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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

AEM

Materials | v2 | as of 2026-07-10
Close

Research Detail

AEM

AEM

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
1.364
Correlation To Benchmark 1y
0.385
Inverse To Benchmark 1y
0.615
Drawdown Score 1m
0.296
Drawdown Score 3m
0.150
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
0.229
Drawdown Score 1y
0.348
Drawdown Score 2y
0.470
Drawdown Score 5y
0.576
Return 1w
-0.045
Return 1m
-0.082
Return 3m
-0.320
Return 6m
-0.190
Return 1y
0.260
Return 2y
1.161
Return 5y
1.734
Sharpe 1m
-1.986
Sharpe 3m
-3.162
Sharpe 6m
-0.572
Sharpe 1y
0.743
Sharpe 2y
1.172
Sharpe 5y
0.728
Trend 1w
-0.011
Trend 1m
-0.005
Trend 3m
-0.006
Trend 6m
-0.003
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.425
Volatility 1m
0.462
Volatility 3m
0.454
Volatility 6m
0.508
Volatility 1y
0.445
Volatility 2y
0.396
Volatility 5y
0.372
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
AEM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:57 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
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
0.777
Aptet Fit Raw Score
0.796
Aptet Fit Confidence
0.953
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.904
Force Fit Raw Score
0.908
Force Fit Confidence
0.990
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:57 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AEM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AEM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AEM",
    "hitRates": {
      "1": 0.5879396984924623,
      "5": 0.5778894472361809,
      "10": 0.6180904522613065
    },
    "hitRate1D": 0.5879396984924623,
    "comboQuality": 0.9731415203884094,
    "eligibleDays": 297,
    "fitnessScore": 1.1397885454297618,
    "lookbackDays": 63,
    "returnLift1D": 0.0014598847278387219,
    "hitRateLift1D": 0.037264022816786646,
    "activationRate": 0.67003367003367,
    "activationCount": 199,
    "baselineHitRates": {
      "1": 0.5506756756756757,
      "5": 0.5342465753424658,
      "10": 0.5574912891986062
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3627810638031577,
    "avgForwardReturns": {
      "1": 0.0029120274505571968,
      "5": 0.010482727547296995,
      "10": 0.0194481917197722
    },
    "shadowMaxDrawdown": -0.2897021668395816,
    "shadowTotalReturn": 0.6441519682787831,
    "avgForwardReturn1D": 0.0029120274505571968,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 199,
      "5": 199,
      "10": 199
    },
    "baselineAvgForwardReturns": {
      "1": 0.001452142722718475,
      "5": 0.006253847268964983,
      "10": 0.011530989435316283
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9731415203884094,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6843270709407269,
    "bestRawFitnessScore": 1.1397885454297618,
    "upperQuartileComboQuality": 0.8413869768205884
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7773206899593963,
    "rawScore": 0.7959234378876983,
    "confidence": 0.9532549312087812,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 63
    },
    "profileBreadth": 0.5499728288396506,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        45,
        63
      ]
    },
    "parameterStability": 0.8293731862399943,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5879396984924623,
        "5": 0.5778894472361809,
        "10": 0.6180904522613065
      },
      "hitRate1D": 0.5879396984924623,
      "comboQuality": 0.9731415203884094,
      "eligibleDays": 297,
      "fitnessScore": 1.1397885454297618,
      "lookbackDays": 63,
      "returnLift1D": 0.0014598847278387219,
      "hitRateLift1D": 0.037264022816786646,
      "activationRate": 0.67003367003367,
      "activationCount": 199,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5342465753424658,
        "10": 0.5574912891986062
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3627810638031577,
      "avgForwardReturns": {
        "1": 0.0029120274505571968,
        "5": 0.010482727547296995,
        "10": 0.0194481917197722
      },
      "shadowMaxDrawdown": -0.2897021668395816,
      "shadowTotalReturn": 0.6441519682787831,
      "avgForwardReturn1D": 0.0029120274505571968,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 199,
        "5": 199,
        "10": 199
      },
      "baselineAvgForwardReturns": {
        "1": 0.001452142722718475,
        "5": 0.006253847268964983,
        "10": 0.011530989435316283
