Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

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

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

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

© 2026 Monstra. All rights reserved.

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

Vector V2 pipeline

Vectors

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

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

NFLX

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

Research Detail

NFLX

NFLX

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
0.303
Correlation To Benchmark 1y
0.112
Inverse To Benchmark 1y
0.888
Drawdown Score 1m
0.482
Drawdown Score 3m
0.305
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
0.322
Drawdown Score 1y
0.285
Drawdown Score 2y
0.381
Drawdown Score 5y
0.241
Return 1w
-0.073
Return 1m
-0.054
Return 3m
-0.261
Return 6m
-0.193
Return 1y
-0.421
Return 2y
0.071
Return 5y
0.269
Sharpe 1m
-1.379
Sharpe 3m
-3.605
Sharpe 6m
-0.889
Sharpe 1y
-1.408
Sharpe 2y
0.270
Sharpe 5y
0.336
Trend 1w
-0.011
Trend 1m
-0.003
Trend 3m
-0.005
Trend 6m
-0.001
Trend 1y
-0.002
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.554
Volatility 1m
0.421
Volatility 3m
0.321
Volatility 6m
0.395
Volatility 1y
0.345
Volatility 2y
0.340
Volatility 5y
0.434
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
NFLX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:46 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
0.520
Aptet Fit Raw Score
0.543
Aptet Fit Confidence
0.915
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.551
Force Fit Raw Score
0.574
Force Fit Confidence
0.922
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:46 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NFLX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NFLX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "NFLX",
    "hitRates": {
      "1": 0.6170212765957447,
      "5": 0.5638297872340425,
      "10": 0.5638297872340425
    },
    "hitRate1D": 0.6170212765957447,
    "comboQuality": 0.8209502201625996,
    "eligibleDays": 330,
    "fitnessScore": 0.6850156936741522,
    "lookbackDays": 30,
    "returnLift1D": 0.0036682705973874233,
    "hitRateLift1D": 0.12779050736497544,
    "activationRate": 0.28484848484848485,
    "activationCount": 94,
    "baselineHitRates": {
      "1": 0.48923076923076925,
      "5": 0.42679127725856697,
      "10": 0.4272151898734177
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2469985578427074,
    "avgForwardReturns": {
      "1": 0.002975925037101139,
      "5": 0.009963583708850353,
      "10": 0.012844907187209582
    },
    "shadowMaxDrawdown": -0.13543676887156353,
    "shadowTotalReturn": 0.2916734401458245,
    "avgForwardReturn1D": 0.002975925037101139,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 94,
      "5": 94,
      "10": 94
    },
    "baselineAvgForwardReturns": {
      "1": -0.0006923455602862844,
      "5": -0.0021242701286261433,
      "10": -0.0034517641187323178
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8209502201625996,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3679434685556552,
    "bestRawFitnessScore": 0.6850156936741522,
    "upperQuartileComboQuality": 0.5931107038944783
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5202410606555121,
    "rawScore": 0.5433417983867933,
    "confidence": 0.9149679343651883,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.25011805827886185,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        30,
        45
      ]
    },
    "parameterStability": 0.6237210098326085,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6170212765957447,
        "5": 0.5638297872340425,
        "10": 0.5638297872340425
      },
      "hitRate1D": 0.6170212765957447,
      "comboQuality": 0.8209502201625996,
      "eligibleDays": 330,
      "fitnessScore": 0.6850156936741522,
      "lookbackDays": 30,
      "returnLift1D": 0.0036682705973874233,
      "hitRateLift1D": 0.12779050736497544,
      "activationRate": 0.28484848484848485,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.48923076923076925,
        "5": 0.42679127725856697,
        "10": 0.4272151898734177
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2469985578427074,
      "avgForwardReturns": {
        "1": 0.002975925037101139,
        "5": 0.009963583708850353,
        "10": 0.012844907187209582
      },
      "shadowMaxDrawdown": -0.13543676887156353,
      "shadowTotalReturn": 0.2916734401458245,
      "avgForwardReturn1D": 0.002975925037101139,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006923455602862844,
        "5": -0.0021242701286261433,
        "10": -0.0034517641187323178
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6206896551724138,
        "5": 0.5517241379310345,
        "10": 0.5517241379310345
      },
      "hitRate1D": 0.6206896551724138,
      "comboQuality": 0.7964297723066351,
      "eligibleDays": 330,
      "fitnessScore": 0.6501081403146041,
      "lookbackDays": 30,
      "returnLift1D": 0.0036017748781396255,
      "hitRateLift1D": 0.13145888594164457,
      "activationRate": 0.2636363636363636,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.48923076923076925,
        "5": 0.42679127725856697,
        "10": 0.4272151898734177
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1919190199118428,
      "avgForwardReturns": {
        "1": 0.002909429317853341,
        "5": 0.008005869615925514,
        "10": 0.010957897966199101
      },
      "shadowMaxDrawdown": -0.11842488638415383,
      "shadowTotalReturn": 0.2613290326552544,
      "avgForwardReturn1D": 0.002909429317853341,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 87,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006923455602862844,
        "5": -0.0021242701286261433,
        "10": -0.0034517641187323178
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.631578947368421,
        "5": 0.5789473684210527,
        "10": 0.5657894736842105
      },
      "hitRate1D": 0.631578947368421,
      "comboQuality": 0.7851192495446797,
      "eligibleDays": 330,
      "fitnessScore": 0.6350655260827561,
      "lookbackDays": 30,
      "returnLift1D": 0.003859342489012738,
      "hitRateLift1D": 0.14234817813765177,
      "activationRate": 0.23030303030303031,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.48923076923076925,
        "5": 0.42679127725856697,
        "10": 0.4272151898734177
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1607089301115359,
      "avgForwardReturns": {
        "1": 0.0031669969287264534,
        "5": 0.009052410517974443,
        "10": 0.012055502473485502
      },
      "shadowMaxDrawdown": -0.1190159941598734,
      "shadowTotalReturn": 0.24675432012345766,
      "avgForwardReturn1D": 0.0031669969287264534,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006923455602862844,
        "5": -0.0021242701286261433,
        "10": -0.0034517641187323178
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6145833333333334,
        "5": 0.5625,
        "10": 0.5520833333333334
      },
      "hitRate1D": 0.6145833333333334,
      "comboQuality": 0.7741206079260594,
      "eligibleDays": 330,
      "fitnessScore": 0.6209798282863364,
      "lookbackDays": 30,
      "returnLift1D": 0.0033198155247844236,
      "hitRateLift1D": 0.12535256410256412,
      "activationRate": 0.2909090909090909,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.48923076923076925,
        "5": 0.42679127725856697,
        "10": 0.4272151898734177
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0952653797344567,
      "avgForwardReturns": {
        "1": 0.0026274699644981392,
        "5": 0.009307192361131096,
