Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

DE

Industrials | v2 | as of 2026-07-23
Close

Research Detail

DE

Deere & Company

Category

Sector: Agriculture

Industry / Category: Agricultural Machinery

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Farm equipment leader tied to precision agriculture, machinery, and global crop demand.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.576
Correlation To Benchmark 1y
0.236
Inverse To Benchmark 1y
0.764
Drawdown Score 1m
0.680
Drawdown Score 3m
0.735
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
0.751
Drawdown Score 5y
0.662
Return 1w
0.018
Return 1m
0.033
Return 3m
0.055
Return 6m
0.158
Return 1y
0.221
Return 2y
0.646
Return 5y
0.882
Sharpe 1m
1.297
Sharpe 3m
0.785
Sharpe 6m
1.006
Sharpe 1y
0.798
Sharpe 2y
0.984
Sharpe 5y
0.576
Trend 1w
0.004
Trend 1m
-0.002
Trend 3m
0.001
Trend 6m
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.310
Volatility 1m
0.347
Volatility 3m
0.345
Volatility 6m
0.353
Volatility 1y
0.310
Volatility 2y
0.298
Volatility 5y
0.296
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
DE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:16 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.265
Aptet Fit Raw Score
0.282
Aptet Fit Confidence
0.882
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.268
Force Fit Raw Score
0.286
Force Fit Confidence
0.877
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:16 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "DE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "DE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "DE",
    "hitRates": {
      "1": 0.5112781954887218,
      "5": 0.5348837209302325,
      "10": 0.56
    },
    "hitRate1D": 0.5112781954887218,
    "comboQuality": 0.4050599851329145,
    "eligibleDays": 339,
    "fitnessScore": 0.2654264081421753,
    "lookbackDays": 21,
    "returnLift1D": 1.2168114696831794e-8,
    "hitRateLift1D": 0.008284183512673904,
    "activationRate": 0.39233038348082594,
    "activationCount": 133,
    "baselineHitRates": {
      "1": 0.5029940119760479,
      "5": 0.5181818181818182,
      "10": 0.5138461538461538
    },
    "sampleConfidence": 0.9939849624060151,
    "shadowSharpeLike": 0.3638918174044586,
    "avgForwardReturns": {
      "1": 0.0008899779255997398,
      "5": 0.003182162976316971,
      "10": 0.01229307907833588
    },
    "shadowMaxDrawdown": -0.1473297593692089,
    "shadowTotalReturn": 0.07572851993631424,
    "avgForwardReturn1D": 0.0008899779255997398,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-14",
      "2025-04-15"
    ],
    "horizonObservationCounts": {
      "1": 133,
      "5": 129,
      "10": 125
    },
    "baselineAvgForwardReturns": {
      "1": 0.000889965757485043,
      "5": 0.004245425926966478,
      "10": 0.00888045686674118
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4050599851329145,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.17996738492205186,
    "bestRawFitnessScore": 0.2654264081421753,
    "upperQuartileComboQuality": 0.2276999705952903
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2648972540786705,
    "rawScore": 0.28156301736941614,
    "confidence": 0.881619656967379,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.45946036490917797,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5112781954887218,
        "5": 0.5348837209302325,
        "10": 0.56
      },
      "hitRate1D": 0.5112781954887218,
      "comboQuality": 0.4050599851329145,
      "eligibleDays": 339,
      "fitnessScore": 0.2654264081421753,
      "lookbackDays": 21,
      "returnLift1D": 1.2168114696831794e-8,
      "hitRateLift1D": 0.008284183512673904,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5029940119760479,
        "5": 0.5181818181818182,
        "10": 0.5138461538461538
      },
      "sampleConfidence": 0.9939849624060151,
      "shadowSharpeLike": 0.3638918174044586,
      "avgForwardReturns": {
        "1": 0.0008899779255997398,
        "5": 0.003182162976316971,
        "10": 0.01229307907833588
      },
      "shadowMaxDrawdown": -0.1473297593692089,
      "shadowTotalReturn": 0.07572851993631424,
      "avgForwardReturn1D": 0.0008899779255997398,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-14",
        "2025-04-15"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.000889965757485043,
        "5": 0.004245425926966478,
        "10": 0.00888045686674118
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.4657534246575342,
        "10": 0.5277777777777778
      },
      "hitRate1D": 0.5205479452054794,
      "comboQuality": 0.4033138146083453,
      "eligibleDays": 352,
      "fitnessScore": 0.26383119918082254,
      "lookbackDays": 14,
      "returnLift1D": 0.0011611995263827082,
      "hitRateLift1D": 0.017657771795074773,
      "activationRate": 0.20738636363636365,
      "activationCount": 73,
      "baselineHitRates": {
        "1": 0.5028901734104047,
        "5": 0.5233918128654971,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9990867579908677,
      "shadowSharpeLike": 0.5459693074197672,
      "avgForwardReturns": {
        "1": 0.002008039851724726,
        "5": 0.0041592465461910075,
        "10": 0.01237009569855576
      },
      "shadowMaxDrawdown": -0.12261476810660077,
      "shadowTotalReturn": 0.11458706564605414,
      "avgForwardReturn1D": 0.002008039851724726,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-04-24",
        "2025-05-19",
        "2025-05-20",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 73,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008468403253420179,
        "5": 0.004744800359898533,
        "10": 0.008785269693205323
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5094339622641509,
        "5": 0.5339805825242718,
        "10": 0.5445544554455446
      },
      "hitRate1D": 0.5094339622641509,
      "comboQuality": 0.36141610373200855,
      "eligibleDays": 339,
      "fitnessScore": 0.22477091222486578,
      "lookbackDays": 21,
      "returnLift1D": 0.00014717071919453993,
      "hitRateLift1D": 0.006439950288103069,
      "activationRate": 0.31268436578171094,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5029940119760479,
        "5": 0.5181818181818182,
        "10": 0.5138461538461538
      },
      "sampleConfidence": 0.9949685534591195,
      "shadowSharpeLike": 0.34597958182630206,
      "avgForwardReturns": {
        "1": 0.0010371364766795829,
        "5": 0.0035299002908925274,
        "10": 0.013270178845181608
      },
      "shadowMaxDrawdown": -0.12316075097935986,
      "shadowTotalReturn": 0.06748413492418082,
      "avgForwardReturn1D": 0.0010371364766795829,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-14",
        "2025-04-15",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 103,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.000889965757485043,
        "5": 0.004245425926966478,
        "10": 0.00888045686674118
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.45098039215686275,
        "5": 0.43137254901960786,
        "10": 0.4803921568627451
      },
      "hitRate1D": 0.45098039215686275,
      "comboQuality": 0.30015136264881637,
      "eligibleDays": 315,
      "fitnessScore": 0.16375301826027017,
      "lookbackDays": 45,
      "returnLift1D": 0.0000901249242730301,
      "hitRateLift1D": -0.06514864010120175,
      "activationRate": 0.3238095238095238,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.5161290322580645,
        "5": 0.5261437908496732,
        "10": 0.5182724252491694
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4467950235291882,
      "avgForwardReturns": {
        "1": 0.0011905133123485628,
        "5": -0.00011923308158224822,
        "10": 0.0036004430248765974