      }
    },
    {
      "topN": 3,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5885416666666666,
        "5": 0.5677083333333334,
        "10": 0.609375
      },
      "hitRate1D": 0.5885416666666666,
      "comboQuality": 0.9696292753046174,
      "eligibleDays": 297,
      "fitnessScore": 1.1119556267512967,
      "lookbackDays": 63,
      "returnLift1D": 0.0015138211309056633,
      "hitRateLift1D": 0.03786599099099097,
      "activationRate": 0.6464646464646465,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5342465753424658,
        "10": 0.5574912891986062
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3542051575806544,
      "avgForwardReturns": {
        "1": 0.0029659638536241382,
        "5": 0.009657759310362968,
        "10": 0.017417222482401858
      },
      "shadowMaxDrawdown": -0.2897021668395816,
      "shadowTotalReturn": 0.6281371128661715,
      "avgForwardReturn1D": 0.0029659638536241382,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 192,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.001452142722718475,
        "5": 0.006253847268964983,
        "10": 0.011530989435316283
      }
    },
    {
      "topN": 5,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5870646766169154,
        "5": 0.5771144278606966,
        "10": 0.6169154228855721
      },
      "hitRate1D": 0.5870646766169154,
      "comboQuality": 0.9695089991426682,
      "eligibleDays": 297,
      "fitnessScore": 1.1110587975479542,
      "lookbackDays": 63,
      "returnLift1D": 0.0013710904133430318,
      "hitRateLift1D": 0.03638900094123976,
      "activationRate": 0.6767676767676768,
      "activationCount": 201,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5342465753424658,
        "10": 0.5574912891986062
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3261441742125437,
      "avgForwardReturns": {
        "1": 0.0028232331360615068,
        "5": 0.010821876397213779,
        "10": 0.01988215296490537
      },
      "shadowMaxDrawdown": -0.2965755856515905,
      "shadowTotalReturn": 0.6206852473972246,
      "avgForwardReturn1D": 0.0028232331360615068,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 201,
        "5": 201,
        "10": 201
      },
      "baselineAvgForwardReturns": {
        "1": 0.001452142722718475,
        "5": 0.006253847268964983,
        "10": 0.011530989435316283
      }
    },
    {
      "topN": 2,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5838509316770186,
        "5": 0.5900621118012422,
        "10": 0.5962732919254659
      },
      "hitRate1D": 0.5838509316770186,
      "comboQuality": 0.9105041258057298,
      "eligibleDays": 297,
      "fitnessScore": 0.8603572990317745,
      "lookbackDays": 63,
      "returnLift1D": 0.0013012792606927853,
      "hitRateLift1D": 0.03317525600134297,
      "activationRate": 0.5420875420875421,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5342465753424658,
        "10": 0.5574912891986062
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.144909074000836,
      "avgForwardReturns": {
        "1": 0.0027534219834112602,
        "5": 0.009004113620347361,
        "10": 0.015430684521830206
      },
      "shadowMaxDrawdown": -0.2676648113974023,
      "shadowTotalReturn": 0.4521746392812309,
      "avgForwardReturn1D": 0.0027534219834112602,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.001452142722718475,
        "5": 0.006253847268964983,
        "10": 0.011530989435316283
      }
    },
    {
      "topN": 5,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.572972972972973,
        "5": 0.518918918918919,
        "10": 0.5645161290322581
      },
      "hitRate1D": 0.572972972972973,
      "comboQuality": 0.8719271982983393,
      "eligibleDays": 352,
      "fitnessScore": 0.7719835546749606,
      "lookbackDays": 14,
      "returnLift1D": 0.0007224992447120594,
      "hitRateLift1D": 0.021544401544401626,
      "activationRate": 0.5284090909090909,
      "activationCount": 186,
      "baselineHitRates": {
        "1": 0.5514285714285714,
        "5": 0.5317919075144508,
        "10": 0.5526315789473685
      },
      "sampleConfidence": 0.9992831541218639,
      "shadowSharpeLike": 0.9114448374735146,
      "avgForwardReturns": {
        "1": 0.0021504695654952816,
        "5": 0.0036098840349853326,
        "10": 0.008005062345966346
      },
      "shadowMaxDrawdown": -0.17038144177997783,
      "shadowTotalReturn": 0.37261316041351566,
