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

Vector V2 pipeline

Vectors

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

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

PACS

Health Care | v2 | as of 2026-07-10
Close

Research Detail

PACS

PACS

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.
35 fields
Beta To Benchmark 1y
0.514
Correlation To Benchmark 1y
0.063
Inverse To Benchmark 1y
0.937
Drawdown Score 1m
0.814
Drawdown Score 3m
0.578
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
0.493
Drawdown Score 1y
0.381
Drawdown Score 2y
0
Drawdown Score 5y
0.180
Return 1w
-0.028
Return 1m
0.228
Return 3m
0.202
Return 6m
0.050
Return 1y
2.366
Return 2y
0.462
Return 5y
0.879
Sharpe 1m
5.440
Sharpe 3m
1.329
Sharpe 6m
0.455
Sharpe 1y
1.633
Sharpe 2y
0.635
Trend 1w
-0.006
Trend 1m
0.014
Trend 3m
0.003
Trend 6m
0.000
Trend 1y
0.006
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.276
Volatility 1m
0.474
Volatility 3m
0.735
Volatility 6m
0.655
Volatility 1y
1.022
Volatility 2y
0.883
Volatility 5y
0.843
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
PACS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:53 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
563
Data Start Date
2024-04-11
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.872
Aptet Fit Raw Score
0.891
Aptet Fit Confidence
0.956
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.889
Force Fit Raw Score
0.909
Force Fit Confidence
0.956
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:53 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PACS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PACS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PACS",
    "hitRates": {
      "1": 0.532051282051282,
      "5": 0.5131578947368421,
      "10": 0.43537414965986393
    },
    "hitRate1D": 0.532051282051282,
    "comboQuality": 0.9998717620049727,
    "eligibleDays": 352,
    "fitnessScore": 2.3215287763824115,
    "lookbackDays": 14,
    "returnLift1D": 0.0035346909155900136,
    "hitRateLift1D": 0.0549084249084249,
    "activationRate": 0.4460227272727273,
    "activationCount": 157,
    "baselineHitRates": {
      "1": 0.47714285714285715,
      "5": 0.5086705202312138,
      "10": 0.5087719298245614
    },
    "sampleConfidence": 0.9932059447983015,
    "shadowSharpeLike": 1.4711267156718415,
    "avgForwardReturns": {
      "1": 0.00839801505531947,
      "5": 0.02888220334577493,
      "10": 0.01573722723982969
    },
    "shadowMaxDrawdown": -0.2706211403134391,
    "shadowTotalReturn": 1.8888590443519542,
    "avgForwardReturn1D": 0.00839801505531947,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-03-11",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13"
    ],
    "horizonObservationCounts": {
      "1": 156,
      "5": 152,
      "10": 147
    },
    "baselineAvgForwardReturns": {
      "1": 0.004863324139729456,
      "5": 0.02806108678894509,
      "10": 0.0607514999462798
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9998717620049727,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8883668340704127,
    "bestRawFitnessScore": 2.3215287763824115,
    "upperQuartileComboQuality": 0.9592312595266408
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8718634258241191,
    "rawScore": 0.8914293371099434,
    "confidence": 0.956102159820636,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0.79998099848601,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.7314701214968611,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.532051282051282,
        "5": 0.5131578947368421,
        "10": 0.43537414965986393
      },
      "hitRate1D": 0.532051282051282,
      "comboQuality": 0.9998717620049727,
      "eligibleDays": 352,
      "fitnessScore": 2.3215287763824115,
      "lookbackDays": 14,
      "returnLift1D": 0.0035346909155900136,
      "hitRateLift1D": 0.0549084249084249,
      "activationRate": 0.4460227272727273,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5086705202312138,
        "10": 0.5087719298245614
      },
      "sampleConfidence": 0.9932059447983015,
      "shadowSharpeLike": 1.4711267156718415,
      "avgForwardReturns": {
        "1": 0.00839801505531947,
        "5": 0.02888220334577493,
        "10": 0.01573722723982969
      },
      "shadowMaxDrawdown": -0.2706211403134391,
      "shadowTotalReturn": 1.8888590443519542,
      "avgForwardReturn1D": 0.00839801505531947,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-11",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 152,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.004863324139729456,