      },
      "shadowMaxDrawdown": -0.16162949476558985,
      "shadowTotalReturn": 0.08862191970794853,
      "avgForwardReturn1D": 0.0011905133123485628,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 102,
        "10": 102
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011003883880755328,
        "5": 0.005055574273700659,
        "10": 0.010061178641012306
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4462809917355372,
        "5": 0.49586776859504134,
        "10": 0.5
      },
      "hitRate1D": 0.4462809917355372,
      "comboQuality": 0.2514362511765903,
      "eligibleDays": 315,
      "fitnessScore": 0.10998728507141552,
      "lookbackDays": 45,
      "returnLift1D": -0.00044042181686680107,
      "hitRateLift1D": -0.0698480405225273,
      "activationRate": 0.3873015873015873,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5161290322580645,
        "5": 0.5261437908496732,
        "10": 0.5182724252491694
      },
      "sampleConfidence": 0.9978142076502733,
      "shadowSharpeLike": 0.230284097106837,
      "avgForwardReturns": {
        "1": 0.0006599665712087317,
        "5": 0.002903965247631452,
        "10": 0.007635955663490221
      },
      "shadowMaxDrawdown": -0.16648918719619787,
      "shadowTotalReturn": 0.033994170059566065,
      "avgForwardReturn1D": 0.0006599665712087317,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-25",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011003883880755328,
        "5": 0.005055574273700659,
        "10": 0.010061178641012306
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4864864864864865,
        "5": 0.5034013605442177,
        "10": 0.5586206896551724
      },
      "hitRate1D": 0.4864864864864865,
      "comboQuality": 0.2197878770681903,
      "eligibleDays": 352,
      "fitnessScore": 0.07128135119462903,
      "lookbackDays": 14,
      "returnLift1D": -0.0007405107614332743,
      "hitRateLift1D": -0.016403686923918137,
      "activationRate": 0.42045454545454547,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5028901734104047,
        "5": 0.5233918128654971,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9981981981981982,
      "shadowSharpeLike": -0.03218879406688061,
      "avgForwardReturns": {
        "1": 0.00010632956390874363,
        "5": 0.004892720423113468,
        "10": 0.010841183824838922
      },
      "shadowMaxDrawdown": -0.20117563884141965,
      "shadowTotalReturn": -0.03762600598855581,
      "avgForwardReturn1D": 0.00010632956390874363,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 147,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008468403253420179,
        "5": 0.004744800359898533,
        "10": 0.008785269693205323
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.47107438016528924,
        "5": 0.453781512605042,
        "10": 0.5175438596491229
      },
      "hitRate1D": 0.47107438016528924,
      "comboQuality": 0.21731917955325536,
      "eligibleDays": 330,
      "fitnessScore": 0.06810127744849132,
      "lookbackDays": 30,
      "returnLift1D": -0.0005554282016675951,
      "hitRateLift1D": -0.03661792752701842,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.5076923076923077,
        "5": 0.5233644859813084,
        "10": 0.5284810126582279
      },
      "sampleConfidence": 0.9950413223140496,
      "shadowSharpeLike": 0.12864680277719043,
      "avgForwardReturns": {
        "1": 0.00042359991839672454,
        "5": 0.002539786661696853,
        "10": 0.011908310101049745
      },
      "shadowMaxDrawdown": -0.23786044936465878,
      "shadowTotalReturn": 0.008809004682847066,
      "avgForwardReturn1D": 0.00042359991839672454,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-24",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009790281200643197,
        "5": 0.00493180877992648,
        "10": 0.010876557444434066
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.452991452991453,
        "5": 0.5042735042735043,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.452991452991453,
      "comboQuality": 0.20875012762504042,
      "eligibleDays": 297,
      "fitnessScore": 0.05685531584796906,
      "lookbackDays": 63,
      "returnLift1D": -0.00043166883363591666,
      "hitRateLift1D": -0.0504332045427936,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5,
        "10": 0.4911660777385159
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.05293189761235954,
      "avgForwardReturns": {
        "1": 0.00019330450877095987,
        "5": 0.004984146404725138,
        "10": 0.012600499851216375
      },
      "shadowMaxDrawdown": -0.17890512002754222,
      "shadowTotalReturn": -0.010778414100836131,
      "avgForwardReturn1D": 0.00019330450877095987,
      "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": 117,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006249733424068765,
        "5": 0.003036211424854206,
        "10": 0.007032817008949215
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5119047619047619,
        "5": 0.5180722891566265,
        "10": 0.524390243902439
      },
      "hitRate1D": 0.5119047619047619,
      "comboQuality": 0.20313069894212754,
      "eligibleDays": 339,
      "fitnessScore": 0.04929496510893407,
      "lookbackDays": 21,
      "returnLift1D": -0.0007178204189281879,
      "hitRateLift1D": 0.00891074992871399,
      "activationRate": 0.24778761061946902,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.5029940119760479,
        "5": 0.5181818181818182,
        "10": 0.5138461538461538
      },
      "sampleConfidence": 0.9976190476190476,
      "shadowSharpeLike": -0.02651362290223573,
      "avgForwardReturns": {
        "1": 0.00017214533855685504,
        "5": 0.003836838010092422,
        "10": 0.011273208441878877
      },
      "shadowMaxDrawdown": -0.14698469315113216,
      "shadowTotalReturn": -0.028287250546325304,
      "avgForwardReturn1D": 0.00017214533855685504,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-15",
        "2025-05-02",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 83,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": 0.000889965757485043,
        "5": 0.004245425926966478,
        "10": 0.00888045686674118
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5087719298245614,
        "5": 0.47368421052631576,
        "10": 0.5357142857142857
      },
      "hitRate1D": 0.5087719298245614,
      "comboQuality": 0.18678420124249018,
      "eligibleDays": 339,
      "fitnessScore": 0.026370636134744812,
      "lookbackDays": 21,
      "returnLift1D": -0.0005495405446761857,
      "hitRateLift1D": 0.0057779178485135585,
      "activationRate": 0.168141592920354,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5029940119760479,
        "5": 0.5181818181818182,
        "10": 0.5138461538461538
      },
      "sampleConfidence": 0.9988304093567252,
      "shadowSharpeLike": 0.019677663260780104,
      "avgForwardReturns": {
        "1": 0.00034042521280885723,
        "5": 0.004169612709524356,
        "10": 0.010623674111843492
      },
      "shadowMaxDrawdown": -0.14159978650547922,
      "shadowTotalReturn": -0.013649420756478903,
      "avgForwardReturn1D": 0.00034042521280885723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-04-01",
        "2025-04-02",
        "2025-05-02",
        "2025-05-09",
        "2025-05-27",
        "2025-06-12",
        "2025-11-06",
        "2025-11-07",
        "2025-11-11"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 57,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": 0.000889965757485043,
        "5": 0.004245425926966478,
        "10": 0.00888045686674118
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.47619047619047616,
        "10": 0.5339805825242718
