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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

META

Communication Services | v2 | as of 2026-07-23
Close

Research Detail

META

Meta Platforms

Category

Sector: Technology

Industry / Category: Internet Platforms

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Consumer internet and AI platform with ad scale, model investment, and compute intensity.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.501
Correlation To Benchmark 1y
0.491
Inverse To Benchmark 1y
0.509
Drawdown Score 1m
0.558
Drawdown Score 3m
0.502
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
0.478
Drawdown Score 1y
0.488
Drawdown Score 2y
0.573
Drawdown Score 5y
0.233
Return 1w
-0.088
Return 1m
0.078
Return 3m
-0.101
Return 6m
-0.009
Return 1y
-0.137
Return 2y
0.282
Return 5y
0.775
Sharpe 1m
1.915
Sharpe 3m
-0.723
Sharpe 6m
0.176
Sharpe 1y
-0.186
Sharpe 2y
0.518
Sharpe 5y
0.483
Trend 1w
-0.016
Trend 1m
0.009
Trend 3m
-0.000
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.243
Volatility 1m
0.544
Volatility 3m
0.450
Volatility 6m
0.444
Volatility 1y
0.389
Volatility 2y
0.374
Volatility 5y
0.445
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
META
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:44 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.211
Aptet Fit Raw Score
0.224
Aptet Fit Confidence
0.885
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.198
Force Fit Raw Score
0.210
Force Fit Confidence
0.885
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:44 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "META"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "META",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "META",
    "hitRates": {
      "1": 0.4696969696969697,
      "5": 0.5757575757575758,
      "10": 0.48484848484848486
    },
    "hitRate1D": 0.4696969696969697,
    "comboQuality": 0.31257955502747825,
    "eligibleDays": 297,
    "fitnessScore": 0.17662083941326476,
    "lookbackDays": 63,
    "returnLift1D": 0.0012768988954714267,
    "hitRateLift1D": -0.03198653198653201,
    "activationRate": 0.2222222222222222,
    "activationCount": 66,
    "baselineHitRates": {
      "1": 0.5016835016835017,
      "5": 0.5051194539249146,
      "10": 0.5
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.49178495397471494,
    "avgForwardReturns": {
      "1": 0.0013638489793044413,
      "5": 0.005936762926711289,
      "10": 0.007391342008658957
    },
    "shadowMaxDrawdown": -0.06934549445945959,
    "shadowTotalReturn": 0.07703877735220188,
    "avgForwardReturn1D": 0.0013638489793044413,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18"
    ],
    "horizonObservationCounts": {
      "1": 66,
      "5": 66,
      "10": 66
    },
    "baselineAvgForwardReturns": {
      "1": 0.00008695008383301476,
      "5": 0.0010390793116242746,
      "10": 0.0031092487964547275
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.31257955502747825,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.06453395991699987,
    "bestRawFitnessScore": 0.17662083941326476,
    "upperQuartileComboQuality": 0.16100608056659751
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.21079415774597254,
    "rawScore": 0.22364366025090593,
    "confidence": 0.8850894991566717,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.5534581144416743,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "META",
      "hitRates": {
        "1": 0.4696969696969697,
        "5": 0.5757575757575758,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.4696969696969697,
      "comboQuality": 0.31257955502747825,
      "eligibleDays": 297,
      "fitnessScore": 0.17662083941326476,
      "lookbackDays": 63,
      "returnLift1D": 0.0012768988954714267,
      "hitRateLift1D": -0.03198653198653201,
      "activationRate": 0.2222222222222222,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.5051194539249146,
        "10": 0.5
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.49178495397471494,
      "avgForwardReturns": {
        "1": 0.0013638489793044413,
        "5": 0.005936762926711289,
        "10": 0.007391342008658957
      },
      "shadowMaxDrawdown": -0.06934549445945959,