        "5": 0.02806108678894509,
        "10": 0.0607514999462798
      }
    },
    {
      "topN": 4,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5136986301369864,
        "10": 0.4326241134751773
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.9997213868162148,
      "eligibleDays": 352,
      "fitnessScore": 2.150789655319488,
      "lookbackDays": 14,
      "returnLift1D": 0.0034300717830176228,
      "hitRateLift1D": 0.05619047619047618,
      "activationRate": 0.42613636363636365,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5086705202312138,
        "10": 0.5087719298245614
      },
      "sampleConfidence": 0.9942222222222222,
      "shadowSharpeLike": 1.4227915735574488,
      "avgForwardReturns": {
        "1": 0.008293395922747079,
        "5": 0.02853822396145217,
        "10": 0.013783847275314237
      },
      "shadowMaxDrawdown": -0.2706211403134393,
      "shadowTotalReturn": 1.7355193730266487,
      "avgForwardReturn1D": 0.008293395922747079,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 146,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.004863324139729456,
        "5": 0.02806108678894509,
        "10": 0.0607514999462798
      }
    },
    {
      "topN": 3,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.5285714285714286,
        "5": 0.5220588235294118,
        "10": 0.4351145038167939
      },
      "hitRate1D": 0.5285714285714286,
      "comboQuality": 0.9908969008439634,
      "eligibleDays": 352,
      "fitnessScore": 1.381799025686444,
      "lookbackDays": 14,
      "returnLift1D": 0.001866029695309494,
      "hitRateLift1D": 0.051428571428571435,
      "activationRate": 0.3977272727272727,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5086705202312138,
        "10": 0.5087719298245614
      },
      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 1.1316672464236206,
      "avgForwardReturns": {
        "1": 0.00672935383503895,
        "5": 0.031694575128791216,
        "10": 0.015104824273739598
      },
      "shadowMaxDrawdown": -0.29405391710684836,
      "shadowTotalReturn": 1.0708462258342135,
      "avgForwardReturn1D": 0.00672935383503895,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.004863324139729456,
        "5": 0.02806108678894509,
        "10": 0.0607514999462798
      }
    },
    {
      "topN": 2,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.53125,
        "5": 0.5403225806451613,
        "10": 0.46218487394957986
      },
      "hitRate1D": 0.53125,
      "comboQuality": 0.9866987861240359,
      "eligibleDays": 352,
      "fitnessScore": 1.2974320925721963,
      "lookbackDays": 14,
      "returnLift1D": 0.002182947856407909,
      "hitRateLift1D": 0.054107142857142854,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5086705202312138,
        "10": 0.5087719298245614
      },
      "sampleConfidence": 0.9932291666666667,
      "shadowSharpeLike": 1.0973908060643167,
      "avgForwardReturns": {
        "1": 0.007046271996137365,
        "5": 0.03721649493404517,
        "10": 0.021346397149604544
      },
      "shadowMaxDrawdown": -0.3031550032200384,
      "shadowTotalReturn": 1.0041366712079887,
      "avgForwardReturn1D": 0.007046271996137365,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.004863324139729456,
        "5": 0.02806108678894509,
        "10": 0.0607514999462798
      }
    },
    {
      "topN": 4,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.4838709677419355,
        "5": 0.5033112582781457,
        "10": 0.4589041095890411
      },
      "hitRate1D": 0.4838709677419355,
      "comboQuality": 0.959723692987863,
      "eligibleDays": 330,
      "fitnessScore": 1.0475940493496563,
      "lookbackDays": 30,
      "returnLift1D": -0.0004719409805573598,
      "hitRateLift1D": -0.002451220707912538,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.48632218844984804,
        "5": 0.5384615384615384,
        "10": 0.54375
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": 1.0210301304648108,
      "avgForwardReturns": {
        "1": 0.00528071575863748,
        "5": 0.02601514942018919,
        "10": 0.03380634528737033
      },
      "shadowMaxDrawdown": -0.3691866826789115,
      "shadowTotalReturn": 0.8398769085104967,
      "avgForwardReturn1D": 0.00528071575863748,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-15",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-12",