        "10": 0.011753951467937118
      },
      "shadowMaxDrawdown": -0.16036490111360513,
      "shadowTotalReturn": 0.2544303500279832,
      "avgForwardReturn1D": 0.0026274699644981392,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006923455602862844,
        "5": -0.0021242701286261433,
        "10": -0.0034517641187323178
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6285714285714286,
        "5": 0.6714285714285714,
        "10": 0.6714285714285714
      },
      "hitRate1D": 0.6285714285714286,
      "comboQuality": 0.7605022204107348,
      "eligibleDays": 315,
      "fitnessScore": 0.604195674828779,
      "lookbackDays": 45,
      "returnLift1D": 0.004303854803409109,
      "hitRateLift1D": 0.14470046082949306,
      "activationRate": 0.2222222222222222,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.4838709677419355,
        "5": 0.40522875816993464,
        "10": 0.4019933554817276
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2361015678820773,
      "avgForwardReturns": {
        "1": 0.0031962188332774915,
        "5": 0.012546262414515076,
        "10": 0.01574269306085284
      },
      "shadowMaxDrawdown": -0.15159673226884518,
      "shadowTotalReturn": 0.23082782908374444,
      "avgForwardReturn1D": 0.0031962188332774915,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 70,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": -0.001107635970131618,
        "5": -0.005129957413719478,
        "10": -0.010746343490763475
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5824175824175825,
        "5": 0.5604395604395604,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.5824175824175825,
      "comboQuality": 0.5373135317223928,
      "eligibleDays": 315,
      "fitnessScore": 0.38289706898114084,
      "lookbackDays": 45,
      "returnLift1D": 0.002483550707497394,
      "hitRateLift1D": 0.09854661467564696,
      "activationRate": 0.28888888888888886,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.4838709677419355,
        "5": 0.40522875816993464,
        "10": 0.4019933554817276
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5945249470745798,
      "avgForwardReturns": {
        "1": 0.0013759147373657759,
        "5": 0.004311826991369204,
        "10": 0.00545406595517963
      },
      "shadowMaxDrawdown": -0.1515967322688455,
      "shadowTotalReturn": 0.11071756674764122,
      "avgForwardReturn1D": 0.0013759147373657759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 91,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": -0.001107635970131618,
        "5": -0.005129957413719478,
        "10": -0.010746343490763475
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5862068965517241,
        "5": 0.5862068965517241,
        "10": 0.5862068965517241
      },
      "hitRate1D": 0.5862068965517241,
      "comboQuality": 0.5280498981702375,
      "eligibleDays": 315,
      "fitnessScore": 0.3747098543596342,
      "lookbackDays": 45,
      "returnLift1D": 0.002500720960690716,
      "hitRateLift1D": 0.10233592880978859,
      "activationRate": 0.2761904761904762,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.4838709677419355,
        "5": 0.40522875816993464,
        "10": 0.4019933554817276
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5712922673403199,
      "avgForwardReturns": {
        "1": 0.001393084990559098,
        "5": 0.005699610767294673,
        "10": 0.006756704694820941
      },
      "shadowMaxDrawdown": -0.1517716277579455,
      "shadowTotalReturn": 0.10524202084928613,
      "avgForwardReturn1D": 0.001393084990559098,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 87,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.001107635970131618,
        "5": -0.005129957413719478,
        "10": -0.010746343490763475
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5698924731182796,
        "5": 0.5483870967741935,
        "10": 0.5591397849462365
      },
      "hitRate1D": 0.5698924731182796,
      "comboQuality": 0.5051572961785195,
      "eligibleDays": 315,
      "fitnessScore": 0.3545385815961295,
      "lookbackDays": 45,
      "returnLift1D": 0.0023785634854523994,
      "hitRateLift1D": 0.08602150537634412,
      "activationRate": 0.29523809523809524,
      "activationCount": 93,
      "baselineHitRates": {
        "1": 0.4838709677419355,
        "5": 0.40522875816993464,
        "10": 0.4019933554817276
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.555199534172997,
      "avgForwardReturns": {
        "1": 0.0012709275153207813,
        "5": 0.003963997466372003,
        "10": 0.004302257964363003
      },
      "shadowMaxDrawdown": -0.15438713116248315,
      "shadowTotalReturn": 0.10183401851999774,
      "avgForwardReturn1D": 0.0012709275153207813,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 93,
        "10": 93
      },
      "baselineAvgForwardReturns": {
        "1": -0.001107635970131618,
        "5": -0.005129957413719478,
        "10": -0.010746343490763475
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5769230769230769,
        "5": 0.5961538461538461,
        "10": 0.5961538461538461
      },
      "hitRate1D": 0.5769230769230769,
      "comboQuality": 0.39897528954925715,
      "eligibleDays": 339,
      "fitnessScore": 0.25985795564922254,
      "lookbackDays": 21,
      "returnLift1D": 0.0013320077261080707,
      "hitRateLift1D": 0.0859051128512206,
      "activationRate": 0.30678466076696165,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.49101796407185627,
        "5": 0.42424242424242425,
        "10": 0.4153846153846154
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.21305479100177876,
      "avgForwardReturns": {
        "1": 0.0006733996903502265,
        "5": 0.010201919929507922,
        "10": 0.020757654490878866
      },
      "shadowMaxDrawdown": -0.16023368461396892,
      "shadowTotalReturn": 0.029984598393096862,
      "avgForwardReturn1D": 0.0006733996903502265,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 104,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006586080357578441,
        "5": -0.0026883124215096406,
        "10": -0.004909046092307426
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5575221238938053,
        "5": 0.4864864864864865,
        "10": 0.4107142857142857
      },
      "hitRate1D": 0.5575221238938053,
      "comboQuality": 0.3975900042923805,
      "eligibleDays": 352,
      "fitnessScore": 0.258586274271078,
      "lookbackDays": 14,
      "returnLift1D": 0.0014547261714383836,
      "hitRateLift1D": 0.06041229730420994,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.49710982658959535,
        "5": 0.43859649122807015,
        "10": 0.4171597633136095
      },
      "sampleConfidence": 0.9964912280701754,
      "shadowSharpeLike": 0.3223343106591,
      "avgForwardReturns": {
        "1": 0.001079741646515708,
        "5": -0.000577890692081435,
        "10": -0.005870746081899106
      },
      "shadowMaxDrawdown": -0.24198600224825095,
      "shadowTotalReturn": 0.06894866313926418,
      "avgForwardReturn1D": 0.001079741646515708,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 111,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003749845249226755,
        "5": -0.0015391733841836842,
        "10": -0.004143828433720881
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5643564356435643,
        "5": 0.47,
        "10": 0.4158415841584158
      },
      "hitRate1D": 0.5643564356435643,
      "comboQuality": 0.3382969328189299,
      "eligibleDays": 352,
      "fitnessScore": 0.20240356045573354,
      "lookbackDays": 14,
      "returnLift1D": 0.0011638341056523875,
      "hitRateLift1D": 0.06724660905396895,
