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Vectors

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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

ITA

Unknown sector | v2 | as of 2026-07-23
Close

Research Detail

ITA

ITA

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
0.979
Correlation To Benchmark 1y
0.559
Inverse To Benchmark 1y
0.441
Drawdown Score 1m
0.657
Drawdown Score 3m
0.786
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
0.712
Drawdown Score 1y
0.757
Drawdown Score 2y
0.802
Drawdown Score 5y
0.813
Return 1w
0.032
Return 1m
0.010
Return 3m
0.088
Return 6m
-0.007
Return 1y
0.246
Return 2y
0.790
Return 5y
1.337
Sharpe 1m
0.644
Sharpe 3m
1.470
Sharpe 6m
0.070
Sharpe 1y
1.099
Sharpe 2y
1.409
Sharpe 5y
0.938
Trend 1w
0.005
Trend 1m
-0.002
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.228
Volatility 1m
0.215
Volatility 3m
0.250
Volatility 6m
0.256
Volatility 1y
0.223
Volatility 2y
0.224
Volatility 5y
0.203
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
ITA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:36 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
98%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
log_market_cap_score
Aptet Fit Score
0.188
Aptet Fit Raw Score
0.240
Aptet Fit Confidence
0.567
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.595
Force Fit Raw Score
0.618
Force Fit Confidence
0.924
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:36 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ITA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ITA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ITA",
    "hitRates": {
      "1": 0.75,
      "5": 0.25,
      "10": 0.625
    },
    "hitRate1D": 0.75,
    "comboQuality": 0.49807978971922584,
    "eligibleDays": 339,
    "fitnessScore": 0.3483102066453943,
    "lookbackDays": 21,
    "returnLift1D": 0.0016294587607786006,
    "hitRateLift1D": 0.16176470588235292,
    "activationRate": 0.02359882005899705,
    "activationCount": 8,
    "baselineHitRates": {
      "1": 0.5882352941176471,
      "5": 0.5106382978723404,
      "10": 0.7380952380952381
    },
    "sampleConfidence": 0.7978505426185218,
    "shadowSharpeLike": 0.4694685028113324,
    "avgForwardReturns": {
      "1": 0.0030152219484776144,
      "5": -0.010146120993607635,
      "10": -0.01697185557312486
    },
    "shadowMaxDrawdown": -0.02173368740515913,
    "shadowTotalReturn": 0.02057967509261105,
    "avgForwardReturn1D": 0.0030152219484776144,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-24",
      "2026-06-25",
      "2026-07-02",
      "2026-07-06",
      "2026-07-07"
    ],
    "horizonObservationCounts": {
      "1": 8,
      "5": 8,
      "10": 8
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013857631876990138,
      "5": 0.0052119782164249135,
      "10": 0.012605365179906467
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49807978971922584,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18165559356601302,
    "bestRawFitnessScore": 0.3483102066453943,
    "upperQuartileComboQuality": 0.2898177513421151
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1880570275073297,
    "rawScore": 0.24001453268115713,
    "confidence": 0.5670470067506335,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.10092944480669631,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.75,
        "5": 0.25,
        "10": 0.625
      },
      "hitRate1D": 0.75,
      "comboQuality": 0.49807978971922584,
      "eligibleDays": 339,
      "fitnessScore": 0.3483102066453943,
      "lookbackDays": 21,
      "returnLift1D": 0.0016294587607786006,
      "hitRateLift1D": 0.16176470588235292,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.7978505426185218,
      "shadowSharpeLike": 0.4694685028113324,
      "avgForwardReturns": {
        "1": 0.0030152219484776144,
        "5": -0.010146120993607635,
        "10": -0.01697185557312486
      },
      "shadowMaxDrawdown": -0.02173368740515913,
      "shadowTotalReturn": 0.02057967509261105,
      "avgForwardReturn1D": 0.0030152219484776144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-24",
        "2026-06-25",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07"
      ],
      "horizonObservationCounts": {
        "1": 8,
        "5": 8,
        "10": 8
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    },
    {
      "topN": 4,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.4166666666666667,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.3681652955417581,
      "eligibleDays": 330,
      "fitnessScore": 0.23117892259843872,
      "lookbackDays": 30,
      "returnLift1D": -0.00022587246502714094,
      "hitRateLift1D": 0.07843137254901955,
      "activationRate": 0.03636363636363636,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8760281680828159,
      "shadowSharpeLike": 0.24396635331711386,
      "avgForwardReturns": {
        "1": 0.0011598907226718729,
        "5": -0.003713537721217334,
        "10": -0.029584098256006802
      },
      "shadowMaxDrawdown": -0.04596084577909121,
      "shadowTotalReturn": 0.011916828252986011,
