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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 201-250 of 355
Page 5 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
CHTRCommunication Services0.2960.3140.3440.8750.162 poor0.114 poor100%Jul 26, 1:09 AM
CFMaterials0.7130.6330.6040.8220.784 good0.729 good100%Jul 26, 1:09 AM
CEGUtilities0.4750.4230.4460.9760.359 weak
Ticker detail

ADBE

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

ADBE

ADBE

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
0.455
Correlation To Benchmark 1y
0.162
Inverse To Benchmark 1y
0.838
Drawdown Score 1m
0.252
Drawdown Score 3m
0.264
0.184 poor
100%
Jul 26, 1:08 AM
CCJEnergy0.2530.3300.4350.8460.092 poor0.858 strong100%Jul 26, 1:08 AM
CATIndustrials0.5340.6160.6551.0000.996 strong0.996 strong100%Jul 26, 1:08 AM
CALMConsumer Staples0.6350.5690.5720.6490.192 poor0.211 poor100%Jul 26, 1:07 AM
CACIInformation Technology0.4850.4140.5130.7090.132 poor0.407 weak100%Jul 26, 1:07 AM
BWXTIndustrials0.3170.3530.5090.7520.101 poor0.719 good98%Jul 26, 1:07 AM
BULZ-0.4640.4440.2190.5050.131 poor0.999 strong98%Jul 26, 12:49 AM
BTDRInformation Technology0.3020.2390.1310.6970.098 poor0.671 good100%Jul 26, 12:49 AM
BSXHealth Care0.2890.3740.4670.9750.162 poor0.166 poor100%Jul 26, 12:48 AM
BPEnergy0.6170.5790.6860.8570.136 poor0.443 weak100%Jul 26, 12:48 AM
BOTZ-0.4170.3920.6370.4920.164 poor0.224 poor98%Jul 26, 12:47 AM
BMYHealth Care0.6460.5750.7050.9380.431 weak0.295 poor100%Jul 26, 12:47 AM
BKNGConsumer Discretionary0.4950.4150.5941.0000.355 weak0.385 weak100%Jul 26, 12:46 AM
BITX-0.3240.3430.1890.6730.160 poor0.154 poor98%Jul 26, 12:46 AM
BGConsumer Staples0.6190.5600.6920.7290.526 moderate0.549 moderate100%Jul 26, 12:46 AM
BEPC-0.3760.3280.5630.5680.295 poor0.320 poor100%Jul 26, 12:45 AM
BEPUtilities0.4720.5110.6890.4970.323 poor0.359 weak100%Jul 26, 12:45 AM
BEN-0.6990.7240.6870.7300.921 strong0.917 strong100%Jul 26, 12:44 AM
BELFB-0.6220.6300.5420.6650.999 strong0.998 strong100%Jul 26, 12:44 AM
BEAM-0.6660.5600.2650.6550.103 poor0.081 poor100%Jul 26, 12:43 AM
BE-0.6490.6480.3141.0001.000 strong0.998 strong100%Jul 26, 12:43 AM
BDXHealth Care0.5590.4510.5880.8520.161 poor0.115 poor100%Jul 26, 12:43 AM
BDC-0.4200.3470.5040.6160.382 weak0.362 weak100%Jul 26, 12:42 AM
BCE-0.3680.3190.5740.6530.096 poor0.074 poor100%Jul 26, 12:42 AM
BAHIndustrials0.4280.4110.4550.7310.124 poor0.119 poor100%Jul 26, 12:41 AM
BACFinancials0.6330.6490.7051.0000.161 poor0.847 strong100%Jul 26, 12:41 AM
BAIndustrials0.4290.3640.5461.0000.129 poor0.514 moderate100%Jul 26, 12:40 AM
AZNHealth Care0.4160.4080.6450.8960.123 poor0.345 poor100%Jul 26, 12:40 AM
AXPFinancials0.5340.4690.6091.0000.160 poor0.422 weak100%Jul 26, 12:40 AM
AVGOInformation Technology0.5400.5350.5021.0000.942 strong0.917 strong98%Jul 26, 12:39 AM
AVAVIndustrials0.4210.3660.2270.8630.162 poor0.798 good100%Jul 26, 12:39 AM
ASMLInformation Technology0.6620.7140.6211.0000.937 strong0.870 strong100%Jul 26, 12:38 AM
ARMInformation Technology0.5870.5800.3221.0000.190 poor0.994 strong100%Jul 26, 12:38 AM
ARHS-0.6700.4680.3210.3460.159 poor0.129 poor100%Jul 26, 12:37 AM
ARES-0.4570.3920.4810.8260.442 weak0.428 weak100%Jul 26, 12:37 AM
ARDX-0.4100.3430.3300.4790.258 poor0.127 poor100%Jul 26, 12:37 AM
ARCO-0.5330.5050.6180.3680.074 poor0.096 poor100%Jul 26, 12:36 AM
ARCBIndustrials0.6170.6650.5400.6180.889 strong0.890 strong100%Jul 26, 12:36 AM
AREnergy0.4250.3740.5200.7480.093 poor0.116 poor100%Jul 26, 12:35 AM
AQNUtilities0.4320.4000.5250.4740.107 poor0.180 poor100%Jul 26, 12:35 AM
APTVConsumer Discretionary0.3860.3310.4190.7500.357 weak0.328 poor100%Jul 26, 12:34 AM
APPSInformation Technology0.7740.6390.1210.5920.968 strong0.966 strong100%Jul 26, 12:34 AM
APPNInformation Technology0.5620.4230.2800.4240.131 poor0.106 poor100%Jul 26, 12:34 AM
APPFInformation Technology0.5370.4360.4560.5930.135 poor0.112 poor100%Jul 26, 12:33 AM
APPCommunication Services0.3330.2550.2081.0000.164 poor0.342 poor100%Jul 26, 12:33 AM
APOFinancials0.4300.3320.5060.9270.218 poor0.241 poor100%Jul 26, 12:32 AM