      "shadowTotalReturn": 0.07703877735220188,
      "avgForwardReturn1D": 0.0013638489793044413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008695008383301476,
        "5": 0.0010390793116242746,
        "10": 0.0031092487964547275
      }
    },
    {
      "topN": 4,
      "ticker": "META",
      "hitRates": {
        "1": 0.4626865671641791,
        "5": 0.582089552238806,
        "10": 0.4925373134328358
      },
      "hitRate1D": 0.4626865671641791,
      "comboQuality": 0.29872889828338633,
      "eligibleDays": 297,
      "fitnessScore": 0.16226122227489911,
      "lookbackDays": 63,
      "returnLift1D": 0.0011999490413382018,
      "hitRateLift1D": -0.038996934519322624,
      "activationRate": 0.2255892255892256,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.5051194539249146,
        "10": 0.5
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.475848293812658,
      "avgForwardReturns": {
        "1": 0.0012868991251712165,
        "5": 0.006142483369858271,
        "10": 0.007814507180692822
      },
      "shadowMaxDrawdown": -0.07194749392986322,
      "shadowTotalReturn": 0.07402750484281162,
      "avgForwardReturn1D": 0.0012868991251712165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008695008383301476,
        "5": 0.0010390793116242746,
        "10": 0.0031092487964547275
      }
    },
    {
      "topN": 2,
      "ticker": "META",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.5961538461538461,
        "10": 0.5192307692307693
      },
      "hitRate1D": 0.46153846153846156,
      "comboQuality": 0.25800035193780696,
      "eligibleDays": 297,
      "fitnessScore": 0.11759467963589493,
      "lookbackDays": 63,
      "returnLift1D": 0.001321749129219856,
      "hitRateLift1D": -0.04014504014504017,
      "activationRate": 0.1750841750841751,
      "activationCount": 52,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.5051194539249146,
        "10": 0.5
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4013111836466277,
      "avgForwardReturns": {
        "1": 0.0014086992130528707,
        "5": 0.008041005561535104,
        "10": 0.0146069326886187
      },
      "shadowMaxDrawdown": -0.06578580320621985,
      "shadowTotalReturn": 0.05740071502971,
      "avgForwardReturn1D": 0.0014086992130528707,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 52,
        "5": 52,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008695008383301476,
        "5": 0.0010390793116242746,
        "10": 0.0031092487964547275
      }
    },
    {
      "topN": 5,
      "ticker": "META",
      "hitRates": {
        "1": 0.4457831325301205,
        "5": 0.5662650602409639,
        "10": 0.4457831325301205
      },
      "hitRate1D": 0.4457831325301205,
      "comboQuality": 0.20653340900064251,
      "eligibleDays": 297,
      "fitnessScore": 0.05389116511074711,
      "lookbackDays": 63,
      "returnLift1D": 0.00031358751413400115,
      "hitRateLift1D": -0.05590036915338126,
      "activationRate": 0.27946127946127947,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.5016835016835017,
        "5": 0.5051194539249146,
        "10": 0.5
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1465519027692779,
      "avgForwardReturns": {
        "1": 0.0004005375979670159,
        "5": 0.003303110637977449,
        "10": -0.0008304428215193461
      },
      "shadowMaxDrawdown": -0.11034131528602542,
      "shadowTotalReturn": 0.013161089978975582,
      "avgForwardReturn1D": 0.0004005375979670159,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-03",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 83,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008695008383301476,
        "5": 0.0010390793116242746,
        "10": 0.0031092487964547275
      }
    },
    {
      "topN": 2,
      "ticker": "META",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.525,
        "10": 0.56
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.16390764787123457,
      "eligibleDays": 339,
      "fitnessScore": -0.00847590450371148,
      "lookbackDays": 21,
      "returnLift1D": -0.0005746934730435282,
      "hitRateLift1D": -0.02823430257058579,
      "activationRate": 0.24778761061946902,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.504424778761062,
