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MonstraTM

Vectors

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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

ALM

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

Research Detail

ALM

ALM

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
2.691
Correlation To Benchmark 1y
0.362
Inverse To Benchmark 1y
0.638
Drawdown Score 1m
0.126
Drawdown Score 3m
0.069
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
0.306
Drawdown Score 1y
0.325
Drawdown Score 2y
0.276
Drawdown Score 5y
0.365
Return 1w
0.057
Return 1m
0.040
Return 3m
-0.058
Return 6m
0.747
Return 1y
1.796
Return 2y
13.944
Return 5y
8.216
Sharpe 1m
0.956
Sharpe 3m
0.228
Sharpe 6m
1.632
Sharpe 1y
1.570
Sharpe 2y
1.919
Sharpe 5y
0.961
Trend 1w
-0.001
Trend 1m
-0.006
Trend 3m
-0.005
Trend 6m
0.004
Trend 1y
0.007
Trend 2y
0.006
Trend 5y
0.002
Volatility 1w
1.162
Volatility 1m
0.819
Volatility 3m
0.954
Volatility 6m
0.973
Volatility 1y
0.933
Volatility 2y
0.931
Volatility 5y
0.751
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
ALM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:13 AM
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
0.993
Aptet Fit Raw Score
0.994
Aptet Fit Confidence
0.998
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.999
Force Fit Raw Score
0.999
Force Fit Confidence
1.000
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:13 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ALM",
    "hitRates": {
      "1": 0.5067264573991032,
      "5": 0.5874439461883408,
      "10": 0.6098654708520179
    },
    "hitRate1D": 0.5067264573991032,
    "comboQuality": 0.9999448566162704,
    "eligibleDays": 330,
    "fitnessScore": 2.5072141015032985,
    "lookbackDays": 30,
    "returnLift1D": 0.0009709223002113505,
    "hitRateLift1D": 0.00824621423800892,
    "activationRate": 0.6757575757575758,
    "activationCount": 223,
    "baselineHitRates": {
      "1": 0.49848024316109424,
      "5": 0.5815384615384616,
      "10": 0.58125
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4649803679494875,
    "avgForwardReturns": {
      "1": 0.007121818313207647,
      "5": 0.03614892880272953,
      "10": 0.07940142099733734
    },
    "shadowMaxDrawdown": -0.43132708916930684,
    "shadowTotalReturn": 2.0656402792029196,
    "avgForwardReturn1D": 0.007121818313207647,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 223,
      "5": 223,
      "10": 223
    },
    "baselineAvgForwardReturns": {
      "1": 0.006150896012996296,
      "5": 0.03165183953066417,
      "10": 0.06677745929958567
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999448566162704,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9952218278741654,
    "bestRawFitnessScore": 2.5072141015032985,
    "upperQuartileComboQuality": 0.9994386540680795
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9932136667550561,
    "rawScore": 0.9940641687882674,
    "confidence": 0.9982888387693362,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9806202281457042,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.5067264573991032,
        "5": 0.5874439461883408,
        "10": 0.6098654708520179
      },
      "hitRate1D": 0.5067264573991032,
      "comboQuality": 0.9999448566162704,
      "eligibleDays": 330,
      "fitnessScore": 2.5072141015032985,
      "lookbackDays": 30,
      "returnLift1D": 0.0009709223002113505,
      "hitRateLift1D": 0.00824621423800892,
      "activationRate": 0.6757575757575758,
      "activationCount": 223,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5815384615384616,
        "10": 0.58125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4649803679494875,
      "avgForwardReturns": {
        "1": 0.007121818313207647,
        "5": 0.03614892880272953,
        "10": 0.07940142099733734
      },
      "shadowMaxDrawdown": -0.43132708916930684,
      "shadowTotalReturn": 2.0656402792029196,
      "avgForwardReturn1D": 0.007121818313207647,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 223,
        "5": 223,
        "10": 223
      },
      "baselineAvgForwardReturns": {
        "1": 0.006150896012996296,
        "5": 0.03165183953066417,
        "10": 0.06677745929958567
      }
    },
    {
      "topN": 3,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.5092592592592593,
        "5": 0.5833333333333334,
        "10": 0.6064814814814815
      },
      "hitRate1D": 0.5092592592592593,
      "comboQuality": 0.9999264394075945,