      "avgForwardReturn1D": 0.0011598907226718729,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 12,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    },
    {
      "topN": 5,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.6428571428571429,
        "5": 0.38461538461538464,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.6428571428571429,
      "comboQuality": 0.355350598474445,
      "eligibleDays": 330,
      "fitnessScore": 0.21896762555323257,
      "lookbackDays": 30,
      "returnLift1D": 0.0000394380243571395,
      "hitRateLift1D": 0.054621848739495826,
      "activationRate": 0.04242424242424243,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8958773003080274,
      "shadowSharpeLike": 0.3145648877464372,
      "avgForwardReturns": {
        "1": 0.0014252012120561533,
        "5": -0.006104028355461122,
        "10": -0.029584098256006802
      },
      "shadowMaxDrawdown": -0.05348541071266566,
      "shadowTotalReturn": 0.01640956477204636,
      "avgForwardReturn1D": 0.0014252012120561533,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 13,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    },
    {
      "topN": 5,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.5833333333333334,
        "5": 0.5416666666666666,
        "10": 0.7083333333333334
      },
      "hitRate1D": 0.5833333333333334,
      "comboQuality": 0.31566677187858755,
      "eligibleDays": 352,
      "fitnessScore": 0.17977327590652442,
      "lookbackDays": 14,
      "returnLift1D": -0.0002640684893042164,
      "hitRateLift1D": -0.004901960784313708,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.30149162711576494,
      "avgForwardReturns": {
        "1": 0.0011216946983947974,
        "5": 0.005914796735590903,
        "10": 0.008498592631915611
      },
      "shadowMaxDrawdown": -0.04372572078907433,
      "shadowTotalReturn": 0.021909302722115553,
      "avgForwardReturn1D": 0.0011216946983947974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    },
    {
      "topN": 3,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.6363636363636364,
        "5": 0.36363636363636365,
        "10": 0.09090909090909091
      },
      "hitRate1D": 0.6363636363636364,
      "comboQuality": 0.29795304411159307,
      "eligibleDays": 330,
      "fitnessScore": 0.1614458349646811,
      "lookbackDays": 30,
      "returnLift1D": -0.0009679573055235968,
      "hitRateLift1D": 0.048128342245989275,
      "activationRate": 0.03333333333333333,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8578909167902615,
      "shadowSharpeLike": 0.06937393432567257,
      "avgForwardReturns": {
        "1": 0.00041780588217541696,
        "5": -0.006512819875888708,
        "10": -0.03366428051584874
      },
      "shadowMaxDrawdown": -0.0459608457790911,
      "shadowTotalReturn": 0.0025714550188173924,
      "avgForwardReturn1D": 0.00041780588217541696,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08",
        "2026-07-09"
      ],
      "horizonObservationCounts": {
        "1": 11,
        "5": 11,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    },
    {
      "topN": 5,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.75,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.75,
      "comboQuality": 0.28710598708562246,
      "eligibleDays": 315,
      "fitnessScore": 0.14991410975248198,
      "lookbackDays": 45,
      "returnLift1D": -0.0035529198015081874,
      "hitRateLift1D": 0.16176470588235292,
      "activationRate": 0.012698412698412698,
      "activationCount": 4,
      "baselineHitRates": {
        "1": 0.5882352941176471,
        "5": 0.5106382978723404,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.5793008108583102,
      "shadowSharpeLike": -0.29782286705475974,
      "avgForwardReturns": {
        "1": -0.0021671566138091736,
        "5": -0.021958030123540473,
        "10": 0
      },
      "shadowMaxDrawdown": -0.03089679264681,
      "shadowTotalReturn": -0.011669816153215495,
      "avgForwardReturn1D": -0.0021671566138091736,
      "riskOffActivations": 0,
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        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-18",
        "2026-06-22",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013857631876990138,
        "5": 0.0052119782164249135,
        "10": 0.012605365179906467
      }
    }
  ],
  "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": 0.31566677187858755,
      "fitnessScore": 0.17977327590652442,
      "lookbackDays": 14,
      "returnLift1D": -0.0002640684893042164,
      "activationRate": 0.06818181818181818,
      "activationCount": 24,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.021909302722115553,
      "avgForwardReturn1D": 0.0011216946983947974
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.49807978971922584,
      "fitnessScore": 0.3483102066453943,
      "lookbackDays": 21,
      "returnLift1D": 0.0016294587607786006,
      "activationRate": 0.02359882005899705,
      "activationCount": 8,
      "sampleConfidence": 0.7978505426185218,
      "shadowTotalReturn": 0.02057967509261105,