        "2025-06-13",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.00575265673919484,
        "5": 0.033382064418511284,
        "10": 0.07218663263358673
      }
    },
    {
      "topN": 2,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.5043478260869565,
        "5": 0.4864864864864865,
        "10": 0.4528301886792453
      },
      "hitRate1D": 0.5043478260869565,
      "comboQuality": 0.9590671150395668,
      "eligibleDays": 330,
      "fitnessScore": 1.0438860023887027,
      "lookbackDays": 30,
      "returnLift1D": 0.0011170925110262101,
      "hitRateLift1D": 0.01802563763710846,
      "activationRate": 0.3515151515151515,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.48632218844984804,
        "5": 0.5384615384615384,
        "10": 0.54375
      },
      "sampleConfidence": 0.9908045977011495,
      "shadowSharpeLike": 1.040187217962388,
      "avgForwardReturns": {
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        "1": 0.0035912491151548487,
        "5": 0.0115111779829393,
        "10": 0.0011824947267604765
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      "shadowMaxDrawdown": -0.4520381905652675,
      "shadowTotalReturn": 0.3566682254867417,
      "avgForwardReturn1D": 0.0035912491151548487,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.005418077939582858,
        "5": 0.030460889293670683,
        "10": 0.06591504742510136
      }
    },
    {
      "topN": 3,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.48175182481751827,
        "5": 0.42105263157894735,
        "10": 0.375
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      "hitRate1D": 0.48175182481751827,
      "comboQuality": 0.48956663497521363,
      "eligibleDays": 339,
      "fitnessScore": 0.34081730584587694,
      "lookbackDays": 21,
      "returnLift1D": -0.001955970621128484,
      "hitRateLift1D": -0.0004966958925409215,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.4822485207100592,
        "5": 0.5239520958083832,
        "10": 0.5288753799392097
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      "sampleConfidence": 0.9922705314009662,
      "shadowSharpeLike": 0.56414216384118,
      "avgForwardReturns": {
        "1": 0.003462107318454374,
        "5": 0.01275231432244136,
        "10": 0.004101576388980895
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      "shadowMaxDrawdown": -0.4694058751795389,
      "shadowTotalReturn": 0.2897537990547896,
      "avgForwardReturn1D": 0.003462107318454374,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-20",
        "2025-05-21",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 133,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.005418077939582858,
        "5": 0.030460889293670683,
        "10": 0.06591504742510136
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    },
    {
      "topN": 5,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.47058823529411764,
        "5": 0.4759036144578313,
        "10": 0.4782608695652174
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      "hitRate1D": 0.47058823529411764,
      "comboQuality": 0.18657664149856085,
      "eligibleDays": 297,
      "fitnessScore": 0.026069885990431932,
      "lookbackDays": 63,
      "returnLift1D": -0.004795980970620029,
      "hitRateLift1D": -0.012519872813990474,
      "activationRate": 0.5757575757575758,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.4831081081081081,
        "5": 0.541095890410959,
        "10": 0.5435540069686411
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      "sampleConfidence": 0.9937621832358675,
      "shadowSharpeLike": 0.322959929471578,
      "avgForwardReturns": {
        "1": 0.0016615540434222818,
        "5": 0.016415712120401642,
        "10": 0.05199712723364935
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      "shadowMaxDrawdown": -0.5682680147846844,
      "shadowTotalReturn": 0.008796764767706522,
      "avgForwardReturn1D": 0.0016615540434222818,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 166,
        "10": 161
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      "baselineAvgForwardReturns": {
        "1": 0.006457535014042311,
        "5": 0.036810909280058535,
        "10": 0.0789898996554537
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9998717620049727,
      "fitnessScore": 2.3215287763824115,
      "lookbackDays": 14,
      "returnLift1D": 0.0035346909155900136,
      "activationRate": 0.4460227272727273,
