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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 151-200 of 355
Page 4 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
GSFinancials0.5790.6550.6871.0000.161 poor0.914 strong100%Jul 26, 1:28 AM
GOOGLCommunication Services0.4500.4770.6521.0000.957 strong0.950 strong100%Jul 26, 1:27 AM
GILDHealth Care0.5520.5170.6530.997
Ticker detail

HAL

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

Research Detail

HAL

Halliburton

Category

Sector: Energy

Industry / Category: Oilfield Services

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Oilfield services company geared to drilling cycles and global energy activity.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.361
Correlation To Benchmark 1y
0.127
Inverse To Benchmark 1y
0.873
Drawdown Score 1m
0.316
Drawdown Score 3m
0.425
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
0.582
Drawdown Score 1y
0.646
Drawdown Score 2y
0.423
Drawdown Score 5y
0.460
Return 1w
0.043
Return 1m
-0.132
Return 3m
-0.084
Return 6m
0.142
Return 1y
0.597
Return 2y
0.092
Return 5y
0.589
Sharpe 1m
-5.107
Sharpe 3m
-0.869
Sharpe 6m
0.964
Sharpe 1y
1.485
Sharpe 2y
0.306
Sharpe 5y
0.432
Trend 1w
0.010
Trend 1m
-0.008
Trend 3m
-0.002
Trend 6m
0.001
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.361
Volatility 1m
0.322
Volatility 3m
0.337
Volatility 6m
0.333
Volatility 1y
0.358
Volatility 2y
0.384
Volatility 5y
0.400
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
HAL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:29 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.614
Aptet Fit Raw Score
0.637
Aptet Fit Confidence
0.928
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.546
Force Fit Raw Score
0.569
Force Fit Confidence
0.918
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:29 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HAL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HAL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "HAL",
    "hitRates": {
      "1": 0.5497382198952879,
      "5": 0.5602094240837696,
      "10": 0.5863874345549738
    },
    "hitRate1D": 0.5497382198952879,
    "comboQuality": 0.9435835105199271,
    "eligibleDays": 297,
    "fitnessScore": 0.9697231457703878,
    "lookbackDays": 63,
    "returnLift1D": 0.0005401010194534706,
    "hitRateLift1D": 0.026089571246639243,
    "activationRate": 0.6430976430976431,
    "activationCount": 191,
    "baselineHitRates": {
      "1": 0.5236486486486487,
      "5": 0.5753424657534246,
      "10": 0.6097560975609756
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3713535885364856,
    "avgForwardReturns": {
      "1": 0.0023632176380238273,
      "5": 0.007708784098902402,
      "10": 0.013200111229838066
    },
    "shadowMaxDrawdown": -0.13123362216802947,
    "shadowTotalReturn": 0.4942640006415089,
    "avgForwardReturn1D": 0.0023632176380238273,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-30",
      "2025-07-31",
      "2025-08-01",
      "2025-08-06",
      "2025-08-22",
      "2025-08-25",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29"
    ],
    "horizonObservationCounts": {
      "1": 191,
      "5": 191,
      "10": 191
    },
    "baselineAvgForwardReturns": {
      "1": 0.0018231166185703567,
      "5": 0.010626984758025476,
      "10": 0.02257418712014947
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9435835105199271,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.427290149114247,
    "bestRawFitnessScore": 0.9697231457703878,
    "upperQuartileComboQuality": 0.6646664915304002
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6143626091267996,
    "rawScore": 0.6373535502538188,
    "confidence": 0.9278549837280634,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.25008788245091634,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        45,
        63
      ]
    },
    "parameterStability": 0.7936667057376545,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5497382198952879,
        "5": 0.5602094240837696,
        "10": 0.5863874345549738
      },
      "hitRate1D": 0.5497382198952879,
      "comboQuality": 0.9435835105199271,
      "eligibleDays": 297,
