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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

BEPC

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

Research Detail

BEPC

BEPC

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.955
Correlation To Benchmark 1y
0.354
Inverse To Benchmark 1y
0.646
Drawdown Score 1m
0.610
Drawdown Score 3m
0.516
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
0.638
Drawdown Score 1y
0.694
Drawdown Score 2y
0.642
Drawdown Score 5y
0.528
Return 1w
-0.039
Return 1m
-0.098
Return 3m
-0.163
Return 6m
-0.080
Return 1y
0.085
Return 2y
0.328
Return 5y
0.036
Sharpe 1m
-4.442
Sharpe 3m
-1.542
Sharpe 6m
-0.265
Sharpe 1y
0.411
Sharpe 2y
0.580
Sharpe 5y
0.187
Trend 1w
-0.008
Trend 1m
-0.002
Trend 3m
-0.002
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.286
Volatility 1m
0.269
Volatility 3m
0.406
Volatility 6m
0.368
Volatility 1y
0.338
Volatility 2y
0.352
Volatility 5y
0.333
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
BEPC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:45 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,497
Data Start Date
2020-07-24
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.295
Aptet Fit Raw Score
0.315
Aptet Fit Confidence
0.875
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.320
Force Fit Raw Score
0.340
Force Fit Confidence
0.880
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:45 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BEPC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BEPC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "BEPC",
    "hitRates": {
      "1": 0.51875,
      "5": 0.53125,
      "10": 0.5125
    },
    "hitRate1D": 0.51875,
    "comboQuality": 0.5931207333007377,
    "eligibleDays": 339,
    "fitnessScore": 0.4329139247919864,
    "lookbackDays": 21,
    "returnLift1D": 0.00039366157930052065,
    "hitRateLift1D": 0.006915680473372876,
    "activationRate": 0.471976401179941,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.5118343195266272,
      "5": 0.5419161676646707,
      "10": 0.5835866261398176
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.5939543045396087,
    "avgForwardReturns": {
      "1": 0.0012561474374245408,
      "5": 0.0010179462170447164,
      "10": -0.0013017424256269838
    },
    "shadowMaxDrawdown": -0.13370710533493035,
    "shadowTotalReturn": 0.16060559977631095,
    "avgForwardReturn1D": 0.0012561474374245408,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 160,
      "10": 160
    },
    "baselineAvgForwardReturns": {
      "1": 0.0008624858581240202,
      "5": 0.0039065952779082525,
      "10": 0.008799274908972895
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5931207333007377,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2388649757585912,
    "bestRawFitnessScore": 0.4329139247919864,
    "upperQuartileComboQuality": 0.2960918314559976
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.294850893305573,
    "rawScore": 0.314588141502689,
    "confidence": 0.8745200750235702,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0.05001052480045309,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.2802554167007122,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.51875,
        "5": 0.53125,
        "10": 0.5125
      },
      "hitRate1D": 0.51875,
      "comboQuality": 0.5931207333007377,
      "eligibleDays": 339,
      "fitnessScore": 0.4329139247919864,
      "lookbackDays": 21,
      "returnLift1D": 0.00039366157930052065,
      "hitRateLift1D": 0.006915680473372876,
      "activationRate": 0.471976401179941,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5118343195266272,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5939543045396087,
      "avgForwardReturns": {
        "1": 0.0012561474374245408,
        "5": 0.0010179462170447164,
        "10": -0.0013017424256269838
      },
      "shadowMaxDrawdown": -0.13370710533493035,
      "shadowTotalReturn": 0.16060559977631095,
      "avgForwardReturn1D": 0.0012561474374245408,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 160,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008624858581240202,
        "5": 0.0039065952779082525,
        "10": 0.008799274908972895
      }
    },
    {
      "topN": 2,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.6049382716049383,
        "10": 0.5185185185185185
      },
      "hitRate1D": 0.5308641975308642,
      "comboQuality": 0.4896100842831279,
      "eligibleDays": 330,
      "fitnessScore": 0.34085555782326804,
      "lookbackDays": 30,
      "returnLift1D": 0.0009324558381802916,
      "hitRateLift1D": 0.014146872302900682,
      "activationRate": 0.24545454545454545,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5476923076923077,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6933947465579895,