      "avgForwardReturn1D": 0.0030152219484776144
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3681652955417581,
      "fitnessScore": 0.23117892259843872,
      "lookbackDays": 30,
      "returnLift1D": -0.00022587246502714094,
      "activationRate": 0.03636363636363636,
      "activationCount": 12,
      "sampleConfidence": 0.8760281680828159,
      "shadowTotalReturn": 0.011916828252986011,
      "avgForwardReturn1D": 0.0011598907226718729
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.28710598708562246,
      "fitnessScore": 0.14991410975248198,
      "lookbackDays": 45,
      "returnLift1D": -0.0035529198015081874,
      "activationRate": 0.012698412698412698,
      "activationCount": 4,
      "sampleConfidence": 0.5793008108583102,
      "shadowTotalReturn": -0.011669816153215495,
      "avgForwardReturn1D": -0.0021671566138091736
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08431206723451748,
      "fitnessScore": -0.17473313657462922,
      "lookbackDays": 63,
      "returnLift1D": -0.0013857631876990138,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "89590f5840cb9500202eed09f827d7852236ed538b557b968b170b73f238deb6",
    "size": 13,
    "members": [
      "ITA",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ITA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ITA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ITA",
    "hitRates": {
      "1": 0.5753424657534246,
      "5": 0.5684931506849316,
      "10": 0.6712328767123288
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    "hitRate1D": 0.5753424657534246,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.7603849046033296,
    "eligibleDays": 326,
    "fitnessScore": 0.6040539961860034,
    "lookbackDays": 63,
    "returnLift1D": -0.00007910236837169052,
    "hitRateLift1D": 0.029330195814774362,
    "portfolioSize": 3,
    "activationRate": 0.44785276073619634,
    "activationCount": 146,
    "baselineHitRates": {
      "1": 0.5460122699386503,
      "5": 0.5900621118012422,
      "10": 0.6971608832807571
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3362575700961383,
    "avgForwardReturns": {
      "1": 0.001516036606135586,
      "5": 0.006163414653204234,
      "10": 0.013588105035935718
    },
    "shadowMaxDrawdown": -0.11690046799988973,
    "shadowTotalReturn": 0.21897515491121156,
    "avgForwardReturn1D": 0.001516036606135586,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-02"
    ],
    "horizonObservationCounts": {
      "1": 146,
      "5": 146,
      "10": 146
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015951389745072766,
      "5": 0.008260830257122547,
      "10": 0.016130207444655348
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7603849046033296,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5057045316616552,
    "bestRawFitnessScore": 0.6040539961860034,
    "upperQuartileComboQuality": 0.6931263355074757
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5950216156397804,
    "rawScore": 0.6184423429403149,
    "confidence": 0.9242589788105929,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.34988126219002513,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.6441060535414217,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "ITA",
      "hitRates": {
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        "5": 0.5684931506849316,
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      "hitRate1D": 0.5753424657534246,
      "rankWeights": [
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      "comboQuality": 0.7603849046033296,
      "eligibleDays": 326,
      "fitnessScore": 0.6040539961860034,
      "lookbackDays": 63,
      "returnLift1D": -0.00007910236837169052,
      "hitRateLift1D": 0.029330195814774362,
      "portfolioSize": 3,
      "activationRate": 0.44785276073619634,
      "activationCount": 146,
      "baselineHitRates": {
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        "5": 0.5900621118012422,
        "10": 0.6971608832807571
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3362575700961383,
      "avgForwardReturns": {
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        "5": 0.006163414653204234,
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      "shadowMaxDrawdown": -0.11690046799988973,
      "shadowTotalReturn": 0.21897515491121156,
      "avgForwardReturn1D": 0.001516036606135586,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.531578947368421,
      "rankWeights": [
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      "comboQuality": 0.759984863708562,
      "eligibleDays": 344,
      "fitnessScore": 0.6035712360884592,
      "lookbackDays": 45,
      "returnLift1D": -0.0002517661005480667,
      "hitRateLift1D": -0.012025703794369624,
      "portfolioSize": 4,
      "activationRate": 0.5523255813953488,
      "activationCount": 190,
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        "5": 0.5852941176470589,
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      "sampleConfidence": 0.9985964912280703,
      "shadowSharpeLike": 1.206949822036236,