      "avgForwardReturn1D": 0.0021504695654952816,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014279703207832222,
        "5": 0.006981102996840251,
        "10": 0.013024978047258995
      }
    },
    {
      "topN": 5,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5759162303664922,
        "5": 0.5654450261780105,
        "10": 0.5863874345549738
      },
      "hitRate1D": 0.5759162303664922,
      "comboQuality": 0.8312069029946714,
      "eligibleDays": 315,
      "fitnessScore": 0.7007251127153634,
      "lookbackDays": 45,
      "returnLift1D": 0.0008148741478926813,
      "hitRateLift1D": 0.03133024310534571,
      "activationRate": 0.6063492063492063,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5445859872611465,
        "5": 0.5258064516129032,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7708570632398491,
      "avgForwardReturns": {
        "1": 0.001800449118310087,
        "5": 0.008143696895233851,
        "10": 0.0181082656901528
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      "avgForwardReturn1D": 0.0007063959811928905,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 167
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013425765704381586,
        "5": 0.006701957153291624,
        "10": 0.012923090899642766
      }
    },
    {
      "topN": 5,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5642458100558659,
        "5": 0.5027932960893855,
        "10": 0.547486033519553
      },
      "hitRate1D": 0.5642458100558659,
      "comboQuality": 0.40048570932144933,
      "eligibleDays": 339,
      "fitnessScore": 0.2612428198251002,
      "lookbackDays": 21,
      "returnLift1D": -0.0007401780054326302,
      "hitRateLift1D": 0.01986711183101386,
      "activationRate": 0.528023598820059,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5443786982248521,
        "5": 0.5299401197604791,
        "10": 0.5501519756838906
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2086276384464371,
      "avgForwardReturns": {
        "1": 0.0006023985650055283,
        "5": 0.0017275152721892163,
        "10": 0.010670475592703822
      },
      "shadowMaxDrawdown": -0.326756720596757,
      "shadowTotalReturn": 0.021066700953541018,
      "avgForwardReturn1D": 0.0006023985650055283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 179,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013425765704381586,
        "5": 0.006701957153291624,
        "10": 0.012923090899642766
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    },
    {
      "topN": 2,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5436241610738255,
        "5": 0.5234899328859061,
        "10": 0.5503355704697986
      },
      "hitRate1D": 0.5436241610738255,
      "comboQuality": 0.333990998603496,
      "eligibleDays": 339,
      "fitnessScore": 0.19815838837833966,
      "lookbackDays": 21,
      "returnLift1D": -0.000781751440610448,
      "hitRateLift1D": -0.0007545371510265797,
      "activationRate": 0.43952802359882004,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5443786982248521,
        "5": 0.5299401197604791,
        "10": 0.5501519756838906
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.1660105239034252,
      "avgForwardReturns": {
        "1": 0.0005608251298277106,
        "5": 0.0034431816891421965,
        "10": 0.008698812418069064
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      "shadowMaxDrawdown": -0.26119317914287654,
      "shadowTotalReturn": 0.008862683664065951,
      "avgForwardReturn1D": 0.0005608251298277106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
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        "5": 0.006701957153291624,
        "10": 0.012923090899642766
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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": 0.8719271982983393,
      "fitnessScore": 0.7719835546749606,
      "lookbackDays": 14,
      "returnLift1D": 0.0007224992447120594,
      "activationRate": 0.5284090909090909,
      "activationCount": 186,
      "sampleConfidence": 0.9992831541218639,
      "shadowTotalReturn": 0.37261316041351566,
      "avgForwardReturn1D": 0.0021504695654952816
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.560931774150779,
      "fitnessScore": 0.403887783502372,
      "lookbackDays": 21,
      "returnLift1D": -0.00018778563559703658,
      "activationRate": 0.5103244837758112,
      "activationCount": 173,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.1257370333486887,