      "activationRate": 0.2897727272727273,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.49710982658959535,
        "5": 0.43859649122807015,
        "10": 0.4171597633136095
      },
      "sampleConfidence": 0.9973856209150327,
      "shadowSharpeLike": 0.18801871771661313,
      "avgForwardReturns": {
        "1": 0.000788849580729712,
        "5": -0.0015129233399960417,
        "10": -0.0050257475533416855
      },
      "shadowMaxDrawdown": -0.21549567712383333,
      "shadowTotalReturn": 0.02432312933716041,
      "avgForwardReturn1D": 0.000788849580729712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 100,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003749845249226755,
        "5": -0.0015391733841836842,
        "10": -0.004143828433720881
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5735294117647058,
        "5": 0.5735294117647058,
        "10": 0.6323529411764706
      },
      "hitRate1D": 0.5735294117647058,
      "comboQuality": 0.2925120358009839,
      "eligibleDays": 339,
      "fitnessScore": 0.15569274316907178,
      "lookbackDays": 21,
      "returnLift1D": 0.0009597026176067205,
      "hitRateLift1D": 0.08251144769284957,
      "activationRate": 0.20058997050147492,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.49101796407185627,
        "5": 0.42424242424242425,
        "10": 0.4153846153846154
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.032339799224024475,
      "avgForwardReturns": {
        "1": 0.0003010945818488764,
        "5": 0.007634864004759036,
        "10": 0.0257011649884716
      },
      "shadowMaxDrawdown": -0.1291389836850556,
      "shadowTotalReturn": -0.008645506464543207,
      "avgForwardReturn1D": 0.0003010945818488764,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 68,
        "5": 68,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006586080357578441,
        "5": -0.0026883124215096406,
        "10": -0.004909046092307426
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5909090909090909,
        "10": 0.625
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.25525046059267065,
      "eligibleDays": 339,
      "fitnessScore": 0.11442340344345676,
      "lookbackDays": 21,
      "returnLift1D": 0.0007974715907241297,
      "hitRateLift1D": 0.05443658138268914,
      "activationRate": 0.25958702064896755,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.49101796407185627,
        "5": 0.42424242424242425,
        "10": 0.4153846153846154
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.016318395756359252,
      "avgForwardReturns": {
        "1": 0.0001388635549662855,
        "5": 0.008797882626764161,
        "10": 0.026113185307901087
      },
      "shadowMaxDrawdown": -0.15840021464568566,
      "shadowTotalReturn": -0.023741777415709153,
      "avgForwardReturn1D": 0.0001388635549662855,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006586080357578441,
        "5": -0.0026883124215096406,
        "10": -0.004909046092307426
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5434782608695652,
        "5": 0.5,
        "10": 0.5
      },
      "hitRate1D": 0.5434782608695652,
      "comboQuality": 0.24620079254560528,
      "eligibleDays": 297,
      "fitnessScore": 0.10382470875372124,
      "lookbackDays": 63,
      "returnLift1D": 0.001786653695742848,
      "hitRateLift1D": 0.07772483621203097,
      "activationRate": 0.15488215488215487,
      "activationCount": 46,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.3784722222222222,
        "10": 0.3674911660777385
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.02176438200705695,
      "avgForwardReturns": {
        "1": 0.00013336604604393385,
        "5": -0.006061437939248472,
        "10": -0.012494517033211394
      },
      "shadowMaxDrawdown": -0.11483875273711042,
      "shadowTotalReturn": -0.005944382863390274,
      "avgForwardReturn1D": 0.00013336604604393385,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 46,
        "5": 46,
        "10": 46
      },
      "baselineAvgForwardReturns": {
        "1": -0.001653287649698914,
        "5": -0.0072259781617729935,
        "10": -0.014229530580213378
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.55,
        "5": 0.5916666666666667,
        "10": 0.5666666666666667
      },
      "hitRate1D": 0.55,
      "comboQuality": 0.23869864294162008,
      "eligibleDays": 339,
      "fitnessScore": 0.09483796479703363,
      "lookbackDays": 21,
      "returnLift1D": 0.000628347934485567,
      "hitRateLift1D": 0.05898203592814377,
      "activationRate": 0.35398230088495575,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.49101796407185627,
        "5": 0.42424242424242425,
        "10": 0.4153846153846154
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.0742097397759274,
      "avgForwardReturns": {
        "1": -0.000030260101272277146,
        "5": 0.008587617570053921,
        "10": 0.014410847257454711
      },
      "shadowMaxDrawdown": -0.2607569755178384,
      "shadowTotalReturn": -0.04878390244642883,
      "avgForwardReturn1D": -0.000030260101272277146,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "2025-04-04",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006586080357578441,
        "5": -0.0026883124215096406,
        "10": -0.004909046092307426
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5915492957746479,
        "5": 0.39436619718309857,
        "10": 0.3472222222222222
      },
      "hitRate1D": 0.5915492957746479,
      "comboQuality": 0.1988526740651559,
      "eligibleDays": 352,
      "fitnessScore": 0.04343425954058395,
      "lookbackDays": 14,
      "returnLift1D": -0.000029422195289171204,
      "hitRateLift1D": 0.09443946918505253,
      "activationRate": 0.20454545454545456,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.49710982658959535,
        "5": 0.43859649122807015,
        "10": 0.4171597633136095
      },
      "sampleConfidence": 0.9981481481481482,
      "shadowSharpeLike": -0.22240529272942638,
      "avgForwardReturns": {
        "1": -0.0004044067202118467,
        "5": -0.009086488822380046,
        "10": -0.016365051266295352
      },
      "shadowMaxDrawdown": -0.2655629697545874,
      "shadowTotalReturn": -0.059326398035854044,
      "avgForwardReturn1D": -0.0004044067202118467,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 71,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003749845249226755,
        "5": -0.0015391733841836842,
        "10": -0.004143828433720881
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5666666666666667,
        "5": 0.43333333333333335,
        "10": 0.38461538461538464
      },
      "hitRate1D": 0.5666666666666667,
      "comboQuality": 0.16288047539396155,
      "eligibleDays": 352,
      "fitnessScore": -0.010129046081711073,
      "lookbackDays": 14,
      "returnLift1D": -0.00038332276440561917,
      "hitRateLift1D": 0.0695568400770713,
      "activationRate": 0.2585227272727273,
      "activationCount": 91,
      "baselineHitRates": {
        "1": 0.49710982658959535,
        "5": 0.43859649122807015,
        "10": 0.4171597633136095
      },
      "sampleConfidence": 0.9985347985347985,
      "shadowSharpeLike": -0.3276588617413188,
      "avgForwardReturns": {
        "1": -0.0007583072893282947,
        "5": -0.006774425821625336,
        "10": -0.00917186949384925
      },
      "shadowMaxDrawdown": -0.2421091137623792,
      "shadowTotalReturn": -0.10283565185190846,
      "avgForwardReturn1D": -0.0007583072893282947,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": -0.0003749845249226755,
        "5": -0.0015391733841836842,
        "10": -0.004143828433720881