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      "shadowMaxDrawdown": -0.1195717763426899,
      "shadowTotalReturn": 0.2356575800255558,
      "avgForwardReturn1D": 0.0012645912188158652,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "5": 0.007112391402774511,
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    },
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    },
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        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.001215619711511762,
        "5": 0.005946582488276577,
        "10": 0.012148111351211011
      }
    },
    {
      "topN": 3,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.47761194029850745,
        "5": 0.5522388059701493,
        "10": 0.5671641791044776
      },
      "hitRate1D": 0.47761194029850745,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.21490515422516357,
      "eligibleDays": 375,
      "fitnessScore": 0.0649662959965084,
      "lookbackDays": 14,
      "returnLift1D": -0.0010925033620022369,
      "hitRateLift1D": -0.05572139303482587,
      "portfolioSize": 3,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5606469002695418,
        "10": 0.644808743169399
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.05784743639324743,
      "avgForwardReturns": {
        "1": 0.0001231163495095252,
        "5": 0.004620921457950768,
        "10": 0.005510003355216203
      },
      "shadowMaxDrawdown": -0.13962335391461622,
      "shadowTotalReturn": -0.021311449507410374,
      "avgForwardReturn1D": 0.0001231163495095252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 134,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.001215619711511762,
        "5": 0.005946582488276577,
        "10": 0.012148111351211011
      }
    },
    {
      "topN": 2,
      "ticker": "ITA",
      "hitRates": {
        "1": 0.4935064935064935,
        "5": 0.5324675324675324,
        "10": 0.6103896103896104
      },
      "hitRate1D": 0.4935064935064935,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1056014436712373,
      "eligibleDays": 359,
      "fitnessScore": -0.12002547811320127,
      "lookbackDays": 30,
      "returnLift1D": -0.002148963433278901,
      "hitRateLift1D": -0.04966899395868757,
      "portfolioSize": 2,
      "activationRate": 0.21448467966573817,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.571830985915493,
        "10": 0.6657142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5037153730942201,
      "avgForwardReturns": {
        "1": -0.0007923648441641217,
        "5": 0.005726655900128389,
        "10": 0.010261111080219803
      },
      "shadowMaxDrawdown": -0.1844619181728251,
      "shadowTotalReturn": -0.08972280048317482,
      "avgForwardReturn1D": -0.0007923648441641217,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-17",
        "2025-04-21",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013565985891147794,
        "5": 0.006468564761926906,
        "10": 0.013423577727319313
      }
    }
  ],
  "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": 0.5011981878213467,
      "fitnessScore": 0.35105440730114035,
      "lookbackDays": 14,
      "returnLift1D": 0.0004559770625478638,
      "activationRate": 0.216,
      "activationCount": 81,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.11584224750876126,
      "avgForwardReturn1D": 0.0016715967740596259
    },
    {
      "comboQuality": 0.5374242502277419,
      "fitnessScore": 0.3829950485542914,
      "lookbackDays": 21,
      "returnLift1D": 0.00032410693206377317,
      "activationRate": 0.23369565217391305,
      "activationCount": 86,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.12127163902079308,
      "avgForwardReturn1D": 0.0015913126735867082
    },
    {
      "comboQuality": 0.5102108755019636,
      "fitnessScore": 0.3589868198921945,
      "lookbackDays": 30,
      "returnLift1D": -0.0006436618488212057,
      "activationRate": 0.4986072423398329,
      "activationCount": 179,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09428829220510315,
      "avgForwardReturn1D": 0.0007129367402935737
    },
    {
      "comboQuality": 0.759984863708562,
      "fitnessScore": 0.6035712360884592,
      "lookbackDays": 45,
      "returnLift1D": -0.0002517661005480667,
      "activationRate": 0.5523255813953488,
      "activationCount": 190,
      "sampleConfidence": 0.9985964912280703,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2356575800255558,
      "avgForwardReturn1D": 0.0012645912188158652
    },
    {
      "comboQuality": 0.7603849046033296,
      "fitnessScore": 0.6040539961860034,
      "lookbackDays": 63,
      "returnLift1D": -0.00007910236837169052,
      "activationRate": 0.44785276073619634,
      "activationCount": 146,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.21897515491121156,
      "avgForwardReturn1D": 0.001516036606135586
    }
  ],
  "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": "89590f5840cb9500202eed09f827d7852236ed538b557b968b170b73f238deb6",
    "size": 13,
    "members": [
      "ITA",
      "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.