      "fitnessScore": 0.9697231457703878,
      "lookbackDays": 63,
      "returnLift1D": 0.0005401010194534706,
      "hitRateLift1D": 0.026089571246639243,
      "activationRate": 0.6430976430976431,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3713535885364856,
      "avgForwardReturns": {
        "1": 0.0023632176380238273,
        "5": 0.007708784098902402,
        "10": 0.013200111229838066
      },
      "shadowMaxDrawdown": -0.13123362216802947,
      "shadowTotalReturn": 0.4942640006415089,
      "avgForwardReturn1D": 0.0023632176380238273,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-06",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 191,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018231166185703567,
        "5": 0.010626984758025476,
        "10": 0.02257418712014947
      }
    },
    {
      "topN": 3,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5580110497237569,
        "5": 0.56353591160221,
        "10": 0.5911602209944752
      },
      "hitRate1D": 0.5580110497237569,
      "comboQuality": 0.9311482690031176,
      "eligibleDays": 297,
      "fitnessScore": 0.9229818943116457,
      "lookbackDays": 63,
      "returnLift1D": 0.0004598994021749816,
      "hitRateLift1D": 0.03436240107510824,
      "activationRate": 0.6094276094276094,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3561852838722814,
      "avgForwardReturns": {
        "1": 0.0022830160207453383,
        "5": 0.00789733138036917,
        "10": 0.014349789280127645
      },
      "shadowMaxDrawdown": -0.10834677713780472,
      "shadowTotalReturn": 0.44874009172690066,
      "avgForwardReturn1D": 0.0022830160207453383,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-05",
        "2025-09-24",
        "2025-09-25"
      ],
      "horizonObservationCounts": {
        "1": 181,
        "5": 181,
        "10": 181
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018231166185703567,
        "5": 0.010626984758025476,
        "10": 0.02257418712014947
      }
    },
    {
      "topN": 2,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5571428571428572,
        "5": 0.5714285714285714,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.5571428571428572,
      "comboQuality": 0.8857917133018697,
      "eligibleDays": 297,
      "fitnessScore": 0.8006607553318001,
      "lookbackDays": 63,
      "returnLift1D": 0.0008119406659208679,
      "hitRateLift1D": 0.03349420849420848,
      "activationRate": 0.4713804713804714,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.350715308625448,
      "avgForwardReturns": {
        "1": 0.0026350572844912245,
        "5": 0.010754560601550438,
        "10": 0.022518011351012373
      },
      "shadowMaxDrawdown": -0.09696449580151989,
      "shadowTotalReturn": 0.3920395582943963,
      "avgForwardReturn1D": 0.0026350572844912245,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-05",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30",
        "2025-10-01"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018231166185703567,
        "5": 0.010626984758025476,
        "10": 0.02257418712014947
      }
    },
    {
      "topN": 4,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5459459459459459,
        "5": 0.5513513513513514,
        "10": 0.5783783783783784
      },
      "hitRate1D": 0.5459459459459459,
      "comboQuality": 0.8576418718076204,
      "eligibleDays": 297,
      "fitnessScore": 0.7450849543039226,
      "lookbackDays": 63,
      "returnLift1D": -0.00005646196998599067,
      "hitRateLift1D": 0.022297297297297236,
      "activationRate": 0.622895622895623,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0440115152715315,
      "avgForwardReturns": {
        "1": 0.001766654648584366,
        "5": 0.006570127858341751,
        "10": 0.012860287393908168
      },
      "shadowMaxDrawdown": -0.13702450868730687,
      "shadowTotalReturn": 0.32438542470129295,
      "avgForwardReturn1D": 0.001766654648584366,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-06",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018231166185703567,
        "5": 0.010626984758025476,
        "10": 0.02257418712014947
      }
    },