      "avgForwardReturn1D": 0.001154790934841122
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7295038943779485,
      "fitnessScore": 0.568263541132439,
      "lookbackDays": 30,
      "returnLift1D": 0.0006856789059425758,
      "activationRate": 0.42424242424242425,
      "activationCount": 140,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.22206004851555705,
      "avgForwardReturn1D": 0.0019895532450821293
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8312069029946714,
      "fitnessScore": 0.7007251127153634,
      "lookbackDays": 45,
      "returnLift1D": 0.0008148741478926813,
      "activationRate": 0.6063492063492063,
      "activationCount": 191,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.29198347459563156,
      "avgForwardReturn1D": 0.001800449118310087
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9731415203884094,
      "fitnessScore": 1.1397885454297618,
      "lookbackDays": 63,
      "returnLift1D": 0.0014598847278387219,
      "activationRate": 0.67003367003367,
      "activationCount": 199,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.6441519682787831,
      "avgForwardReturn1D": 0.0029120274505571968
    }
  ],
  "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": "b8394c2844fb1cd44db3192ac7c22f0279be2501d7d813d5d393295854ea50e7",
    "size": 13,
    "members": [
      "AEM",
      "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",
      "AEM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AEM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AEM",
    "hitRates": {
      "1": 0.5851528384279476,
      "5": 0.5676855895196506,
      "10": 0.5895196506550219
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    "hitRate1D": 0.5851528384279476,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9686035713609406,
    "eligibleDays": 326,
    "fitnessScore": 1.1044154790179372,
    "lookbackDays": 63,
    "returnLift1D": 0.0012098726969260011,
    "hitRateLift1D": 0.03300559916414392,
    "portfolioSize": 4,
    "activationRate": 0.7024539877300614,
    "activationCount": 229,
    "baselineHitRates": {
      "1": 0.5521472392638037,
      "5": 0.531055900621118,
      "10": 0.5425867507886435
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.170434351985423,
    "avgForwardReturns": {
      "1": 0.0025232915717697184,
      "5": 0.011365016516856853,
      "10": 0.019195389510389304
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    "shadowMaxDrawdown": -0.2897021668395817,
    "shadowTotalReturn": 0.6131495741947208,
    "avgForwardReturn1D": 0.0025232915717697184,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17"
    ],
    "horizonObservationCounts": {
      "1": 229,
      "5": 229,
      "10": 229
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013134188748437172,
      "5": 0.007275308704925133,
      "10": 0.012097627803092292
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9686035713609406,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8572426855458073,
    "bestRawFitnessScore": 1.1044154790179372,
    "upperQuartileComboQuality": 0.9064516429574586
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9038121860757768,
    "rawScore": 0.9083217879248361,
    "confidence": 0.9900704752236278,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.9,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9676063363150371,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AEM",
      "hitRates": {
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      "hitRate1D": 0.5851528384279476,
      "rankWeights": [
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      "comboQuality": 0.9686035713609406,
      "eligibleDays": 326,
      "fitnessScore": 1.1044154790179372,
      "lookbackDays": 63,
      "returnLift1D": 0.0012098726969260011,
      "hitRateLift1D": 0.03300559916414392,
      "portfolioSize": 4,
      "activationRate": 0.7024539877300614,
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        "5": 0.531055900621118,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.2897021668395817,
      "shadowTotalReturn": 0.6131495741947208,
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      "riskOffActivations": 0,
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        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
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        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9686035713609406,
