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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

HUM

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

Research Detail

HUM

HUM

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.527
Correlation To Benchmark 1y
0.133
Inverse To Benchmark 1y
0.867
Drawdown Score 1m
0.778
Drawdown Score 3m
0.861
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
0.230
Drawdown Score 1y
0.274
Drawdown Score 2y
0.266
Drawdown Score 5y
0.301
Return 1w
-0.011
Return 1m
0.083
Return 3m
0.992
Return 6m
0.437
Return 1y
0.681
Return 2y
0.093
Return 5y
-0.079
Sharpe 1m
3.366
Sharpe 3m
6.700
Sharpe 6m
1.651
Sharpe 1y
1.301
Sharpe 2y
0.334
Sharpe 5y
0.149
Trend 1w
-0.000
Trend 1m
0.005
Trend 3m
0.013
Trend 6m
0.006
Trend 1y
0.000
Trend 2y
-0.000
Trend 5y
-0.001
Volatility 1w
0.141
Volatility 1m
0.296
Volatility 3m
0.427
Volatility 6m
0.526
Volatility 1y
0.496
Volatility 2y
0.469
Volatility 5y
0.376
Not part of the current Vector V2 payload: Drawdown Score 1w, Drawdown Score 2w, Return 2w, Sharpe 1w, Sharpe 2w, Sharpe Score, Trend 2w, Volatility 2w. Trend labels map to the stored trend slope fields.
Metadata
Identity, provenance, coverage, and diagnostics.
74 fields
Ticker
HUM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:33 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
0.970
Aptet Fit Raw Score
0.976
Aptet Fit Confidence
0.988
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.939
Force Fit Raw Score
0.951
Force Fit Confidence
0.973
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:33 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HUM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HUM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "HUM",
    "hitRates": {
      "1": 0.6264367816091954,
      "5": 0.6058823529411764,
      "10": 0.6424242424242425
    },
    "hitRate1D": 0.6264367816091954,
    "comboQuality": 0.998745797528449,
    "eligibleDays": 339,
    "fitnessScore": 1.8196000879111447,
    "lookbackDays": 21,
    "returnLift1D": 0.0033831522624011515,
    "hitRateLift1D": 0.058389444331088836,
    "activationRate": 0.5162241887905604,
    "activationCount": 175,
    "baselineHitRates": {
      "1": 0.5680473372781065,
      "5": 0.5419161676646707,
      "10": 0.5835866261398176
    },
    "sampleConfidence": 0.993904761904762,
    "shadowSharpeLike": 2.0257011949234043,
    "avgForwardReturns": {
      "1": 0.005040453646915422,
      "5": 0.021134003196319234,
      "10": 0.03964713328531457
    },
    "shadowMaxDrawdown": -0.17356152718323337,
    "shadowTotalReturn": 1.2139292928543992,
    "avgForwardReturn1D": 0.005040453646915422,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-20",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02"
    ],
    "horizonObservationCounts": {
      "1": 174,
      "5": 170,
      "10": 165
    },
    "baselineAvgForwardReturns": {
      "1": 0.0016573013845142702,
      "5": 0.009069408627594618,
      "10": 0.018893952343049136
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.998745797528449,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9721769190445353,
    "bestRawFitnessScore": 1.8196000879111447,
    "upperQuartileComboQuality": 0.9845399042331536
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9701660895710571,
    "rawScore": 0.9758980005930815,
    "confidence": 0.988253053047468,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9554019364385581,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6264367816091954,
        "5": 0.6058823529411764,
        "10": 0.6424242424242425
      },
      "hitRate1D": 0.6264367816091954,
      "comboQuality": 0.998745797528449,
      "eligibleDays": 339,
      "fitnessScore": 1.8196000879111447,
      "lookbackDays": 21,
      "returnLift1D": 0.0033831522624011515,
      "hitRateLift1D": 0.058389444331088836,
      "activationRate": 0.5162241887905604,
      "activationCount": 175,
      "baselineHitRates": {
        "1": 0.5680473372781065,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 0.993904761904762,
      "shadowSharpeLike": 2.0257011949234043,
      "avgForwardReturns": {
        "1": 0.005040453646915422,
        "5": 0.021134003196319234,
        "10": 0.03964713328531457
      },
      "shadowMaxDrawdown": -0.17356152718323337,
      "shadowTotalReturn": 1.2139292928543992,
      "avgForwardReturn1D": 0.005040453646915422,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 174,
        "5": 170,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016573013845142702,