      "avgForwardReturns": {
        "1": 0.0019021198248384099,
        "5": 0.006240695278834354,
        "10": 0.008702907571317782
      },
      "shadowMaxDrawdown": -0.09309366813667119,
      "shadowTotalReturn": 0.1387866850922983,
      "avgForwardReturn1D": 0.0019021198248384099,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-17",
        "2025-04-29",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009696639866581183,
        "5": 0.0047191496909401555,
        "10": 0.011072122593514075
      }
    },
    {
      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.5104895104895105,
        "5": 0.5244755244755245,
        "10": 0.4825174825174825
      },
      "hitRate1D": 0.5104895104895105,
      "comboQuality": 0.4298140774265111,
      "eligibleDays": 339,
      "fitnessScore": 0.2878258548922888,
      "lookbackDays": 21,
      "returnLift1D": 0.0000020335876902929408,
      "hitRateLift1D": -0.0013448090371166455,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5118343195266272,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3624276249872652,
      "avgForwardReturns": {
        "1": 0.0008645194458143131,
        "5": 0.000017223260469451923,
        "10": -0.0027885631175798018
      },
      "shadowMaxDrawdown": -0.13414025178226274,
      "shadowTotalReturn": 0.07683670171692736,
      "avgForwardReturn1D": 0.0008645194458143131,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008624858581240202,
        "5": 0.0039065952779082525,
        "10": 0.008799274908972895
      }
    },
    {
      "topN": 5,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.48484848484848486,
        "5": 0.6121212121212121,
        "10": 0.6204819277108434
      },
      "hitRate1D": 0.48484848484848486,
      "comboQuality": 0.31425491352217777,
      "eligibleDays": 352,
      "fitnessScore": 0.178333674058352,
      "lookbackDays": 14,
      "returnLift1D": -0.0003750631145652549,
      "hitRateLift1D": -0.029437229437229373,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5142857142857142,
        "5": 0.5549132947976878,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9991967871485944,
      "shadowSharpeLike": 0.22484120431715507,
      "avgForwardReturns": {
        "1": 0.0006076037658656459,
        "5": 0.007661544878585559,
        "10": 0.012681166838118107
      },
      "shadowMaxDrawdown": -0.23966364021840592,
      "shadowTotalReturn": 0.03586542308627294,
      "avgForwardReturn1D": 0.0006076037658656459,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009826668804309008,
        "5": 0.004877827692518167,
        "10": 0.009280327539135312
      }
    },
    {
      "topN": 5,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.4876543209876543,
        "5": 0.5555555555555556,
        "10": 0.5740740740740741
      },
      "hitRate1D": 0.4876543209876543,
      "comboQuality": 0.30107462943766083,
      "eligibleDays": 297,
      "fitnessScore": 0.16471912440032715,
      "lookbackDays": 63,
      "returnLift1D": -0.0005948374273630744,
      "hitRateLift1D": -0.022480814147480765,
      "activationRate": 0.5454545454545454,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.5342465753424658,
        "10": 0.5749128919860628
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.07344892856864182,
      "avgForwardReturns": {
        "1": 0.0001968829941165008,
        "5": 0.00584820276785278,
        "10": 0.009105420871888445
      },
      "shadowMaxDrawdown": -0.21806623358713328,
      "shadowTotalReturn": -0.013313511267237677,
      "avgForwardReturn1D": 0.0001968829941165008,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007917204214795752,
        "5": 0.004080823874524813,
        "10": 0.008861081935312095
      }
    },
    {
      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.4921875,
        "5": 0.546875,
        "10": 0.5546875
      },
      "hitRate1D": 0.4921875,
      "comboQuality": 0.2944308987954432,
      "eligibleDays": 315,
      "fitnessScore": 0.15772871718562279,
      "lookbackDays": 45,
      "returnLift1D": -0.0006553307626451397,
      "hitRateLift1D": -0.030105493630573243,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5222929936305732,
        "5": 0.5419354838709678,
        "10": 0.5934426229508196
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1431605322127743,
      "avgForwardReturns": {
        "1": 0.00036855631199716847,
        "5": 0.005910604530385631,
        "10": 0.011645381298992601
      },
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        "1": -0.0012579757670666252,
        "5": -0.00037968846913238874,
        "10": 0.0013160160038379087
      },
      "shadowMaxDrawdown": -0.2268465451424564,
      "shadowTotalReturn": -0.15092950101000369,