      "eligibleDays": 326,
      "fitnessScore": 1.1044154790179372,
      "lookbackDays": 63,
      "returnLift1D": 0.0012098726969260011,
      "hitRateLift1D": 0.03300559916414392,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.2897021668395817,
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      "riskOffActivations": 0,
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        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9244985335669011,
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      "fitnessScore": 0.9011218648351093,
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      "sampleConfidence": 1,
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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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      "baselineAvgForwardReturns": {
        "1": 0.0017115507036595274,
        "5": 0.008306311916068301,
        "10": 0.015626235909605626
      }
    },
    {
      "topN": 4,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5792079207920792,
        "5": 0.5297029702970297,
        "10": 0.5693069306930693
      },
      "hitRate1D": 0.5792079207920792,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7020750410980985,
      "eligibleDays": 368,
      "fitnessScore": 0.5385837041956785,
      "lookbackDays": 21,
      "returnLift1D": -0.00015832546082278983,
      "hitRateLift1D": 0.02757748600947052,
      "portfolioSize": 4,
      "activationRate": 0.5489130434782609,
      "activationCount": 202,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5412087912087912,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5965561156247036,
      "avgForwardReturns": {
        "1": 0.0013989882062558137,
        "5": 0.0035622745250507835,
        "10": 0.011977282987198336
      },
      "shadowMaxDrawdown": -0.3063231131709766,
      "shadowTotalReturn": 0.21551064623985838,
      "avgForwardReturn1D": 0.0013989882062558137,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 202,
        "5": 202,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015573136670786036,
        "5": 0.007309264355862888,
        "10": 0.0141781930481836
      }
    },
    {
      "topN": 5,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5792079207920792,
        "5": 0.5297029702970297,
        "10": 0.5693069306930693
      },
      "hitRate1D": 0.5792079207920792,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7020750410980985,
      "eligibleDays": 368,
      "fitnessScore": 0.5385837041956785,
      "lookbackDays": 21,
      "returnLift1D": -0.00015832546082278983,
      "hitRateLift1D": 0.02757748600947052,
      "portfolioSize": 5,
      "activationRate": 0.5489130434782609,
      "activationCount": 202,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5412087912087912,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5965561156247036,
      "avgForwardReturns": {
        "1": 0.0013989882062558137,
        "5": 0.0035622745250507835,
        "10": 0.011977282987198336
      },
      "shadowMaxDrawdown": -0.3063231131709766,
      "shadowTotalReturn": 0.21551064623985838,
      "avgForwardReturn1D": 0.0013989882062558137,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 202,
        "5": 202,
        "10": 202
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015573136670786036,
        "5": 0.007309264355862888,
        "10": 0.0141781930481836
      }
    },
    {
      "topN": 3,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.5721649484536082,
        "5": 0.5257731958762887,
        "10": 0.5618556701030928
      },
      "hitRate1D": 0.5721649484536082,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5802875443771727,
      "eligibleDays": 368,
      "fitnessScore": 0.42126985789316373,
      "lookbackDays": 21,
      "returnLift1D": -0.00047843005960496155,
      "hitRateLift1D": 0.020534513670999566,
      "portfolioSize": 3,
      "activationRate": 0.5271739130434783,
      "activationCount": 194,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5412087912087912,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.43776455831773076,
      "avgForwardReturns": {
        "1": 0.001078883607473642,
        "5": 0.00196679729852104,
        "10": 0.010800762011935942
      },
      "shadowMaxDrawdown": -0.2944807605580927,
      "shadowTotalReturn": 0.13261155221152032,
      "avgForwardReturn1D": 0.001078883607473642,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 194,