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.4927536231884058,
        "5": 0.42028985507246375,
        "10": 0.36231884057971014
      },
      "hitRate1D": 0.4927536231884058,
      "comboQuality": 0.10316880945836894,
      "eligibleDays": 297,
      "fitnessScore": -0.12575023705814942,
      "lookbackDays": 63,
      "returnLift1D": 0.00036451737954767255,
      "hitRateLift1D": 0.0270001985308716,
      "activationRate": 0.23232323232323232,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.3784722222222222,
        "10": 0.3674911660777385
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5625352607930586,
      "avgForwardReturns": {
        "1": -0.0012887702701512415,
        "5": -0.010345415049260143,
        "10": -0.02248788353528361
      },
      "shadowMaxDrawdown": -0.20958419071842838,
      "shadowTotalReturn": -0.10518680697647609,
      "avgForwardReturn1D": -0.0012887702701512415,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 69,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": -0.001653287649698914,
        "5": -0.0072259781617729935,
        "10": -0.014229530580213378
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.40476190476190477,
        "10": 0.32142857142857145
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.0830498369018269,
      "eligibleDays": 297,
      "fitnessScore": -0.17835469517840669,
      "lookbackDays": 63,
      "returnLift1D": 0.00013627930590226055,
      "hitRateLift1D": 0.010437051532941943,
      "activationRate": 0.2828282828282828,
      "activationCount": 84,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.3784722222222222,
        "10": 0.3674911660777385
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7036949575080906,
      "avgForwardReturns": {
        "1": -0.0015170083437966535,
        "5": -0.00959885440516766,
        "10": -0.025607100186057143
      },
      "shadowMaxDrawdown": -0.23829376609883413,
      "shadowTotalReturn": -0.1363619076805539,
      "avgForwardReturn1D": -0.0015170083437966535,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 84,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": -0.001653287649698914,
        "5": -0.0072259781617729935,
        "10": -0.014229530580213378
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.47368421052631576,
        "5": 0.42105263157894735,
        "10": 0.34210526315789475
      },
      "hitRate1D": 0.47368421052631576,
      "comboQuality": 0.07201661771638618,
      "eligibleDays": 297,
      "fitnessScore": -0.21234572495243245,
      "lookbackDays": 63,
      "returnLift1D": -0.00009187054226816524,
      "hitRateLift1D": 0.007930785868781542,
      "activationRate": 0.2558922558922559,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.3784722222222222,
        "10": 0.3674911660777385
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7861543097402529,
      "avgForwardReturns": {
        "1": -0.0017451581919670793,
        "5": -0.010158688630221282,
        "10": -0.02444897034138358
      },
      "shadowMaxDrawdown": -0.2399899718147831,
      "shadowTotalReturn": -0.1432391059731356,
      "avgForwardReturn1D": -0.0017451581919670793,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": -0.001653287649698914,
        "5": -0.0072259781617729935,
        "10": -0.014229530580213378
      }
    }
  ],
  "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": 0.3975900042923805,
      "fitnessScore": 0.258586274271078,
      "lookbackDays": 14,
      "returnLift1D": 0.0014547261714383836,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "sampleConfidence": 0.9964912280701754,
      "shadowTotalReturn": 0.06894866313926418,
      "avgForwardReturn1D": 0.001079741646515708
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.39897528954925715,
      "fitnessScore": 0.25985795564922254,
      "lookbackDays": 21,
      "returnLift1D": 0.0013320077261080707,
      "activationRate": 0.30678466076696165,
      "activationCount": 104,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.029984598393096862,
      "avgForwardReturn1D": 0.0006733996903502265
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8209502201625996,
      "fitnessScore": 0.6850156936741522,
      "lookbackDays": 30,
      "returnLift1D": 0.0036682705973874233,
      "activationRate": 0.28484848484848485,
      "activationCount": 94,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.2916734401458245,
      "avgForwardReturn1D": 0.002975925037101139
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7605022204107348,
      "fitnessScore": 0.604195674828779,
      "lookbackDays": 45,
      "returnLift1D": 0.004303854803409109,
      "activationRate": 0.2222222222222222,
      "activationCount": 70,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.23082782908374444,
      "avgForwardReturn1D": 0.0031962188332774915
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.24620079254560528,
      "fitnessScore": 0.10382470875372124,
      "lookbackDays": 63,
      "returnLift1D": 0.001786653695742848,
      "activationRate": 0.15488215488215487,
      "activationCount": 46,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.005944382863390274,
      "avgForwardReturn1D": 0.00013336604604393385
    }
  ],
  "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": "78f5730b81059ad76bfeb743ee4e0d613acb7694c68f0d69be92fc1d1a6e342a",
    "size": 13,
    "members": [
      "NFLX",
      "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",
      "NFLX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NFLX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "NFLX",
    "hitRates": {
      "1": 0.6164383561643836,
      "5": 0.6438356164383562,
      "10": 0.6712328767123288
    },
    "hitRate1D": 0.6164383561643836,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.7800179856945739,
    "eligibleDays": 326,
    "fitnessScore": 0.6284696613924156,
    "lookbackDays": 63,
    "returnLift1D": 0.004014187319430693,
    "hitRateLift1D": 0.13177577947726704,
    "portfolioSize": 2,
    "activationRate": 0.22392638036809817,
    "activationCount": 73,
    "baselineHitRates": {
      "1": 0.48466257668711654,
      "5": 0.4254658385093168,
      "10": 0.4195583596214511
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.2329258597169501,
    "avgForwardReturns": {
      "1": 0.0033758870694005102,
      "5": 0.01425095642077283,
      "10": 0.025472283318683207
    },
    "shadowMaxDrawdown": -0.11511580823791734,
    "shadowTotalReturn": 0.2551307394529083,
    "avgForwardReturn1D": 0.0033758870694005102,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-08",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23"
    ],
    "horizonObservationCounts": {
      "1": 73,
      "5": 73,
      "10": 73
    },
    "baselineAvgForwardReturns": {
      "1": -0.0006383002500301823,
      "5": -0.002660385787634179,
      "10": -0.004926766381639079
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7800179856945739,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4317741068636212,
    "bestRawFitnessScore": 0.6284696613924156,
    "upperQuartileComboQuality": 0.6055715206649607
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5511894192934914,
    "rawScore": 0.5735309341156889,
    "confidence": 0.9220913345968159,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.3000172423702511,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.6621285667490708,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6164383561643836,
        "5": 0.6438356164383562,
        "10": 0.6712328767123288
      },
      "hitRate1D": 0.6164383561643836,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7800179856945739,
      "eligibleDays": 326,