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.17315056860161354,
      "eligibleDays": 352,
      "fitnessScore": 0.006038567302994784,
      "lookbackDays": 14,
      "returnLift1D": -0.0007159739941970177,
      "hitRateLift1D": -0.026699697219928487,
      "activationRate": 0.29829545454545453,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5028901734104047,
        "5": 0.5233918128654971,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9987301587301588,
      "shadowSharpeLike": -0.03667021956728378,
      "avgForwardReturns": {
        "1": 0.00013086633114500016,
        "5": 0.002095345596611825,
        "10": 0.010042922292486526
      },
      "shadowMaxDrawdown": -0.18714845802874935,
      "shadowTotalReturn": -0.03112573871486035,
      "avgForwardReturn1D": 0.00013086633114500016,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008468403253420179,
        "5": 0.004744800359898533,
        "10": 0.008785269693205323
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.4714285714285714,
        "10": 0.5857142857142857
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.1480594241119236,
      "eligibleDays": 297,
      "fitnessScore": -0.034978675474378496,
      "lookbackDays": 63,
      "returnLift1D": -0.00026441776742412097,
      "hitRateLift1D": -0.07485322896281804,
      "activationRate": 0.2356902356902357,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5,
        "10": 0.4911660777385159
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.08953839319541144,
      "avgForwardReturns": {
        "1": 0.00036055557498275556,
        "5": 0.0038817393812152655,
        "10": 0.005678776118478842
      },
      "shadowMaxDrawdown": -0.1616294947655893,
      "shadowTotalReturn": 0.0012321952859444263,
      "avgForwardReturn1D": 0.00036055557498275556,
      "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": 70,
        "5": 70,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006249733424068765,
        "5": 0.003036211424854206,
        "10": 0.007032817008949215
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.43023255813953487,
        "5": 0.46511627906976744,
        "10": 0.5581395348837209
      },
      "hitRate1D": 0.43023255813953487,
      "comboQuality": 0.1359054790094232,
      "eligibleDays": 297,
      "fitnessScore": -0.05693895556427614,
      "lookbackDays": 63,
      "returnLift1D": -0.000642550557772736,
      "hitRateLift1D": -0.07319209939471172,
      "activationRate": 0.2895622895622896,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5,
        "10": 0.4911660777385159
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.047561196666522906,
      "avgForwardReturns": {
        "1": -0.0000175772153658594,
        "5": 0.0032956677581556116,
        "10": 0.009012671057224628
      },
      "shadowMaxDrawdown": -0.17467887054296005,
      "shadowTotalReturn": -0.030182647656719852,
      "avgForwardReturn1D": -0.0000175772153658594,
      "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": 86,
        "5": 86,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006249733424068765,
        "5": 0.003036211424854206,
        "10": 0.007032817008949215
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.46296296296296297,
        "5": 0.42452830188679247,
        "10": 0.48514851485148514
      },
      "hitRate1D": 0.46296296296296297,
      "comboQuality": 0.13427335124784942,
      "eligibleDays": 330,
      "fitnessScore": -0.060012141846559404,
      "lookbackDays": 30,
      "returnLift1D": -0.0011919508581366431,
      "hitRateLift1D": -0.0447293447293447,
      "activationRate": 0.32727272727272727,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.5076923076923077,
        "5": 0.5233644859813084,
        "10": 0.5284810126582279
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": -0.16622332497748896,
      "avgForwardReturns": {
        "1": -0.00021292273807232357,
        "5": 0.0020261420288616395,
        "10": 0.012163906887783207
      },
      "shadowMaxDrawdown": -0.23292404379347842,
      "shadowTotalReturn": -0.059755531866632516,
      "avgForwardReturn1D": -0.00021292273807232357,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 106,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009790281200643197,
        "5": 0.00493180877992648,
        "10": 0.010876557444434066
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4380952380952381,
        "5": 0.4857142857142857,
        "10": 0.5333333333333333
      },
      "hitRate1D": 0.4380952380952381,
      "comboQuality": 0.13404337799542348,
      "eligibleDays": 297,
      "fitnessScore": -0.06044769772469363,
      "lookbackDays": 63,
      "returnLift1D": -0.0009415429760263608,
      "hitRateLift1D": -0.0653294194390085,
      "activationRate": 0.35353535353535354,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5034246575342466,
        "5": 0.5,
        "10": 0.4911660777385159
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.20011312691194283,
      "avgForwardReturns": {
        "1": -0.0003165696336194843,
        "5": 0.0038994918275313878,
        "10": 0.012761791723874679
      },
      "shadowMaxDrawdown": -0.17173914031294746,
      "shadowTotalReturn": -0.06418720351651552,
      "avgForwardReturn1D": -0.0003165696336194843,
      "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": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006249733424068765,
        "5": 0.003036211424854206,
        "10": 0.007032817008949215
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.472,
        "10": 0.5241935483870968
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.12757993747388097,
      "eligibleDays": 352,
      "fitnessScore": -0.07295613850111869,
      "lookbackDays": 14,
      "returnLift1D": -0.0013498839774155713,
      "hitRateLift1D": -0.026699697219928487,
      "activationRate": 0.35795454545454547,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5028901734104047,
        "5": 0.5233918128654971,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9984126984126984,
      "shadowSharpeLike": -0.33601060494013973,
      "avgForwardReturns": {
        "1": -0.0005030436520735532,
        "5": 0.0013901899660291673,
        "10": 0.007759195375802609
      },
      "shadowMaxDrawdown": -0.1965958016888234,
      "shadowTotalReturn": -0.1066025701813158,
      "avgForwardReturn1D": -0.0005030436520735532,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-03-10",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 125,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008468403253420179,
        "5": 0.004744800359898533,
        "10": 0.008785269693205323
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4262295081967213,
        "5": 0.4262295081967213,
        "10": 0.5245901639344263
      },
      "hitRate1D": 0.4262295081967213,
      "comboQuality": 0.11578871060552565,
      "eligibleDays": 315,
      "fitnessScore": -0.09724437544532848,
      "lookbackDays": 45,
      "returnLift1D": -0.001010249176017524,
      "hitRateLift1D": -0.08989952406134322,
      "activationRate": 0.19365079365079366,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.5161290322580645,
        "5": 0.5261437908496732,
        "10": 0.5182724252491694
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.022511557169777936,
      "avgForwardReturns": {
        "1": 0.00009013921205800868,
        "5": 0.0031467628585755154,
        "10": 0.00849292356174085
      },
      "shadowMaxDrawdown": -0.1620486800182065,
      "shadowTotalReturn": -0.019802034305387184,
      "avgForwardReturn1D": 0.00009013921205800868,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-19",
        "2025-05-20",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 61,