        "5": 0.009069408627594618,
        "10": 0.018893952343049136
      }
    },
    {
      "topN": 3,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6242424242424243,
        "5": 0.6273291925465838,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.6242424242424243,
      "comboQuality": 0.9985507077347334,
      "eligibleDays": 339,
      "fitnessScore": 1.787750510046433,
      "lookbackDays": 21,
      "returnLift1D": 0.0036184034940287216,
      "hitRateLift1D": 0.05619508696431774,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5680473372781065,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 0.9935742971887551,
      "shadowSharpeLike": 2.0524427149473112,
      "avgForwardReturns": {
        "1": 0.005275704878542992,
        "5": 0.02362536791927323,
        "10": 0.04377897080610098
      },
      "shadowMaxDrawdown": -0.20540878832001586,
      "shadowTotalReturn": 1.2074633510469717,
      "avgForwardReturn1D": 0.005275704878542992,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 161,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016573013845142702,
        "5": 0.009069408627594618,
        "10": 0.018893952343049136
      }
    },
    {
      "topN": 2,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6298701298701299,
        "5": 0.6333333333333333,
        "10": 0.6827586206896552
      },
      "hitRate1D": 0.6298701298701299,
      "comboQuality": 0.9981088473333126,
      "eligibleDays": 339,
      "fitnessScore": 1.7291086795424138,
      "lookbackDays": 21,
      "returnLift1D": 0.0037972151187815216,
      "hitRateLift1D": 0.06182279259202339,
      "activationRate": 0.45722713864306785,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5680473372781065,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 0.9931182795698925,
      "shadowSharpeLike": 2.0521028172849243,
      "avgForwardReturns": {
        "1": 0.005454516503295792,
        "5": 0.02420453229618643,
        "10": 0.046180880367823314
      },
      "shadowMaxDrawdown": -0.19685552039629717,
      "shadowTotalReturn": 1.1543732218535139,
      "avgForwardReturn1D": 0.005454516503295792,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-08",
        "2025-04-09"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016573013845142702,
        "5": 0.009069408627594618,
        "10": 0.018893952343049136
      }
    },
    {
      "topN": 5,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6021505376344086,
        "5": 0.6043956043956044,
        "10": 0.6384180790960452
      },
      "hitRate1D": 0.6021505376344086,
      "comboQuality": 0.9958976711321094,
      "eligibleDays": 339,
      "fitnessScore": 1.558259730363554,
      "lookbackDays": 21,
      "returnLift1D": 0.0025635468184929833,
      "hitRateLift1D": 0.0341032003563021,
      "activationRate": 0.551622418879056,
      "activationCount": 187,
      "baselineHitRates": {
        "1": 0.5680473372781065,
        "5": 0.5419161676646707,
        "10": 0.5835866261398176
      },
      "sampleConfidence": 0.9942959001782532,
      "shadowSharpeLike": 1.7772387391222433,
      "avgForwardReturns": {
        "1": 0.0042208482030072535,
        "5": 0.020971814155030667,
        "10": 0.03787270819596512
      },
      "shadowMaxDrawdown": -0.2098447981302084,
      "shadowTotalReturn": 1.0181281474086985,
      "avgForwardReturn1D": 0.0042208482030072535,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 182,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016573013845142702,
        "5": 0.009069408627594618,
        "10": 0.018893952343049136
      }
    },
    {
      "topN": 5,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6257668711656442,
        "5": 0.6037735849056604,
        "10": 0.6038961038961039
      },
      "hitRate1D": 0.6257668711656442,
      "comboQuality": 0.9880498628743021,
      "eligibleDays": 330,
      "fitnessScore": 1.321297890575133,
      "lookbackDays": 30,
      "returnLift1D": 0.002340536313488087,
      "hitRateLift1D": 0.05129878605926119,
      "activationRate": 0.49696969696969695,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.574468085106383,
        "5": 0.5476923076923077,
        "10": 0.5875
      },
      "sampleConfidence": 0.9934959349593496,
      "shadowSharpeLike": 1.6368033716190271,
      "avgForwardReturns": {
        "1": 0.00409052689388899,
        "5": 0.017643532934216142,
        "10": 0.02768337872758882
      },
      "shadowMaxDrawdown": -0.24006509345583027,
      "shadowTotalReturn": 0.8106656583260554,