APLEReal Estate0.6990.7510.7230.5720.605 moderate0.608 moderate100%Jul 26, 12:32 AM
APLDInformation Technology0.4930.4390.2600.9620.988 strong0.963 strong100%Jul 26, 12:31 AM
PreviousPage 5 of 8Next
Drawdown Score 6m
0.219
Drawdown Score 1y
0.258
Drawdown Score 2y
0.162
Drawdown Score 5y
0.281
Return 1w
0.018
Return 1m
-0.060
Return 3m
-0.027
Return 6m
-0.339
Return 1y
-0.401
Return 2y
-0.613
Return 5y
-0.618
Sharpe 1m
-1.331
Sharpe 3m
-0.005
Sharpe 6m
-1.739
Sharpe 1y
-1.274
Sharpe 2y
-1.191
Sharpe 5y
-0.338
Trend 1w
0.004
Trend 1m
0.001
Trend 3m
-0.003
Trend 6m
-0.003
Trend 1y
-0.002
Trend 2y
-0.002
Trend 5y
-0.000
Volatility 1w
0.145
Volatility 1m
0.474
Volatility 3m
0.470
Volatility 6m
0.423
Volatility 1y
0.353
Volatility 2y
0.347
Volatility 5y
0.367
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
ADBE
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:55 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.141
Aptet Fit Raw Score
0.166
Aptet Fit Confidence
0.694
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.127
Force Fit Raw Score
0.153
Force Fit Confidence
0.671
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:55 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ADBE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ADBE",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ADBE",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "comboQuality": 0.7073209624445893,
    "eligibleDays": 315,
    "fitnessScore": 0.5441297527955612,
    "lookbackDays": 45,
    "returnLift1D": 0.0040475817551366,
    "hitRateLift1D": 0.5031847133757962,
    "activationRate": 0.009523809523809525,
    "activationCount": 3,
    "baselineHitRates": {
      "1": 0.4968152866242038,
      "5": 0.45483870967741935,
      "10": 0.4360655737704918
    },
    "sampleConfidence": 0.663014084041408,
    "shadowSharpeLike": 1.1603372865937525,
    "avgForwardReturns": {
      "1": 0.002691969902769061,
      "5": -0.005991074192539932,
      "10": -0.061405882047100326
    },
    "shadowMaxDrawdown": -0.000500000000000056,
    "shadowTotalReturn": 0.0070860315868119805,
    "avgForwardReturn1D": 0.002691969902769061,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-12-18",
      "2025-12-19",
      "2025-12-22"
    ],
    "horizonObservationCounts": {
      "1": 3,
      "5": 3,
      "10": 3
    },
    "baselineAvgForwardReturns": {
      "1": -0.0013556118523675386,
      "5": -0.0061820642921302975,
      "10": -0.013242641802248956
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7073209624445893,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.052094972689192234,
    "bestRawFitnessScore": 0.5441297527955612,
    "upperQuartileComboQuality": 0.1286871749126159
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.140899576912239,
    "rawScore": 0.16636811468008836,
    "confidence": 0.6938290992018132,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 45
    },
    "profileBreadth": 0.040045867450154086,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.03630093754784552,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ADBE",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
      "comboQuality": 0.7073209624445893,
      "eligibleDays": 315,
      "fitnessScore": 0.5441297527955612,
      "lookbackDays": 45,
      "returnLift1D": 0.0040475817551366,
      "hitRateLift1D": 0.5031847133757962,
      "activationRate": 0.009523809523809525,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.4968152866242038,
        "5": 0.45483870967741935,
        "10": 0.4360655737704918
      },
      "sampleConfidence": 0.663014084041408,
      "shadowSharpeLike": 1.1603372865937525,
      "avgForwardReturns": {
        "1": 0.002691969902769061,
        "5": -0.005991074192539932,
        "10": -0.061405882047100326
      },
      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.0070860315868119805,
      "avgForwardReturn1D": 0.002691969902769061,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-18",
        "2025-12-19",
        "2025-12-22"
      ],
      "horizonObservationCounts": {
        "1": 3,
        "5": 3,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": -0.0013556118523675386,