        "10": 61
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011003883880755328,
        "5": 0.005055574273700659,
        "10": 0.010061178641012306
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4482758620689655,
        "5": 0.4117647058823529,
        "10": 0.425
      },
      "hitRate1D": 0.4482758620689655,
      "comboQuality": 0.09194442155277996,
      "eligibleDays": 330,
      "fitnessScore": -0.15382668721649143,
      "lookbackDays": 30,
      "returnLift1D": -0.0016341252167456847,
      "hitRateLift1D": -0.05941644562334214,
      "activationRate": 0.2636363636363636,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.5076923076923077,
        "5": 0.5233644859813084,
        "10": 0.5284810126582279
      },
      "sampleConfidence": 0.9931034482758622,
      "shadowSharpeLike": -0.30909519947055647,
      "avgForwardReturns": {
        "1": -0.0006550970966813651,
        "5": -0.0010035363925580733,
        "10": 0.0050776762562458515
      },
      "shadowMaxDrawdown": -0.22612536183469922,
      "shadowTotalReturn": -0.08668208106264996,
      "avgForwardReturn1D": -0.0006550970966813651,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-09",
        "2025-05-12",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 85,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009790281200643197,
        "5": 0.00493180877992648,
        "10": 0.010876557444434066
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4074074074074074,
        "5": 0.4074074074074074,
        "10": 0.49382716049382713
      },
      "hitRate1D": 0.4074074074074074,
      "comboQuality": 0.09114789810523985,
      "eligibleDays": 315,
      "fitnessScore": -0.1559337658383378,
      "lookbackDays": 45,
      "returnLift1D": -0.0015148997719175385,
      "hitRateLift1D": -0.10872162485065712,
      "activationRate": 0.2571428571428571,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5161290322580645,
        "5": 0.5261437908496732,
        "10": 0.5182724252491694
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2135275488078165,
      "avgForwardReturns": {
        "1": -0.00041451138384200565,
        "5": 0.000046836768451346484,
        "10": 0.006011850576895858
      },
      "shadowMaxDrawdown": -0.1616294947655893,
      "shadowTotalReturn": -0.06468836294400904,
      "avgForwardReturn1D": -0.00041451138384200565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011003883880755328,
        "5": 0.005055574273700659,
        "10": 0.010061178641012306
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4576271186440678,
        "5": 0.3793103448275862,
        "10": 0.41509433962264153
      },
      "hitRate1D": 0.4576271186440678,
      "comboQuality": 0.09043596572155667,
      "eligibleDays": 330,
      "fitnessScore": -0.15783113971144397,
      "lookbackDays": 30,
      "returnLift1D": -0.0017709641341936422,
      "hitRateLift1D": -0.050065189048239866,
      "activationRate": 0.1787878787878788,
      "activationCount": 59,
      "baselineHitRates": {
        "1": 0.5076923076923077,
        "5": 0.5233644859813084,
        "10": 0.5284810126582279
      },
      "sampleConfidence": 0.992090395480226,
      "shadowSharpeLike": -0.27484524568907936,
      "avgForwardReturns": {
        "1": -0.0007919360141293226,
        "5": -0.0029293610169206755,
        "10": -0.00008983921212927258
      },
      "shadowMaxDrawdown": -0.19710337816008316,
      "shadowTotalReturn": -0.07145427063299115,
      "avgForwardReturn1D": -0.0007919360141293226,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-05-05",
        "2025-05-12",
        "2025-05-22",
        "2025-11-12",
        "2025-11-17",
        "2025-11-18",
        "2025-11-19",
        "2025-11-20"
      ],
      "horizonObservationCounts": {
        "1": 59,
        "5": 58,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009790281200643197,
        "5": 0.00493180877992648,
        "10": 0.010876557444434066
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.4033138146083453,
      "fitnessScore": 0.26383119918082254,
      "lookbackDays": 14,
      "returnLift1D": 0.0011611995263827082,
      "activationRate": 0.20738636363636365,
      "activationCount": 73,
      "sampleConfidence": 0.9990867579908677,
      "shadowTotalReturn": 0.11458706564605414,
      "avgForwardReturn1D": 0.002008039851724726
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4050599851329145,
      "fitnessScore": 0.2654264081421753,
      "lookbackDays": 21,
      "returnLift1D": 1.2168114696831794e-8,
      "activationRate": 0.39233038348082594,
      "activationCount": 133,
      "sampleConfidence": 0.9939849624060151,
      "shadowTotalReturn": 0.07572851993631424,
      "avgForwardReturn1D": 0.0008899779255997398
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.21731917955325536,
      "fitnessScore": 0.06810127744849132,
      "lookbackDays": 30,
      "returnLift1D": -0.0005554282016675951,
      "activationRate": 0.36666666666666664,
      "activationCount": 121,
      "sampleConfidence": 0.9950413223140496,
      "shadowTotalReturn": 0.008809004682847066,
      "avgForwardReturn1D": 0.00042359991839672454
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.30015136264881637,
      "fitnessScore": 0.16375301826027017,
      "lookbackDays": 45,
      "returnLift1D": 0.0000901249242730301,
      "activationRate": 0.3238095238095238,
      "activationCount": 102,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.08862191970794853,
      "avgForwardReturn1D": 0.0011905133123485628
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.20875012762504042,
      "fitnessScore": 0.05685531584796906,
      "lookbackDays": 63,
      "returnLift1D": -0.00043166883363591666,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.010778414100836131,
      "avgForwardReturn1D": 0.00019330450877095987
    }
  ],
  "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": "3abe40415af5d282eee4b333d9d5ce4f47c042ebc7ad79b2db58274d8f442d48",
    "size": 13,
    "members": [
      "DE",
      "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
2026-07-25
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",
      "DE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "DE",
    "hitRates": {
      "1": 0.49612403100775193,
      "5": 0.5390625,
      "10": 0.544
    },
    "hitRate1D": 0.49612403100775193,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.35530467469845234,
    "eligibleDays": 368,
    "fitnessScore": 0.2189235201059059,
    "lookbackDays": 21,
    "returnLift1D": 0.00003663153366114801,
    "hitRateLift1D": -0.0065933602965958515,
    "portfolioSize": 4,
    "activationRate": 0.35054347826086957,
    "activationCount": 129,
    "baselineHitRates": {
      "1": 0.5027173913043478,
      "5": 0.5274725274725275,
      "10": 0.520891364902507
    },
    "sampleConfidence": 0.9974160206718347,
    "shadowSharpeLike": 0.36840167451728656,
    "avgForwardReturns": {
      "1": 0.0010007347100930107,
      "5": 0.004113246902453185,
      "10": 0.011148281801374267
    },
    "shadowMaxDrawdown": -0.17848290758126328,
    "shadowTotalReturn": 0.08209243833442947,
    "avgForwardReturn1D": 0.0010007347100930107,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 129,
      "5": 128,
      "10": 125
    },
    "baselineAvgForwardReturns": {
      "1": 0.0009641031764318627,
      "5": 0.004345128034859033,
      "10": 0.008314680653481335
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.35530467469845234,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21739313385440323,
    "bestRawFitnessScore": 0.2189235201059059,
    "upperQuartileComboQuality": 0.2841450125958337
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.26849579150820113,