      "avgForwardReturn1D": 0.00409052689388899,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-04",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 159,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017499905804009032,
        "5": 0.009583683025506485,
        "10": 0.01891976711081098
      }
    },
    {
      "topN": 2,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6214285714285714,
        "5": 0.625,
        "10": 0.648854961832061
      },
      "hitRate1D": 0.6214285714285714,
      "comboQuality": 0.9833699180194375,
      "eligibleDays": 330,
      "fitnessScore": 1.2475498712108435,
      "lookbackDays": 30,
      "returnLift1D": 0.002799042698252642,
      "hitRateLift1D": 0.04696048632218841,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.574468085106383,
        "5": 0.5476923076923077,
        "10": 0.5875
      },
      "sampleConfidence": 0.992434988179669,
      "shadowSharpeLike": 1.6457125467340898,
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      "shadowSharpeLike": 0.7658097023249754,
      "avgForwardReturns": {
        "1": 0.0023832991637370406,
        "5": 0.014778251063869749,
        "10": 0.034543477832012594
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      "shadowMaxDrawdown": -0.44069250023333284,
      "shadowTotalReturn": 0.2817710004340037,
      "avgForwardReturn1D": 0.0023832991637370406,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-06",
        "2025-07-31"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018575591974921257,
        "5": 0.00980826729157047,
        "10": 0.02104818512187202
      }
    },
    {
      "topN": 3,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6176470588235294,
        "5": 0.5833333333333334,
        "10": 0.6692913385826772
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      "hitRate1D": 0.6176470588235294,
      "comboQuality": 0.7268238997644532,
      "eligibleDays": 315,
      "fitnessScore": 0.5652848668295695,
      "lookbackDays": 45,
      "returnLift1D": 0.0005682303708567326,
      "hitRateLift1D": 0.04439865118021735,
      "activationRate": 0.43492063492063493,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.5483870967741935,
        "10": 0.6
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      "sampleConfidence": 0.9922141119221412,
      "shadowSharpeLike": 0.7665521559763798,
      "avgForwardReturns": {
        "1": 0.0024257895683488582,
        "5": 0.014490137404673432,
        "10": 0.035180119699267154
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      "shadowMaxDrawdown": -0.4406925002333333,
      "shadowTotalReturn": 0.2816821461315375,
      "avgForwardReturn1D": 0.0024257895683488582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018575591974921257,
        "5": 0.00980826729157047,
        "10": 0.02104818512187202
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    },
    {
      "topN": 5,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6126760563380281,
        "5": 0.5797101449275363,
        "10": 0.6691729323308271
      },
      "hitRate1D": 0.6126760563380281,
      "comboQuality": 0.7189256433634587,
      "eligibleDays": 315,
      "fitnessScore": 0.5566105111263692,
      "lookbackDays": 45,
      "returnLift1D": 0.0004556031826794236,
      "hitRateLift1D": 0.039427648694716044,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.5483870967741935,
        "10": 0.6
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      "sampleConfidence": 0.9925407925407925,
      "shadowSharpeLike": 0.7573691410857076,
      "avgForwardReturns": {
        "1": 0.0023131623801715493,
        "5": 0.01514858320713585,
        "10": 0.03636757676080058
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      "shadowMaxDrawdown": -0.4554206170217021,
      "shadowTotalReturn": 0.27846325852908027,
      "avgForwardReturn1D": 0.0023131623801715493,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-06",
        "2025-07-31"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 138,
        "10": 133
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      "baselineAvgForwardReturns": {
        "1": 0.0018575591974921257,
        "5": 0.00980826729157047,
        "10": 0.02104818512187202
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9809169686334356,
      "fitnessScore": 1.216731423010407,
      "lookbackDays": 14,
      "returnLift1D": 0.0018463624629446443,
      "activationRate": 0.5539772727272727,
      "activationCount": 195,
      "sampleConfidence": 0.9962393162393163,
      "shadowTotalReturn": 0.7451415071009573,