      "eligibleDays": 330,
      "fitnessScore": 2.443812059151613,
      "lookbackDays": 30,
      "returnLift1D": 0.0010983844828533719,
      "hitRateLift1D": 0.010779016098165062,
      "activationRate": 0.6545454545454545,
      "activationCount": 216,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5815384615384616,
        "10": 0.58125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4517787796563788,
      "avgForwardReturns": {
        "1": 0.007249280495849668,
        "5": 0.035400489923141,
        "10": 0.08026209836266236
      },
      "shadowMaxDrawdown": -0.4302466191005567,
      "shadowTotalReturn": 2.010571294506276,
      "avgForwardReturn1D": 0.007249280495849668,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.006150896012996296,
        "5": 0.03165183953066417,
        "10": 0.06677745929958567
      }
    },
    {
      "topN": 4,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.49777777777777776,
        "5": 0.5511111111111111,
        "10": 0.5511111111111111
      },
      "hitRate1D": 0.49777777777777776,
      "comboQuality": 0.9998320705521061,
      "eligibleDays": 315,
      "fitnessScore": 2.262195708770313,
      "lookbackDays": 45,
      "returnLift1D": 0.0010440112905713362,
      "hitRateLift1D": 0.004147204529370119,
      "activationRate": 0.7142857142857143,
      "activationCount": 225,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5838709677419355,
        "10": 0.5704918032786885
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.42358970591815,
      "avgForwardReturns": {
        "1": 0.006857424084464139,
        "5": 0.026242547913660763,
        "10": 0.0613183191392323
      },
      "shadowMaxDrawdown": -0.5168468620625665,
      "shadowTotalReturn": 1.8629399002362237,
      "avgForwardReturn1D": 0.006857424084464139,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 225,
        "5": 225,
        "10": 225
      },
      "baselineAvgForwardReturns": {
        "1": 0.005813412793892803,
        "5": 0.030077385921833774,
        "10": 0.06360677259094383
      }
    },
    {
      "topN": 5,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.49557522123893805,
        "5": 0.5486725663716814,
        "10": 0.5486725663716814
      },
      "hitRate1D": 0.49557522123893805,
      "comboQuality": 0.9998151560528264,
      "eligibleDays": 315,
      "fitnessScore": 2.2410790264554397,
      "lookbackDays": 45,
      "returnLift1D": 0.0009824140978817904,
      "hitRateLift1D": 0.0019446479905304015,
      "activationRate": 0.7174603174603175,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5838709677419355,
        "10": 0.5704918032786885
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4178425200227214,
      "avgForwardReturns": {
        "1": 0.006795826891774593,
        "5": 0.025797139301677336,
        "10": 0.0608170537952748
      },
      "shadowMaxDrawdown": -0.5168468620625665,
      "shadowTotalReturn": 1.8454778836325954,
      "avgForwardReturn1D": 0.006795826891774593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 226,
        "10": 226
      },
      "baselineAvgForwardReturns": {
        "1": 0.005813412793892803,
        "5": 0.030077385921833774,
        "10": 0.06360677259094383
      }
    },
    {
      "topN": 4,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.502283105022831,
        "5": 0.5844748858447488,
        "10": 0.6027397260273972
      },
      "hitRate1D": 0.502283105022831,
      "comboQuality": 0.999769687216763,
      "eligibleDays": 330,
      "fitnessScore": 2.1926852194250417,
      "lookbackDays": 30,
      "returnLift1D": 0.0006835825184158114,
      "hitRateLift1D": 0.0038028618617367838,
      "activationRate": 0.6636363636363637,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.49848024316109424,
        "5": 0.5815384615384616,
        "10": 0.58125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3834079917861748,
      "avgForwardReturns": {
        "1": 0.006834478531412108,
        "5": 0.03474682512263032,
        "10": 0.07859304988540153
      },
      "shadowMaxDrawdown": -0.4696537497985034,
      "shadowTotalReturn": 1.8023444011602336,
      "avgForwardReturn1D": 0.006834478531412108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 219,
        "5": 219,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.006150896012996296,
        "5": 0.03165183953066417,
        "10": 0.06677745929958567
      }
    },
    {
      "topN": 2,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.5052083333333334,