    "rawScore": 0.28611558318922625,
    "confidence": 0.8768344493185328,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.37413187646869345,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.49612403100775193,
        "5": 0.5390625,
        "10": 0.544
      },
      "hitRate1D": 0.49612403100775193,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.35530467469845234,
      "eligibleDays": 368,
      "fitnessScore": 0.2189235201059059,
      "lookbackDays": 21,
      "returnLift1D": 0.00003663153366114801,
      "hitRateLift1D": -0.0065933602965958515,
      "portfolioSize": 4,
      "activationRate": 0.35054347826086957,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5274725274725275,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9974160206718347,
      "shadowSharpeLike": 0.36840167451728656,
      "avgForwardReturns": {
        "1": 0.0010007347100930107,
        "5": 0.004113246902453185,
        "10": 0.011148281801374267
      },
      "shadowMaxDrawdown": -0.17848290758126328,
      "shadowTotalReturn": 0.08209243833442947,
      "avgForwardReturn1D": 0.0010007347100930107,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 128,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009641031764318627,
        "5": 0.004345128034859033,
        "10": 0.008314680653481335
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.49612403100775193,
        "5": 0.5390625,
        "10": 0.544
      },
      "hitRate1D": 0.49612403100775193,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.35530467469845234,
      "eligibleDays": 368,
      "fitnessScore": 0.2189235201059059,
      "lookbackDays": 21,
      "returnLift1D": 0.00003663153366114801,
      "hitRateLift1D": -0.0065933602965958515,
      "portfolioSize": 5,
      "activationRate": 0.35054347826086957,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5274725274725275,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9974160206718347,
      "shadowSharpeLike": 0.36840167451728656,
      "avgForwardReturns": {
        "1": 0.0010007347100930107,
        "5": 0.004113246902453185,
        "10": 0.011148281801374267
      },
      "shadowMaxDrawdown": -0.17848290758126328,
      "shadowTotalReturn": 0.08209243833442947,
      "avgForwardReturn1D": 0.0010007347100930107,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 128,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009641031764318627,
        "5": 0.004345128034859033,
        "10": 0.008314680653481335
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.45925925925925926,
        "5": 0.5407407407407407,
        "10": 0.6222222222222222
      },
      "hitRate1D": 0.45925925925925926,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.35180869592766045,
      "eligibleDays": 326,
      "fitnessScore": 0.21555836855848715,
      "lookbackDays": 63,
      "returnLift1D": -0.00019190061213591124,
      "hitRateLift1D": -0.04687571006589408,
      "portfolioSize": 4,
      "activationRate": 0.41411042944785276,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.531055900621118,
        "10": 0.5362776025236593
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4202460738827728,
      "avgForwardReturns": {
        "1": 0.0009926673989502507,
        "5": 0.01005050783214143,
        "10": 0.021166717377438214
      },
      "shadowMaxDrawdown": -0.1782208472414848,
      "shadowTotalReturn": 0.09401382988569029,
      "avgForwardReturn1D": 0.0009926673989502507,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001184568011086162,
        "5": 0.005924414267971892,
        "10": 0.010906117667516658
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.45925925925925926,
        "5": 0.5407407407407407,
        "10": 0.6222222222222222
      },
      "hitRate1D": 0.45925925925925926,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.35180869592766045,
      "eligibleDays": 326,
      "fitnessScore": 0.21555836855848715,
      "lookbackDays": 63,
      "returnLift1D": -0.00019190061213591124,
      "hitRateLift1D": -0.04687571006589408,
      "portfolioSize": 5,
      "activationRate": 0.41411042944785276,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.531055900621118,
        "10": 0.5362776025236593
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4202460738827728,
      "avgForwardReturns": {
        "1": 0.0009926673989502507,
        "5": 0.01005050783214143,
        "10": 0.021166717377438214
      },
      "shadowMaxDrawdown": -0.1782208472414848,
      "shadowTotalReturn": 0.09401382988569029,
      "avgForwardReturn1D": 0.0009926673989502507,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001184568011086162,
        "5": 0.005924414267971892,
        "10": 0.010906117667516658
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.45045045045045046,
        "5": 0.5135135135135135,
        "10": 0.6306306306306306
      },
      "hitRate1D": 0.45045045045045046,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3060707589021578,
      "eligibleDays": 326,
      "fitnessScore": 0.16991818956990287,
      "lookbackDays": 63,
      "returnLift1D": -0.000021168733289690482,
      "hitRateLift1D": -0.05568451887470288,
      "portfolioSize": 3,
      "activationRate": 0.34049079754601225,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.531055900621118,
        "10": 0.5362776025236593
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4264269467546942,
      "avgForwardReturns": {
        "1": 0.0011633992777964714,
        "5": 0.00956165869846417,
        "10": 0.017113998173561313
      },
      "shadowMaxDrawdown": -0.17414719890431674,
      "shadowTotalReturn": 0.09400242811764148,
      "avgForwardReturn1D": 0.0011633992777964714,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.001184568011086162,
        "5": 0.005924414267971892,
        "10": 0.010906117667516658
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.43820224719101125,
        "5": 0.5056179775280899,
        "10": 0.651685393258427
      },
      "hitRate1D": 0.43820224719101125,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.27683643049372564,
      "eligibleDays": 326,
      "fitnessScore": 0.1387541067576367,
      "lookbackDays": 63,
      "returnLift1D": 0.00028921496437562025,
      "hitRateLift1D": -0.06793272213414209,
      "portfolioSize": 2,
      "activationRate": 0.27300613496932513,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.531055900621118,
        "10": 0.5362776025236593
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.46842929469598976,
      "avgForwardReturns": {
        "1": 0.0014737829754617822,
        "5": 0.010030316083488703,
        "10": 0.01251958556122972
      },
      "shadowMaxDrawdown": -0.16149672201932797,
      "shadowTotalReturn": 0.10157848226143651,
      "avgForwardReturn1D": 0.0014737829754617822,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 89,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.001184568011086162,
        "5": 0.005924414267971892,
        "10": 0.010906117667516658
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4943820224719101,
        "5": 0.43820224719101125,
        "10": 0.48314606741573035
      },
      "hitRate1D": 0.4943820224719101,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.26517984960541147,
      "eligibleDays": 375,
      "fitnessScore": 0.125772149475311,
      "lookbackDays": 14,
      "returnLift1D": 0.00017137990319068493,
      "hitRateLift1D": -0.006951310861423199,
      "portfolioSize": 2,
      "activationRate": 0.23733333333333334,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5202156334231806,
        "10": 0.5136612021857924
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.29380238199743597,