      "avgForwardReturn1D": 0.00334255686720638
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.998745797528449,
      "fitnessScore": 1.8196000879111447,
      "lookbackDays": 21,
      "returnLift1D": 0.0033831522624011515,
      "activationRate": 0.5162241887905604,
      "activationCount": 175,
      "sampleConfidence": 0.993904761904762,
      "shadowTotalReturn": 1.2139292928543992,
      "avgForwardReturn1D": 0.005040453646915422
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9880498628743021,
      "fitnessScore": 1.321297890575133,
      "lookbackDays": 30,
      "returnLift1D": 0.002340536313488087,
      "activationRate": 0.49696969696969695,
      "activationCount": 164,
      "sampleConfidence": 0.9934959349593496,
      "shadowTotalReturn": 0.8106656583260554,
      "avgForwardReturn1D": 0.00409052689388899
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9758678622260081,
      "fitnessScore": 1.1639521984966255,
      "lookbackDays": 45,
      "returnLift1D": 0.002936397945667103,
      "activationRate": 0.3904761904761905,
      "activationCount": 123,
      "sampleConfidence": 0.9913279132791328,
      "shadowTotalReturn": 0.701108429021456,
      "avgForwardReturn1D": 0.004793957143159229
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9728803190434548,
      "fitnessScore": 1.1376003022241183,
      "lookbackDays": 63,
      "returnLift1D": 0.0025140711584774544,
      "activationRate": 0.4006734006734007,
      "activationCount": 119,
      "sampleConfidence": 0.9910364145658264,
      "shadowTotalReturn": 0.657403952786487,
      "avgForwardReturn1D": 0.004745295934694669
    }
  ],
  "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": "5dba66f52e82767f19f977742f69ae6ecaa5090308f46f007cbf5ce2829d4c8f",
    "size": 13,
    "members": [
      "HUM",
      "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",
      "HUM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HUM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "HUM",
    "hitRates": {
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      "5": 0.6,
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    "hitRate1D": 0.6256983240223464,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9988731113408306,
    "eligibleDays": 368,
    "fitnessScore": 1.843176810119025,
    "lookbackDays": 21,
    "returnLift1D": 0.00368873760317565,
    "hitRateLift1D": 0.06319832402234637,
    "portfolioSize": 4,
    "activationRate": 0.48641304347826086,
    "activationCount": 179,
    "baselineHitRates": {
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    "sampleConfidence": 0.9951582867783986,
    "shadowSharpeLike": 1.9561470460350296,
    "avgForwardReturns": {
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      "5": 0.019139176265670167,
      "10": 0.03709235873313388
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    "shadowMaxDrawdown": -0.17356152718323348,
    "shadowTotalReturn": 1.2515232670473084,
    "avgForwardReturn1D": 0.00501100247293908,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26"
    ],
    "horizonObservationCounts": {
      "1": 179,
      "5": 175,
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    },
    "baselineAvgForwardReturns": {
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      "10": 0.017111698704329468
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9988731113408306,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9353687054563522,
    "bestRawFitnessScore": 1.843176810119025,
    "upperQuartileComboQuality": 0.9628911518651376
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9385736196795219,
    "rawScore": 0.9512139201790117,
    "confidence": 0.9734228016824837,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.7999221888810403,
    "recommendedRegion": {
      "lookbackDays": [
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        21,
        30,
        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9325634166453087,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "HUM",
      "hitRates": {
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      "hitRate1D": 0.6256983240223464,
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      "comboQuality": 0.9988731113408306,
      "eligibleDays": 368,
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      "returnLift1D": 0.00368873760317565,
      "hitRateLift1D": 0.06319832402234637,
      "portfolioSize": 4,
      "activationRate": 0.48641304347826086,
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      "riskOffActivations": 0,