    {
      "topN": 5,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.535,
        "5": 0.545,
        "10": 0.595
      },
      "hitRate1D": 0.535,
      "comboQuality": 0.823245085475405,
      "eligibleDays": 315,
      "fitnessScore": 0.6884677652923359,
      "lookbackDays": 45,
      "returnLift1D": -0.00013044924332731504,
      "hitRateLift1D": 0.015891719745222965,
      "activationRate": 0.6349206349206349,
      "activationCount": 200,
      "baselineHitRates": {
        "1": 0.5191082802547771,
        "5": 0.5612903225806452,
        "10": 0.6
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.893046834940645,
      "avgForwardReturns": {
        "1": 0.0016867445689357507,
        "5": 0.009006835606535125,
        "10": 0.021730702938936402
      },
      "shadowMaxDrawdown": -0.20469417463463635,
      "shadowTotalReturn": 0.31473662999633567,
      "avgForwardReturn1D": 0.0016867445689357507,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01"
      ],
      "horizonObservationCounts": {
        "1": 200,
        "5": 200,
        "10": 200
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018171938122630658,
        "5": 0.009834526083397849,
        "10": 0.02085060138379815
      }
    },
    {
      "topN": 5,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.518918918918919,
        "5": 0.5297297297297298,
        "10": 0.5675675675675675
      },
      "hitRate1D": 0.518918918918919,
      "comboQuality": 0.6118069602153987,
      "eligibleDays": 330,
      "fitnessScore": 0.45008109477393166,
      "lookbackDays": 30,
      "returnLift1D": 0.000055408608024711805,
      "hitRateLift1D": -0.0008379199868561171,
      "activationRate": 0.5606060606060606,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5197568389057751,
        "5": 0.5507692307692308,
        "10": 0.5875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5804315321522551,
      "avgForwardReturns": {
        "1": 0.0012728377451159986,
        "5": 0.007633525499266165,
        "10": 0.015244116566856616
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012310993842877132,
        "5": 0.0067224137279572735,
        "10": 0.013585045885421167
      }
    },
    {
      "topN": 2,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.4909090909090909,
        "5": 0.42727272727272725,
        "10": 0.4727272727272727
      },
      "hitRate1D": 0.4909090909090909,
      "comboQuality": 0.13014002477228956,
      "eligibleDays": 352,
      "fitnessScore": -0.06793867857787803,
      "lookbackDays": 14,
      "returnLift1D": -0.001588617577352144,
      "hitRateLift1D": -0.02909090909090911,
      "activationRate": 0.3125,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5606936416184971,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.1802024991032281,
      "avgForwardReturns": {
        "1": -0.0002871624178733565,
        "5": -0.004735374471139629,
        "10": -0.010212645954867787
      },
      "shadowMaxDrawdown": -0.26820196823499276,
      "shadowTotalReturn": -0.07756830263443826,
      "avgForwardReturn1D": -0.0002871624178733565,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013014551594787876,
        "5": 0.007013789577237248,
        "10": 0.013677306047336954
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    },
    {
      "topN": 3,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5,
        "5": 0.47183098591549294,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.10910838842877334,
      "eligibleDays": 339,
      "fitnessScore": -0.11197381881121138,
      "lookbackDays": 21,
      "returnLift1D": -0.001897276647259844,
      "hitRateLift1D": -0.020710059171597628,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5207100591715976,
        "5": 0.5479041916167665,
        "10": 0.5775075987841946
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3485530220389301,
      "avgForwardReturns": {
        "1": -0.0006661772629721309,
        "5": -0.00446777288540842,
        "10": 0.0033425555706240472
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      "shadowMaxDrawdown": -0.32673745570407986,
      "shadowTotalReturn": -0.14677035327610954,