        "5": 0.5164179104477612,
        "10": 0.5121212121212121
      },
      "sampleConfidence": 0.9896825396825397,
      "shadowSharpeLike": -0.11455163817476394,
      "avgForwardReturns": {
        "1": -0.00012952476457761013,
        "5": -0.0021213355324872854,
        "10": 0.004554554506727222
      },
      "shadowMaxDrawdown": -0.13940188478212956,
      "shadowTotalReturn": -0.03364609274344532,
      "avgForwardReturn1D": -0.00012952476457761013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 80,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.00044516870846591806,
        "5": 0.0023767890737848123,
        "10": 0.005593831511783065
      }
    },
    {
      "topN": 2,
      "ticker": "META",
      "hitRates": {
        "1": 0.49333333333333335,
        "5": 0.5,
        "10": 0.4857142857142857
      },
      "hitRate1D": 0.49333333333333335,
      "comboQuality": 0.16003889146505182,
      "eligibleDays": 330,
      "fitnessScore": -0.014746521490797984,
      "lookbackDays": 30,
      "returnLift1D": -0.000650084857907258,
      "hitRateLift1D": -0.009696969696969704,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.503030303030303,
        "5": 0.5214723926380368,
        "10": 0.5233644859813084
      },
      "sampleConfidence": 0.9928888888888889,
      "shadowSharpeLike": -0.1459618621810052,
      "avgForwardReturns": {
        "1": -0.00016871417273405241,
        "5": 0.0014076095203271034,
        "10": 0.002960675023538027
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      "shadowSharpeLike": -1.2694306109056581,
      "avgForwardReturns": {
        "1": -0.0028798072567313483,
        "5": -0.006088597602839748,
        "10": -0.009158480987374802
      },
      "shadowMaxDrawdown": -0.4780555307974468,
      "shadowTotalReturn": -0.34834053697290934,
      "avgForwardReturn1D": -0.0028798072567313483,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.00044516870846591806,
        "5": 0.0023767890737848123,
        "10": 0.005593831511783065
      }
    },
    {
      "topN": 3,
      "ticker": "META",
      "hitRates": {
        "1": 0.47413793103448276,
        "5": 0.4424778761061947,
        "10": 0.3944954128440367
      },
      "hitRate1D": 0.47413793103448276,
      "comboQuality": 0.016077364255413996,
      "eligibleDays": 352,
      "fitnessScore": -0.5551096858978913,
      "lookbackDays": 14,
      "returnLift1D": -0.0037553646961163397,
      "hitRateLift1D": -0.03583357893702721,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.50997150997151,
        "5": 0.5072046109510087,
        "10": 0.5014577259475219
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": -1.3330699903598584,
      "avgForwardReturns": {
        "1": -0.0034286960639111496,
        "5": -0.011000023016509807,
        "10": -0.024907334246660646
      },
      "shadowMaxDrawdown": -0.4162469816521407,
      "shadowTotalReturn": -0.369960985725883,
      "avgForwardReturn1D": -0.0034286960639111496,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-10",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.00032666863220518996,
        "5": 0.0016162083498614081,
        "10": 0.00384970822287473
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    },
    {
      "topN": 4,
      "ticker": "META",
      "hitRates": {
        "1": 0.4424778761061947,
        "5": 0.48623853211009177,
        "10": 0.4807692307692308
      },
      "hitRate1D": 0.4424778761061947,
      "comboQuality": 0.01331492837733261,
      "eligibleDays": 339,
      "fitnessScore": -0.5972023158383555,
      "lookbackDays": 21,
      "returnLift1D": -0.003877949348482178,
      "hitRateLift1D": -0.06194690265486724,
      "activationRate": 0.3333333333333333,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.504424778761062,
        "5": 0.5164179104477612,
        "10": 0.5121212121212121
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": -1.4660593840041891,
      "avgForwardReturns": {
        "1": -0.00343278064001626,
        "5": -0.005070146425982152,
        "10": -0.0065445481588092816
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      "shadowMaxDrawdown": -0.439407264274302,