      "avgForwardReturns": {
        "1": 0.0010750573773675321,
        "5": 0.0004348502530744045,
        "10": 0.007884528990704694
      },
      "shadowMaxDrawdown": -0.17915296962742133,
      "shadowTotalReturn": 0.05396146526459478,
      "avgForwardReturn1D": 0.0010750573773675321,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 89,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009036774741768472,
        "5": 0.003936715837975592,
        "10": 0.007845543115085684
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.5066666666666667,
        "5": 0.5066666666666667,
        "10": 0.5333333333333333
      },
      "hitRate1D": 0.5066666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.24046183688602904,
      "eligibleDays": 368,
      "fitnessScore": 0.09696718174487623,
      "lookbackDays": 21,
      "returnLift1D": -0.00013916072870506899,
      "hitRateLift1D": 0.003949275362318927,
      "portfolioSize": 2,
      "activationRate": 0.20380434782608695,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5274725274725275,
        "10": 0.520891364902507
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.17228998318063904,
      "avgForwardReturns": {
        "1": 0.0008249424477267937,
        "5": 0.004525922933395496,
        "10": 0.007808167504890626
      },
      "shadowMaxDrawdown": -0.1399930260436988,
      "shadowTotalReturn": 0.02241545244781462,
      "avgForwardReturn1D": 0.0008249424477267937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009641031764318627,
        "5": 0.004345128034859033,
        "10": 0.008314680653481335
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.424,
        "5": 0.4274193548387097,
        "10": 0.47580645161290325
      },
      "hitRate1D": 0.424,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2284957737882444,
      "eligibleDays": 344,
      "fitnessScore": 0.08229862430072858,
      "lookbackDays": 45,
      "returnLift1D": -0.00020782721593021224,
      "hitRateLift1D": -0.07309302325581396,
      "portfolioSize": 4,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5205882352941177,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9989333333333335,
      "shadowSharpeLike": 0.2545568705136453,
      "avgForwardReturns": {
        "1": 0.0006772483385563497,
        "5": -0.0005128492990677552,
        "10": 0.000696742221155158
      },
      "shadowMaxDrawdown": -0.16149672201932785,
      "shadowTotalReturn": 0.04341938850111782,
      "avgForwardReturn1D": 0.0006772483385563497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.000885075554486562,
        "5": 0.004335624268227198,
        "10": 0.008413053637718836
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.424,
        "5": 0.4274193548387097,
        "10": 0.47580645161290325
      },
      "hitRate1D": 0.424,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2284957737882444,
      "eligibleDays": 344,
      "fitnessScore": 0.08229862430072858,
      "lookbackDays": 45,
      "returnLift1D": -0.00020782721593021224,
      "hitRateLift1D": -0.07309302325581396,
      "portfolioSize": 5,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5205882352941177,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9989333333333335,
      "shadowSharpeLike": 0.2545568705136453,
      "avgForwardReturns": {
        "1": 0.0006772483385563497,
        "5": -0.0005128492990677552,
        "10": 0.000696742221155158
      },
      "shadowMaxDrawdown": -0.16149672201932785,
      "shadowTotalReturn": 0.04341938850111782,
      "avgForwardReturn1D": 0.0006772483385563497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.000885075554486562,
        "5": 0.004335624268227198,
        "10": 0.008413053637718836
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.49523809523809526,
        "5": 0.5238095238095238,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.49523809523809526,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.20629049392056206,
      "eligibleDays": 368,
      "fitnessScore": 0.05356491757551512,
      "lookbackDays": 21,
      "returnLift1D": -0.0005787922962148919,
      "hitRateLift1D": -0.007479296066252528,
      "portfolioSize": 3,
      "activationRate": 0.28532608695652173,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5274725274725275,
        "10": 0.520891364902507
      },
      "sampleConfidence": 0.9993650793650795,
      "shadowSharpeLike": 0.06305394911342135,
      "avgForwardReturns": {
        "1": 0.0003853108802169708,
        "5": 0.004116809121861565,
        "10": 0.008865243702221153
      },
      "shadowMaxDrawdown": -0.1983632645911627,
      "shadowTotalReturn": -0.008273267067686385,
      "avgForwardReturn1D": 0.0003853108802169708,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "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"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009641031764318627,
        "5": 0.004345128034859033,
        "10": 0.008314680653481335
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.4796747967479675,
        "5": 0.44715447154471544,
        "10": 0.4959349593495935
      },
      "hitRate1D": 0.4796747967479675,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1687141945484811,
      "eligibleDays": 375,
      "fitnessScore": -0.0008488584664910481,
      "lookbackDays": 14,
      "returnLift1D": -0.0008713779508705213,
      "hitRateLift1D": -0.021658536585365817,
      "portfolioSize": 3,
      "activationRate": 0.328,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5202156334231806,
        "10": 0.5136612021857924
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.08494348380958522,
      "avgForwardReturns": {
        "1": 0.00003229952330632587,
        "5": -0.0006792035865488654,
        "10": 0.00656456042370107
      },
      "shadowMaxDrawdown": -0.2030638142433775,
      "shadowTotalReturn": -0.04617739647502417,
      "avgForwardReturn1D": 0.00003229952330632587,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009036774741768472,
        "5": 0.003936715837975592,
        "10": 0.007845543115085684
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.46258503401360546,
        "5": 0.4489795918367347,
        "10": 0.4897959183673469
      },
      "hitRate1D": 0.46258503401360546,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10497167245062658,
      "eligibleDays": 375,
      "fitnessScore": -0.1214962650404503,
      "lookbackDays": 14,
      "returnLift1D": -0.0015523304495862608,
      "hitRateLift1D": -0.03874829931972784,
      "portfolioSize": 4,
      "activationRate": 0.392,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5202156334231806,
        "10": 0.5136612021857924
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.42536540568710507,
      "avgForwardReturns": {
        "1": -0.0006486529754094136,
        "5": -0.0011592107677226959,
        "10": 0.004630883172796061
      },
      "shadowMaxDrawdown": -0.2132939913411389,
      "shadowTotalReturn": -0.13781631998253963,
      "avgForwardReturn1D": -0.0006486529754094136,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009036774741768472,
        "5": 0.003936715837975592,
        "10": 0.007845543115085684
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.46258503401360546,
        "5": 0.4489795918367347,
        "10": 0.4897959183673469
      },
      "hitRate1D": 0.46258503401360546,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.10497167245062658,
      "eligibleDays": 375,
      "fitnessScore": -0.1214962650404503,
      "lookbackDays": 14,
      "returnLift1D": -0.0015523304495862608,
      "hitRateLift1D": -0.03874829931972784,
      "portfolioSize": 5,
      "activationRate": 0.392,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5202156334231806,