      "avgForwardReturn1D": -0.0006661772629721309,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012310993842877132,
        "5": 0.0067224137279572735,
        "10": 0.013585045885421167
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.24218132745278817,
      "fitnessScore": 0.09903337064186384,
      "lookbackDays": 14,
      "returnLift1D": -0.0009051146586890289,
      "activationRate": 0.3835227272727273,
      "activationCount": 135,
      "sampleConfidence": 0.9990123456790124,
      "shadowTotalReturn": -0.003819785291673039,
      "avgForwardReturn1D": 0.0003963405007897586
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2831623351523463,
      "fitnessScore": 0.1456576088956269,
      "lookbackDays": 21,
      "returnLift1D": -0.0011355934952909008,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.05523012560468499,
      "avgForwardReturn1D": 0.00009550588899681247
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6118069602153987,
      "fitnessScore": 0.45008109477393166,
      "lookbackDays": 30,
      "returnLift1D": 0.000055408608024711805,
      "activationRate": 0.5606060606060606,
      "activationCount": 185,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.17953417404679062,
      "avgForwardReturn1D": 0.0012728377451159986
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.823245085475405,
      "fitnessScore": 0.6884677652923359,
      "lookbackDays": 45,
      "returnLift1D": -0.00013044924332731504,
      "activationRate": 0.6349206349206349,
      "activationCount": 200,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.31473662999633567,
      "avgForwardReturn1D": 0.0016867445689357507
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9435835105199271,
      "fitnessScore": 0.9697231457703878,
      "lookbackDays": 63,
      "returnLift1D": 0.0005401010194534706,
      "activationRate": 0.6430976430976431,
      "activationCount": 191,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.4942640006415089,
      "avgForwardReturn1D": 0.0023632176380238273
    }
  ],
  "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": "735782f61cf2b93c5b8f9653c34a1a3507051b93679c012562843b6e2ab33dac",
    "size": 13,
    "members": [
      "HAL",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HAL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HAL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "HAL",
    "hitRates": {
      "1": 0.5580110497237569,
      "5": 0.56353591160221,
      "10": 0.5911602209944752
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    "hitRate1D": 0.5580110497237569,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9219597387451204,
    "eligibleDays": 326,
    "fitnessScore": 0.8932408722057763,
    "lookbackDays": 63,
    "returnLift1D": 0.000699083188203709,
    "hitRateLift1D": 0.0396061417482968,
    "portfolioSize": 3,
    "activationRate": 0.5552147239263804,
    "activationCount": 181,
    "baselineHitRates": {
      "1": 0.5184049079754601,
      "5": 0.5559006211180124,
      "10": 0.5930599369085173
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2942324562063579,
    "avgForwardReturns": {
      "1": 0.0022830160207453383,
      "5": 0.00789733138036917,
      "10": 0.014349789280127645
    },
    "shadowMaxDrawdown": -0.10834677713780472,
    "shadowTotalReturn": 0.44874009172690066,
    "avgForwardReturn1D": 0.0022830160207453383,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-25",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03",
      "2025-09-05",
      "2025-09-24",
      "2025-09-25"
    ],
    "horizonObservationCounts": {
      "1": 181,
      "5": 181,
      "10": 181
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015839328325416293,
      "5": 0.00962420407343449,
      "10": 0.01951531017431394
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9219597387451204,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.39149559521788657,
    "bestRawFitnessScore": 0.8932408722057763,
    "upperQuartileComboQuality": 0.5294337915427532
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5459991895488192,
    "rawScore": 0.5693486547606996,