      "shadowTotalReturn": -0.35259840939728815,
      "avgForwardReturn1D": -0.00343278064001626,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.00044516870846591806,
        "5": 0.0023767890737848123,
        "10": 0.005593831511783065
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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": 2,
      "comboQuality": 0.12794550784942366,
      "fitnessScore": -0.07223444111333793,
      "lookbackDays": 14,
      "returnLift1D": -0.0009302097649848049,
      "activationRate": 0.2784090909090909,
      "activationCount": 98,
      "sampleConfidence": 0.9911564625850341,
      "shadowTotalReturn": -0.09690351931688745,
      "avgForwardReturn1D": -0.000603541132779615
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.16390764787123457,
      "fitnessScore": -0.00847590450371148,
      "lookbackDays": 21,
      "returnLift1D": -0.0005746934730435282,
      "activationRate": 0.24778761061946902,
      "activationCount": 84,
      "sampleConfidence": 0.9896825396825397,
      "shadowTotalReturn": -0.03364609274344532,
      "avgForwardReturn1D": -0.00012952476457761013
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.16003889146505182,
      "fitnessScore": -0.014746521490797984,
      "lookbackDays": 30,
      "returnLift1D": -0.000650084857907258,
      "activationRate": 0.22727272727272727,
      "activationCount": 75,
      "sampleConfidence": 0.9928888888888889,
      "shadowTotalReturn": -0.033088247145476535,
      "avgForwardReturn1D": -0.00016871417273405241
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.12507948874499708,
      "fitnessScore": -0.07794039041463849,
      "lookbackDays": 45,
      "returnLift1D": -0.001073336172959768,
      "activationRate": 0.36507936507936506,
      "activationCount": 115,
      "sampleConfidence": 0.9947826086956523,
      "shadowTotalReturn": -0.06233333359183324,
      "avgForwardReturn1D": -0.00018096467243179418
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.31257955502747825,
      "fitnessScore": 0.17662083941326476,
      "lookbackDays": 63,
      "returnLift1D": 0.0012768988954714267,
      "activationRate": 0.2222222222222222,
      "activationCount": 66,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.07703877735220188,
      "avgForwardReturn1D": 0.0013638489793044413
    }
  ],
  "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": "536a9e87ae1c929b8275d6891208fecf9512dff2ae4a75e1cd6d6ae0d6632aa5",
    "size": 13,
    "members": [
      "META",
      "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",
      "META"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "META",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "META",
    "hitRates": {
      "1": 0.4696969696969697,
      "5": 0.5757575757575758,
      "10": 0.48484848484848486
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    "hitRate1D": 0.4696969696969697,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.300103696291828,
    "eligibleDays": 326,
    "fitnessScore": 0.16370309420002987,
    "lookbackDays": 63,
    "returnLift1D": 0.0006635331380163291,
    "hitRateLift1D": -0.030303030303030276,
    "portfolioSize": 3,
    "activationRate": 0.20245398773006135,
    "activationCount": 66,
    "baselineHitRates": {
      "1": 0.5,
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      "10": 0.5299684542586751
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.480723844654751,
    "avgForwardReturns": {
      "1": 0.0013943182994538628,
      "5": 0.0059949436135647155,
      "10": 0.007426931254932875
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    "shadowMaxDrawdown": -0.06815508039248874,
    "shadowTotalReturn": 0.07922919016729257,
    "avgForwardReturn1D": 0.0013943182994538628,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-05",
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18"
    ],
    "horizonObservationCounts": {
      "1": 66,
      "5": 66,
      "10": 66
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007307851614375338,
      "5": 0.004281029128611408,
      "10": 0.009579532273946192
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.300103696291828,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.04893828359141361,