        "10": 0.5136612021857924
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.42536540568710507,
      "avgForwardReturns": {
        "1": -0.0006486529754094136,
        "5": -0.0011592107677226959,
        "10": 0.004630883172796061
      },
      "shadowMaxDrawdown": -0.2132939913411389,
      "shadowTotalReturn": -0.13781631998253963,
      "avgForwardReturn1D": -0.0006486529754094136,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009036774741768472,
        "5": 0.003936715837975592,
        "10": 0.007845543115085684
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.39473684210526316,
        "5": 0.40789473684210525,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.39473684210526316,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09570017414164576,
      "eligibleDays": 344,
      "fitnessScore": -0.14410698767244867,
      "lookbackDays": 45,
      "returnLift1D": -0.0009511660173899512,
      "hitRateLift1D": -0.10235618115055078,
      "portfolioSize": 2,
      "activationRate": 0.22093023255813954,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5205882352941177,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.07884365611394181,
      "avgForwardReturns": {
        "1": -0.00006609046290338924,
        "5": 0.0014021896019260247,
        "10": 0.0003291192020244649
      },
      "shadowMaxDrawdown": -0.161915973658318,
      "shadowTotalReturn": -0.03306009671573584,
      "avgForwardReturn1D": -0.00006609046290338924,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.000885075554486562,
        "5": 0.004335624268227198,
        "10": 0.008413053637718836
      }
    },
    {
      "topN": 4,
      "ticker": "DE",
      "hitRates": {
        "1": 0.44360902255639095,
        "5": 0.4015151515151515,
        "10": 0.4186046511627907
      },
      "hitRate1D": 0.44360902255639095,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09543329330565087,
      "eligibleDays": 359,
      "fitnessScore": -0.14478628054046477,
      "lookbackDays": 30,
      "returnLift1D": -0.00153084036055473,
      "hitRateLift1D": -0.05499821978344194,
      "portfolioSize": 4,
      "activationRate": 0.37047353760445684,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5154929577464789,
        "10": 0.5085714285714286
      },
      "sampleConfidence": 0.9974937343358397,
      "shadowSharpeLike": -0.37874920600750533,
      "avgForwardReturns": {
        "1": -0.0006225491679791746,
        "5": -0.0015048779825921933,
        "10": 0.0019090961229297318
      },
      "shadowMaxDrawdown": -0.22955726626552664,
      "shadowTotalReturn": -0.12097145098840967,
      "avgForwardReturn1D": -0.0006225491679791746,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 132,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009082911925755555,
        "5": 0.003621862808077891,
        "10": 0.0074062117098670135
      }
    },
    {
      "topN": 5,
      "ticker": "DE",
      "hitRates": {
        "1": 0.44360902255639095,
        "5": 0.4015151515151515,
        "10": 0.4186046511627907
      },
      "hitRate1D": 0.44360902255639095,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.09543329330565087,
      "eligibleDays": 359,
      "fitnessScore": -0.14478628054046477,
      "lookbackDays": 30,
      "returnLift1D": -0.00153084036055473,
      "hitRateLift1D": -0.05499821978344194,
      "portfolioSize": 5,
      "activationRate": 0.37047353760445684,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5154929577464789,
        "10": 0.5085714285714286
      },
      "sampleConfidence": 0.9974937343358397,
      "shadowSharpeLike": -0.37874920600750533,
      "avgForwardReturns": {
        "1": -0.0006225491679791746,
        "5": -0.0015048779825921933,
        "10": 0.0019090961229297318
      },
      "shadowMaxDrawdown": -0.22955726626552664,
      "shadowTotalReturn": -0.12097145098840967,
      "avgForwardReturn1D": -0.0006225491679791746,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 132,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009082911925755555,
        "5": 0.003621862808077891,
        "10": 0.0074062117098670135
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.42201834862385323,
        "5": 0.39814814814814814,
        "10": 0.3619047619047619
      },
      "hitRate1D": 0.42201834862385323,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.04714327248306229,
      "eligibleDays": 359,
      "fitnessScore": -0.31138011243739855,
      "lookbackDays": 30,
      "returnLift1D": -0.0023989981377308747,
      "hitRateLift1D": -0.07658889371597966,
      "portfolioSize": 3,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5154929577464789,
        "10": 0.5085714285714286
      },
      "sampleConfidence": 0.9969418960244649,
      "shadowSharpeLike": -0.6957550030409538,
      "avgForwardReturns": {
        "1": -0.001490706945155319,
        "5": -0.004134744198995376,
        "10": -0.005313178676021189
      },
      "shadowMaxDrawdown": -0.239211189874597,
      "shadowTotalReturn": -0.1837771799239617,
      "avgForwardReturn1D": -0.001490706945155319,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 108,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009082911925755555,
        "5": 0.003621862808077891,
        "10": 0.0074062117098670135
      }
    },
    {
      "topN": 3,
      "ticker": "DE",
      "hitRates": {
        "1": 0.37623762376237624,
        "5": 0.4,
        "10": 0.47
      },
      "hitRate1D": 0.37623762376237624,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.044881774074391756,
      "eligibleDays": 344,
      "fitnessScore": -0.322716734773446,
      "lookbackDays": 45,
      "returnLift1D": -0.0020980064882336314,
      "hitRateLift1D": -0.12085539949343771,
      "portfolioSize": 3,
      "activationRate": 0.2936046511627907,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5205882352941177,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9986798679867988,
      "shadowSharpeLike": -0.5684138460131749,
      "avgForwardReturns": {
        "1": -0.0012129309337470695,
        "5": -0.001050797111991828,
        "10": 0.00018865359988983198
      },
      "shadowMaxDrawdown": -0.21705953497836816,
      "shadowTotalReturn": -0.14932304740845437,
      "avgForwardReturn1D": -0.0012129309337470695,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.000885075554486562,
        "5": 0.004335624268227198,
        "10": 0.008413053637718836
      }
    },
    {
      "topN": 2,
      "ticker": "DE",
      "hitRates": {
        "1": 0.41975308641975306,
        "5": 0.3625,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.41975308641975306,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04104117536209372,
      "eligibleDays": 359,
      "fitnessScore": -0.3432799056381284,
      "lookbackDays": 30,
      "returnLift1D": -0.002793364448040547,
      "hitRateLift1D": -0.07885415592007983,
      "portfolioSize": 2,
      "activationRate": 0.22562674094707522,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5154929577464789,
        "10": 0.5085714285714286
      },
      "sampleConfidence": 0.9967078189300412,
      "shadowSharpeLike": -0.6966518139691618,
      "avgForwardReturns": {
        "1": -0.0018850732554649913,
        "5": -0.006733981922235626,
        "10": -0.012411017502507522
      },
      "shadowMaxDrawdown": -0.22652451108804073,
      "shadowTotalReturn": -0.17057744206418546,
      "avgForwardReturn1D": -0.0018850732554649913,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 80,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009082911925755555,
        "5": 0.003621862808077891,
        "10": 0.0074062117098670135
      }
    }
  ],