    "confidence": 0.9179783248220925,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.20005167442905572,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7104900398804431,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "HAL",
      "hitRates": {
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        "5": 0.56353591160221,
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      "hitRate1D": 0.5580110497237569,
      "rankWeights": [
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      "comboQuality": 0.9219597387451204,
      "eligibleDays": 326,
      "fitnessScore": 0.8932408722057763,
      "lookbackDays": 63,
      "returnLift1D": 0.000699083188203709,
      "hitRateLift1D": 0.0396061417482968,
      "portfolioSize": 3,
      "activationRate": 0.5552147239263804,
      "activationCount": 181,
      "baselineHitRates": {
        "1": 0.5184049079754601,
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        "10": 0.5930599369085173
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2942324562063579,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10834677713780472,
      "shadowTotalReturn": 0.44874009172690066,
      "avgForwardReturn1D": 0.0022830160207453383,
      "riskOffActivations": 0,
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        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-05",
        "2025-09-24",
        "2025-09-25"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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        "5": 0.5714285714285714,
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      "hitRate1D": 0.5571428571428572,
      "rankWeights": [
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      "comboQuality": 0.8746415742626359,
      "eligibleDays": 326,
      "fitnessScore": 0.7773801692573072,
      "lookbackDays": 63,
      "returnLift1D": 0.0010511244519495952,
      "hitRateLift1D": 0.038737949167397034,
      "portfolioSize": 2,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
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        "1": 0.5184049079754601,
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        "10": 0.5930599369085173
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2890157365517565,
      "avgForwardReturns": {
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        "10": 0.022518011351012373
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      "shadowMaxDrawdown": -0.09696449580151989,
      "shadowTotalReturn": 0.3920395582943963,
      "avgForwardReturn1D": 0.0026350572844912245,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-29",
        "2025-09-02",
        "2025-09-03",
        "2025-09-05",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30",
        "2025-10-01"
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      "horizonObservationCounts": {
        "1": 140,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.840403024523526,
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      "returnLift1D": 0.0001827218160427367,
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.840403024523526,
      "eligibleDays": 326,
      "fitnessScore": 0.7154705634110001,
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      "returnLift1D": 0.0001827218160427367,
      "hitRateLift1D": 0.027541037970485793,
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      "activationRate": 0.5674846625766872,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.996451458886424,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.13702450868730687,
      "shadowTotalReturn": 0.32438542470129295,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-31",
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        "2025-08-25",
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        "2025-08-29",
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      "horizonObservationCounts": {
        "1": 185,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.00962420407343449,
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    },
    {
      "topN": 3,
      "ticker": "HAL",
      "hitRates": {
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      "comboQuality": 0.5835197318883376,