        "5": 194,
        "10": 194
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015573136670786036,
        "5": 0.007309264355862888,
        "10": 0.0141781930481836
      }
    },
    {
      "topN": 2,
      "ticker": "AEM",
      "hitRates": {
        "1": 0.563953488372093,
        "5": 0.5290697674418605,
        "10": 0.5581395348837209
      },
      "hitRate1D": 0.563953488372093,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4770764739303152,
      "eligibleDays": 368,
      "fitnessScore": 0.3298131451874101,
      "lookbackDays": 21,
      "returnLift1D": -0.0006413307619309143,
      "hitRateLift1D": 0.012323053589484378,
      "portfolioSize": 2,
      "activationRate": 0.4673913043478261,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5412087912087912,
        "10": 0.5626740947075209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3329469930817751,
      "avgForwardReturns": {
        "1": 0.0009159829051476893,
        "5": 0.0037835418917406987,
        "10": 0.009248536185787424
      },
      "shadowMaxDrawdown": -0.2611931791428769,
      "shadowTotalReturn": 0.08089602859176814,
      "avgForwardReturn1D": 0.0009159829051476893,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015573136670786036,
        "5": 0.007309264355862888,
        "10": 0.0141781930481836
      }
    }
  ],
  "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": 0.8911274256391203,
      "fitnessScore": 0.8125080406375993,
      "lookbackDays": 14,
      "returnLift1D": 0.0005469627753271764,
      "activationRate": 0.5093333333333333,
      "activationCount": 191,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4149267980307878,
      "avgForwardReturn1D": 0.002258513478986704
    },
    {
      "comboQuality": 0.7020750410980985,
      "fitnessScore": 0.5385837041956785,
      "lookbackDays": 21,
      "returnLift1D": -0.00015832546082278983,
      "activationRate": 0.5489130434782609,
      "activationCount": 202,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21551064623985838,
      "avgForwardReturn1D": 0.0013989882062558137
    },
    {
      "comboQuality": 0.871585048679035,
      "fitnessScore": 0.7713102566767032,
      "lookbackDays": 30,
      "returnLift1D": 0.0008502281675572803,
      "activationRate": 0.4735376044568245,
      "activationCount": 170,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.38804699335966064,
      "avgForwardReturn1D": 0.002410947700626871
    },
    {
      "comboQuality": 0.9244985335669011,
      "fitnessScore": 0.9011218648351093,
      "lookbackDays": 45,
      "returnLift1D": 0.000722371530209703,
      "activationRate": 0.6191860465116279,
      "activationCount": 213,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.47756408198949707,
      "avgForwardReturn1D": 0.0022964505975861943
    },
    {
      "comboQuality": 0.9686035713609406,
      "fitnessScore": 1.1044154790179372,
      "lookbackDays": 63,
      "returnLift1D": 0.0012098726969260011,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6131495741947208,
      "avgForwardReturn1D": 0.0025232915717697184
    }
  ],
  "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": "b8394c2844fb1cd44db3192ac7c22f0279be2501d7d813d5d393295854ea50e7",
    "size": 13,
    "members": [
      "AEM",
      "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
0.637
Liquidity
0.896
Momentum
0.336
Relative strength
0.174
Trend quality
0.515
Stability
0.448
Aggression
0.516
Downside risk
0.463
Drawdown state
0.548
Quality momentum
0.366
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.615
Benchmark Independence 3m Score
0.339
Beta 1y Profile Score
0.546
Beta 3m Profile Score
0.917
Beta Change Score
0.964
Correlation Change Score
0.638
Current Drawdown Score
0.360
Days Since 52w High Score
0.357
Distance From 52w High Score
0.360
Distance From Sma 20 Score
0.380
Distance From Sma 200 Score
0.162
Distance From Sma 50 Score
0.266
Downside Volatility 1m Score
0.573
Downside Volatility 1y Score
0.589
Downside Volatility 2y Score
0.498
Downside Volatility 3m Score
0.591
Downside Volatility 5y Score
0.441
Downside Volatility 6m Score
0.676
Drawdown Recovery Score
1
Excess Return 1m Score
0.319
Excess Return 1y Score
0.561
Excess Return 3m Score
0
Excess Return 6m Score
0.016
Expected Shortfall 95 1y Score
0.326
Log Avg Dollar Volume 20d Score
0.896
Log Market Cap Score
0.637
Drawdown Score 1m
0.296
Drawdown Score 1y
0.348
Drawdown Score 2y
0.470
Drawdown Score 3m
0.150