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        "2025-02-05",
        "2025-02-06",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9988731113408306,
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      "sampleConfidence": 0.9951582867783986,
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      "shadowMaxDrawdown": -0.17356152718323348,
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      "riskOffActivations": 0,
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        "2025-02-05",
        "2025-02-06",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9983072258287812,
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      "fitnessScore": 1.7535323204995965,
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      "sampleConfidence": 0.9945492662473795,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.9767056614927592,
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      "shadowTotalReturn": 0.4021548553357184,
      "avgForwardReturn1D": 0.0023987437322333972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-05",
        "2025-02-06",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 178,
        "10": 174
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012923814147323002,
        "5": 0.006957820302552925,
        "10": 0.014677394954394508
      }
    },
    {
      "topN": 2,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6012658227848101,
        "5": 0.5632911392405063,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.6012658227848101,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6688278517342456,
      "eligibleDays": 375,
      "fitnessScore": 0.5046354435270296,
      "lookbackDays": 14,
      "returnLift1D": 0.000498545083111291,
      "hitRateLift1D": 0.03859915611814346,
      "portfolioSize": 2,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5626666666666666,
        "5": 0.5336927223719676,
        "10": 0.5683060109289617
      },
      "sampleConfidence": 0.9983122362869199,
      "shadowSharpeLike": 0.615672220530346,
      "avgForwardReturns": {
        "1": 0.0017909264978435912,
        "5": 0.015564957559022884,
        "10": 0.0332432801082153
      },
      "shadowMaxDrawdown": -0.3369835649993451,
      "shadowTotalReturn": 0.22134782757435434,
      "avgForwardReturn1D": 0.0017909264978435912,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-05",
        "2025-02-06",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012923814147323002,
        "5": 0.006957820302552925,
        "10": 0.014677394954394508
      }
    },
    {
      "topN": 4,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6122448979591837,
        "5": 0.5594405594405595,
        "10": 0.6304347826086957
      },
      "hitRate1D": 0.6122448979591837,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5578316287524848,
      "eligibleDays": 344,
      "fitnessScore": 0.40112061598493276,
      "lookbackDays": 45,
      "returnLift1D": -0.0001983040210360124,
      "hitRateLift1D": 0.04247745609871856,
      "portfolioSize": 4,
      "activationRate": 0.4273255813953488,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5697674418604651,
        "5": 0.55,
        "10": 0.591044776119403
      },
      "sampleConfidence": 0.9941043083900227,
      "shadowSharpeLike": 0.5021184476719112,
      "avgForwardReturns": {
        "1": 0.0016407139255392009,
        "5": 0.011021435376433972,
        "10": 0.02879957102994203
      },
      "shadowMaxDrawdown": -0.44424410895811495,
      "shadowTotalReturn": 0.16231534037287942,
      "avgForwardReturn1D": 0.0016407139255392009,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018390179465752133,
        "5": 0.009921130691427853,
        "10": 0.019717515781423042
      }
    },
    {
      "topN": 5,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6122448979591837,
        "5": 0.5594405594405595,
        "10": 0.6304347826086957
      },
      "hitRate1D": 0.6122448979591837,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5578316287524848,
      "eligibleDays": 344,
      "fitnessScore": 0.40112061598493276,
      "lookbackDays": 45,
      "returnLift1D": -0.0001983040210360124,
      "hitRateLift1D": 0.04247745609871856,
      "portfolioSize": 5,
      "activationRate": 0.4273255813953488,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5697674418604651,
        "5": 0.55,
        "10": 0.591044776119403
      },
      "sampleConfidence": 0.9941043083900227,
      "shadowSharpeLike": 0.5021184476719112,
      "avgForwardReturns": {