      "eligibleDays": 344,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.22750972078254927,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
        "1": 159,
        "5": 157,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008480124730446621,
        "5": 0.005114737091898571,
        "10": 0.011036098803818478
      }
    },
    {
      "topN": 5,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5094339622641509,
        "5": 0.4394904458598726,
        "10": 0.48717948717948717
      },
      "hitRate1D": 0.5094339622641509,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.15824380097344087,
      "eligibleDays": 375,
      "fitnessScore": -0.017697777605769075,
      "lookbackDays": 14,
      "returnLift1D": -0.0011275806232358373,
      "hitRateLift1D": -0.005232704402515775,
      "portfolioSize": 5,
      "activationRate": 0.424,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5417789757412399,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 0.9979035639412999,
      "shadowSharpeLike": -0.1917797285617213,
      "avgForwardReturns": {
        "1": -0.00027956815019117515,
        "5": -0.007854128966774822,
        "10": -0.00809095354635888
      },
      "shadowMaxDrawdown": -0.27739340650880584,
      "shadowTotalReturn": -0.10920259486881301,
      "avgForwardReturn1D": -0.00027956815019117515,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-21",
        "2025-02-25",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 157,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008480124730446621,
        "5": 0.005114737091898571,
        "10": 0.011036098803818478
      }
    },
    {
      "topN": 2,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.4954954954954955,
        "5": 0.42342342342342343,
        "10": 0.46846846846846846
      },
      "hitRate1D": 0.4954954954954955,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.13758518971865885,
      "eligibleDays": 375,
      "fitnessScore": -0.0538084790280732,
      "lookbackDays": 14,
      "returnLift1D": -0.0010393911570846968,
      "hitRateLift1D": -0.01917117117117123,
      "portfolioSize": 2,
      "activationRate": 0.296,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5417789757412399,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.14285361926385096,
      "avgForwardReturns": {
        "1": -0.00019137868404003463,
        "5": -0.005202418876397468,
        "10": -0.010668583775545505
      },
      "shadowMaxDrawdown": -0.2682019682349922,
      "shadowTotalReturn": -0.06895287394893856,
      "avgForwardReturn1D": -0.00019137868404003463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008480124730446621,
        "5": 0.005114737091898571,
        "10": 0.011036098803818478
      }
    },
    {
      "topN": 2,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5181818181818182,
        "5": 0.42727272727272725,
        "10": 0.4909090909090909
      },
      "hitRate1D": 0.5181818181818182,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.12651248227430448,
      "eligibleDays": 368,
      "fitnessScore": -0.07507362966504005,
      "lookbackDays": 21,
      "returnLift1D": -0.0016575357649176508,
      "hitRateLift1D": -0.0035573122529644063,
      "portfolioSize": 2,
      "activationRate": 0.29891304347826086,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5521978021978022,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.26100776545712995,
      "avgForwardReturns": {
        "1": -0.000545747228637793,
        "5": -0.0069214818716636164,
        "10": 0.0009314427777058831
      },
      "shadowMaxDrawdown": -0.2672045643167279,
      "shadowTotalReturn": -0.10666341444525451,
      "avgForwardReturn1D": -0.000545747228637793,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011117885362798578,
        "5": 0.005942526250772085,
        "10": 0.011961879918779044
      }
    },
    {
      "topN": 3,
      "ticker": "HAL",
      "hitRates": {
        "1": 0.5,
        "5": 0.47183098591549294,
        "10": 0.5
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.10239955577134047,
      "eligibleDays": 368,
      "fitnessScore": -0.1275853841549928,
      "lookbackDays": 21,