  "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": 0.26517984960541147,
      "fitnessScore": 0.125772149475311,
      "lookbackDays": 14,
      "returnLift1D": 0.00017137990319068493,
      "activationRate": 0.23733333333333334,
      "activationCount": 89,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05396146526459478,
      "avgForwardReturn1D": 0.0010750573773675321
    },
    {
      "comboQuality": 0.35530467469845234,
      "fitnessScore": 0.2189235201059059,
      "lookbackDays": 21,
      "returnLift1D": 0.00003663153366114801,
      "activationRate": 0.35054347826086957,
      "activationCount": 129,
      "sampleConfidence": 0.9974160206718347,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.08209243833442947,
      "avgForwardReturn1D": 0.0010007347100930107
    },
    {
      "comboQuality": 0.09543329330565087,
      "fitnessScore": -0.14478628054046477,
      "lookbackDays": 30,
      "returnLift1D": -0.00153084036055473,
      "activationRate": 0.37047353760445684,
      "activationCount": 133,
      "sampleConfidence": 0.9974937343358397,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.12097145098840967,
      "avgForwardReturn1D": -0.0006225491679791746
    },
    {
      "comboQuality": 0.2284957737882444,
      "fitnessScore": 0.08229862430072858,
      "lookbackDays": 45,
      "returnLift1D": -0.00020782721593021224,
      "activationRate": 0.3633720930232558,
      "activationCount": 125,
      "sampleConfidence": 0.9989333333333335,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04341938850111782,
      "avgForwardReturn1D": 0.0006772483385563497
    },
    {
      "comboQuality": 0.35180869592766045,
      "fitnessScore": 0.21555836855848715,
      "lookbackDays": 63,
      "returnLift1D": -0.00019190061213591124,
      "activationRate": 0.41411042944785276,
      "activationCount": 135,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09401382988569029,
      "avgForwardReturn1D": 0.0009926673989502507
    }
  ],
  "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": "3abe40415af5d282eee4b333d9d5ce4f47c042ebc7ad79b2db58274d8f442d48",
    "size": 13,
    "members": [
      "DE",
      "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
0.721
Liquidity
0.955
Momentum
0.571
Relative strength
0.552
Trend quality
0.489
Stability
0.677
Aggression
0.406
Downside risk
0.617
Drawdown state
0.884
Quality momentum
0.555
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.764
Benchmark Independence 3m Score
0.757
Beta 1y Profile Score
0.230
Beta 3m Profile Score
0.256
Beta Change Score
0.532
Correlation Change Score
0.503
Current Drawdown Score
0.886
Days Since 52w High Score
0.417
Distance From 52w High Score
0.886
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.715
Distance From Sma 50 Score
0.579
Downside Volatility 1m Score
0.343
Downside Volatility 1y Score
0.307
Downside Volatility 2y Score
0.280
Downside Volatility 3m Score
0.370
Downside Volatility 5y Score
0.320
Downside Volatility 6m Score
0.326
Drawdown Recovery Score
1
Excess Return 1m Score
0.545
Excess Return 1y Score
0.558
Excess Return 3m Score
0.523
Excess Return 6m Score
0.626
Expected Shortfall 95 1y Score
0.590
Log Avg Dollar Volume 20d Score
0.955
Log Market Cap Score
0.721
Drawdown Score 1m
0.680
Drawdown Score 1y
0.694
Drawdown Score 2y
0.751
Drawdown Score 3m
0.735
Drawdown Score 5y
0.662
Drawdown Score 6m
0.638
Momentum Acceleration 1m Vs 3m Score
0.550
Momentum Acceleration 3m Vs 6m Score
0.473
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.373
Relative Strength Slope 3m Score
0.536
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1w Score
0.561
Return 1y Score
0.638
Return 2y Score
0.470
Return 3m Score
0.568
Return 5y Score
0.145
Return 6m Score
0.632
Return Skewness 1y Score
0.634
Sector Excess Return 1y Score
0.502
Sharpe 1m Score
0.659
Sharpe 1y Score
0.560
Sharpe 2y Score
0.597
Sharpe 3m Score
0.557
Sharpe 5y Score
0.515
Sharpe 6m Score
0.601
Sortino 1m Score
0.558
Sortino 1y Score
0.485
Sortino 2y Score
0.516
Sortino 3m Score
0.478
Sortino 5y Score
0.448
Sortino 6m Score
0.526
Trend R2 1m Score
0.217
Trend R2 1w Score
0.209
Trend R2 1y Score
0.636
Trend R2 2y Score
0.789
Trend R2 3m Score
0.272
Trend R2 5y Score
0.718
Trend R2 6m Score
0.047
Trend Slope 1m Score
0.373
Trend Slope 1w Score
0.756
Trend Slope 1y Score
0.575
Trend Slope 2y Score
0.556
Trend Slope 3m Score
0.576
Trend Slope 5y Score
0.526
Trend Slope 6m Score
0.519
Volatility 1m Score
0.396
Volatility 1w Score
0.347
Volatility 1y Score
0.347
Volatility 2y Score
0.330
Volatility 3m Score
0.393
Volatility 5y Score
0.327
Volatility 6m Score
0.404
Worst Day 1y Score
0.662
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
732,040,842.436
Best Day 1y
0.116
Beta To Benchmark 1y
0.576
Beta 3m
0.640
Beta Change
0.064
Beta To Sector 1y
1.010
Correlation To Benchmark 1y
0.236
Correlation 3m
0.243
Correlation Change
0.007
Correlation To Sector 1y
0.545
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.764
Benchmark Independence 3m Score
0.757
Beta 1y Profile Score
0.230
Beta 3m Profile Score
0.256
Beta Change Score
0.532
Correlation Change Score
0.503
Current Drawdown Score
0.886
Distance From Sma 20 Score
0.512
Distance From Sma 200 Score
0.715
Current Drawdown
-0.074
Days Since 52w High
105
Distance From 52w High
-0.074
Distance From Sma 20
0.007
Distance From Sma 200
0.129
Distance From Sma 50
0.047
Downside Capture 1y
1.771
Downside Volatility 1m
0.307
Downside Volatility 1w
-
Downside Volatility 1y
0.280
Downside Volatility 2y
0.260
Downside Volatility 3m
0.327
Downside Volatility 5y
0.290
Downside Volatility 6m
0.295
Drawdown Recovery
1
Excess Return 1m
0.027
Excess Return 1y
0.035
Excess Return 3m
0.014
Excess Return 6m
0.076
Expected Shortfall 95 1y
-0.041
Market Cap
169,670,590,261.12
Max Drawdown 1m
-0.080
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.199
Max Drawdown 2y
-0.199
Max Drawdown 3m
-0.106
Max Drawdown 5y
-0.338
Max Drawdown 6m
-0.199
Momentum Acceleration 1m Vs 3m
0.015
Momentum Acceleration 3m Vs 6m
-0.008
Moving Average Alignment
1
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.936
Return 1m
0.033
Return 1w
0.018
Return 1y
0.221
Return 2y
0.646
Return 3m
0.055
Return 5y
0.882
Return 6m
0.158
Return Skewness 1y
0.802
Sector Excess Return 1y
0.001
Sharpe 1m
1.297
Sharpe 1y
0.798
Sharpe 2y
0.984
Sharpe 3m
0.785
Sharpe 5y
0.576
Sharpe 6m
1.006
Sortino 1m
1.465
Sortino 1y
0.883
Sortino 2y
1.128
Sortino 3m
0.827
Sortino 5y
0.587
Sortino 6m
1.205
Trend R2 1m
0.217
Trend R2 1w
0.209
Trend R2 1y
0.636
Trend R2 2y
0.789
Trend R2 3m
0.272
Trend R2 5y
0.718
Trend R2 6m
0.047
Trend 1m
-0.002
Trend 1w
0.004
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
0.581
Value At Risk 95 1y
-0.025
Volatility 1m
0.347
Volatility 1w
0.310
Volatility 1y
0.310
Volatility 2y
0.298
Volatility 3m
0.345
Volatility 5y
0.296
Volatility 6m
0.353
Worst Day 1y
-0.068
Distance From Sma 50 Score
0.579
Downside Volatility 1y Score
0.307
Downside Volatility 3m Score
0.370
Drawdown Recovery Score
1
Excess Return 1m Score
0.545
Excess Return 1y Score
0.558
Excess Return 3m Score
0.523
Excess Return 6m Score
0.626
Expected Shortfall 95 1y Score
0.590
Log Avg Dollar Volume 20d Score
0.955
Log Market Cap Score
0.721
Drawdown Score 1y
0.694
Drawdown Score 5y
0.662
Momentum Acceleration 1m Vs 3m Score
0.550
Momentum Acceleration 3m Vs 6m Score
0.473
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.373
Relative Volume 20d Score
0.236
Return 1m Score
0.555
Return 1y Score
0.638
Return 3m Score
0.568
Return 6m Score
0.632
Return Skewness 1y Score
0.634
Sortino 1y Score
0.485
Sortino 3m Score
0.478
Trend R2 1y Score
0.636
Trend R2 3m Score
0.272
Trend Slope 1y Score
0.575
Trend Slope 3m Score
0.576
Volatility 1y Score
0.347
Volatility 3m Score
0.393