      "avgForwardReturn1D": -0.0012579757670666252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 102,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007917204214795752,
        "5": 0.004080823874524813,
        "10": 0.008861081935312095
      }
    },
    {
      "topN": 3,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.4793388429752066,
        "5": 0.5785123966942148,
        "10": 0.5491803278688525
      },
      "hitRate1D": 0.4793388429752066,
      "comboQuality": 0.066795359768406,
      "eligibleDays": 352,
      "fitnessScore": -0.2301379977661301,
      "lookbackDays": 14,
      "returnLift1D": -0.0024539585188477248,
      "hitRateLift1D": -0.03494687131050761,
      "activationRate": 0.3465909090909091,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5142857142857142,
        "5": 0.5549132947976878,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9989071038251367,
      "shadowSharpeLike": -0.7688359040039755,
      "avgForwardReturns": {
        "1": -0.001471291638416824,
        "5": 0.005541546318149883,
        "10": 0.0019681626538816965
      },
      "shadowMaxDrawdown": -0.2222473487137525,
      "shadowTotalReturn": -0.20516400936100532,
      "avgForwardReturn1D": -0.001471291638416824,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-11",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009826668804309008,
        "5": 0.004877827692518167,
        "10": 0.009280327539135312
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    },
    {
      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.4523809523809524,
        "5": 0.5238095238095238,
        "10": 0.5158730158730159
      },
      "hitRate1D": 0.4523809523809524,
      "comboQuality": 0.05929307384293118,
      "eligibleDays": 330,
      "fitnessScore": -0.2581106110506667,
      "lookbackDays": 30,
      "returnLift1D": -0.0022264924551946416,
      "hitRateLift1D": -0.06433637284701116,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5476923076923077,
        "10": 0.6
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6404296363815952,
      "avgForwardReturns": {
        "1": -0.0012568284685365234,
        "5": 0.0002034791220237344,
        "10": 0.0035278969877817405
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      "shadowMaxDrawdown": -0.3045007338979948,
      "shadowTotalReturn": -0.1912047021790121,
      "avgForwardReturn1D": -0.0012568284685365234,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009696639866581183,
        "5": 0.0047191496909401555,
        "10": 0.011072122593514075
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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": 5,
      "comboQuality": 0.31425491352217777,
      "fitnessScore": 0.178333674058352,
      "lookbackDays": 14,
      "returnLift1D": -0.0003750631145652549,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "sampleConfidence": 0.9991967871485944,
      "shadowTotalReturn": 0.03586542308627294,
      "avgForwardReturn1D": 0.0006076037658656459
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5931207333007377,
      "fitnessScore": 0.4329139247919864,
      "lookbackDays": 21,
      "returnLift1D": 0.00039366157930052065,
      "activationRate": 0.471976401179941,
      "activationCount": 160,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.16060559977631095,
      "avgForwardReturn1D": 0.0012561474374245408
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.4896100842831279,
      "fitnessScore": 0.34085555782326804,
      "lookbackDays": 30,
      "returnLift1D": 0.0009324558381802916,
      "activationRate": 0.24545454545454545,
      "activationCount": 81,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.1387866850922983,
      "avgForwardReturn1D": 0.0019021198248384099
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.2944308987954432,
      "fitnessScore": 0.15772871718562279,
      "lookbackDays": 45,
      "returnLift1D": -0.0006553307626451397,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.011524000183540384,
      "avgForwardReturn1D": 0.00036855631199716847
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.30107462943766083,
      "fitnessScore": 0.16471912440032715,
      "lookbackDays": 63,
      "returnLift1D": -0.0005948374273630744,
      "activationRate": 0.5454545454545454,
      "activationCount": 162,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.013313511267237677,
      "avgForwardReturn1D": 0.0001968829941165008
    }
  ],
  "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": "01cc9c6084b2df62885ff6801927b663d73a68295b06d717b7741bbd4becb08b",
    "size": 13,
    "members": [
      "BEPC",
      "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",