    "bestRawFitnessScore": 0.16370309420002987,
    "upperQuartileComboQuality": 0.14523269942715974
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1983531154973057,
    "rawScore": 0.21043142102806753,
    "confidence": 0.8852043533066213,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.5476618914546897,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "META",
      "hitRates": {
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        "5": 0.5757575757575758,
        "10": 0.48484848484848486
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      "hitRate1D": 0.4696969696969697,
      "rankWeights": [
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      ],
      "comboQuality": 0.300103696291828,
      "eligibleDays": 326,
      "fitnessScore": 0.16370309420002987,
      "lookbackDays": 63,
      "returnLift1D": 0.0006635331380163291,
      "hitRateLift1D": -0.030303030303030276,
      "portfolioSize": 3,
      "activationRate": 0.20245398773006135,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5248447204968945,
        "10": 0.5299684542586751
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "10": 0.007426931254932875
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      "shadowMaxDrawdown": -0.06815508039248874,
      "shadowTotalReturn": 0.07922919016729257,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 66,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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        "5": 0.582089552238806,
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      "hitRate1D": 0.4626865671641791,
      "rankWeights": [
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      "comboQuality": 0.28438386615471745,
      "eligibleDays": 326,
      "fitnessScore": 0.1469798353178891,
      "lookbackDays": 63,
      "returnLift1D": 0.0005701848001239435,
      "hitRateLift1D": -0.03731343283582089,
      "portfolioSize": 4,
      "activationRate": 0.20552147239263804,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.5,
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        "10": 0.5299684542586751
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4596383569130982,
      "avgForwardReturns": {
        "1": 0.0013009699615614773,
        "5": 0.0061802506399633245,
        "10": 0.00784140764751917
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      "shadowMaxDrawdown": -0.07175707583519475,
      "shadowTotalReturn": 0.07505748890797226,
      "avgForwardReturn1D": 0.0013009699615614773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 67,
        "10": 67
      },
      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.28438386615471745,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4596383569130982,
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      "shadowMaxDrawdown": -0.07175707583519475,
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      "riskOffActivations": 0,
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    },
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      "comboQuality": 0.2454898909393583,
      "eligibleDays": 326,
      "fitnessScore": 0.10298116034445921,
      "lookbackDays": 63,
      "returnLift1D": 0.0006739961662026762,
      "hitRateLift1D": -0.038461538461538436,
      "portfolioSize": 2,
      "activationRate": 0.15950920245398773,
      "activationCount": 52,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.38219239505999464,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.06540413078723095,
      "shadowTotalReturn": 0.057200262015150605,
      "avgForwardReturn1D": 0.00140478132764021,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
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      "horizonObservationCounts": {
        "1": 52,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.17107996572423417,
      "eligibleDays": 375,
      "fitnessScore": 0.0028416264578327915,
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      "activationRate": 0.288,
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      "baselineHitRates": {
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      "sampleConfidence": 0.9919753086419754,