      "activationCount": 157,
      "sampleConfidence": 0.9932059447983015,
      "shadowTotalReturn": 1.8888590443519542,
      "avgForwardReturn1D": 0.00839801505531947
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.882313876203917,
      "fitnessScore": 0.7931958847309498,
      "lookbackDays": 21,
      "returnLift1D": 0.00043983797724586257,
      "activationRate": 0.35398230088495575,
      "activationCount": 120,
      "sampleConfidence": 0.9911111111111112,
      "shadowTotalReturn": 0.6274369532742141,
      "avgForwardReturn1D": 0.005857915916828721
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.959723692987863,
      "fitnessScore": 1.0475940493496563,
      "lookbackDays": 30,
      "returnLift1D": -0.0004719409805573598,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "sampleConfidence": 0.9931623931623932,
      "shadowTotalReturn": 0.8398769085104967,
      "avgForwardReturn1D": 0.00528071575863748
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9273976109355186,
      "fitnessScore": 0.9104246048174297,
      "lookbackDays": 45,
      "returnLift1D": -0.0026612315166106223,
      "activationRate": 0.5682539682539682,
      "activationCount": 179,
      "sampleConfidence": 0.9940409683426443,
      "shadowTotalReturn": 0.6794614412330309,
      "avgForwardReturn1D": 0.004142579092966312
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.934014384500796,
      "fitnessScore": 0.9330121149124633,
      "lookbackDays": 63,
      "returnLift1D": 0.0006529127183950607,
      "activationRate": 0.3501683501683502,
      "activationCount": 104,
      "sampleConfidence": 0.9903846153846154,
      "shadowTotalReturn": 0.7167364892689054,
      "avgForwardReturn1D": 0.007110447732437372
    }
  ],
  "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": "063e4695e8821e6b37fa6b93eb254dc257117fc460be8b2daf1e7cfcb39e06cf",
    "size": 13,
    "members": [
      "PACS",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PACS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PACS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "PACS",
    "hitRates": {
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      "5": 0.5,
      "10": 0.41721854304635764
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    "hitRate1D": 0.51875,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9994550385415348,
    "eligibleDays": 375,
    "fitnessScore": 2.0031350823262493,
    "lookbackDays": 14,
    "returnLift1D": 0.0031277925596646383,
    "hitRateLift1D": 0.04675000000000007,
    "portfolioSize": 4,
    "activationRate": 0.4266666666666667,
    "activationCount": 160,
    "baselineHitRates": {
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      "10": 0.4890710382513661
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    "sampleConfidence": 0.9945833333333334,
    "shadowSharpeLike": 1.3290337771325218,
    "avgForwardReturns": {
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    "shadowMaxDrawdown": -0.27062114031343953,
    "shadowTotalReturn": 1.626277182349392,
    "avgForwardReturn1D": 0.007550961164485044,
    "riskOffActivations": 0,
    "activationDatesSample": [
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      "2025-01-27",
      "2025-01-28",
      "2025-01-29",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-03-07"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 156,
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9994550385415348,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9159013291459428,
    "bestRawFitnessScore": 2.0031350823262493,
    "upperQuartileComboQuality": 0.9571785755053899
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  "algorithmFit": {
    "label": "strong",
    "score": 0.8889760772901674,
    "rawScore": 0.9087846895691222,
    "confidence": 0.9564063688433251,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 4
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    "profileBreadth": 0.749929351113817,
    "recommendedRegion": {
      "lookbackDays": [
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        21,
        30,
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      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7660562912658367,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "PACS",
      "hitRates": {
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      "comboQuality": 0.9994550385415348,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.04675000000000007,