      "fitnessScore": 0.6284696613924156,
      "lookbackDays": 63,
      "returnLift1D": 0.004014187319430693,
      "hitRateLift1D": 0.13177577947726704,
      "portfolioSize": 2,
      "activationRate": 0.22392638036809817,
      "activationCount": 73,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.4254658385093168,
        "10": 0.4195583596214511
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2329258597169501,
      "avgForwardReturns": {
        "1": 0.0033758870694005102,
        "5": 0.01425095642077283,
        "10": 0.025472283318683207
      },
      "shadowMaxDrawdown": -0.11511580823791734,
      "shadowTotalReturn": 0.2551307394529083,
      "avgForwardReturn1D": 0.0033758870694005102,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 73,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006383002500301823,
        "5": -0.002660385787634179,
        "10": -0.004926766381639079
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6153846153846154,
        "5": 0.6794871794871795,
        "10": 0.6282051282051282
      },
      "hitRate1D": 0.6153846153846154,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7396986419412248,
      "eligibleDays": 344,
      "fitnessScore": 0.5797686233399301,
      "lookbackDays": 45,
      "returnLift1D": 0.003423747877453566,
      "hitRateLift1D": 0.12701252236135963,
      "portfolioSize": 2,
      "activationRate": 0.22674418604651161,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.4883720930232558,
        "5": 0.4323529411764706,
        "10": 0.417910447761194
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1162566591600918,
      "avgForwardReturns": {
        "1": 0.0029985440074676065,
        "5": 0.01290183597679612,
        "10": 0.01025618570775861
      },
      "shadowMaxDrawdown": -0.1523332222792475,
      "shadowTotalReturn": 0.2376371929524983,
      "avgForwardReturn1D": 0.0029985440074676065,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 78,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004252038699859592,
        "5": -0.002555529674175117,
        "10": -0.004780010548324019
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5865384615384616,
        "5": 0.5769230769230769,
        "10": 0.5480769230769231
      },
      "hitRate1D": 0.5865384615384616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6739659008988786,
      "eligibleDays": 344,
      "fitnessScore": 0.5097590594881496,
      "lookbackDays": 45,
      "returnLift1D": 0.0024508530466467587,
      "hitRateLift1D": 0.09816636851520577,
      "portfolioSize": 4,
      "activationRate": 0.3023255813953488,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.4883720930232558,
        "5": 0.4323529411764706,
        "10": 0.417910447761194
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8506246063069426,
      "avgForwardReturns": {
        "1": 0.0020256491766607993,
        "5": 0.007465217430519923,
        "10": 0.005920600727830756
      },
      "shadowMaxDrawdown": -0.1523332222792475,
      "shadowTotalReturn": 0.2010442301739035,
      "avgForwardReturn1D": 0.0020256491766607993,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 104,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004252038699859592,
        "5": -0.002555529674175117,
        "10": -0.004780010548324019
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5865384615384616,
        "5": 0.5769230769230769,
        "10": 0.5480769230769231
      },
      "hitRate1D": 0.5865384615384616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6739659008988786,
      "eligibleDays": 344,
      "fitnessScore": 0.5097590594881496,
      "lookbackDays": 45,
      "returnLift1D": 0.0024508530466467587,
      "hitRateLift1D": 0.09816636851520577,
      "portfolioSize": 5,
      "activationRate": 0.3023255813953488,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.4883720930232558,
        "5": 0.4323529411764706,
        "10": 0.417910447761194
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8506246063069426,
      "avgForwardReturns": {
        "1": 0.0020256491766607993,
        "5": 0.007465217430519923,
        "10": 0.005920600727830756
      },
      "shadowMaxDrawdown": -0.1523332222792475,
      "shadowTotalReturn": 0.2010442301739035,
      "avgForwardReturn1D": 0.0020256491766607993,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 104,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004252038699859592,
        "5": -0.002555529674175117,
        "10": -0.004780010548324019
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.6022727272727273,
        "5": 0.5113636363636364,
        "10": 0.48863636363636365
      },
      "hitRate1D": 0.6022727272727273,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6421534011041551,
      "eligibleDays": 359,
      "fitnessScore": 0.4786390199184883,
      "lookbackDays": 30,
      "returnLift1D": 0.002959000602351786,
      "hitRateLift1D": 0.12316409217523427,
      "portfolioSize": 2,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.4197183098591549,
        "10": 0.4057142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7683163752700335,
      "avgForwardReturns": {
        "1": 0.0020111777190534585,
        "5": 0.0008608958943655871,
        "10": 0.00016310691337696368
      },
      "shadowMaxDrawdown": -0.11986796634330277,
      "shadowTotalReturn": 0.16667498466049935,
      "avgForwardReturn1D": 0.0020111777190534585,
      "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": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009478228832983275,
        "5": -0.004347573831738682,
        "10": -0.006888087486486097
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.58,
        "5": 0.49,
        "10": 0.48
      },
      "hitRate1D": 0.58,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5933775605185625,
      "eligibleDays": 359,
      "fitnessScore": 0.4331480769390654,
      "lookbackDays": 30,
      "returnLift1D": 0.0025675429614612903,
      "hitRateLift1D": 0.10089136490250694,
      "portfolioSize": 3,
      "activationRate": 0.2785515320334262,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.4197183098591549,
        "10": 0.4057142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6744676959437849,
      "avgForwardReturns": {
        "1": 0.001619720078162963,
        "5": 0.00015442318508945285,
        "10": -0.0007786482919028159
      },
      "shadowMaxDrawdown": -0.11869298034106879,
      "shadowTotalReturn": 0.1467929163065218,
      "avgForwardReturn1D": 0.001619720078162963,
      "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": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009478228832983275,
        "5": -0.004347573831738682,
        "10": -0.006888087486486097
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5773195876288659,
        "5": 0.5979381443298969,
        "10": 0.5567010309278351
      },
      "hitRate1D": 0.5773195876288659,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5155319873855526,
      "eligibleDays": 344,
      "fitnessScore": 0.3636725479001337,
      "lookbackDays": 45,
      "returnLift1D": 0.0017886506208878647,
      "hitRateLift1D": 0.08894749460561013,
      "portfolioSize": 3,
      "activationRate": 0.2819767441860465,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.4883720930232558,
        "5": 0.4323529411764706,
        "10": 0.417910447761194
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5410675040088277,
      "avgForwardReturns": {
        "1": 0.0013634467509019055,
        "5": 0.006809574183797369,
        "10": 0.004084644890708531
      },
      "shadowMaxDrawdown": -0.15233322227924773,