        "1": 0.0016407139255392009,
        "5": 0.011021435376433972,
        "10": 0.02879957102994203
      },
      "shadowMaxDrawdown": -0.44424410895811495,
      "shadowTotalReturn": 0.16231534037287942,
      "avgForwardReturn1D": 0.0016407139255392009,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018390179465752133,
        "5": 0.009921130691427853,
        "10": 0.019717515781423042
      }
    },
    {
      "topN": 3,
      "ticker": "HUM",
      "hitRates": {
        "1": 0.6111111111111112,
        "5": 0.5642857142857143,
        "10": 0.6370370370370371
      },
      "hitRate1D": 0.6111111111111112,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5530073026610193,
      "eligibleDays": 344,
      "fitnessScore": 0.396822368898708,
      "lookbackDays": 45,
      "returnLift1D": -0.00017364472025397292,
      "hitRateLift1D": 0.04134366925064603,
      "portfolioSize": 3,
      "activationRate": 0.4186046511627907,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.5697674418604651,
        "5": 0.55,
        "10": 0.591044776119403
      },
      "sampleConfidence": 0.9939814814814816,
      "shadowSharpeLike": 0.5022783205768822,
      "avgForwardReturns": {
        "1": 0.0016653732263212403,
        "5": 0.010669282161603814,
        "10": 0.02927084359835032
      },
      "shadowMaxDrawdown": -0.4406925002333333,
      "shadowTotalReturn": 0.16223476691726457,
      "avgForwardReturn1D": 0.0016653732263212403,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 140,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018390179465752133,
        "5": 0.009921130691427853,
        "10": 0.019717515781423042
      }
    }
  ],
  "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": 0.8991016402063454,
      "fitnessScore": 0.8312021314757795,
      "lookbackDays": 14,
      "returnLift1D": 0.0010811863482675151,
      "activationRate": 0.5306666666666666,
      "activationCount": 199,
      "sampleConfidence": 0.9979899497487438,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4637683942940689,
      "avgForwardReturn1D": 0.0023735677629998153
    },
    {
      "comboQuality": 0.9988731113408306,
      "fitnessScore": 1.843176810119025,
      "lookbackDays": 21,
      "returnLift1D": 0.00368873760317565,
      "activationRate": 0.48641304347826086,
      "activationCount": 179,
      "sampleConfidence": 0.9951582867783986,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.2515232670473084,
      "avgForwardReturn1D": 0.00501100247293908
    },
    {
      "comboQuality": 0.9767056614927592,
      "fitnessScore": 1.1719144979021447,
      "lookbackDays": 30,
      "returnLift1D": 0.0024854987868997607,
      "activationRate": 0.403899721448468,
      "activationCount": 145,
      "sampleConfidence": 0.9940229885057472,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7303342804988566,
      "avgForwardReturn1D": 0.004233516456472441
    },
    {
      "comboQuality": 0.9369159278864987,
      "fitnessScore": 0.943587552509469,
      "lookbackDays": 45,
      "returnLift1D": 0.001966898474657401,
      "activationRate": 0.37790697674418605,
      "activationCount": 130,
      "sampleConfidence": 0.9933333333333334,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.5425722863286564,
      "avgForwardReturn1D": 0.0038059164212326142
    },
    {
      "comboQuality": 0.9577929500373201,
      "fitnessScore": 1.036849759087011,
      "lookbackDays": 63,
      "returnLift1D": 0.002584364931540766,
      "activationRate": 0.36809815950920244,
      "activationCount": 120,
      "sampleConfidence": 0.9927777777777779,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5873310350517373,
      "avgForwardReturn1D": 0.004340247277304671
    }
  ],
  "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": "5dba66f52e82767f19f977742f69ae6ecaa5090308f46f007cbf5ce2829d4c8f",
    "size": 13,
    "members": [
      "HUM",
      "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
0.601
Liquidity
0.921
Momentum
0.750
Relative strength
0.892
Trend quality
0.610
Stability
0.398
Aggression
0.362
Downside risk
0.575
Drawdown state
0.831
Quality momentum
0.715
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.867
Benchmark Independence 3m Score
0.954
Beta 1y Profile Score
0.211
Beta 3m Profile Score
0.060
Beta Change Score
0.312
Correlation Change Score
0.456
Current Drawdown Score
0.579
Days Since 52w High Score
0.024
Distance From 52w High Score
0.935
Distance From Sma 20 Score
0.549
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.808
Downside Volatility 1m Score