      "BEPC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BEPC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "BEPC",
    "hitRates": {
      "1": 0.524390243902439,
      "5": 0.5304878048780488,
      "10": 0.49390243902439024
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    "hitRate1D": 0.524390243902439,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.5390424454405158,
    "eligibleDays": 368,
    "fitnessScore": 0.38442743701936855,
    "lookbackDays": 21,
    "returnLift1D": -0.0000382727941909077,
    "hitRateLift1D": -0.00006627783669144183,
    "portfolioSize": 4,
    "activationRate": 0.44565217391304346,
    "activationCount": 164,
    "baselineHitRates": {
      "1": 0.5244565217391305,
      "5": 0.554945054945055,
      "10": 0.5933147632311978
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.48768415433337303,
    "avgForwardReturns": {
      "1": 0.0010884334822022488,
      "5": 0.0008265855706208964,
      "10": -0.001308560807832787
    },
    "shadowMaxDrawdown": -0.13414025178226308,
    "shadowTotalReturn": 0.13066591149856022,
    "avgForwardReturn1D": 0.0010884334822022488,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-14",
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27",
      "2025-02-28"
    ],
    "horizonObservationCounts": {
      "1": 164,
      "5": 164,
      "10": 164
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011267062763931565,
      "5": 0.004956006473466664,
      "10": 0.010175054179383747
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5390424454405158,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.19879330618649088,
    "bestRawFitnessScore": 0.38442743701936855,
    "upperQuartileComboQuality": 0.4035533020777106
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3199828460023258,
    "rawScore": 0.3404616375838196,
    "confidence": 0.8796998585401443,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.3959981138685907,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.524390243902439,
        "5": 0.5304878048780488,
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      "hitRate1D": 0.524390243902439,
      "rankWeights": [
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      "comboQuality": 0.5390424454405158,
      "eligibleDays": 368,
      "fitnessScore": 0.38442743701936855,
      "lookbackDays": 21,
      "returnLift1D": -0.0000382727941909077,
      "hitRateLift1D": -0.00006627783669144183,
      "portfolioSize": 4,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "baselineHitRates": {
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        "5": 0.554945054945055,
        "10": 0.5933147632311978
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.48768415433337303,
      "avgForwardReturns": {
        "1": 0.0010884334822022488,
        "5": 0.0008265855706208964,
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      "shadowMaxDrawdown": -0.13414025178226308,
      "shadowTotalReturn": 0.13066591149856022,
      "avgForwardReturn1D": 0.0010884334822022488,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28"
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      "horizonObservationCounts": {
        "1": 164,
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      "baselineAvgForwardReturns": {
        "1": 0.0011267062763931565,
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        "10": 0.010175054179383747
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    },
    {
      "topN": 5,
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        "10": 0.49390243902439024
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      "hitRate1D": 0.524390243902439,
      "rankWeights": [
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      "comboQuality": 0.5390424454405158,
      "eligibleDays": 368,
      "fitnessScore": 0.38442743701936855,
      "lookbackDays": 21,
      "returnLift1D": -0.0000382727941909077,
      "hitRateLift1D": -0.00006627783669144183,
      "portfolioSize": 5,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
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        "1": 0.5244565217391305,
        "5": 0.554945054945055,
        "10": 0.5933147632311978
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.48768415433337303,
      "avgForwardReturns": {
        "1": 0.0010884334822022488,
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        "10": -0.001308560807832787
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      "shadowMaxDrawdown": -0.13414025178226308,
      "shadowTotalReturn": 0.13066591149856022,
      "avgForwardReturn1D": 0.0010884334822022488,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28"
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      "horizonObservationCounts": {
        "1": 164,