      "portfolioSize": 4,
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      "shadowSharpeLike": 1.3290337771325218,
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      "riskOffActivations": 0,
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        "2025-01-29",
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        "2025-02-03",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9994550385415348,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.04675000000000007,
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      "sampleConfidence": 0.9945833333333334,
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      "riskOffActivations": 0,
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        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
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      "horizonObservationCounts": {
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      "shadowMaxDrawdown": -0.30315500322003863,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.957431949478268,
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        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 155,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.006246258746010639,
        "5": 0.03468885817676893,
        "10": 0.07423353773319463
      }
    },
    {
      "topN": 5,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.4716981132075472,
        "5": 0.4774193548387097,
        "10": 0.48
      },
      "hitRate1D": 0.4716981132075472,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6917849759294701,
      "eligibleDays": 326,
      "fitnessScore": 0.5278650520708001,
      "lookbackDays": 63,
      "returnLift1D": -0.0027372620076230245,
      "hitRateLift1D": -0.01909943280472276,
      "portfolioSize": 5,
      "activationRate": 0.48773006134969327,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.5434782608695652,
        "10": 0.5488958990536278
      },
      "sampleConfidence": 0.9945492662473795,
      "shadowSharpeLike": 0.6869653592701742,
      "avgForwardReturns": {
        "1": 0.0035089967383876144,
        "5": 0.020461835992078306,
        "10": 0.04270109946006219
      },
      "shadowMaxDrawdown": -0.39080685976445373,
      "shadowTotalReturn": 0.40907755117821454,
      "avgForwardReturn1D": 0.0035089967383876144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 155,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.006246258746010639,
        "5": 0.03468885817676893,
        "10": 0.07423353773319463
      }
    },
    {
      "topN": 4,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.49019607843137253,
        "5": 0.40939597315436244,
        "10": 0.3402777777777778
      },
      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5699898720037779,
      "eligibleDays": 368,
      "fitnessScore": 0.411998162680629,
      "lookbackDays": 21,
      "returnLift1D": -0.001202609654367139,
      "hitRateLift1D": 0.0173699914748508,
      "portfolioSize": 4,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.5,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 0.577677798457526,
      "avgForwardReturns": {
        "1": 0.00330668089777637,
        "5": 0.00933488632991319,
        "10": -0.002570332572377886
      },
      "shadowMaxDrawdown": -0.45203819056526773,
      "shadowTotalReturn": 0.32977571067322975,
      "avgForwardReturn1D": 0.00330668089777637,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.004509290552143509,
        "5": 0.02546339259124821,
        "10": 0.05493546669406664
      }
    },
    {
      "topN": 5,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.49019607843137253,
        "5": 0.40939597315436244,
        "10": 0.3402777777777778
      },
      "hitRate1D": 0.49019607843137253,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5699898720037779,
      "eligibleDays": 368,
      "fitnessScore": 0.411998162680629,
      "lookbackDays": 21,
      "returnLift1D": -0.001202609654367139,
      "hitRateLift1D": 0.0173699914748508,
      "portfolioSize": 5,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.5,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 0.577677798457526,
      "avgForwardReturns": {
        "1": 0.00330668089777637,
        "5": 0.00933488632991319,
        "10": -0.002570332572377886
      },
      "shadowMaxDrawdown": -0.45203819056526773,
      "shadowTotalReturn": 0.32977571067322975,