        "5": 0.5677083333333334,
        "10": 0.5677083333333334
      },
      "hitRate1D": 0.5052083333333334,
      "comboQuality": 0.999328309685185,
      "eligibleDays": 297,
      "fitnessScore": 1.9571090747162407,
      "lookbackDays": 63,
      "returnLift1D": 0.0009050917477094631,
      "hitRateLift1D": 0.00520833333333337,
      "activationRate": 0.6464646464646465,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5924657534246576,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3990928466233712,
      "avgForwardReturns": {
        "1": 0.007275264486692037,
        "5": 0.033373886103974466,
        "10": 0.06186559030367703
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        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 176,
        "5": 176,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.006596932099118363,
        "5": 0.0350721211624883,
        "10": 0.06840897868192895
      }
    },
    {
      "topN": 2,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.4824120603015075,
        "5": 0.5527638190954773,
        "10": 0.5858585858585859
      },
      "hitRate1D": 0.4824120603015075,
      "comboQuality": 0.8987271992931473,
      "eligibleDays": 339,
      "fitnessScore": 0.8302955666428402,
      "lookbackDays": 21,
      "returnLift1D": -0.0011329525671499672,
      "hitRateLift1D": -0.017587939698492483,
      "activationRate": 0.5870206489675516,
      "activationCount": 199,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5778443113772455,
        "10": 0.5714285714285714
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      "sampleConfidence": 0.9996649916247907,
      "shadowSharpeLike": 0.8907640001429903,
      "avgForwardReturns": {
        "1": 0.004876351240695858,
        "5": 0.028356824206179385,
        "10": 0.06106559819466584
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      "shadowMaxDrawdown": -0.5787300527033763,
      "shadowTotalReturn": 0.6704227483131846,
      "avgForwardReturn1D": 0.004876351240695858,
      "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": 199,
        "5": 199,
        "10": 198
      },
      "baselineAvgForwardReturns": {
        "1": 0.0060093038078458255,
        "5": 0.030015566144451587,
        "10": 0.06330127791953552
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    },
    {
      "topN": 4,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.48325358851674644,
        "5": 0.5358851674641149,
        "10": 0.5625
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      "hitRate1D": 0.48325358851674644,
      "comboQuality": 0.8766920577655515,
      "eligibleDays": 339,
      "fitnessScore": 0.7815236150091761,
      "lookbackDays": 21,
      "returnLift1D": -0.0014768571081715202,
      "hitRateLift1D": -0.016746411483253565,
      "activationRate": 0.616519174041298,
      "activationCount": 209,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5778443113772455,
        "10": 0.5714285714285714
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      "sampleConfidence": 0.9996810207336524,
      "shadowSharpeLike": 0.8632323003086797,
      "avgForwardReturns": {
        "1": 0.004532446699674305,
        "5": 0.02389212124496049,
        "10": 0.05425219001001509
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      "shadowMaxDrawdown": -0.5971558754497186,
      "shadowTotalReturn": 0.6227860519412309,
      "avgForwardReturn1D": 0.004532446699674305,
      "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": 209,
        "5": 209,
        "10": 208
      },
      "baselineAvgForwardReturns": {
        "1": 0.0060093038078458255,
        "5": 0.030015566144451587,
        "10": 0.06330127791953552
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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": 0.9968896589046227,
      "fitnessScore": 1.6193796925865238,
      "lookbackDays": 14,
      "returnLift1D": -0.00008060568339207739,
      "activationRate": 0.5625,
      "activationCount": 198,
      "sampleConfidence": 0.9993265993265994,
      "shadowTotalReturn": 1.3333379391229423,
      "avgForwardReturn1D": 0.006516326415726285
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.970755618746066,
      "fitnessScore": 1.120525204965686,
      "lookbackDays": 21,
      "returnLift1D": -0.0007148483771248076,
      "activationRate": 0.6224188790560472,
      "activationCount": 211,
      "sampleConfidence": 0.9996840442338073,