      "returnLift1D": -0.0017779657992519887,
      "hitRateLift1D": -0.021739130434782594,
      "portfolioSize": 3,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5521978021978022,
        "10": 0.5766016713091922
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.334570110690317,
      "avgForwardReturns": {
        "1": -0.0006661772629721309,
        "5": -0.00446777288540842,
        "10": 0.0033425555706240472
      },
      "shadowMaxDrawdown": -0.32673745570407986,
      "shadowTotalReturn": -0.14677035327610954,
      "avgForwardReturn1D": -0.0006661772629721309,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011117885362798578,
        "5": 0.005942526250772085,
        "10": 0.011961879918779044
      }
    }
  ],
  "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": 0.2643180636729405,
      "fitnessScore": 0.12479816402403578,
      "lookbackDays": 14,
      "returnLift1D": -0.000331259219262655,
      "activationRate": 0.36533333333333334,
      "activationCount": 137,
      "sampleConfidence": 0.9990267639902677,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.012465237306403143,
      "avgForwardReturn1D": 0.0005167532537820071
    },
    {
      "comboQuality": 0.17433438363848153,
      "fitnessScore": 0.00785277289091943,
      "lookbackDays": 21,
      "returnLift1D": -0.0012734928012957188,
      "activationRate": 0.45652173913043476,
      "activationCount": 168,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.09319274927725407,
      "avgForwardReturn1D": -0.00016170426501586104
    },
    {
      "comboQuality": 0.3963434283802948,
      "fitnessScore": 0.25744063917380355,
      "lookbackDays": 30,
      "returnLift1D": -0.0002712116804185204,
      "activationRate": 0.47075208913649025,
      "activationCount": 169,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07460220288960806,
      "avgForwardReturn1D": 0.0007927416144793443
    },
    {
      "comboQuality": 0.5835197318883376,
      "fitnessScore": 0.4241926201686697,
      "lookbackDays": 45,
      "returnLift1D": -0.00015693826685834068,
      "activationRate": 0.5290697674418605,
      "activationCount": 182,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.15124082765655977,
      "avgForwardReturn1D": 0.0010674125758247776
    },
    {
      "comboQuality": 0.9219597387451204,
      "fitnessScore": 0.8932408722057763,
      "lookbackDays": 63,
      "returnLift1D": 0.000699083188203709,
      "activationRate": 0.5552147239263804,
      "activationCount": 181,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.44874009172690066,
      "avgForwardReturn1D": 0.0022830160207453383
    }
  ],
  "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": "735782f61cf2b93c5b8f9653c34a1a3507051b93679c012562843b6e2ab33dac",
    "size": 13,
    "members": [
      "HAL",
      "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
0.552
Liquidity
0.885
Momentum
0.406
Relative strength
0.410
Trend quality
0.500
Stability
0.626
Aggression
0.353
Downside risk
0.558
Drawdown state
0.790
Quality momentum
0.461
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.873
Benchmark Independence 3m Score
0.947
Beta 1y Profile Score
0.144
Beta 3m Profile Score
0
Beta Change Score
0.252
Correlation Change Score
0.410
Current Drawdown Score
0.698
Days Since 52w High Score
0.139
Distance From 52w High Score
0.698
Distance From Sma 20 Score
0.463
Distance From Sma 200 Score
0.581
Distance From Sma 50 Score
0.322
Downside Volatility 1m Score
0.413
Downside Volatility 1y Score
0.370
Downside Volatility 2y Score
0.448
Downside Volatility 3m Score
0.405
Downside Volatility 5y Score
0.470
Downside Volatility 6m Score
0.362
Drawdown Recovery Score
1
Excess Return 1m Score
0.235
Excess Return 1y Score
1
Excess Return 3m Score
0.172
Excess Return 6m Score
0.570
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.885
Log Market Cap Score
0.552
Drawdown Score 1m
0.316
Drawdown Score 1y
0.646
Drawdown Score 2y
0.423
Drawdown Score 3m
0.425
Drawdown Score 5y
0.460
Drawdown Score 6m
0.582
Momentum Acceleration 1m Vs 3m Score
0.153
Momentum Acceleration 3m Vs 6m Score
0.328
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.280