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      "baselineAvgForwardReturns": {
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        "5": 0.004956006473466664,
        "10": 0.010175054179383747
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "comboQuality": 0.44073695357826187,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-03-05",
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        "2025-03-11",
        "2025-03-12",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.4227762887154759,
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      "fitnessScore": 0.28149491829201656,
      "lookbackDays": 63,
      "returnLift1D": -0.00033899260514528467,
      "hitRateLift1D": -0.0094228720473164,
      "portfolioSize": 3,
      "activationRate": 0.5122699386503068,
      "activationCount": 167,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.323442106071468,
      "avgForwardReturns": {
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        "5": 0.006555089236928719,
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      "shadowMaxDrawdown": -0.20384275669451513,
      "shadowTotalReturn": 0.06257120848791886,
      "avgForwardReturn1D": 0.0005992998406551419,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-14",
        "2025-04-15",
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        "2025-04-21",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "10": 0.011725533359236675
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    },
    {
      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
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      "hitRate1D": 0.5141242937853108,
      "rankWeights": [
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      "comboQuality": 0.4035533020777106,
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      "lookbackDays": 63,
      "returnLift1D": -0.0004336695263305547,
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      "portfolioSize": 4,
      "activationRate": 0.5429447852760736,
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      "sampleConfidence": 1,
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        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008603808927749296,
        "5": 0.004157767060100264,
        "10": 0.008567416306384383
      }
    },
    {
      "topN": 2,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.514018691588785,
        "5": 0.5514018691588785,
        "10": 0.5420560747663551
      },
      "hitRate1D": 0.514018691588785,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11918533982986632,
      "eligibleDays": 375,
      "fitnessScore": -0.09003684347920549,
      "lookbackDays": 14,
      "returnLift1D": -0.0020260863578360207,
      "hitRateLift1D": -0.011314641744548326,
      "portfolioSize": 2,
      "activationRate": 0.2853333333333333,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5633423180592992,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.42184070440162985,
      "avgForwardReturns": {
        "1": -0.0008157706119768219,
        "5": 0.0035103971862162175,
        "10": 0.0026098309143882223
      },
      "shadowMaxDrawdown": -0.20547292362010472,
      "shadowTotalReturn": -0.11988184571575011,
      "avgForwardReturn1D": -0.0008157706119768219,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 107,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012103157458591986,
        "5": 0.005811057064593302,
        "10": 0.011429374513001118
      }
    },
    {
      "topN": 3,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.5,
        "5": 0.5597014925373134,
        "10": 0.5522388059701493
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.071643916996717,
      "eligibleDays": 375,
      "fitnessScore": -0.21357556585232557,
      "lookbackDays": 14,
      "returnLift1D": -0.002483381387026301,
      "hitRateLift1D": -0.02533333333333332,
      "portfolioSize": 3,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5633423180592992,
        "10": 0.6010928961748634
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.672376701324577,
      "avgForwardReturns": {
        "1": -0.0012730656411671024,
        "5": 0.003665021325728593,
        "10": 0.002448074610723151
      },
      "shadowMaxDrawdown": -0.28716945130518645,
      "shadowTotalReturn": -0.20206987923246256,
      "avgForwardReturn1D": -0.0012730656411671024,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012103157458591986,
        "5": 0.005811057064593302,
        "10": 0.011429374513001118
      }
    },
    {
      "topN": 4,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.46,
        "5": 0.5266666666666666,
        "10": 0.5066666666666667
      },
      "hitRate1D": 0.46,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.06826157207104494,