      "shadowTotalReturn": 0.9086968563191651,
      "avgForwardReturn1D": 0.005294455430721018
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999448566162704,
      "fitnessScore": 2.5072141015032985,
      "lookbackDays": 30,
      "returnLift1D": 0.0009709223002113505,
      "activationRate": 0.6757575757575758,
      "activationCount": 223,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.0656402792029196,
      "avgForwardReturn1D": 0.007121818313207647
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9998320705521061,
      "fitnessScore": 2.262195708770313,
      "lookbackDays": 45,
      "returnLift1D": 0.0010440112905713362,
      "activationRate": 0.7142857142857143,
      "activationCount": 225,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.8629399002362237,
      "avgForwardReturn1D": 0.006857424084464139
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.999328309685185,
      "fitnessScore": 1.9571090747162407,
      "lookbackDays": 63,
      "returnLift1D": 0.0009050917477094631,
      "activationRate": 0.6464646464646465,
      "activationCount": 192,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.6009045276345124,
      "avgForwardReturn1D": 0.007275264486692037
    }
  ],
  "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": "e1f43f077947aaf7ec2683446366203cef79a947ff6e58be107a4850436e6a07",
    "size": 13,
    "members": [
      "ALM",
      "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",
      "ALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ALM",
    "hitRates": {
      "1": 0.5098039215686274,
      "5": 0.5568627450980392,
      "10": 0.5647058823529412
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    "hitRate1D": 0.5098039215686274,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9999999956583272,
    "eligibleDays": 344,
    "fitnessScore": 4.586101349374119,
    "lookbackDays": 45,
    "returnLift1D": 0.0014414083505126327,
    "hitRateLift1D": 0.0068969448244413645,
    "portfolioSize": 4,
    "activationRate": 0.7412790697674418,
    "activationCount": 255,
    "baselineHitRates": {
      "1": 0.502906976744186,
      "5": 0.5852941176470589,
      "10": 0.5791044776119403
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.721134896741774,
    "avgForwardReturns": {
      "1": 0.00874534461633994,
      "5": 0.03520911524600532,
      "10": 0.07003076874840333
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    "shadowMaxDrawdown": -0.5168468620625665,
    "shadowTotalReturn": 4.0111381095078,
    "avgForwardReturn1D": 0.00874534461633994,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 255,
      "5": 255,
      "10": 255
    },
    "baselineAvgForwardReturns": {
      "1": 0.007303936265827307,
      "5": 0.03646394336154751,
      "10": 0.07003370108881628
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999999956583272,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9998108168712228,
    "bestRawFitnessScore": 4.586101349374119,
    "upperQuartileComboQuality": 0.999994972044162
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9993702735326877,
    "rawScore": 0.999488091083383,
    "confidence": 0.9997642442131198,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9978251098755215,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "ALM",
      "hitRates": {
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        "5": 0.5568627450980392,
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      "hitRate1D": 0.5098039215686274,
      "rankWeights": [
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        0.10000000000000002
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      "comboQuality": 0.9999999956583272,
      "eligibleDays": 344,
      "fitnessScore": 4.586101349374119,
      "lookbackDays": 45,
      "returnLift1D": 0.0014414083505126327,
      "hitRateLift1D": 0.0068969448244413645,
      "portfolioSize": 4,
      "activationRate": 0.7412790697674418,
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        "5": 0.5852941176470589,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "10": 0.07003076874840333
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      "shadowMaxDrawdown": -0.5168468620625665,
      "shadowTotalReturn": 4.0111381095078,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.5098039215686274,
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      "comboQuality": 0.9999999956583272,
      "eligibleDays": 344,
      "fitnessScore": 4.586101349374119,