Relative Volume 20d Score
0.282
Return 1m Score
0.280
Return 1w Score
0.645
Return 1y Score
0.873
Return 2y Score
0.312
Return 3m Score
0.395
Return 5y Score
0.122
Return 6m Score
0.619
Return Skewness 1y Score
0.605
Sharpe 1m Score
0
Sharpe 1y Score
0.697
Sharpe 2y Score
0.461
Sharpe 3m Score
0.226
Sharpe 5y Score
0.486
Sharpe 6m Score
0.593
Sortino 1m Score
0
Sortino 1y Score
0.578
Sortino 2y Score
0.413
Sortino 3m Score
0.271
Sortino 5y Score
0.429
Sortino 6m Score
0.500
Trend R2 1m Score
0.721
Trend R2 1w Score
0.629
Trend R2 1y Score
0.886
Trend R2 2y Score
0.154
Trend R2 3m Score
0.327
Trend R2 5y Score
0.025
Trend R2 6m Score
0.288
Trend Slope 1m Score
0
Trend Slope 1w Score
1
Trend Slope 1y Score
0.688
Trend Slope 2y Score
0.536
Trend Slope 3m Score
0.355
Trend Slope 5y Score
0.506
Trend Slope 6m Score
0.577
Volatility 1m Score
0.362
Volatility 1w Score
0.414
Volatility 1y Score
0.410
Volatility 2y Score
0.446
Volatility 3m Score
0.383
Volatility 5y Score
0.467
Volatility 6m Score
0.378
Worst Day 1y Score
0.694
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
452,751,868.905
Best Day 1y
0.116
Beta To Benchmark 1y
0.361
Beta 3m
-0.135
Beta Change
-0.497
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.127
Correlation 3m
-0.053
Correlation Change
-0.179
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.873
Benchmark Independence 3m Score
0.947
Beta 1y Profile Score
0.144
Beta 3m Profile Score
0
Beta Change Score
0.252
Correlation Change Score
0.410
Current Drawdown Score
0.698
Distance From Sma 20 Score
0.463
Distance From Sma 200 Score
0.581
Current Drawdown
-0.196
Days Since 52w High
35
Distance From 52w High
-0.196
Distance From Sma 20
-0.022
Distance From Sma 200
0.048
Distance From Sma 50
-0.107
Downside Capture 1y
1.976
Downside Volatility 1m
0.360
Downside Volatility 1w
-
Downside Volatility 1y
0.328
Downside Volatility 2y
0.386
Downside Volatility 3m
0.354
Downside Volatility 5y
0.402
Downside Volatility 6m
0.322
Drawdown Recovery
1
Excess Return 1m
-0.159
Excess Return 1y
0.373
Excess Return 3m
-0.197
Excess Return 6m
0.042
Expected Shortfall 95 1y
-0.040
Market Cap
29,577,255,787.902
Max Drawdown 1m
-0.171
Max Drawdown 1w
-0.024
Max Drawdown 1y
-0.230
Max Drawdown 2y
-0.462
Max Drawdown 3m
-0.230
Max Drawdown 5y
-0.540
Max Drawdown 6m
-0.230
Momentum Acceleration 1m Vs 3m
-0.104
Momentum Acceleration 3m Vs 6m
-0.052
Moving Average Alignment
0
Relative Strength Acceleration
-0.010
Relative Strength Slope 3m
-0.004
Relative Volume 20d
1.061
Return 1m
-0.132
Return 1w
0.043
Return 1y
0.597
Return 2y
0.092
Return 3m
-0.084
Return 5y
0.589
Return 6m
0.142
Return Skewness 1y
0.632
Sector Excess Return 1y
-
Sharpe 1m
-5.107
Sharpe 1y
1.485
Sharpe 2y
0.306
Sharpe 3m
-0.869
Sharpe 5y
0.432
Sharpe 6m
0.964
Sortino 1m
-4.566
Sortino 1y
1.622
Sortino 2y
0.305
Sortino 3m
-0.829
Sortino 5y
0.429
Sortino 6m
0.998
Trend R2 1m
0.721
Trend R2 1w
0.629
Trend R2 1y
0.886
Trend R2 2y
0.154
Trend R2 3m
0.327
Trend R2 5y
0.025
Trend R2 6m
0.288
Trend 1m
-0.008
Trend 1w
0.010
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
-0.002
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.660
Value At Risk 95 1y
-0.032
Volatility 1m
0.322
Volatility 1w
0.361
Volatility 1y
0.358
Volatility 2y
0.384
Volatility 3m
0.337
Volatility 5y
0.400
Volatility 6m
0.333
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.322
Downside Volatility 1y Score
0.370
Downside Volatility 3m Score
0.405
Drawdown Recovery Score
1
Excess Return 1m Score
0.235
Excess Return 1y Score
1
Excess Return 3m Score
0.172
Excess Return 6m Score
0.570
Expected Shortfall 95 1y Score
0.595
Log Avg Dollar Volume 20d Score
0.885
Log Market Cap Score
0.552
Drawdown Score 1y
0.646
Drawdown Score 5y
0.460
Momentum Acceleration 1m Vs 3m Score
0.153
Momentum Acceleration 3m Vs 6m Score
0.328
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.282
Return 1m Score
0.280
Return 1y Score
0.873
Return 3m Score
0.395
Return 6m Score
0.619
Return Skewness 1y Score
0.605
Sortino 1y Score
0.578
Sortino 3m Score
0.271
Trend R2 1y Score
0.886
Trend R2 3m Score
0.327
Trend Slope 1y Score
0.688
Trend Slope 3m Score
0.355
Volatility 1y Score
0.410
Volatility 3m Score
0.383