9 fields
Liquidity
0.728
Momentum
0.551
Relative strength
0.500
Trend quality
0.574
Stability
0.732
Aggression
0.393
Downside risk
0.638
Drawdown state
0.945
Quality momentum
0.561
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.441
Benchmark Independence 3m Score
0.567
Beta 1y Profile Score
0.392
Beta 3m Profile Score
0.331
Beta Change Score
0.425
Correlation Change Score
0.437
Current Drawdown Score
0.923
Days Since 52w High Score
0.052
Distance From 52w High Score
0.923
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.601
Distance From Sma 50 Score
0.537
Downside Volatility 1m Score
0.240
Downside Volatility 1y Score
0.209
Downside Volatility 2y Score
0.232
Downside Volatility 3m Score
0.228
Downside Volatility 5y Score
0.203
Downside Volatility 6m Score
0.250
Drawdown Recovery Score
1
Excess Return 1m Score
0.506
Excess Return 1y Score
0.598
Excess Return 3m Score
0.579
Excess Return 6m Score
0.350
Expected Shortfall 95 1y Score
0.728
Log Avg Dollar Volume 20d Score
0.728
Drawdown Score 1m
0.657
Drawdown Score 1y
0.757
Drawdown Score 2y
0.802
Drawdown Score 3m
0.786
Drawdown Score 5y
0.813
Drawdown Score 6m
0.712
Momentum Acceleration 1m Vs 3m Score
0.435
Momentum Acceleration 3m Vs 6m Score
0.602
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.404
Relative Strength Slope 3m Score
0.568
Relative Volume 20d Score
0.184
Return 1m Score
0.516
Return 1w Score
0.606
Return 1y Score
0.654
Return 2y Score
0.511
Return 3m Score
0.610
Return 5y Score
0.180
Return 6m Score
0.494
Return Skewness 1y Score
0.534
Sharpe 1m Score
0.529
Sharpe 1y Score
0.620
Sharpe 2y Score
0.682
Sharpe 3m Score
0.694
Sharpe 5y Score
0.588
Sharpe 6m Score
0.414
Sortino 1m Score
0.450
Sortino 1y Score
0.523
Sortino 2y Score
0.552
Sortino 3m Score
0.583
Sortino 5y Score
0.493
Sortino 6m Score
0.384
Trend R2 1m Score
0.251
Trend R2 1w Score
0.385
Trend R2 1y Score
0.652
Trend R2 2y Score
0.913
Trend R2 3m Score
0.645
Trend R2 5y Score
0.882
Trend R2 6m Score
0.001
Trend Slope 1m Score
0.383
Trend Slope 1w Score
0.792
Trend Slope 1y Score
0.550
Trend Slope 2y Score
0.579
Trend Slope 3m Score
0.608
Trend Slope 5y Score
0.547
Trend Slope 6m Score
0.498
Volatility 1m Score
0.220
Volatility 1w Score
0.238
Volatility 1y Score
0.230
Volatility 2y Score
0.233
Volatility 3m Score
0.267
Volatility 5y Score
0.204
Volatility 6m Score
0.274
Worst Day 1y Score
0.811
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
152,308,964.315
Best Day 1y
0.050
Beta To Benchmark 1y
0.979
Beta 3m
0.828
Beta Change
-0.151
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.559
Correlation 3m
0.433
Correlation Change
-0.126
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.441
Benchmark Independence 3m Score
0.567