      "shadowTotalReturn": 0.11108546966984334,
      "avgForwardReturn1D": 0.0013634467509019055,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": -0.0004252038699859592,
        "5": -0.002555529674175117,
        "10": -0.004780010548324019
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5625,
        "5": 0.5520833333333334,
        "10": 0.53125
      },
      "hitRate1D": 0.5625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.50848905115698,
      "eligibleDays": 326,
      "fitnessScore": 0.3574710829347214,
      "lookbackDays": 63,
      "returnLift1D": 0.0022222436761927407,
      "hitRateLift1D": 0.07783742331288346,
      "portfolioSize": 3,
      "activationRate": 0.294478527607362,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.4254658385093168,
        "10": 0.4195583596214511
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6402120059167372,
      "avgForwardReturns": {
        "1": 0.0015839434261625586,
        "5": 0.006350399718937129,
        "10": 0.009228159439408983
      },
      "shadowMaxDrawdown": -0.20921283624538212,
      "shadowTotalReturn": 0.13064387295779878,
      "avgForwardReturn1D": 0.0015839434261625586,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006383002500301823,
        "5": -0.002660385787634179,
        "10": -0.004926766381639079
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5779816513761468,
        "5": 0.5045871559633027,
        "10": 0.48623853211009177
      },
      "hitRate1D": 0.5779816513761468,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.48221407045344933,
      "eligibleDays": 359,
      "fitnessScore": 0.3343417753534856,
      "lookbackDays": 30,
      "returnLift1D": 0.0019961936243795843,
      "hitRateLift1D": 0.09887301627865375,
      "portfolioSize": 4,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.4197183098591549,
        "10": 0.4057142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4065602440993195,
      "avgForwardReturns": {
        "1": 0.0010483707410812568,
        "5": 0.002051865565033415,
        "10": 0.0012360039179580217
      },
      "shadowMaxDrawdown": -0.1683609338973454,
      "shadowTotalReturn": 0.08593866875141942,
      "avgForwardReturn1D": 0.0010483707410812568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 109,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009478228832983275,
        "5": -0.004347573831738682,
        "10": -0.006888087486486097
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5779816513761468,
        "5": 0.5045871559633027,
        "10": 0.48623853211009177
      },
      "hitRate1D": 0.5779816513761468,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.48221407045344933,
      "eligibleDays": 359,
      "fitnessScore": 0.3343417753534856,
      "lookbackDays": 30,
      "returnLift1D": 0.0019961936243795843,
      "hitRateLift1D": 0.09887301627865375,
      "portfolioSize": 5,
      "activationRate": 0.30362116991643456,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.4197183098591549,
        "10": 0.4057142857142857
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4065602440993195,
      "avgForwardReturns": {
        "1": 0.0010483707410812568,
        "5": 0.002051865565033415,
        "10": 0.0012360039179580217
      },
      "shadowMaxDrawdown": -0.1683609338973454,
      "shadowTotalReturn": 0.08593866875141942,
      "avgForwardReturn1D": 0.0010483707410812568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 109,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": -0.0009478228832983275,
        "5": -0.004347573831738682,
        "10": -0.006888087486486097
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5847457627118644,
        "5": 0.6016949152542372,
        "10": 0.5508474576271186
      },
      "hitRate1D": 0.5847457627118644,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3813341432737931,
      "eligibleDays": 368,
      "fitnessScore": 0.24354435218124626,
      "lookbackDays": 21,
      "returnLift1D": 0.001300264351475637,
      "hitRateLift1D": 0.09833271923360354,
      "portfolioSize": 4,
      "activationRate": 0.32065217391304346,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.42857142857142855,
        "10": 0.403899721448468
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.18687807212033675,
      "avgForwardReturns": {
        "1": 0.0005908013469857297,
        "5": 0.008302464068960534,
        "10": 0.014172189489457926
      },
      "shadowMaxDrawdown": -0.22489598071987127,
      "shadowTotalReturn": 0.025472034313600345,
      "avgForwardReturn1D": 0.0005908013469857297,
      "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": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007094630044899074,
        "5": -0.003822228651326068,
        "10": -0.007014076084996882
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5847457627118644,
        "5": 0.6016949152542372,
        "10": 0.5508474576271186
      },
      "hitRate1D": 0.5847457627118644,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3813341432737931,
      "eligibleDays": 368,
      "fitnessScore": 0.24354435218124626,
      "lookbackDays": 21,
      "returnLift1D": 0.001300264351475637,
      "hitRateLift1D": 0.09833271923360354,
      "portfolioSize": 5,
      "activationRate": 0.32065217391304346,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.42857142857142855,
        "10": 0.403899721448468
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.18687807212033675,
      "avgForwardReturns": {
        "1": 0.0005908013469857297,
        "5": 0.008302464068960534,
        "10": 0.014172189489457926
      },
      "shadowMaxDrawdown": -0.22489598071987127,
      "shadowTotalReturn": 0.025472034313600345,
      "avgForwardReturn1D": 0.0005908013469857297,
      "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": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007094630044899074,
        "5": -0.003822228651326068,
        "10": -0.007014076084996882
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5925925925925926,
        "5": 0.5802469135802469,
        "10": 0.5679012345679012
      },
      "hitRate1D": 0.5925925925925926,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.35803973919258464,
      "eligibleDays": 368,
      "fitnessScore": 0.22154586778727783,
      "lookbackDays": 21,
      "returnLift1D": 0.0012886393908515066,
      "hitRateLift1D": 0.1061795491143317,
      "portfolioSize": 2,
      "activationRate": 0.22010869565217392,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.42857142857142855,
        "10": 0.403899721448468
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1455993156582267,
      "avgForwardReturns": {
        "1": 0.0005791763863615992,
        "5": 0.00536284798544092,
        "10": 0.01644696846551891
      },
      "shadowMaxDrawdown": -0.14623040410421928,
      "shadowTotalReturn": 0.015315878292649687,
      "avgForwardReturn1D": 0.0005791763863615992,
      "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": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007094630044899074,
        "5": -0.003822228651326068,
        "10": -0.007014076084996882
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5523809523809524,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.5428571428571428,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3188146705790053,
      "eligibleDays": 326,
      "fitnessScore": 0.18297062139677595,
      "lookbackDays": 63,
      "returnLift1D": 0.001194450641709454,
      "hitRateLift1D": 0.058194566170026274,
      "portfolioSize": 4,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.4254658385093168,
        "10": 0.4195583596214511
