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MonstraTM

Vectors

MonstraTM

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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

AM

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

Research Detail

AM

AM

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.088
Correlation To Benchmark 1y
-0.053
Inverse To Benchmark 1y
0.947
Drawdown Score 1m
0.809
Drawdown Score 3m
0.820
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
0.770
Drawdown Score 1y
0.805
Drawdown Score 2y
0.825
Drawdown Score 5y
0.781
Return 1w
-0.008
Return 1m
0.048
Return 3m
0.014
Return 6m
0.325
Return 1y
0.331
Return 2y
0.678
Return 5y
1.993
Sharpe 1m
2.627
Sharpe 3m
0.358
Sharpe 6m
2.852
Sharpe 1y
1.473
Sharpe 2y
1.217
Sharpe 5y
0.963
Trend 1w
0.001
Trend 1m
0.003
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.286
Volatility 1m
0.223
Volatility 3m
0.213
Volatility 6m
0.205
Volatility 1y
0.209
Volatility 2y
0.236
Volatility 5y
0.264
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
AM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:16 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Energy
Sector Benchmark Ticker
XLE
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
0.407
Aptet Fit Raw Score
0.431
Aptet Fit Confidence
0.889
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.467
Force Fit Raw Score
0.489
Force Fit Confidence
0.907
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:16 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AM",
    "hitRates": {
      "1": 0.5346534653465347,
      "5": 0.5858585858585859,
      "10": 0.5625
    },
    "hitRate1D": 0.5346534653465347,
    "comboQuality": 0.7007457000266742,
    "eligibleDays": 315,
    "fitnessScore": 0.5371872948614674,
    "lookbackDays": 45,
    "returnLift1D": 0.00098749487852248,
    "hitRateLift1D": -0.00037838178722326976,
    "activationRate": 0.32063492063492066,
    "activationCount": 101,
    "baselineHitRates": {
      "1": 0.535031847133758,
      "5": 0.5580645161290323,
      "10": 0.5508196721311476
    },
    "sampleConfidence": 0.9953795379537954,
    "shadowSharpeLike": 1.605498777795974,
    "avgForwardReturns": {
      "1": 0.0022842314367909574,
      "5": 0.008124059667608263,
      "10": 0.011277284273832469
    },
    "shadowMaxDrawdown": -0.10000005716225491,
    "shadowTotalReturn": 0.23871393890915593,
    "avgForwardReturn1D": 0.0022842314367909574,
    "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": 101,
      "5": 99,
      "10": 96
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012967365582684774,
      "5": 0.006157700256955935,
      "10": 0.012208505780983063
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7007457000266742,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3343105236093121,
    "bestRawFitnessScore": 0.5371872948614674,
    "upperQuartileComboQuality": 0.4488228821650072
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.40742506320223126,
    "rawScore": 0.43133566926744116,
    "confidence": 0.8891322569922472,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.19990633056362145,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.4014694213923168,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5346534653465347,
        "5": 0.5858585858585859,
        "10": 0.5625
      },
      "hitRate1D": 0.5346534653465347,
      "comboQuality": 0.7007457000266742,
      "eligibleDays": 315,
      "fitnessScore": 0.5371872948614674,
      "lookbackDays": 45,
      "returnLift1D": 0.00098749487852248,
      "hitRateLift1D": -0.00037838178722326976,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.5580645161290323,
        "10": 0.5508196721311476
      },
      "sampleConfidence": 0.9953795379537954,
      "shadowSharpeLike": 1.605498777795974,
      "avgForwardReturns": {
        "1": 0.0022842314367909574,
        "5": 0.008124059667608263,
        "10": 0.011277284273832469
      },
      "shadowMaxDrawdown": -0.10000005716225491,
      "shadowTotalReturn": 0.23871393890915593,
      "avgForwardReturn1D": 0.0022842314367909574,
      "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": 101,
        "5": 99,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012967365582684774,
        "5": 0.006157700256955935,
        "10": 0.012208505780983063
      }
    },
    {
      "topN": 3,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5280898876404494,
        "5": 0.5747126436781609,
        "10": 0.5595238095238095
      },
      "hitRate1D": 0.5280898876404494,
      "comboQuality": 0.6065015948326591,
      "eligibleDays": 315,
      "fitnessScore": 0.4451786754689778,
      "lookbackDays": 45,
      "returnLift1D": 0.0008625744308777734,
      "hitRateLift1D": -0.006941959493308558,
      "activationRate": 0.28253968253968254,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.5580645161290323,
        "10": 0.5508196721311476
      },
      "sampleConfidence": 0.9947565543071162,
      "shadowSharpeLike": 1.3920674391673347,
      "avgForwardReturns": {
        "1": 0.002159310989146251,
        "5": 0.00739047965191159,
        "10": 0.010558122575582498
      },
      "shadowMaxDrawdown": -0.10332993198738072,
      "shadowTotalReturn": 0.1927523180997508,
      "avgForwardReturn1D": 0.002159310989146251,
      "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": 89,
        "5": 87,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012967365582684774,
        "5": 0.006157700256955935,