        "5": -0.0061820642921302975,
        "10": -0.013242641802248956
      }
    },
    {
      "topN": 3,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.1556985457322542,
      "eligibleDays": 315,
      "fitnessScore": -0.02192933041494711,
      "lookbackDays": 45,
      "returnLift1D": -0.006809544276967677,
      "hitRateLift1D": 0.1698513800424628,
      "activationRate": 0.01904761904761905,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.4968152866242038,
        "5": 0.45483870967741935,
        "10": 0.4360655737704918
      },
      "sampleConfidence": 0.7512474066278414,
      "shadowSharpeLike": -0.9985225656483782,
      "avgForwardReturns": {
        "1": -0.008165156129335216,
        "5": -0.02326766980222683,
        "10": -0.08044676014007703
      },
      "shadowMaxDrawdown": -0.058604650745391784,
      "shadowTotalReturn": -0.051720999922713284,
      "avgForwardReturn1D": -0.008165156129335216,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-12-18",
        "2025-12-19",
        "2025-12-22",
        "2025-12-23",
        "2026-06-02"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 6,
        "10": 6
      },
      "baselineAvgForwardReturns": {
        "1": -0.0013556118523675386,
        "5": -0.0061820642921302975,
        "10": -0.013242641802248956
      }
    },
    {
      "topN": 4,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.5531914893617021,
        "5": 0.4175824175824176,
        "10": 0.3448275862068966
      },
      "hitRate1D": 0.5531914893617021,
      "comboQuality": 0.15451588708077052,
      "eligibleDays": 352,
      "fitnessScore": -0.02391474074867133,
      "lookbackDays": 14,
      "returnLift1D": 0.000783992185511156,
      "hitRateLift1D": 0.0646200607902736,
      "activationRate": 0.26988636363636365,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.44508670520231214,
        "10": 0.42105263157894735
      },
      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": -0.4477988554389814,
      "avgForwardReturns": {
        "1": -0.0009133285588269415,
        "5": -0.013066348863903657,
        "10": -0.03293985439212266
      },
      "shadowMaxDrawdown": -0.21688834680932634,
      "shadowTotalReturn": -0.1159876142530909,
      "avgForwardReturn1D": -0.0009133285588269415,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 91,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.0016973207443380974,
        "5": -0.007763244115477527,
        "10": -0.015062974386246488
      }
    },
    {
      "topN": 2,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.17647058823529413,
        "10": 0.35294117647058826
      },
      "hitRate1D": 0.5882352941176471,
      "comboQuality": 0.150678646864772,
      "eligibleDays": 330,
      "fitnessScore": -0.030443408382065957,
      "lookbackDays": 30,
      "returnLift1D": -0.0016158499508079082,
      "hitRateLift1D": 0.09887359198998752,
      "activationRate": 0.051515151515151514,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.4553846153846154,
        "10": 0.44375
      },
      "sampleConfidence": 0.9570749451511089,
      "shadowSharpeLike": -0.8997544427766336,
      "avgForwardReturns": {
        "1": -0.003168132687500256,
        "5": -0.01677788779948805,
        "10": -0.04982076828599703
      },
      "shadowMaxDrawdown": -0.06823668241412262,
      "shadowTotalReturn": -0.0567485679927755,
      "avgForwardReturn1D": -0.003168132687500256,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-06",
        "2025-12-18",
        "2025-12-19",
        "2025-12-22"
      ],
      "horizonObservationCounts": {
        "1": 17,
        "5": 17,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": -0.0015522827366923478,
        "5": -0.006398937685454397,
        "10": -0.011931859006413376
      }
    },
    {
      "topN": 5,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.4019607843137255,
        "10": 0.336734693877551
      },
      "hitRate1D": 0.5428571428571428,
      "comboQuality": 0.149031700476672,
      "eligibleDays": 352,