      "lookbackDays": 45,
      "returnLift1D": 0.0014414083505126327,
      "hitRateLift1D": 0.0068969448244413645,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.5168468620625665,
      "shadowTotalReturn": 4.0111381095078,
      "avgForwardReturn1D": 0.00874534461633994,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9999998205669638,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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    },
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      "comboQuality": 0.9999995869934735,
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      "fitnessScore": 3.5839564462078535,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5937681592474484,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.5168468620625665,
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      "riskOffActivations": 0,
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        "2025-03-12",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.9999961362242727,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.4302466191005565,
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      "riskOffActivations": 0,
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        "2025-02-25",
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        "1": 0.4847161572052402,
        "5": 0.5152838427947598,
        "10": 0.5482456140350878
      },
      "hitRate1D": 0.4847161572052402,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.993436640969485,
      "eligibleDays": 368,
      "fitnessScore": 1.454326908775313,
      "lookbackDays": 21,
      "returnLift1D": -0.0018696308084057874,
      "hitRateLift1D": -0.018001234099107588,
      "portfolioSize": 3,
      "activationRate": 0.6222826086956522,
      "activationCount": 229,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5659340659340659,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9997088791848618,
      "shadowSharpeLike": 1.0883017427074084,
      "avgForwardReturns": {
        "1": 0.005821737530583294,
        "5": 0.02304505584299945,
        "10": 0.05293118627426382
      },
      "shadowMaxDrawdown": -0.5760394121400777,
      "shadowTotalReturn": 1.2301498051460462,
      "avgForwardReturn1D": 0.005821737530583294,
      "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": 229,
        "5": 229,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.007691368338989081,
        "5": 0.03492033079006074,
        "10": 0.0671707692039776
      }
    },
    {
      "topN": 2,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.484304932735426,
        "5": 0.5246636771300448,
        "10": 0.5630630630630631
      },
      "hitRate1D": 0.484304932735426,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9892542079864811,
      "eligibleDays": 368,
      "fitnessScore": 1.344936161259149,
      "lookbackDays": 21,
      "returnLift1D": -0.001914402553330496,
      "hitRateLift1D": -0.018412458568921763,
      "portfolioSize": 2,
      "activationRate": 0.6059782608695652,
      "activationCount": 223,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5659340659340659,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9997010463378176,
      "shadowSharpeLike": 1.0540610829654666,
      "avgForwardReturns": {
        "1": 0.005776965785658585,
        "5": 0.02670972054567558,
        "10": 0.05740542667575829
      },
      "shadowMaxDrawdown": -0.5787300527033763,
      "shadowTotalReturn": 1.1382007244630783,
      "avgForwardReturn1D": 0.005776965785658585,
      "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": 223,
        "5": 223,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.007691368338989081,
        "5": 0.03492033079006074,
        "10": 0.0671707692039776
      }
    },
    {
      "topN": 4,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.48497854077253216,
        "5": 0.5107296137339056,
        "10": 0.5431034482758621
      },
      "hitRate1D": 0.48497854077253216,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9856674582150142,
      "eligibleDays": 368,
      "fitnessScore": 1.280773015270051,
      "lookbackDays": 21,
      "returnLift1D": -0.0022615364354040225,
      "hitRateLift1D": -0.01773885053181562,
      "portfolioSize": 4,
      "activationRate": 0.6331521739130435,
      "activationCount": 233,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5659340659340659,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9997138769670959,