Drawdown Score 5y
0.576
Drawdown Score 6m
0.229
Momentum Acceleration 1m Vs 3m Score
0.583
Momentum Acceleration 3m Vs 6m Score
0.250
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.324
Relative Strength Slope 3m Score
0.062
Relative Volume 20d Score
0.328
Return 1m Score
0.364
Return 1w Score
0.349
Return 1y Score
0.662
Return 2y Score
0.617
Return 3m Score
0.100
Return 5y Score
0.210
Return 6m Score
0.342
Return Skewness 1y Score
0.397
Sector Excess Return 1y Score
0.717
Sharpe 1m Score
0.003
Sharpe 1y Score
0.549
Sharpe 2y Score
0.634
Sharpe 3m Score
0
Sharpe 5y Score
0.546
Sharpe 6m Score
0.286
Sortino 1m Score
0.136
Sortino 1y Score
0.459
Sortino 2y Score
0.512
Sortino 3m Score
0.012
Sortino 5y Score
0.464
Sortino 6m Score
0.310
Trend R2 1m Score
0.456
Trend R2 1w Score
0.628
Trend R2 1y Score
0.374
Trend R2 2y Score
0.895
Trend R2 3m Score
0.891
Trend R2 5y Score
0.766
Trend R2 6m Score
0.542
Trend Slope 1m Score
0.161
Trend Slope 1w Score
0
Trend Slope 1y Score
0.590
Trend Slope 2y Score
0.647
Trend Slope 3m Score
0.136
Trend Slope 5y Score
0.579
Trend Slope 6m Score
0.340
Volatility 1m Score
0.550
Volatility 1w Score
0.500
Volatility 1y Score
0.526
Volatility 2y Score
0.462
Volatility 3m Score
0.538
Volatility 5y Score
0.429
Volatility 6m Score
0.611
Worst Day 1y Score
0.420
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
487,766,863.385
Best Day 1y
0.067
Beta To Benchmark 1y
1.364
Beta 3m
2.292
Beta Change
0.928
Beta To Sector 1y
1.349
Correlation To Benchmark 1y
0.385
Correlation 3m
0.661
Correlation Change
0.276
Correlation To Sector 1y
0.535
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.615
Benchmark Independence 3m Score
0.339
Beta 1y Profile Score
0.546
Beta 3m Profile Score
0.917
Beta Change Score
0.964
Correlation Change Score
0.638
Current Drawdown Score
0.360
Distance From Sma 20 Score
0.380
Distance From Sma 200 Score
0.162
Current Drawdown
-0.416
Days Since 52w High
90
Distance From 52w High
-0.416
Distance From Sma 20
-0.072
Distance From Sma 200
-0.203
Distance From Sma 50
-0.141
Downside Capture 1y
0.585
Downside Volatility 1m
0.480
Downside Volatility 1w
-
Downside Volatility 1y
0.492
Downside Volatility 2y
0.424
Downside Volatility 3m
0.494
Downside Volatility 5y
0.381
Downside Volatility 6m
0.557
Drawdown Recovery
1
Excess Return 1m
-0.109
Excess Return 1y
0.036
Excess Return 3m
-0.433
Excess Return 6m
-0.291
Expected Shortfall 95 1y
-0.067
Market Cap
71,470,175,692.035
Max Drawdown 1m
-0.176
Max Drawdown 1w
-0.065
Max Drawdown 1y
-0.424
Max Drawdown 2y
-0.424
Max Drawdown 3m
-0.340
Max Drawdown 5y
-0.424
Max Drawdown 6m
-0.424
Momentum Acceleration 1m Vs 3m
0.025
Momentum Acceleration 3m Vs 6m
-0.075
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.007
Relative Volume 20d
1.187
Return 1m
-0.082
Return 1w
-0.045
Return 1y
0.260
Return 2y
1.161
Return 3m
-0.320
Return 5y
1.734
Return 6m
-0.190
Return Skewness 1y
-0.620
Sector Excess Return 1y
0.130
Sharpe 1m
-1.986
Sharpe 1y
0.743
Sharpe 2y
1.172
Sharpe 3m
-3.162
Sharpe 5y
0.728
Sharpe 6m
-0.572
Sortino 1m
-1.913
Sortino 1y
0.673
Sortino 2y
1.097
Sortino 3m
-2.906
Sortino 5y
0.711
Sortino 6m
-0.522
Trend R2 1m
0.456
Trend R2 1w
0.628
Trend R2 1y
0.374
Trend R2 2y
0.895
Trend R2 3m
0.891
Trend R2 5y
0.766
Trend R2 6m
0.542
Trend 1m
-0.005
Trend 1w
-0.011
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
-0.006
Trend 5y
0.001
Trend 6m
-0.003
Upside Capture 1y
1.760
Value At Risk 95 1y
-0.050
Volatility 1m
0.462
Volatility 1w
0.425
Volatility 1y
0.445
Volatility 2y
0.396
Volatility 3m
0.454
Volatility 5y
0.372
Volatility 6m
0.508
Worst Day 1y
-0.116
Distance From Sma 50 Score
0.266
Downside Volatility 1y Score
0.589
Downside Volatility 3m Score
0.591
Drawdown Recovery Score
1
Excess Return 1m Score
0.319
Excess Return 1y Score
0.561
Excess Return 3m Score
0
Excess Return 6m Score
0.016
Expected Shortfall 95 1y Score
0.326
Log Avg Dollar Volume 20d Score
0.896
Log Market Cap Score
0.637
Drawdown Score 1y
0.348
Drawdown Score 5y
0.576
Momentum Acceleration 1m Vs 3m Score
0.583
Momentum Acceleration 3m Vs 6m Score
0.250
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.324
Relative Volume 20d Score
0.328
Return 1m Score
0.364
Return 1y Score
0.662
Return 3m Score
0.100
Return 6m Score
0.342
Return Skewness 1y Score
0.397
Sortino 1y Score
0.459
Sortino 3m Score
0.012
Trend R2 1y Score
0.374
Trend R2 3m Score
0.891
Trend Slope 1y Score
0.590
Trend Slope 3m Score
0.136
Volatility 1y Score
0.526
Volatility 3m Score
0.538