      "fitnessScore": -0.0332874845431054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008020599287707643,
      "hitRateLift1D": 0.05428571428571427,
      "activationRate": 0.30113636363636365,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.44508670520231214,
        "10": 0.42105263157894735
      },
      "sampleConfidence": 0.9918238993710693,
      "shadowSharpeLike": -0.4485109150133371,
      "avgForwardReturns": {
        "1": -0.0008952608155673331,
        "5": -0.014915153846079228,
        "10": -0.03101656592985417
      },
      "shadowMaxDrawdown": -0.22669595885820915,
      "shadowTotalReturn": -0.12341127509499716,
      "avgForwardReturn1D": -0.0008952608155673331,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-12",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 102,
        "10": 98
      },
      "baselineAvgForwardReturns": {
        "1": -0.0016973207443380974,
        "5": -0.007763244115477527,
        "10": -0.015062974386246488
      }
    },
    {
      "topN": 3,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.44594594594594594,
        "10": 0.34285714285714286
      },
      "hitRate1D": 0.5584415584415584,
      "comboQuality": 0.12190566639126385,
      "eligibleDays": 352,
      "fitnessScore": -0.08439143219846182,
      "lookbackDays": 14,
      "returnLift1D": 0.0002104117916467477,
      "hitRateLift1D": 0.06987012987012986,
      "activationRate": 0.2215909090909091,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.48857142857142855,
        "5": 0.44508670520231214,
        "10": 0.42105263157894735
      },
      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.6106774217213038,
      "avgForwardReturns": {
        "1": -0.0014869089526913497,
        "5": -0.011369558928018789,
        "10": -0.029728679030993396
      },
      "shadowMaxDrawdown": -0.2116125835779572,
      "shadowTotalReturn": -0.141056828165687,
      "avgForwardReturn1D": -0.0014869089526913497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
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      "shadowMaxDrawdown": -0.44711288095126767,
      "shadowTotalReturn": -0.39246341675612717,
      "avgForwardReturn1D": -0.005542613761374388,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 79,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.0015678931746037482,
        "5": -0.006845821837450625,
        "10": -0.013922253954727286
      }
    },
    {
      "topN": 5,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.005674291364844626,
      "eligibleDays": 297,
      "fitnessScore": -0.7865462111798305,
      "lookbackDays": 63,
      "returnLift1D": -0.023285867196983872,
      "hitRateLift1D": -0.47635135135135137,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.47635135135135137,
        "5": 0.4212328767123288,
        "10": 0.40069686411149824
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      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -1.0864902545812565,
      "avgForwardReturns": {
        "1": -0.025323862377682804,
        "5": -0.07342602833690814,
        "10": -0.19165435125828872
      },
      "shadowMaxDrawdown": -0.052259637836509665,
      "shadowTotalReturn": -0.052259637836509665,
      "avgForwardReturn1D": -0.025323862377682804,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-31",
        "2026-06-02"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0020379951806989327,
        "5": -0.009144122511431511,
        "10": -0.018374081004917043
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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": 4,
      "comboQuality": 0.15451588708077052,
      "fitnessScore": -0.02391474074867133,
      "lookbackDays": 14,
      "returnLift1D": 0.000783992185511156,
      "activationRate": 0.26988636363636365,
      "activationCount": 95,
      "sampleConfidence": 0.9908771929824562,
      "shadowTotalReturn": -0.1159876142530909,
      "avgForwardReturn1D": -0.0009133285588269415
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.015318102687742918,
      "fitnessScore": -0.5659223328039462,