      "shadowSharpeLike": 1.028795151571356,
      "avgForwardReturns": {
        "1": 0.005429831903585059,
        "5": 0.022775592295505145,
        "10": 0.0514546198343002
      },
      "shadowMaxDrawdown": -0.5971558754497186,
      "shadowTotalReturn": 1.0772240532602964,
      "avgForwardReturn1D": 0.005429831903585059,
      "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": 233,
        "5": 233,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.007691368338989081,
        "5": 0.03492033079006074,
        "10": 0.0671707692039776
      }
    },
    {
      "topN": 5,
      "ticker": "ALM",
      "hitRates": {
        "1": 0.48497854077253216,
        "5": 0.5107296137339056,
        "10": 0.5431034482758621
      },
      "hitRate1D": 0.48497854077253216,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9856674582150142,
      "eligibleDays": 368,
      "fitnessScore": 1.280773015270051,
      "lookbackDays": 21,
      "returnLift1D": -0.0022615364354040225,
      "hitRateLift1D": -0.01773885053181562,
      "portfolioSize": 5,
      "activationRate": 0.6331521739130435,
      "activationCount": 233,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5659340659340659,
        "10": 0.5654596100278552
      },
      "sampleConfidence": 0.9997138769670959,
      "shadowSharpeLike": 1.028795151571356,
      "avgForwardReturns": {
        "1": 0.005429831903585059,
        "5": 0.022775592295505145,
        "10": 0.0514546198343002
      },
      "shadowMaxDrawdown": -0.5971558754497186,
      "shadowTotalReturn": 1.0772240532602964,
      "avgForwardReturn1D": 0.005429831903585059,
      "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": 233,
        "5": 233,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.007691368338989081,
        "5": 0.03492033079006074,
        "10": 0.0671707692039776
      }
    }
  ],
  "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": 0.9999945839841251,
      "fitnessScore": 3.017751828544405,
      "lookbackDays": 14,
      "returnLift1D": 0.00044239925666723044,
      "activationRate": 0.5546666666666666,
      "activationCount": 208,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.614416648260565,
      "avgForwardReturn1D": 0.008526583078393313
    },
    {
      "comboQuality": 0.993436640969485,
      "fitnessScore": 1.454326908775313,
      "lookbackDays": 21,
      "returnLift1D": -0.0018696308084057874,
      "activationRate": 0.6222826086956522,
      "activationCount": 229,
      "sampleConfidence": 0.9997088791848618,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 1.2301498051460462,
      "avgForwardReturn1D": 0.005821737530583294
    },
    {
      "comboQuality": 0.9999961362242727,
      "fitnessScore": 3.092049600641484,
      "lookbackDays": 30,
      "returnLift1D": 0.0011142950731554266,
      "activationRate": 0.6852367688022284,
      "activationCount": 246,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 2.605498974787566,
      "avgForwardReturn1D": 0.007591434800310194
    },
    {
      "comboQuality": 0.9999999956583272,
      "fitnessScore": 4.586101349374119,
      "lookbackDays": 45,
      "returnLift1D": 0.0014414083505126327,
      "activationRate": 0.7412790697674418,
      "activationCount": 255,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 4.0111381095078,
      "avgForwardReturn1D": 0.00874534461633994
    },
    {
      "comboQuality": 0.999782401506474,
      "fitnessScore": 2.205181095673291,
      "lookbackDays": 63,
      "returnLift1D": 0.0007027227224228666,
      "activationRate": 0.6809815950920245,
      "activationCount": 222,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.8326479588058282,
      "avgForwardReturn1D": 0.006901999584652168
    }
  ],
  "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": "e1f43f077947aaf7ec2683446366203cef79a947ff6e58be107a4850436e6a07",
    "size": 13,
    "members": [
      "ALM",
      "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
0.363
Liquidity
0.672
Momentum
0.573
Relative strength
0.568
Trend quality
0.521
Stability
0.319
Aggression
0.735
Downside risk
0.432
Drawdown state
0.687
Quality momentum
0.531
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.638
Benchmark Independence 3m Score
0.437
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.600
Current Drawdown Score
0.553
Days Since 52w High Score
0.226
Distance From 52w High Score
0.553
Distance From Sma 20 Score
0.479
Distance From Sma 200 Score
0.907
Distance From Sma 50 Score
0.352