      "eligibleDays": 359,
      "fitnessScore": -0.22501513183810062,
      "lookbackDays": 30,
      "returnLift1D": -0.0020155515425775827,
      "hitRateLift1D": -0.05810584958217263,
      "portfolioSize": 4,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.543661971830986,
        "10": 0.5828571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5726341084819763,
      "avgForwardReturns": {
        "1": -0.00105394505201769,
        "5": 0.0004809183762276474,
        "10": 0.0014018982432710248
      },
      "shadowMaxDrawdown": -0.3045007338979949,
      "shadowTotalReturn": -0.19462715061021152,
      "avgForwardReturn1D": -0.00105394505201769,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009616064905598928,
        "5": 0.0041211296827363365,
        "10": 0.008931003800768817
      }
    },
    {
      "topN": 5,
      "ticker": "BEPC",
      "hitRates": {
        "1": 0.46,
        "5": 0.5266666666666666,
        "10": 0.5066666666666667
      },
      "hitRate1D": 0.46,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.06826157207104494,
      "eligibleDays": 359,
      "fitnessScore": -0.22501513183810062,
      "lookbackDays": 30,
      "returnLift1D": -0.0020155515425775827,
      "hitRateLift1D": -0.05810584958217263,
      "portfolioSize": 5,
      "activationRate": 0.4178272980501393,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5181058495821727,
        "5": 0.543661971830986,
        "10": 0.5828571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5726341084819763,
      "avgForwardReturns": {
        "1": -0.00105394505201769,
        "5": 0.0004809183762276474,
        "10": 0.0014018982432710248
      },
      "shadowMaxDrawdown": -0.3045007338979949,
      "shadowTotalReturn": -0.19462715061021152,
      "avgForwardReturn1D": -0.00105394505201769,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009616064905598928,
        "5": 0.0041211296827363365,
        "10": 0.008931003800768817
      }
    }
  ],
  "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": 0.18662096203763245,
      "fitnessScore": 0.026134127251572575,
      "lookbackDays": 14,
      "returnLift1D": -0.0012211724959844917,
      "activationRate": 0.416,
      "activationCount": 156,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.061604831292908946,
      "avgForwardReturn1D": -0.000010856750125293048
    },
    {
      "comboQuality": 0.5390424454405158,
      "fitnessScore": 0.38442743701936855,
      "lookbackDays": 21,
      "returnLift1D": -0.0000382727941909077,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.13066591149856022,
      "avgForwardReturn1D": 0.0010884334822022488
    },
    {
      "comboQuality": 0.44073695357826187,
      "fitnessScore": 0.2976022241989801,
      "lookbackDays": 30,
      "returnLift1D": 0.0003986339904997455,
      "activationRate": 0.28690807799442897,
      "activationCount": 103,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.11576796806782097,
      "avgForwardReturn1D": 0.0013602404810596383
    },
    {
      "comboQuality": 0.20966897089530195,
      "fitnessScore": 0.05807717673221516,
      "lookbackDays": 45,
      "returnLift1D": -0.0009936238784599856,
      "activationRate": 0.4418604651162791,
      "activationCount": 152,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06358187798980697,
      "avgForwardReturn1D": -0.00013324298568505603
    },
    {
      "comboQuality": 0.4227762887154759,
      "fitnessScore": 0.28149491829201656,
      "lookbackDays": 63,
      "returnLift1D": -0.00033899260514528467,
      "activationRate": 0.5122699386503068,
      "activationCount": 167,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.06257120848791886,
      "avgForwardReturn1D": 0.0005992998406551419
    }
  ],
  "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": "01cc9c6084b2df62885ff6801927b663d73a68295b06d717b7741bbd4becb08b",
    "size": 13,
    "members": [
      "BEPC",
      "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
0.401
Liquidity
0.568
Momentum
0.376
Relative strength
0.211
Trend quality
0.205
Stability
0.563
Aggression
0.441
Downside risk
0.555
Drawdown state
0.712
Quality momentum
0.328
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.646
Benchmark Independence 3m Score
0.723
Beta 1y Profile Score
0.382
Beta 3m Profile Score
0.344
Beta Change Score
0.452
Correlation Change Score
0.461
Current Drawdown Score
0.545
Days Since 52w High Score
0.393
Distance From 52w High Score
0.701
Distance From Sma 20 Score
0.423
Distance From Sma 200 Score
0.333
Distance From Sma 50 Score
0.409
Downside Volatility 1m Score
0.297
Downside Volatility 1y Score
0.395
Downside Volatility 2y Score
0.400
Downside Volatility 3m Score
0.565
Downside Volatility 5y Score