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.20634281818310818,
      "avgForwardReturns": {
        "1": 0.0005561503916792717,
        "5": 0.006014522097729892,
        "10": 0.007573213265732676
      },
      "shadowMaxDrawdown": -0.237853910495593,
      "shadowTotalReturn": 0.027288091167116946,
      "avgForwardReturn1D": 0.0005561503916792717,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006383002500301823,
        "5": -0.002660385787634179,
        "10": -0.004926766381639079
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5523809523809524,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.5428571428571428,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3188146705790053,
      "eligibleDays": 326,
      "fitnessScore": 0.18297062139677595,
      "lookbackDays": 63,
      "returnLift1D": 0.001194450641709454,
      "hitRateLift1D": 0.058194566170026274,
      "portfolioSize": 5,
      "activationRate": 0.3220858895705521,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48466257668711654,
        "5": 0.4254658385093168,
        "10": 0.4195583596214511
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.20634281818310818,
      "avgForwardReturns": {
        "1": 0.0005561503916792717,
        "5": 0.006014522097729892,
        "10": 0.007573213265732676
      },
      "shadowMaxDrawdown": -0.237853910495593,
      "shadowTotalReturn": 0.027288091167116946,
      "avgForwardReturn1D": 0.0005561503916792717,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006383002500301823,
        "5": -0.002660385787634179,
        "10": -0.004926766381639079
      }
    },
    {
      "topN": 4,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5431034482758621,
        "5": 0.4827586206896552,
        "10": 0.45217391304347826
      },
      "hitRate1D": 0.5431034482758621,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2868484741240815,
      "eligibleDays": 375,
      "fitnessScore": 0.14963724290380123,
      "lookbackDays": 14,
      "returnLift1D": 0.0011863532471854802,
      "hitRateLift1D": 0.05777011494252876,
      "portfolioSize": 4,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.48533333333333334,
        "5": 0.4339622641509434,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9994252873563219,
      "shadowSharpeLike": 0.10406907591769159,
      "avgForwardReturns": {
        "1": 0.00047428816389033415,
        "5": -0.001587850866254765,
        "10": -0.0024597113539337697
      },
      "shadowMaxDrawdown": -0.21460324782846296,
      "shadowTotalReturn": -0.0016734096350173866,
      "avgForwardReturn1D": 0.00047428816389033415,
      "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": 116,
        "5": 116,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007120650832951462,
        "5": -0.003389810457324081,
        "10": -0.005870305990813641
      }
    },
    {
      "topN": 5,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5431034482758621,
        "5": 0.4827586206896552,
        "10": 0.45217391304347826
      },
      "hitRate1D": 0.5431034482758621,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2868484741240815,
      "eligibleDays": 375,
      "fitnessScore": 0.14963724290380123,
      "lookbackDays": 14,
      "returnLift1D": 0.0011863532471854802,
      "hitRateLift1D": 0.05777011494252876,
      "portfolioSize": 5,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.48533333333333334,
        "5": 0.4339622641509434,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 0.9994252873563219,
      "shadowSharpeLike": 0.10406907591769159,
      "avgForwardReturns": {
        "1": 0.00047428816389033415,
        "5": -0.001587850866254765,
        "10": -0.0024597113539337697
      },
      "shadowMaxDrawdown": -0.21460324782846296,
      "shadowTotalReturn": -0.0016734096350173866,
      "avgForwardReturn1D": 0.00047428816389033415,
      "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": 116,
        "5": 116,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007120650832951462,
        "5": -0.003389810457324081,
        "10": -0.005870305990813641
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5858585858585859,
        "10": 0.5757575757575758
      },
      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2705318995686255,
      "eligibleDays": 368,
      "fitnessScore": 0.13177636370596912,
      "lookbackDays": 21,
      "returnLift1D": 0.0009722397510842906,
      "hitRateLift1D": 0.06914251207729472,
      "portfolioSize": 3,
      "activationRate": 0.26902173913043476,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.42857142857142855,
        "10": 0.403899721448468
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.03596035143583125,
      "avgForwardReturns": {
        "1": 0.0002627767465943833,
        "5": 0.006188246633435385,
        "10": 0.01809484896263507
      },
      "shadowMaxDrawdown": -0.20236513341572038,
      "shadowTotalReturn": -0.012729493695148975,
      "avgForwardReturn1D": 0.0002627767465943833,
      "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": 99,
        "5": 99,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007094630044899074,
        "5": -0.003822228651326068,
        "10": -0.007014076084996882
      }
    },
    {
      "topN": 2,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5647058823529412,
        "5": 0.43529411764705883,
        "10": 0.4117647058823529
      },
      "hitRate1D": 0.5647058823529412,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.18152061915580392,
      "eligibleDays": 375,
      "fitnessScore": 0.0186626301896394,
      "lookbackDays": 14,
      "returnLift1D": 0.0003495004175915214,
      "hitRateLift1D": 0.07937254901960783,
      "portfolioSize": 2,
      "activationRate": 0.22666666666666666,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.48533333333333334,
        "5": 0.4339622641509434,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.21954012203934808,
      "avgForwardReturns": {
        "1": -0.0003625646657036248,
        "5": -0.006521693822586323,
        "10": -0.010060560696560706
      },
      "shadowMaxDrawdown": -0.266425714046277,
      "shadowTotalReturn": -0.062073609517920736,
      "avgForwardReturn1D": -0.0003625646657036248,
      "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": 85,
        "5": 85,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007120650832951462,
        "5": -0.003389810457324081,
        "10": -0.005870305990813641
      }
    },
    {
      "topN": 3,
      "ticker": "NFLX",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.46153846153846156,
        "10": 0.4326923076923077
      },
      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1054295280069274,
      "eligibleDays": 375,
      "fitnessScore": -0.12042620565057816,
      "lookbackDays": 14,
      "returnLift1D": -0.0004981384450120066,
      "hitRateLift1D": 0.0531282051282051,
      "portfolioSize": 3,
      "activationRate": 0.2773333333333333,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.48533333333333334,
        "5": 0.4339622641509434,
        "10": 0.41530054644808745
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5326348352629727,
      "avgForwardReturns": {
        "1": -0.0012102035283071528,
        "5": -0.0052182408948750775,
        "10": -0.005806850806798742
      },
      "shadowMaxDrawdown": -0.2684934382558015,
      "shadowTotalReturn": -0.1543710390617723,
      "avgForwardReturn1D": -0.0012102035283071528,
      "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": 104,
        "5": 104,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": -0.0007120650832951462,
