Sortino 1y Score
0.355
Sortino 2y Score
0.427
Sortino 3m Score
0.207
Sortino 5y Score
0.448
Sortino 6m Score
0.370
Trend R2 1m Score
0.056
Trend R2 1w Score
0.670
Trend R2 1y Score
0.077
Trend R2 2y Score
0.189
Trend R2 3m Score
0.234
Trend R2 5y Score
0.843
Trend R2 6m Score
0.229
Trend Slope 1m Score
0.388
Trend Slope 1w Score
0
Trend Slope 1y Score
0.481
Trend Slope 2y Score
0.518
Trend Slope 3m Score
0.371
Trend Slope 5y Score
0.546
Trend Slope 6m Score
0.421
Volatility 1m Score
0.494
Volatility 1w Score
0.475
Volatility 1y Score
0.427
Volatility 2y Score
0.426
Volatility 3m Score
0.501
Volatility 5y Score
0.424
Volatility 6m Score
0.503
Worst Day 1y Score
0.411
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
70,346,036.304
Best Day 1y
0.063
Beta To Benchmark 1y
1.391
Beta 3m
1.090
Beta Change
-0.300
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.472
Correlation 3m
0.335
Correlation Change
-0.137
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Current Drawdown
-0.291
Days Since 52w High
101
Distance From 52w High
-0.291
Distance From Sma 20
-0.076
Distance From Sma 200
-0.104
Distance From Sma 50
-0.043
Downside Capture 1y
0.625
Downside Volatility 1m
0.378
Downside Volatility 1w
-
Downside Volatility 1y
0.375
Downside Volatility 2y
0.366
Downside Volatility 3m
0.465
Downside Volatility 5y
0.372
Downside Volatility 6m
0.455
Drawdown Recovery
0.153
Excess Return 1m
-0.055
Excess Return 1y
-0.345
Excess Return 3m
-0.277
Excess Return 6m
-0.154
Expected Shortfall 95 1y
-0.052
Market Cap
3,939,092,250.246
Max Drawdown 1m
-0.141
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.324
Max Drawdown 2y
-0.337
Max Drawdown 3m
-0.241
Max Drawdown 5y
-0.366
Max Drawdown 6m
-0.324
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
-0.046
Moving Average Alignment
0
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.083
Return 1m
-0.029
Return 1w
-0.073
Return 1y
-0.122
Return 2y
0.181
Return 3m
-0.164
Return 5y
1.110
Return 6m
-0.054
Return Skewness 1y
-0.212
Sector Excess Return 1y
-
Sharpe 1m
-0.626
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 3m
-1.470
Sharpe 5y
0.593
Sharpe 6m
-0.045
Sortino 1m
-0.697
Sortino 1y
-0.164
Sortino 2y
0.413
Sortino 3m
-1.344
Sortino 5y
0.587
Sortino 6m
-0.042
Trend R2 1m
0.056
Trend R2 1w
0.670
Trend R2 1y
0.077
Trend R2 2y
0.189
Trend R2 3m
0.234
Trend R2 5y
0.843
Trend R2 6m
0.229
Trend 1m
-0.002
Trend 1w
-0.015
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
1.148
Value At Risk 95 1y
-0.036
Volatility 1m
0.420
Volatility 1w
0.406
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 3m
0.426
Volatility 5y
0.368
Volatility 6m
0.427
Worst Day 1y
-0.118
Distance From Sma 50 Score
0.428
Downside Volatility 1y Score
0.433
Downside Volatility 3m Score
0.554
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1y
0.501
Drawdown Score 5y
0.634
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1y Score
0.424
Return 3m Score
0.295
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sortino 1y Score
0.355
Sortino 3m Score
0.207
Trend R2 1y Score
0.077
Trend R2 3m Score
0.234
Trend Slope 1y Score
0.481
Trend Slope 3m Score
0.371
Volatility 1y Score
0.427
Volatility 3m Score
0.501