0.364
Downside Volatility 6m Score
0.481
Drawdown Recovery Score
1
Excess Return 1m Score
0.293
Excess Return 1y Score
0.269
Excess Return 3m Score
0.040
Excess Return 6m Score
0.200
Expected Shortfall 95 1y Score
0.508
Log Avg Dollar Volume 20d Score
0.568
Log Market Cap Score
0.401
Drawdown Score 1m
0.610
Drawdown Score 1y
0.694
Drawdown Score 2y
0.642
Drawdown Score 3m
0.516
Drawdown Score 5y
0.528
Drawdown Score 6m
0.638
Momentum Acceleration 1m Vs 3m Score
0.356
Momentum Acceleration 3m Vs 6m Score
0.363
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.401
Relative Strength Slope 3m Score
0.323
Relative Volume 20d Score
0.224
Return 1m Score
0.337
Return 1w Score
0.370
Return 1y Score
0.553
Return 2y Score
0.379
Return 3m Score
0.296
Return 5y Score
0.080
Return 6m Score
0.434
Return Skewness 1y Score
0.370
Sharpe 1m Score
0
Sharpe 1y Score
0.482
Sharpe 2y Score
0.516
Sharpe 3m Score
0.092
Sharpe 5y Score
0.437
Sharpe 6m Score
0.347
Sortino 1m Score
0
Sortino 1y Score
0.425
Sortino 2y Score
0.448
Sortino 3m Score
0.210
Sortino 5y Score
0.399
Sortino 6m Score
0.345
Trend R2 1m Score
0.380
Trend R2 1w Score
0.725
Trend R2 1y Score
0.243
Trend R2 2y Score
0.727
Trend R2 3m Score
0.299
Trend R2 5y Score
0.065
Trend R2 6m Score
0.279
Trend Slope 1m Score
0.346
Trend Slope 1w Score
0.011
Trend Slope 1y Score
0.536
Trend Slope 2y Score
0.566
Trend Slope 3m Score
0.397
Trend Slope 5y Score
0.508
Trend Slope 6m Score
0.449
Volatility 1m Score
0.292
Volatility 1w Score
0.314
Volatility 1y Score
0.385
Volatility 2y Score
0.403
Volatility 3m Score
0.474
Volatility 5y Score
0.377
Volatility 6m Score
0.424
Worst Day 1y Score
0.374
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
50,635,725.651
Best Day 1y
0.062
Beta To Benchmark 1y
0.955
Beta 3m
0.859
Beta Change
-0.096
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.354
Correlation 3m
0.277
Correlation Change
-0.077
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.646
Benchmark Independence 3m Score
0.723
Beta 1y Profile Score
0.382
Beta 3m Profile Score
0.344
Beta Change Score
0.452
Correlation Change Score
0.461
Current Drawdown Score
0.545
Distance From Sma 20 Score
0.423
Distance From Sma 200 Score
0.333
Current Drawdown
-0.296
Days Since 52w High
99
Distance From 52w High
-0.194
Distance From Sma 20
-0.046
Distance From Sma 200
-0.100
Distance From Sma 50
-0.054
Downside Capture 1y
0.889
Downside Volatility 1m
0.273
Downside Volatility 1w
-
Downside Volatility 1y
0.346
Downside Volatility 2y
0.350
Downside Volatility 3m
0.473
Downside Volatility 5y
0.323
Downside Volatility 6m
0.411
Drawdown Recovery
1
Excess Return 1m
-0.124
Excess Return 1y
-0.138
Excess Return 3m
-0.276
Excess Return 6m
-0.180
Expected Shortfall 95 1y
-0.049
Market Cap
6,264,807,303.858
Max Drawdown 1m
-0.098
Max Drawdown 1w
-0.042
Max Drawdown 1y
-0.199
Max Drawdown 2y
-0.286
Max Drawdown 3m
-0.194
Max Drawdown 5y
-0.472
Max Drawdown 6m
-0.199
Momentum Acceleration 1m Vs 3m
-0.043
Momentum Acceleration 3m Vs 6m
-0.041
Moving Average Alignment
-1
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
-0.003
Relative Volume 20d
0.904
Return 1m
-0.098
Return 1w
-0.039
Return 1y
0.085
Return 2y
0.328
Return 3m
-0.163
Return 5y
0.036
Return 6m
-0.080
Return Skewness 1y
-0.779
Sector Excess Return 1y
-
Sharpe 1m
-4.442
Sharpe 1y
0.411
Sharpe 2y
0.580
Sharpe 3m
-1.542
Sharpe 5y
0.187
Sharpe 6m
-0.265
Sortino 1m
-4.372
Sortino 1y
0.402
Sortino 2y
0.583
Sortino 3m
-1.322
Sortino 5y
0.193
Sortino 6m
-0.237
Trend R2 1m
0.380
Trend R2 1w
0.725
Trend R2 1y
0.243
Trend R2 2y
0.727
Trend R2 3m
0.299
Trend R2 5y
0.065
Trend R2 6m
0.279
Trend 1m
-0.002
Trend 1w
-0.008
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.998
Value At Risk 95 1y
-0.030
Volatility 1m
0.269
Volatility 1w
0.286
Volatility 1y
0.338
Volatility 2y
0.352
Volatility 3m
0.406
Volatility 5y
0.333
Volatility 6m
0.368
Worst Day 1y
-0.125
Distance From Sma 50 Score
0.409
Downside Volatility 1y Score
0.395
Downside Volatility 3m Score
0.565
Drawdown Recovery Score
1
Excess Return 1m Score
0.293
Excess Return 1y Score
0.269
Excess Return 3m Score
0.040
Excess Return 6m Score
0.200
Expected Shortfall 95 1y Score
0.508
Log Avg Dollar Volume 20d Score
0.568
Log Market Cap Score
0.401
Drawdown Score 1y
0.694
Drawdown Score 5y
0.528
Momentum Acceleration 1m Vs 3m Score
0.356
Momentum Acceleration 3m Vs 6m Score
0.363
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.401
Relative Volume 20d Score
0.224
Return 1m Score
0.337
Return 1y Score
0.553
Return 3m Score
0.296
Return 6m Score
0.434
Return Skewness 1y Score
0.370
Sortino 1y Score
0.425
Sortino 3m Score
0.210
Trend R2 1y Score
0.243
Trend R2 3m Score
0.299
Trend Slope 1y Score
0.536
Trend Slope 3m Score
0.397
Volatility 1y Score
0.385
Volatility 3m Score
0.474