        "5": -0.003389810457324081,
        "10": -0.005870305990813641
      }
    }
  ],
  "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": 0.2868484741240815,
      "fitnessScore": 0.14963724290380123,
      "lookbackDays": 14,
      "returnLift1D": 0.0011863532471854802,
      "activationRate": 0.30933333333333335,
      "activationCount": 116,
      "sampleConfidence": 0.9994252873563219,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0016734096350173866,
      "avgForwardReturn1D": 0.00047428816389033415
    },
    {
      "comboQuality": 0.3813341432737931,
      "fitnessScore": 0.24354435218124626,
      "lookbackDays": 21,
      "returnLift1D": 0.001300264351475637,
      "activationRate": 0.32065217391304346,
      "activationCount": 118,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.025472034313600345,
      "avgForwardReturn1D": 0.0005908013469857297
    },
    {
      "comboQuality": 0.6421534011041551,
      "fitnessScore": 0.4786390199184883,
      "lookbackDays": 30,
      "returnLift1D": 0.002959000602351786,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.16667498466049935,
      "avgForwardReturn1D": 0.0020111777190534585
    },
    {
      "comboQuality": 0.7396986419412248,
      "fitnessScore": 0.5797686233399301,
      "lookbackDays": 45,
      "returnLift1D": 0.003423747877453566,
      "activationRate": 0.22674418604651161,
      "activationCount": 78,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2376371929524983,
      "avgForwardReturn1D": 0.0029985440074676065
    },
    {
      "comboQuality": 0.7800179856945739,
      "fitnessScore": 0.6284696613924156,
      "lookbackDays": 63,
      "returnLift1D": 0.004014187319430693,
      "activationRate": 0.22392638036809817,
      "activationCount": 73,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2551307394529083,
      "avgForwardReturn1D": 0.0033758870694005102
    }
  ],
  "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": "78f5730b81059ad76bfeb743ee4e0d613acb7694c68f0d69be92fc1d1a6e342a",
    "size": 13,
    "members": [
      "NFLX",
      "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
0.774
Liquidity
1
Momentum
0.334
Relative strength
0.127
Trend quality
0.468
Stability
0.512
Aggression
0.398
Downside risk
0.479
Drawdown state
0.322
Quality momentum
0.345
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.888
Benchmark Independence 3m Score
0.995
Beta 1y Profile Score
0.121
Beta 3m Profile Score
0
Beta Change Score
0.342
Correlation Change Score
0.441
Current Drawdown Score
0.253
Days Since 52w High Score
0.865
Distance From 52w High Score
0.301
Distance From Sma 20 Score
0.410
Distance From Sma 200 Score
0.071
Distance From Sma 50 Score
0.286
Downside Volatility 1m Score
0.492
Downside Volatility 1y Score
0.405
Downside Volatility 2y Score
0.379
Downside Volatility 3m Score
0.380
Downside Volatility 5y Score
0.526
Downside Volatility 6m Score
0.435
Drawdown Recovery Score
0.521
Excess Return 1m Score
0.400
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0.041
Expected Shortfall 95 1y Score
0.474
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.774
Drawdown Score 1m
0.482
Drawdown Score 1y
0.285
Drawdown Score 2y
0.381
Drawdown Score 3m
0.305
Drawdown Score 5y
0.241
Drawdown Score 6m
0.322
Momentum Acceleration 1m Vs 3m Score
0.610
Momentum Acceleration 3m Vs 6m Score
0.317
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.425
Relative Strength Slope 3m Score
0.153
Relative Volume 20d Score
0.332
Return 1m Score
0.410
Return 1w Score
0.255
Return 1y Score
0.237
Return 2y Score
0.306
Return 3m Score
0.174
Return 5y Score
0.098
Return 6m Score
0.339
Return Skewness 1y Score
0.538
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.124
Sharpe 1y Score
0.118
Sharpe 2y Score
0.454
Sharpe 3m Score
0
Sharpe 5y Score
0.467
Sharpe 6m Score
0.222
Sortino 1m Score
0.202
Sortino 1y Score
0.203
Sortino 2y Score
0.409
Sortino 3m Score
0
Sortino 5y Score
0.416
Sortino 6m Score
0.258
Trend R2 1m Score
0.224
Trend R2 1w Score
0.363
Trend R2 1y Score
0.761
Trend R2 2y Score
0.059
Trend R2 3m Score
0.907
Trend R2 5y Score
0.557
Trend R2 6m Score
0.205
Trend Slope 1m Score
0.321
Trend Slope 1w Score
0
Trend Slope 1y Score
0.374
Trend Slope 2y Score
0.521
Trend Slope 3m Score
0.193
Trend Slope 5y Score
0.568
Trend Slope 6m Score
0.415
Volatility 1m Score
0.494
Volatility 1w Score
0.672
Volatility 1y Score
0.394
Volatility 2y Score
0.387
Volatility 3m Score
0.361
Volatility 5y Score
0.512
Volatility 6m Score
0.461
Worst Day 1y Score
0.497
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,740,042,695.74
Best Day 1y
0.138
Beta To Benchmark 1y
0.303
Beta 3m
-0.013
Beta Change
-0.317
Beta To Sector 1y
0.755
Correlation To Benchmark 1y
0.112
Correlation 3m
-0.005
Correlation Change
-0.117
Correlation To Sector 1y
0.313
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.888
Benchmark Independence 3m Score
0.995
Beta 1y Profile Score
0.121
Beta 3m Profile Score
0
Beta Change Score
0.342
Correlation Change Score
0.441
Current Drawdown Score
0.253
Distance From Sma 20 Score
0.410
Distance From Sma 200 Score
0.071
Current Drawdown
-0.486
Days Since 52w High
218
Distance From 52w High
-0.455
Distance From Sma 20
-0.054
Distance From Sma 200
-0.257
Distance From Sma 50
-0.128
Downside Capture 1y
1.227
Downside Volatility 1m
0.419
Downside Volatility 1w
-
Downside Volatility 1y
0.354
Downside Volatility 2y
0.334
Downside Volatility 3m
0.335
Downside Volatility 5y
0.444
Downside Volatility 6m
0.376
Drawdown Recovery
0.041
Excess Return 1m
-0.060
Excess Return 1y
-0.608
Excess Return 3m
-0.302
Excess Return 6m
-0.276
Expected Shortfall 95 1y
-0.053
Market Cap
291,850,531,890.84
Max Drawdown 1m
-0.129
Max Drawdown 1w
-0.091
Max Drawdown 1y
-0.465
Max Drawdown 2y
-0.495
Max Drawdown 3m
-0.278
Max Drawdown 5y
-0.759
Max Drawdown 6m
-0.373
Momentum Acceleration 1m Vs 3m
0.033
Momentum Acceleration 3m Vs 6m
-0.055
Moving Average Alignment
-1
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.006
Relative Volume 20d
1.197
Return 1m
-0.054
Return 1w
-0.073
Return 1y
-0.421
Return 2y
0.071
Return 3m
-0.261
Return 5y
0.269
Return 6m
-0.193
Return Skewness 1y
0.229
Sector Excess Return 1y
-0.410
Sharpe 1m
-1.379
Sharpe 1y
-1.408
Sharpe 2y
0.270
Sharpe 3m
-3.605
Sharpe 5y
0.336
Sharpe 6m
-0.889
Sortino 1m
-1.385
Sortino 1y
-1.376
Sortino 2y
0.275
Sortino 3m
-3.452
Sortino 5y
0.328
Sortino 6m
-0.934
Trend R2 1m
0.224
Trend R2 1w
0.363
Trend R2 1y
0.761
Trend R2 2y
0.059
Trend R2 3m
0.907
Trend R2 5y
0.557
Trend R2 6m
0.205
Trend 1m
-0.003
Trend 1w
-0.011
Trend 1y
-0.002
Trend 2y
0.000
Trend 3m
-0.005
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
0.397
Value At Risk 95 1y
-0.034
Volatility 1m
0.421
Volatility 1w
0.554
Volatility 1y
0.345
Volatility 2y
0.340
Volatility 3m
0.321
Volatility 5y
0.434
Volatility 6m
0.395
Worst Day 1y
-0.101
Distance From Sma 50 Score
0.286
Downside Volatility 1y Score
0.405
Downside Volatility 3m Score
0.380
Drawdown Recovery Score
0.521
Excess Return 1m Score
0.400
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0.041
Expected Shortfall 95 1y Score
0.474
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.774
Drawdown Score 1y
0.285
Drawdown Score 5y
0.241
Momentum Acceleration 1m Vs 3m Score
0.610
Momentum Acceleration 3m Vs 6m Score
0.317
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.425
Relative Volume 20d Score
0.332
Return 1m Score
0.410
Return 1y Score
0.237
Return 3m Score
0.174
Return 6m Score
0.339
Return Skewness 1y Score
0.538
Sortino 1y Score
0.203
Sortino 3m Score
0
Trend R2 1y Score
0.761
Trend R2 3m Score
0.907
Trend Slope 1y Score
0.374
Trend Slope 3m Score
0.193
Volatility 1y Score
0.394
Volatility 3m Score
0.361