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        "10": -0.013125709692186875
      },
      "shadowMaxDrawdown": -0.4284838462534778,
      "shadowTotalReturn": -0.37813333497983903,
      "avgForwardReturn1D": -0.0033297703629727527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004961908297077834,
        "5": 0.00002484316138260231,
        "10": 0.0005077755770732946
      }
    },
    {
      "topN": 5,
      "ticker": "META",
      "hitRates": {
        "1": 0.4609375,
        "5": 0.47580645161290325,
        "10": 0.4369747899159664
      },
      "hitRate1D": 0.4609375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01413249229817294,
      "eligibleDays": 368,
      "fitnessScore": -0.5839099896393767,
      "lookbackDays": 21,
      "returnLift1D": -0.0032801512800019745,
      "hitRateLift1D": -0.0390625,
      "portfolioSize": 5,
      "activationRate": 0.34782608695652173,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.4945054945054945,
        "10": 0.4818941504178273
      },
      "sampleConfidence": 0.9932291666666667,
      "shadowSharpeLike": -1.5192202774193808,
      "avgForwardReturns": {
        "1": -0.0033297703629727527,
        "5": -0.006436631862729768,
        "10": -0.013125709692186875
      },
      "shadowMaxDrawdown": -0.4284838462534778,
      "shadowTotalReturn": -0.37813333497983903,
      "avgForwardReturn1D": -0.0033297703629727527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004961908297077834,
        "5": 0.00002484316138260231,
        "10": 0.0005077755770732946
      }
    },
    {
      "topN": 4,
      "ticker": "META",
      "hitRates": {
        "1": 0.3983739837398374,
        "5": 0.44166666666666665,
        "10": 0.4
      },
      "hitRate1D": 0.3983739837398374,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01141749130185175,
      "eligibleDays": 359,
      "fitnessScore": -0.6314476327619755,
      "lookbackDays": 30,
      "returnLift1D": -0.00311552342523498,
      "hitRateLift1D": -0.08909119731865844,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 0.9940379403794039,
      "shadowSharpeLike": -1.7573904660496296,
      "avgForwardReturns": {
        "1": -0.003319347839401784,
        "5": -0.010126917799147468,
        "10": -0.014536868935899897
      },
      "shadowMaxDrawdown": -0.35683415610368163,
      "shadowTotalReturn": -0.35683415610368163,
      "avgForwardReturn1D": -0.003319347839401784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002038244141668043,
        "5": 0.000007051420704047671,
        "10": 0.0017080630831061011
      }
    },
    {
      "topN": 5,
      "ticker": "META",
      "hitRates": {
        "1": 0.3983739837398374,
        "5": 0.44166666666666665,
        "10": 0.4
      },
      "hitRate1D": 0.3983739837398374,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01141749130185175,
      "eligibleDays": 359,
      "fitnessScore": -0.6314476327619755,
      "lookbackDays": 30,
      "returnLift1D": -0.00311552342523498,
      "hitRateLift1D": -0.08909119731865844,
      "portfolioSize": 5,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 0.9940379403794039,
      "shadowSharpeLike": -1.7573904660496296,
      "avgForwardReturns": {
        "1": -0.003319347839401784,
        "5": -0.010126917799147468,
        "10": -0.014536868935899897
      },
      "shadowMaxDrawdown": -0.35683415610368163,
      "shadowTotalReturn": -0.35683415610368163,
      "avgForwardReturn1D": -0.003319347839401784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002038244141668043,
        "5": 0.000007051420704047671,
        "10": 0.0017080630831061011
      }
    },
    {
      "topN": 3,
      "ticker": "META",
      "hitRates": {
        "1": 0.39823008849557523,
        "5": 0.41818181818181815,
        "10": 0.4056603773584906
      },
      "hitRate1D": 0.39823008849557523,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.010054852101651418,
      "eligibleDays": 359,
      "fitnessScore": -0.6597107286749223,
      "lookbackDays": 30,
      "returnLift1D": -0.0034025458738494285,
      "hitRateLift1D": -0.08923509256292061,