      "lookbackDays": 21,
      "returnLift1D": -0.005959531025030876,
      "activationRate": 0.10324483775811209,
      "activationCount": 35,
      "sampleConfidence": 0.9714285714285715,
      "shadowTotalReturn": -0.23830374369577312,
      "avgForwardReturn1D": -0.007527424199634624
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.150678646864772,
      "fitnessScore": -0.030443408382065957,
      "lookbackDays": 30,
      "returnLift1D": -0.0016158499508079082,
      "activationRate": 0.051515151515151514,
      "activationCount": 17,
      "sampleConfidence": 0.9570749451511089,
      "shadowTotalReturn": -0.0567485679927755,
      "avgForwardReturn1D": -0.003168132687500256
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7073209624445893,
      "fitnessScore": 0.5441297527955612,
      "lookbackDays": 45,
      "returnLift1D": 0.0040475817551366,
      "activationRate": 0.009523809523809525,
      "activationCount": 3,
      "sampleConfidence": 0.663014084041408,
      "shadowTotalReturn": 0.0070860315868119805,
      "avgForwardReturn1D": 0.002691969902769061
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08682341851072507,
      "fitnessScore": -0.16767163493980847,
      "lookbackDays": 63,
      "returnLift1D": 0.0020379951806989327,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "094f7df597584c03148bd298f8caca535802732ca7a43d6a366e3cdbb22ec6a1",
    "size": 13,
    "members": [
      "ADBE",
      "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",
      "ADBE"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ADBE",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ADBE",
    "hitRates": {
      "1": 1,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 1,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.7077752447318042,
    "eligibleDays": 344,
    "fitnessScore": 0.5446127427938189,
    "lookbackDays": 45,
    "returnLift1D": 0.0045057160709837596,
    "hitRateLift1D": 0.5145348837209303,
    "portfolioSize": 2,
    "activationRate": 0.00872093023255814,
    "activationCount": 3,
    "baselineHitRates": {
      "1": 0.48546511627906974,
      "5": 0.4470588235294118,
      "10": 0.42686567164179107
    },
    "sampleConfidence": 0.663014084041408,
    "shadowSharpeLike": 1.1102492818121874,
    "avgForwardReturns": {
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      "5": -0.005991074192539932,
      "10": -0.061405882047100326
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    "shadowMaxDrawdown": -0.000500000000000056,
    "shadowTotalReturn": 0.0070860315868119805,
    "avgForwardReturn1D": 0.002691969902769061,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-12-18",
      "2025-12-19",
      "2025-12-22"
    ],
    "horizonObservationCounts": {
      "1": 3,
      "5": 3,
      "10": 3
    },
    "baselineAvgForwardReturns": {
      "1": -0.0018137461682146987,
      "5": -0.007593471976863333,
      "10": -0.014477589063137352
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7077752447318042,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0490606591817285,
    "bestRawFitnessScore": 0.5446127427938189,
    "upperQuartileComboQuality": 0.08903829736069611
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12748523714244916,
    "rawScore": 0.15258664443451367,
    "confidence": 0.6709881472904741,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0.04089209299907765,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.022682598559388024,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "ADBE",
      "hitRates": {
        "1": 1,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 1,
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      "comboQuality": 0.7077752447318042,
      "eligibleDays": 344,
      "fitnessScore": 0.5446127427938189,
      "lookbackDays": 45,
      "returnLift1D": 0.0045057160709837596,
      "hitRateLift1D": 0.5145348837209303,
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      "activationRate": 0.00872093023255814,
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        "5": 0.4470588235294118,