Beta 1y Profile Score
0.392
Beta 3m Profile Score
0.331
Beta Change Score
0.425
Correlation Change Score
0.437
Current Drawdown Score
0.923
Distance From Sma 20 Score
0.502
Distance From Sma 200 Score
0.601
Current Drawdown
-0.050
Days Since 52w High
13
Distance From 52w High
-0.050
Distance From Sma 20
0.001
Distance From Sma 200
0.061
Distance From Sma 50
0.022
Downside Capture 1y
1.012
Downside Volatility 1m
0.230
Downside Volatility 1w
-
Downside Volatility 1y
0.207
Downside Volatility 2y
0.224
Downside Volatility 3m
0.221
Downside Volatility 5y
0.202
Downside Volatility 6m
0.238
Drawdown Recovery
1
Excess Return 1m
0.003
Excess Return 1y
0.059
Excess Return 3m
0.047
Excess Return 6m
-0.090
Expected Shortfall 95 1y
-0.027
Market Cap
-
Max Drawdown 1m
-0.086
Max Drawdown 1w
-0.007
Max Drawdown 1y
-0.158
Max Drawdown 2y
-0.158
Max Drawdown 3m
-0.086
Max Drawdown 5y
-0.187
Max Drawdown 6m
-0.158
Momentum Acceleration 1m Vs 3m
-0.020
Momentum Acceleration 3m Vs 6m
0.030
Moving Average Alignment
1
Relative Strength Acceleration
-0.002
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.797
Return 1m
0.010
Return 1w
0.032
Return 1y
0.246
Return 2y
0.790
Return 3m
0.088
Return 5y
1.337
Return 6m
-0.007
Return Skewness 1y
0.204
Sector Excess Return 1y
-
Sharpe 1m
0.644
Sharpe 1y
1.099
Sharpe 2y
1.409
Sharpe 3m
1.470
Sharpe 5y
0.938
Sharpe 6m
0.070
Sortino 1m
0.602
Sortino 1y
1.182
Sortino 2y
1.413
Sortino 3m
1.665
Sortino 5y
0.942
Sortino 6m
0.076
Trend R2 1m
0.251
Trend R2 1w
0.385
Trend R2 1y
0.652
Trend R2 2y
0.913
Trend R2 3m
0.645
Trend R2 5y
0.882
Trend R2 6m
0.001
Trend 1m
-0.002
Trend 1w
0.005
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
1.037
Value At Risk 95 1y
-0.023
Volatility 1m
0.215
Volatility 1w
0.228
Volatility 1y
0.223
Volatility 2y
0.224
Volatility 3m
0.250
Volatility 5y
0.203
Volatility 6m
0.256
Worst Day 1y
-0.038
Distance From Sma 50 Score
0.537
Downside Volatility 1y Score
0.209
Downside Volatility 3m Score
0.228
Drawdown Recovery Score
1
Excess Return 1m Score
0.506
Excess Return 1y Score
0.598
Excess Return 3m Score
0.579
Excess Return 6m Score
0.350
Expected Shortfall 95 1y Score
0.728
Log Avg Dollar Volume 20d Score
0.728
Drawdown Score 1y
0.757
Drawdown Score 5y
0.813
Momentum Acceleration 1m Vs 3m Score
0.435
Momentum Acceleration 3m Vs 6m Score
0.602
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.404
Relative Volume 20d Score
0.184
Return 1m Score
0.516
Return 1y Score
0.654
Return 3m Score
0.610
Return 6m Score
0.494
Return Skewness 1y Score
0.534
Sortino 1y Score
0.523
Sortino 3m Score
0.583
Trend R2 1y Score
0.652
Trend R2 3m Score
0.645
Trend Slope 1y Score
0.550
Trend Slope 3m Score
0.608
Volatility 1y Score
0.230
Volatility 3m Score
0.267