      "avgForwardReturn1D": 0.00330668089777637,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 149,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.004509290552143509,
        "5": 0.02546339259124821,
        "10": 0.05493546669406664
      }
    },
    {
      "topN": 3,
      "ticker": "PACS",
      "hitRates": {
        "1": 0.4791666666666667,
        "5": 0.4,
        "10": 0.35555555555555557
      },
      "hitRate1D": 0.4791666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4464032771463236,
      "eligibleDays": 368,
      "fitnessScore": 0.30265297890116133,
      "lookbackDays": 21,
      "returnLift1D": -0.0013432592384252733,
      "hitRateLift1D": 0.006340579710144956,
      "portfolioSize": 3,
      "activationRate": 0.391304347826087,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.5,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 0.9939814814814816,
      "shadowSharpeLike": 0.517869516441816,
      "avgForwardReturns": {
        "1": 0.0031660313137182356,
        "5": 0.010374061389031323,
        "10": -0.00005279918665960514
      },
      "shadowMaxDrawdown": -0.469405875179539,
      "shadowTotalReturn": 0.2641876934327476,
      "avgForwardReturn1D": 0.0031660313137182356,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 140,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.004509290552143509,
        "5": 0.02546339259124821,
        "10": 0.05493546669406664
      }
    }
  ],
  "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": 0.9994550385415348,
      "fitnessScore": 2.0031350823262493,
      "lookbackDays": 14,
      "returnLift1D": 0.0031277925596646383,
      "activationRate": 0.4266666666666667,
      "activationCount": 160,
      "sampleConfidence": 0.9945833333333334,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.626277182349392,
      "avgForwardReturn1D": 0.007550961164485044
    },
    {
      "comboQuality": 0.87062411833483,
      "fitnessScore": 0.7694274376716944,
      "lookbackDays": 21,
      "returnLift1D": 0.0010046912101991665,
      "activationRate": 0.33967391304347827,
      "activationCount": 125,
      "sampleConfidence": 0.9930666666666668,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6121953379909866,
      "avgForwardReturn1D": 0.005513981762342675
    },
    {
      "comboQuality": 0.957431949478268,
      "fitnessScore": 1.0348931459363666,
      "lookbackDays": 30,
      "returnLift1D": 0.0020628256784262153,
      "activationRate": 0.3203342618384401,
      "activationCount": 115,
      "sampleConfidence": 0.9924637681159421,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.8359429042456417,
      "avgForwardReturn1D": 0.00686974925022105
    },
    {
      "comboQuality": 0.9228887104962544,
      "fitnessScore": 0.8960969705266547,
      "lookbackDays": 45,
      "returnLift1D": -0.0010422134869602171,
      "activationRate": 0.5174418604651163,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6794614412330309,
      "avgForwardReturn1D": 0.004142579092966312
    },
    {
      "comboQuality": 0.9291737871858716,
      "fitnessScore": 0.9162946565635876,
      "lookbackDays": 63,
      "returnLift1D": 0.0008641889864267329,
      "activationRate": 0.3159509202453988,
      "activationCount": 103,
      "sampleConfidence": 0.992233009708738,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7167364892689054,
      "avgForwardReturn1D": 0.007110447732437372
    }
  ],
  "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": "063e4695e8821e6b37fa6b93eb254dc257117fc460be8b2daf1e7cfcb39e06cf",
    "size": 13,
    "members": [
      "PACS",
      "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
0.410
Liquidity
0.535
Momentum
0.799
Relative strength
0.696
Trend quality
0.565
Stability
0.393
Aggression
0.553
Downside risk
0.607
Drawdown state
0.959
Quality momentum
0.676
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.937
Benchmark Independence 3m Score
0.906
Beta 1y Profile Score
0.206
Beta 3m Profile Score
0.211
Beta Change Score
0.507
Correlation Change Score
0.515
Current Drawdown Score
0.939
Days Since 52w High Score
0.016
Distance From 52w High Score
0.939
Distance From Sma 20 Score
0.628
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.742
Downside Volatility 1m Score
0.405
Downside Volatility 1y Score
0.758
Downside Volatility 2y Score
0.893
Downside Volatility 3m Score
0.553
Downside Volatility 5y Score
0.855
Downside Volatility 6m Score
0.602
Drawdown Recovery Score
1
Excess Return 1m Score
0.835
Excess Return 1y Score
1