        "10": 0.42686567164179107
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      "sampleConfidence": 0.663014084041408,
      "shadowSharpeLike": 1.1102492818121874,
      "avgForwardReturns": {
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        "5": -0.005991074192539932,
        "10": -0.061405882047100326
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      "shadowMaxDrawdown": -0.000500000000000056,
      "shadowTotalReturn": 0.0070860315868119805,
      "avgForwardReturn1D": 0.002691969902769061,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-12-19",
        "2025-12-22"
      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0,
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      "hitRate1D": 0.6666666666666666,
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      "comboQuality": 0.15804551695616847,
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      "sampleConfidence": 0.7512474066278414,
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        "5": -0.02326766980222683,
        "10": -0.08044676014007703
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      "shadowMaxDrawdown": -0.058604650745391784,
      "shadowTotalReturn": -0.051720999922713284,
      "avgForwardReturn1D": -0.008165156129335216,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-12-18",
        "2025-12-19",
        "2025-12-22",
        "2025-12-23",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "topN": 3,
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      "hitRates": {
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        "5": 0.43902439024390244,
        "10": 0.37662337662337664
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      "hitRate1D": 0.5529411764705883,
      "rankWeights": [
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      "comboQuality": 0.10475004245318364,
      "eligibleDays": 375,
      "fitnessScore": -0.1220157194224797,
      "lookbackDays": 14,
      "returnLift1D": 0.000023301308822625986,
      "hitRateLift1D": 0.06494117647058828,
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      "sampleConfidence": 0.9913725490196079,
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      "horizonObservationCounts": {
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      "horizonObservationCounts": {
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    },
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    },
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        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.002063034328134604,
      "eligibleDays": 359,
      "fitnessScore": -1.0099326927574315,
      "lookbackDays": 30,
      "returnLift1D": -0.007253813134748674,
      "hitRateLift1D": -0.12261070022092019,
      "portfolioSize": 4,
      "activationRate": 0.1615598885793872,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.48467966573816157,
        "5": 0.4394366197183099,
        "10": 0.4114285714285714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -2.3216581665192586,
      "avgForwardReturns": {
        "1": -0.00914419861662094,
        "5": -0.03574562201136887,
        "10": -0.06378804296607282
      },
      "shadowMaxDrawdown": -0.43050196152335496,
      "shadowTotalReturn": -0.43050196152335496,
      "avgForwardReturn1D": -0.00914419861662094,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.001890385481872266,
        "5": -0.008520802016714754,
        "10": -0.016738646570313983
      }
    },
    {
      "topN": 5,
      "ticker": "ADBE",
      "hitRates": {
        "1": 0.3620689655172414,
        "5": 0.1724137931034483,
        "10": 0.20689655172413793
      },
      "hitRate1D": 0.3620689655172414,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.002063034328134604,
      "eligibleDays": 359,
      "fitnessScore": -1.0099326927574315,
      "lookbackDays": 30,
      "returnLift1D": -0.007253813134748674,
      "hitRateLift1D": -0.12261070022092019,
      "portfolioSize": 5,
      "activationRate": 0.1615598885793872,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.48467966573816157,