      "portfolioSize": 3,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.49295774647887325,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 0.9941002949852508,
      "shadowSharpeLike": -1.8177082101185535,
      "avgForwardReturns": {
        "1": -0.0036063702880162326,
        "5": -0.011282787661200796,
        "10": -0.016002946601673788
      },
      "shadowMaxDrawdown": -0.36036683237832945,
      "shadowTotalReturn": -0.36036683237832945,
      "avgForwardReturn1D": -0.0036063702880162326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 110,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002038244141668043,
        "5": 0.000007051420704047671,
        "10": 0.0017080630831061011
      }
    }
  ],
  "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": 0.17107996572423417,
      "fitnessScore": 0.0028416264578327915,
      "lookbackDays": 14,
      "returnLift1D": -0.0004658068301650435,
      "activationRate": 0.288,
      "activationCount": 108,
      "sampleConfidence": 0.9919753086419754,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07083039052112516,
      "avgForwardReturn1D": -0.00026834936193410923
    },
    {
      "comboQuality": 0.1366169439948016,
      "fitnessScore": -0.05560904511459864,
      "lookbackDays": 21,
      "returnLift1D": -0.0006178567335645634,
      "activationRate": 0.266304347826087,
      "activationCount": 98,
      "sampleConfidence": 0.9911564625850341,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08669812355051165,
      "avgForwardReturn1D": -0.0006674758165353418
    },
    {
      "comboQuality": 0.048946263944313236,
      "fitnessScore": -0.3027064551901831,
      "lookbackDays": 30,
      "returnLift1D": -0.0016531963085629877,
      "activationRate": 0.2395543175487465,
      "activationCount": 86,
      "sampleConfidence": 0.9937984496124032,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.1673283124605759,
      "avgForwardReturn1D": -0.001857020722729792
    },
    {
      "comboQuality": 0.08265277605933041,
      "fitnessScore": -0.17950428097820662,
      "lookbackDays": 45,
      "returnLift1D": -0.0008150496183645629,
      "activationRate": 0.23837209302325582,
      "activationCount": 82,
      "sampleConfidence": 0.994308943089431,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.06397935308080183,
      "avgForwardReturn1D": -0.0004348404016204023
    },
    {
      "comboQuality": 0.300103696291828,
      "fitnessScore": 0.16370309420002987,
      "lookbackDays": 63,
      "returnLift1D": 0.0006635331380163291,
      "activationRate": 0.20245398773006135,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.07922919016729257,
      "avgForwardReturn1D": 0.0013943182994538628
    }
  ],
  "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": "536a9e87ae1c929b8275d6891208fecf9512dff2ae4a75e1cd6d6ae0d6632aa5",
    "size": 13,
    "members": [
      "META",
      "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
0.933
Liquidity
1
Momentum
0.533
Relative strength
0.369
Trend quality
0.259
Stability
0.561
Aggression
0.559
Downside risk
0.545
Drawdown state
0.608
Quality momentum
0.426
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.652
Beta 1y Profile Score
0.601
Beta 3m Profile Score
0.479
Beta Change Score
0.348
Correlation Change Score
0.428
Current Drawdown Score
0.646
Days Since 52w High Score
0.940
Distance From 52w High Score
0.646
Distance From Sma 20 Score
0.467
Distance From Sma 200 Score
0.417
Distance From Sma 50 Score
0.500
Downside Volatility 1m Score
0.472
Downside Volatility 1w Score
0.415
Downside Volatility 1y Score
0.433
Downside Volatility 2y Score
0.409
Downside Volatility 3m Score
0.516
Downside Volatility 5y Score
0.523
Downside Volatility 6m Score
0.493
Drawdown Recovery Score
0.731
Excess Return 1m Score
0.620
Excess Return 1y Score
0
Excess Return 3m Score
0.264
Excess Return 6m Score
0.346
Expected Shortfall 95 1y Score
0.461
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.933
Drawdown Score 1m
0.558
Drawdown Score 1y
0.488
Drawdown Score 2y
0.573
Drawdown Score 3m
0.502
Drawdown Score 5y
0.233
Drawdown Score 6m
0.478
Momentum Acceleration 1m Vs 3m Score
0.872
Momentum Acceleration 3m Vs 6m Score
0.393
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.429