Excess Return 3m Score
0.647
Excess Return 6m Score
0.415
Expected Shortfall 95 1y Score
0.143
Log Avg Dollar Volume 20d Score
0.535
Log Market Cap Score
0.410
Drawdown Score 1m
0.814
Drawdown Score 1y
0.381
Drawdown Score 2y
0
Drawdown Score 3m
0.578
Drawdown Score 5y
0.180
Drawdown Score 6m
0.493
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.696
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.640
Relative Volume 20d Score
0.293
Return 1m Score
0.880
Return 1w Score
0.406
Return 1y Score
1
Return 2y Score
0.418
Return 3m Score
0.752
Return 5y Score
0.145
Return 6m Score
0.541
Return Skewness 1y Score
1
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.727
Sharpe 2y Score
0.527
Sharpe 3m Score
0.666
Sharpe 6m Score
0.491
Sortino 1m Score
1
Sortino 1y Score
0.712
Sortino 2y Score
0.472
Sortino 3m Score
0.638
Sortino 6m Score
0.449
Trend R2 1m Score
0.895
Trend R2 1w Score
0.635
Trend R2 1y Score
0.732
Trend R2 2y Score
0.040
Trend R2 3m Score
0.510
Trend R2 5y Score
0.008
Trend R2 6m Score
0.018
Trend Slope 1m Score
1
Trend Slope 1w Score
0.117
Trend Slope 1y Score
0.896
Trend Slope 2y Score
0.548
Trend Slope 3m Score
0.714
Trend Slope 5y Score
0.519
Trend Slope 6m Score
0.520
Volatility 1m Score
0.566
Volatility 1w Score
0.302
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
0.913
Volatility 5y Score
1
Volatility 6m Score
0.807
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
40,396,090.714
Best Day 1y
0.553
Beta To Benchmark 1y
0.514
Beta 3m
0.529
Beta Change
0.014
Beta To Sector 1y
0.763
Correlation To Benchmark 1y
0.063
Correlation 3m
0.094
Correlation Change
0.031
Correlation To Sector 1y
0.118
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.937
Benchmark Independence 3m Score
0.906
Beta 1y Profile Score
0.206
Beta 3m Profile Score
0.211
Beta Change Score
0.507
Correlation Change Score
0.515
Current Drawdown Score
0.939
Distance From Sma 20 Score
0.628
Distance From Sma 200 Score
1
Current Drawdown
-0.040
Days Since 52w High
4
Distance From 52w High
-0.040
Distance From Sma 20
0.077
Distance From Sma 200
0.380
Distance From Sma 50
0.145
Downside Capture 1y
2.709
Downside Volatility 1m
0.354
Downside Volatility 1w
-
Downside Volatility 1y
0.618
Downside Volatility 2y
0.720
Downside Volatility 3m
0.464
Downside Volatility 5y
0.692
Downside Volatility 6m
0.502
Drawdown Recovery
1
Excess Return 1m
0.201
Excess Return 1y
2.143
Excess Return 3m
0.088
Excess Return 6m
-0.051
Expected Shortfall 95 1y
-0.086
Market Cap
6,822,330,695.029
Max Drawdown 1m
-0.047
Max Drawdown 1w
-0.040
Max Drawdown 1y
-0.402
Max Drawdown 2y
-0.820
Max Drawdown 3m
-0.169
Max Drawdown 5y
-0.820
Max Drawdown 6m
-0.279
Momentum Acceleration 1m Vs 3m
0.161
Momentum Acceleration 3m Vs 6m
0.059
Moving Average Alignment
1
Relative Strength Acceleration
0.014
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.091
Return 1m
0.228
Return 1w
-0.028
Return 1y
2.366
Return 2y
0.462
Return 3m
0.202
Return 5y
0.879
Return 6m
0.050
Return Skewness 1y
4.265
Sector Excess Return 1y
2.158
Sharpe 1m
5.440
Sharpe 1y
1.633
Sharpe 2y
0.635
Sharpe 3m
1.329
Sharpe 5y
-
Sharpe 6m
0.455
Sortino 1m
7.300
Sortino 1y
2.699
Sortino 2y
0.779
Sortino 3m
2.103
Sortino 5y
-
Sortino 6m
0.594
Trend R2 1m
0.895
Trend R2 1w
0.635
Trend R2 1y
0.732
Trend R2 2y
0.040
Trend R2 3m
0.510
Trend R2 5y
0.008
Trend R2 6m
0.018
Trend 1m
0.014
Trend 1w
-0.006
Trend 1y
0.006
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.000
Upside Capture 1y
1.016
Value At Risk 95 1y
-0.052
Volatility 1m
0.474
Volatility 1w
0.276
Volatility 1y
1.022
Volatility 2y
0.883
Volatility 3m
0.735
Volatility 5y
0.843
Volatility 6m
0.655
Worst Day 1y
-0.287
Distance From Sma 50 Score
0.742
Downside Volatility 1y Score
0.758
Downside Volatility 3m Score
0.553
Drawdown Recovery Score
1
Excess Return 1m Score
0.835
Excess Return 1y Score
1
Excess Return 3m Score
0.647
Excess Return 6m Score
0.415
Expected Shortfall 95 1y Score
0.143
Log Avg Dollar Volume 20d Score
0.535
Log Market Cap Score
0.410
Drawdown Score 1y
0.381
Drawdown Score 5y
0.180
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.696
Moving Average Alignment Score
1
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.293
Return 1m Score
0.880
Return 1y Score
1
Return 3m Score
0.752
Return 6m Score
0.541
Return Skewness 1y Score
1
Sortino 1y Score
0.712
Sortino 3m Score
0.638
Trend R2 1y Score
0.732
Trend R2 3m Score
0.510
Trend Slope 1y Score
0.896
Trend Slope 3m Score
0.714
Volatility 1y Score
1
Volatility 3m Score
0.913