        "5": 0.4394366197183099,
        "10": 0.4114285714285714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -2.3216581665192586,
      "avgForwardReturns": {
        "1": -0.00914419861662094,
        "5": -0.03574562201136887,
        "10": -0.06378804296607282
      },
      "shadowMaxDrawdown": -0.43050196152335496,
      "shadowTotalReturn": -0.43050196152335496,
      "avgForwardReturn1D": -0.00914419861662094,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": -0.001890385481872266,
        "5": -0.008520802016714754,
        "10": -0.016738646570313983
      }
    }
  ],
  "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": 0.10475004245318364,
      "fitnessScore": -0.1220157194224797,
      "lookbackDays": 14,
      "returnLift1D": 0.000023301308822625986,
      "activationRate": 0.22666666666666666,
      "activationCount": 85,
      "sampleConfidence": 0.9913725490196079,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.16471961019428838,
      "avgForwardReturn1D": -0.001646608338809328
    },
    {
      "comboQuality": 0.019452304002527503,
      "fitnessScore": -0.5124320690166327,
      "lookbackDays": 21,
      "returnLift1D": -0.004576615064981824,
      "activationRate": 0.11413043478260869,
      "activationCount": 42,
      "sampleConfidence": 0.980952380952381,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.24668499941835154,
      "avgForwardReturn1D": -0.006287359362484646
    },
    {
      "comboQuality": 0.040604521458223394,
      "fitnessScore": -0.34573326897491835,
      "lookbackDays": 30,
      "returnLift1D": -0.0030345473669827283,
      "activationRate": 0.06128133704735376,
      "activationCount": 22,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.10986030802851754,
      "avgForwardReturn1D": -0.004924932848854994
    },
    {
      "comboQuality": 0.7077752447318042,
      "fitnessScore": 0.5446127427938189,
      "lookbackDays": 45,
      "returnLift1D": 0.0045057160709837596,
      "activationRate": 0.00872093023255814,
      "activationCount": 3,
      "sampleConfidence": 0.663014084041408,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.0070860315868119805,
      "avgForwardReturn1D": 0.002691969902769061
    },
    {
      "comboQuality": 0.08637791761237981,
      "fitnessScore": -0.16891068886715102,
      "lookbackDays": 63,
      "returnLift1D": 0.0014372417613813225,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "094f7df597584c03148bd298f8caca535802732ca7a43d6a366e3cdbb22ec6a1",
    "size": 13,
    "members": [
      "ADBE",
      "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
0.662
Liquidity
1
Momentum
0.378
Relative strength
0.198
Trend quality
0.543
Stability
0.476
Aggression
0.466
Downside risk
0.394
Drawdown state
0.284
Quality momentum
0.377
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.838
Benchmark Independence 3m Score
0.964
Beta 1y Profile Score
0.182
Beta 3m Profile Score
0.052
Beta Change Score
0.337
Correlation Change Score
0.437
Current Drawdown Score
0
Days Since 52w High Score
0.964
Distance From 52w High Score
0.384
Distance From Sma 20 Score
0.624
Distance From Sma 200 Score
0.140
Distance From Sma 50 Score
0.436
Downside Volatility 1m Score
0.635
Downside Volatility 1y Score
0.430
Downside Volatility 2y Score
0.455
Downside Volatility 3m Score
0.545
Downside Volatility 5y Score
0.460
Downside Volatility 6m Score
0.538
Drawdown Recovery Score
0.662
Excess Return 1m Score
0.355
Excess Return 1y Score
0
Excess Return 3m Score
0.266
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.441
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.662
Drawdown Score 1m
0.252
Drawdown Score 1y
0.258
Drawdown Score 2y
0.162
Drawdown Score 3m
0.264
Drawdown Score 5y
0.281
Drawdown Score 6m
0.219
Momentum Acceleration 1m Vs 3m Score
0.331
Momentum Acceleration 3m Vs 6m Score
0.658
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.737
Relative Strength Slope 3m Score
0.240
Relative Volume 20d Score
0.401
Return 1m Score
0.400
Return 1w Score
0.559
Return 1y Score
0.249
Return 2y Score
0.110
Return 3m Score
0.466