0.333
Downside Volatility 1y Score
0.647
Downside Volatility 2y Score
0.617
Downside Volatility 3m Score
0.307
Downside Volatility 5y Score
0.491
Downside Volatility 6m Score
0.736
Drawdown Recovery Score
1
Excess Return 1m Score
0.593
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.309
Log Avg Dollar Volume 20d Score
0.921
Log Market Cap Score
0.601
Drawdown Score 1m
0.778
Drawdown Score 1y
0.274
Drawdown Score 2y
0.266
Drawdown Score 3m
0.861
Drawdown Score 5y
0.301
Drawdown Score 6m
0.230
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.472
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.236
Return 1m Score
0.638
Return 1w Score
0.462
Return 1y Score
0.926
Return 2y Score
0.312
Return 3m Score
1
Return 5y Score
0.071
Return 6m Score
0.864
Return Skewness 1y Score
0.345
Sharpe 1m Score
1
Sharpe 1y Score
0.660
Sharpe 2y Score
0.467
Sharpe 3m Score
1
Sharpe 5y Score
0.430
Sharpe 6m Score
0.730
Sortino 1m Score
0.790
Sortino 1y Score
0.526
Sortino 2y Score
0.413
Sortino 3m Score
1
Sortino 5y Score
0.392
Sortino 6m Score
0.555
Trend R2 1m Score
0.595
Trend R2 1w Score
0.023
Trend R2 1y Score
0.009
Trend R2 2y Score
0.114
Trend R2 3m Score
0.947
Trend R2 5y Score
0.599
Trend R2 6m Score
0.484
Trend Slope 1m Score
0.817
Trend Slope 1w Score
0.471
Trend Slope 1y Score
0.518
Trend Slope 2y Score
0.472
Trend Slope 3m Score
1
Trend Slope 5y Score
0.461
Trend Slope 6m Score
0.848
Volatility 1m Score
0.327
Volatility 1w Score
0.122
Volatility 1y Score
0.594
Volatility 2y Score
0.558
Volatility 3m Score
0.502
Volatility 5y Score
0.434
Volatility 6m Score
0.635
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
579,645,196.08
Best Day 1y
0.124
Beta To Benchmark 1y
0.527
Beta 3m
0.151
Beta Change
-0.376
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.133
Correlation 3m
0.046
Correlation Change
-0.087
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.867
Benchmark Independence 3m Score
0.954
Beta 1y Profile Score
0.211
Beta 3m Profile Score
0.060
Beta Change Score
0.312
Correlation Change Score
0.456
Current Drawdown Score
0.579
Distance From Sma 20 Score
0.549
Distance From Sma 200 Score
1
Current Drawdown
-0.274
Days Since 52w High
6
Distance From 52w High
-0.042
Distance From Sma 20
0.030
Distance From Sma 200
0.540
Distance From Sma 50
0.185
Downside Capture 1y
1.690
Downside Volatility 1m
0.300
Downside Volatility 1w
-
Downside Volatility 1y
0.536
Downside Volatility 2y
0.513
Downside Volatility 3m
0.280
Downside Volatility 5y
0.418
Downside Volatility 6m
0.602
Drawdown Recovery
1
Excess Return 1m
0.056
Excess Return 1y
0.458
Excess Return 3m
0.879
Excess Return 6m
0.336
Expected Shortfall 95 1y
-0.069
Market Cap
49,091,948,493.713
Max Drawdown 1m
-0.056
Max Drawdown 1w
-0.014
Max Drawdown 1y
-0.472
Max Drawdown 2y
-0.587
Max Drawdown 3m
-0.056
Max Drawdown 5y
-0.699
Max Drawdown 6m
-0.424
Momentum Acceleration 1m Vs 3m
-0.248
Momentum Acceleration 3m Vs 6m
0.258
Moving Average Alignment
1
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.011
Relative Volume 20d
0.936
Return 1m
0.083
Return 1w
-0.011
Return 1y
0.681
Return 2y
0.093
Return 3m
0.992
Return 5y
-0.079
Return 6m
0.437
Return Skewness 1y
-0.928
Sector Excess Return 1y
-
Sharpe 1m
3.366
Sharpe 1y
1.301
Sharpe 2y
0.334
Sharpe 3m
6.700
Sharpe 5y
0.149
Sharpe 6m
1.651
Sortino 1m
3.319
Sortino 1y
1.205
Sortino 2y
0.305
Sortino 3m
10.207
Sortino 5y
0.134
Sortino 6m
1.443
Trend R2 1m
0.595
Trend R2 1w
0.023
Trend R2 1y
0.009
Trend R2 2y
0.114
Trend R2 3m
0.947
Trend R2 5y
0.599
Trend R2 6m
0.484
Trend 1m
0.005
Trend 1w
-0.000
Trend 1y
0.000
Trend 2y
-0.000
Trend 3m
0.013
Trend 5y
-0.001
Trend 6m
0.006
Upside Capture 1y
0.813
Value At Risk 95 1y
-0.042
Volatility 1m
0.296
Volatility 1w
0.141
Volatility 1y
0.496
Volatility 2y
0.469
Volatility 3m
0.427
Volatility 5y
0.376
Volatility 6m
0.526
Worst Day 1y
-0.211
Distance From Sma 50 Score
0.808
Downside Volatility 1y Score
0.647
Downside Volatility 3m Score
0.307
Drawdown Recovery Score
1
Excess Return 1m Score
0.593
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.309
Log Avg Dollar Volume 20d Score
0.921
Log Market Cap Score
0.601
Drawdown Score 1y
0.274
Drawdown Score 5y
0.301
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.472
Relative Volume 20d Score
0.236
Return 1m Score
0.638
Return 1y Score
0.926
Return 3m Score
1
Return 6m Score
0.864
Return Skewness 1y Score
0.345
Sortino 1y Score
0.526
Sortino 3m Score
1
Trend R2 1y Score
0.009
Trend R2 3m Score
0.947
Trend Slope 1y Score
0.518
Trend Slope 3m Score
1
Volatility 1y Score
0.594
Volatility 3m Score
0.502