Downside Volatility 1m Score
0.720
Downside Volatility 1y Score
1
Downside Volatility 2y Score
1
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.812
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
1
Excess Return 3m Score
0.215
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.672
Log Market Cap Score
0.363
Drawdown Score 1m
0.126
Drawdown Score 1y
0.325
Drawdown Score 2y
0.276
Drawdown Score 3m
0.069
Drawdown Score 5y
0.365
Drawdown Score 6m
0.306
Momentum Acceleration 1m Vs 3m Score
0.698
Momentum Acceleration 3m Vs 6m Score
0.021
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.102
Relative Volume 20d Score
0.313
Return 1m Score
0.567
Return 1w Score
0.691
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.428
Return 5y Score
0.709
Return 6m Score
1
Return Skewness 1y Score
0.489
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.591
Sharpe 1y Score
0.714
Sharpe 2y Score
0.784
Sharpe 3m Score
0.446
Sharpe 5y Score
0.592
Sharpe 6m Score
0.726
Sortino 1m Score
0.541
Sortino 1y Score
0.586
Sortino 2y Score
0.642
Sortino 3m Score
0.406
Sortino 5y Score
0.512
Sortino 6m Score
0.601
Trend R2 1m Score
0.279
Trend R2 1w Score
0.001
Trend R2 1y Score
0.871
Trend R2 2y Score
0.952
Trend R2 3m Score
0.607
Trend R2 5y Score
0.469
Trend R2 6m Score
0.357
Trend Slope 1m Score
0.119
Trend Slope 1w Score
0.444
Trend Slope 1y Score
0.959
Trend Slope 2y Score
0.902
Trend Slope 3m Score
0.176
Trend Slope 5y Score
0.607
Trend Slope 6m Score
0.750
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
0.935
Volatility 6m Score
1
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
103,505,780.489
Best Day 1y
0.180
Beta To Benchmark 1y
2.691
Beta 3m
4.106
Beta Change
1.415
Beta To Sector 1y
1.898
Correlation To Benchmark 1y
0.362
Correlation 3m
0.563
Correlation Change
0.201
Correlation To Sector 1y
0.359
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.638
Benchmark Independence 3m Score
0.437
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.600
Current Drawdown Score
0.553
Distance From Sma 20 Score
0.479
Distance From Sma 200 Score
0.907
Current Drawdown
-0.291
Days Since 52w High
57
Distance From 52w High
-0.291
Distance From Sma 20
-0.013
Distance From Sma 200
0.244
Distance From Sma 50
-0.089
Downside Capture 1y
0.352
Downside Volatility 1m
0.590
Downside Volatility 1w
-
Downside Volatility 1y
0.865
Downside Volatility 2y
0.836
Downside Volatility 3m
0.878
Downside Volatility 5y
0.659
Downside Volatility 6m
0.879
Drawdown Recovery
1
Excess Return 1m
0.013
Excess Return 1y
1.573
Excess Return 3m
-0.171
Excess Return 6m
0.646
Expected Shortfall 95 1y
-0.120
Market Cap
4,200,798,161.036
Max Drawdown 1m
-0.219
Max Drawdown 1w
-0.093
Max Drawdown 1y
-0.439
Max Drawdown 2y
-0.579
Max Drawdown 3m
-0.372
Max Drawdown 5y
-0.635
Max Drawdown 6m
-0.382
Momentum Acceleration 1m Vs 3m
0.059
Momentum Acceleration 3m Vs 6m
-0.144
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.010
Relative Strength Slope 3m
-0.006
Relative Volume 20d
1.146
Return 1m
0.040
Return 1w
0.057
Return 1y
1.796
Return 2y
13.944
Return 3m
-0.058
Return 5y
8.216
Return 6m
0.747
Return Skewness 1y
-0.063
Sector Excess Return 1y
1.667
Sharpe 1m
0.956
Sharpe 1y
1.570
Sharpe 2y
1.919
Sharpe 3m
0.228
Sharpe 5y
0.961
Sharpe 6m
1.632
Sortino 1m
1.328
Sortino 1y
1.692
Sortino 2y
2.136
Sortino 3m
0.248
Sortino 5y
1.095
Sortino 6m
1.807
Trend R2 1m
0.279
Trend R2 1w
0.001
Trend R2 1y
0.871
Trend R2 2y
0.952
Trend R2 3m
0.607
Trend R2 5y
0.469
Trend R2 6m
0.357
Trend 1m
-0.006
Trend 1w
-0.001
Trend 1y
0.007
Trend 2y
0.006
Trend 3m
-0.005
Trend 5y
0.002
Trend 6m
0.004
Upside Capture 1y
6.501
Value At Risk 95 1y
-0.084
Volatility 1m
0.819
Volatility 1w
1.162
Volatility 1y
0.933
Volatility 2y
0.931
Volatility 3m
0.954
Volatility 5y
0.751
Volatility 6m
0.973
Worst Day 1y
-0.211
Distance From Sma 50 Score
0.352
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
1
Excess Return 3m Score
0.215
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.672
Log Market Cap Score
0.363
Drawdown Score 1y
0.325
Drawdown Score 5y
0.365
Momentum Acceleration 1m Vs 3m Score
0.698
Momentum Acceleration 3m Vs 6m Score
0.021
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.313
Return 1m Score
0.567
Return 1y Score
1
Return 3m Score
0.428
Return 6m Score
1
Return Skewness 1y Score
0.489
Sortino 1y Score
0.586
Sortino 3m Score
0.406
Trend R2 1y Score
0.871
Trend R2 3m Score
0.607
Trend Slope 1y Score
0.959
Trend Slope 3m Score
0.176
Volatility 1y Score
1
Volatility 3m Score
1