Relative Volume 20d Score
0.284
Return 1m Score
0.630
Return 1w Score
0.207
Return 1y Score
0.414
Return 2y Score
0.366
Return 3m Score
0.374
Return 5y Score
0.137
Return 6m Score
0.492
Return Skewness 1y Score
0.560
Sector Excess Return 1y Score
0.289
Sharpe 1m Score
0.783
Sharpe 1y Score
0.363
Sharpe 2y Score
0.504
Sharpe 3m Score
0.255
Sharpe 5y Score
0.497
Sharpe 6m Score
0.435
Sortino 1m Score
0.698
Sortino 1y Score
0.351
Sortino 2y Score
0.443
Sortino 3m Score
0.282
Sortino 5y Score
0.436
Sortino 6m Score
0.398
Trend R2 1m Score
0.626
Trend R2 1w Score
0.877
Trend R2 1y Score
0.574
Trend R2 2y Score
0.168
Trend R2 3m Score
0.026
Trend R2 5y Score
0.613
Trend R2 6m Score
0.186
Trend Slope 1m Score
1
Trend Slope 1w Score
0
Trend Slope 1y Score
0.441
Trend Slope 2y Score
0.521
Trend Slope 3m Score
0.469
Trend Slope 5y Score
0.574
Trend Slope 6m Score
0.452
Volatility 1m Score
0.659
Volatility 1w Score
0.257
Volatility 1y Score
0.452
Volatility 2y Score
0.432
Volatility 3m Score
0.533
Volatility 5y Score
0.527
Volatility 6m Score
0.525
Worst Day 1y Score
0.433
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
12,187,013,917.038
Best Day 1y
0.113
Beta To Benchmark 1y
1.501
Beta 3m
1.197
Beta Change
-0.304
Beta To Sector 1y
1.753
Correlation To Benchmark 1y
0.491
Correlation 3m
0.348
Correlation Change
-0.143
Correlation To Sector 1y
0.646
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.509
Benchmark Independence 3m Score
0.652
Beta 1y Profile Score
0.601
Beta 3m Profile Score
0.479
Beta Change Score
0.348
Correlation Change Score
0.428
Current Drawdown Score
0.646
Distance From Sma 20 Score
0.467
Distance From Sma 200 Score
0.417
Current Drawdown
-0.230
Days Since 52w High
237
Distance From 52w High
-0.230
Distance From Sma 20
-0.020
Distance From Sma 200
-0.050
Distance From Sma 50
0.000
Downside Capture 1y
0.724
Downside Volatility 1m
0.404
Downside Volatility 1w
0.361
Downside Volatility 1y
0.374
Downside Volatility 2y
0.356
Downside Volatility 3m
0.437
Downside Volatility 5y
0.442
Downside Volatility 6m
0.420
Drawdown Recovery
0.462
Excess Return 1m
0.072
Excess Return 1y
-0.324
Excess Return 3m
-0.141
Excess Return 6m
-0.092
Expected Shortfall 95 1y
-0.054
Market Cap
1,510,844,166,307.76
Max Drawdown 1m
-0.110
Max Drawdown 1w
-0.088
Max Drawdown 1y
-0.333
Max Drawdown 2y
-0.342
Max Drawdown 3m
-0.199
Max Drawdown 5y
-0.767
Max Drawdown 6m
-0.287
Momentum Acceleration 1m Vs 3m
0.112
Momentum Acceleration 3m Vs 6m
-0.032
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.010
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.068
Return 1m
0.078
Return 1w
-0.088
Return 1y
-0.137
Return 2y
0.282
Return 3m
-0.101
Return 5y
0.775
Return 6m
-0.009
Return Skewness 1y
0.363
Sector Excess Return 1y
-0.127
Sharpe 1m
1.915
Sharpe 1y
-0.186
Sharpe 2y
0.518
Sharpe 3m
-0.723
Sharpe 5y
0.483
Sharpe 6m
0.176
Sortino 1m
2.582
Sortino 1y
-0.194
Sortino 2y
0.543
Sortino 3m
-0.744
Sortino 5y
0.486
Sortino 6m
0.186
Trend R2 1m
0.626
Trend R2 1w
0.877
Trend R2 1y
0.574
Trend R2 2y
0.168
Trend R2 3m
0.026
Trend R2 5y
0.613
Trend R2 6m
0.186
Trend 1m
0.009
Trend 1w
-0.016
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
1.004
Value At Risk 95 1y
-0.030
Volatility 1m
0.544
Volatility 1w
0.243
Volatility 1y
0.389
Volatility 2y
0.374
Volatility 3m
0.450
Volatility 5y
0.445
Volatility 6m
0.444
Worst Day 1y
-0.113
Distance From Sma 50 Score
0.500
Downside Volatility 1y Score
0.433
Downside Volatility 3m Score
0.516
Drawdown Recovery Score
0.731
Excess Return 1m Score
0.620
Excess Return 1y Score
0
Excess Return 3m Score
0.264
Excess Return 6m Score
0.346
Expected Shortfall 95 1y Score
0.461
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.933
Drawdown Score 1y
0.488
Drawdown Score 5y
0.233
Momentum Acceleration 1m Vs 3m Score
0.872
Momentum Acceleration 3m Vs 6m Score
0.393
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.284
Return 1m Score
0.630
Return 1y Score
0.414
Return 3m Score
0.374
Return 6m Score
0.492
Return Skewness 1y Score
0.560
Sortino 1y Score
0.351
Sortino 3m Score
0.282
Trend R2 1y Score
0.574
Trend R2 3m Score
0.026
Trend Slope 1y Score
0.441
Trend Slope 3m Score
0.469
Volatility 1y Score
0.452
Volatility 3m Score
0.533