Return 5y Score
0.029
Return 6m Score
0.218
Return Skewness 1y Score
0.465
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.134
Sharpe 1y Score
0.145
Sharpe 2y Score
0.162
Sharpe 3m Score
0.399
Sharpe 5y Score
0.332
Sharpe 6m Score
0.052
Sortino 1m Score
0.225
Sortino 1y Score
0.224
Sortino 2y Score
0.243
Sortino 3m Score
0.374
Sortino 5y Score
0.336
Sortino 6m Score
0.172
Trend R2 1m Score
0.013
Trend R2 1w Score
0.758
Trend R2 1y Score
0.856
Trend R2 2y Score
0.930
Trend R2 3m Score
0.376
Trend R2 5y Score
0.279
Trend R2 6m Score
0.690
Trend Slope 1m Score
0.568
Trend Slope 1w Score
0.764
Trend Slope 1y Score
0.354
Trend Slope 2y Score
0.386
Trend Slope 3m Score
0.315
Trend Slope 5y Score
0.475
Trend Slope 6m Score
0.334
Volatility 1m Score
0.565
Volatility 1w Score
0.126
Volatility 1y Score
0.404
Volatility 2y Score
0.396
Volatility 3m Score
0.560
Volatility 5y Score
0.422
Volatility 6m Score
0.498
Worst Day 1y Score
0.621
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,836,786,004.538
Best Day 1y
0.074
Beta To Benchmark 1y
0.455
Beta 3m
0.129
Beta Change
-0.325
Beta To Sector 1y
0.126
Correlation To Benchmark 1y
0.162
Correlation 3m
0.036
Correlation Change
-0.126
Correlation To Sector 1y
0.087
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.838
Benchmark Independence 3m Score
0.964
Beta 1y Profile Score
0.182
Beta 3m Profile Score
0.052
Beta Change Score
0.337
Correlation Change Score
0.437
Current Drawdown Score
0
Distance From Sma 20 Score
0.624
Distance From Sma 200 Score
0.140
Current Drawdown
-0.675
Days Since 52w High
243
Distance From 52w High
-0.400
Distance From Sma 20
0.075
Distance From Sma 200
-0.216
Distance From Sma 50
-0.039
Downside Capture 1y
1.064
Downside Volatility 1m
0.526
Downside Volatility 1w
-
Downside Volatility 1y
0.372
Downside Volatility 2y
0.391
Downside Volatility 3m
0.459
Downside Volatility 5y
0.395
Downside Volatility 6m
0.453
Drawdown Recovery
0.325
Excess Return 1m
-0.087
Excess Return 1y
-0.624
Excess Return 3m
-0.141
Excess Return 6m
-0.439
Expected Shortfall 95 1y
-0.056
Market Cap
92,239,876,213.074
Max Drawdown 1m
-0.187
Max Drawdown 1w
-0.008
Max Drawdown 1y
-0.482
Max Drawdown 2y
-0.670
Max Drawdown 3m
-0.294
Max Drawdown 5y
-0.719
Max Drawdown 6m
-0.430
Momentum Acceleration 1m Vs 3m
-0.051
Momentum Acceleration 3m Vs 6m
0.047
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.004
Relative Volume 20d
1.384
Return 1m
-0.060
Return 1w
0.018
Return 1y
-0.401
Return 2y
-0.613
Return 3m
-0.027
Return 5y
-0.618
Return 6m
-0.339
Return Skewness 1y
-0.208
Sector Excess Return 1y
-0.850
Sharpe 1m
-1.331
Sharpe 1y
-1.274
Sharpe 2y
-1.191
Sharpe 3m
-0.005
Sharpe 5y
-0.338
Sharpe 6m
-1.739
Sortino 1m
-1.199
Sortino 1y
-1.207
Sortino 2y
-1.056
Sortino 3m
-0.005
Sortino 5y
-0.314
Sortino 6m
-1.623
Trend R2 1m
0.013
Trend R2 1w
0.758
Trend R2 1y
0.856
Trend R2 2y
0.930
Trend R2 3m
0.376
Trend R2 5y
0.279
Trend R2 6m
0.690
Trend 1m
0.001
Trend 1w
0.004
Trend 1y
-0.002
Trend 2y
-0.002
Trend 3m
-0.003
Trend 5y
-0.000
Trend 6m
-0.003
Upside Capture 1y
0.460
Value At Risk 95 1y
-0.037
Volatility 1m
0.474
Volatility 1w
0.145
Volatility 1y
0.353
Volatility 2y
0.347
Volatility 3m
0.470
Volatility 5y
0.367
Volatility 6m
0.423
Worst Day 1y
-0.076
Distance From Sma 50 Score
0.436
Downside Volatility 1y Score
0.430
Downside Volatility 3m Score
0.545
Drawdown Recovery Score
0.662
Excess Return 1m Score
0.355
Excess Return 1y Score
0
Excess Return 3m Score
0.266
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.441
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.662
Drawdown Score 1y
0.258
Drawdown Score 5y
0.281
Momentum Acceleration 1m Vs 3m Score
0.331
Momentum Acceleration 3m Vs 6m Score
0.658
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.737
Relative Volume 20d Score
0.401
Return 1m Score
0.400
Return 1y Score
0.249
Return 3m Score
0.466
Return 6m Score
0.218
Return Skewness 1y Score
0.465
Sortino 1y Score
0.224
Sortino 3m Score
0.374
Trend R2 1y Score
0.856
Trend R2 3m Score
0.376
Trend Slope 1y Score
0.354
Trend Slope 3m Score
0.315
Volatility 1y Score
0.404
Volatility 3m Score
0.560