        "10": 0.012208505780983063
      }
    },
    {
      "topN": 4,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5547945205479452,
        "5": 0.528169014084507,
        "10": 0.45652173913043476
      },
      "hitRate1D": 0.5547945205479452,
      "comboQuality": 0.5678694543299346,
      "eligibleDays": 339,
      "fitnessScore": 0.41009604188144544,
      "lookbackDays": 21,
      "returnLift1D": -0.00008855705307507641,
      "hitRateLift1D": 0.010415822323093127,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5443786982248521,
        "5": 0.5688622754491018,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 0.9931972789115647,
      "shadowSharpeLike": 0.6334110807368701,
      "avgForwardReturns": {
        "1": 0.0010137961288595127,
        "5": 0.0001460512246177578,
        "10": -0.0026055369950465927
      },
      "shadowMaxDrawdown": -0.1365188436359106,
      "shadowTotalReturn": 0.11874803092488428,
      "avgForwardReturn1D": 0.0010137961288595127,
      "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": 146,
        "5": 142,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.001102353181934589,
        "5": 0.005231797157555505,
        "10": 0.010315868042847044
      }
    },
    {
      "topN": 5,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5172413793103449,
        "5": 0.5877192982456141,
        "10": 0.5688073394495413
      },
      "hitRate1D": 0.5172413793103449,
      "comboQuality": 0.5643949864549719,
      "eligibleDays": 315,
      "fitnessScore": 0.40698405602267373,
      "lookbackDays": 45,
      "returnLift1D": 0.00014821993881673377,
      "hitRateLift1D": -0.017790467823413092,
      "activationRate": 0.3682539682539683,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.5580645161290323,
        "10": 0.5508196721311476
      },
      "sampleConfidence": 0.9948275862068966,
      "shadowSharpeLike": 1.0138618975030111,
      "avgForwardReturns": {
        "1": 0.0014449564970852112,
        "5": 0.007482708371959581,
        "10": 0.012583566580679767
      },
      "shadowMaxDrawdown": -0.10000005716225457,
      "shadowTotalReturn": 0.1574326206321881,
      "avgForwardReturn1D": 0.0014449564970852112,
      "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": 116,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012967365582684774,
        "5": 0.006157700256955935,
        "10": 0.012208505780983063
      }
    },
    {
      "topN": 5,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5476190476190477,
        "5": 0.5304878048780488,
        "10": 0.44375
      },
      "hitRate1D": 0.5476190476190477,
      "comboQuality": 0.46741943147758325,
      "eligibleDays": 339,
      "fitnessScore": 0.32128841737791025,
      "lookbackDays": 21,
      "returnLift1D": -0.00061169928166784,
      "hitRateLift1D": 0.0032403493941955963,
      "activationRate": 0.49852507374631266,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5443786982248521,
        "5": 0.5688622754491018,
        "10": 0.5531914893617021
      },
      "sampleConfidence": 0.9940828402366865,
      "shadowSharpeLike": 0.2885383209926129,
      "avgForwardReturns": {
        "1": 0.000490653900266749,
        "5": 8.101764784498798e-7,
        "10": -0.0016582271186706813
      },
      "shadowMaxDrawdown": -0.15909324819928883,
      "shadowTotalReturn": 0.04557994485089001,
      "avgForwardReturn1D": 0.000490653900266749,
      "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": 168,
        "5": 164,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.001102353181934589,
        "5": 0.005231797157555505,
        "10": 0.010315868042847044
      }
    },
    {
      "topN": 4,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5490196078431373,
        "5": 0.5947712418300654,
        "10": 0.5555555555555556
      },
      "hitRate1D": 0.5490196078431373,
      "comboQuality": 0.4426240323941485,
      "eligibleDays": 352,
      "fitnessScore": 0.29928575959153536,
      "lookbackDays": 14,
      "returnLift1D": -0.0007457857458311723,
      "hitRateLift1D": 0.0004481792717087041,
      "activationRate": 0.4403409090909091,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5485714285714286,
        "5": 0.5780346820809249,
        "10": 0.5614035087719298
      },
      "sampleConfidence": 0.9974193548387097,
      "shadowSharpeLike": 0.31793045837717165,
      "avgForwardReturns": {
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      "shadowSharpeLike": -0.3824450726879881,
      "avgForwardReturns": {
        "1": -0.0005332374734717369,
        "5": -0.0025706910331164665,
        "10": -0.004861593019552277
      },
      "shadowMaxDrawdown": -0.12669491189785753,
      "shadowTotalReturn": -0.05086155225451228,
      "avgForwardReturn1D": -0.0005332374734717369,
      "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": 77,
        "5": 75,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009003958225816168,
        "5": 0.004624771831805858,
        "10": 0.009248551579492462
      }
    },
    {
      "topN": 2,
      "ticker": "AM",
      "hitRates": {
        "1": 0.49295774647887325,
        "5": 0.5147058823529411,
        "10": 0.47761194029850745
      },
      "hitRate1D": 0.49295774647887325,
      "comboQuality": 0.0939453600987796,
      "eligibleDays": 330,
      "fitnessScore": -0.14860498059839097,
      "lookbackDays": 30,
      "returnLift1D": -0.002319032462511191,
      "hitRateLift1D": -0.045036174493771175,
      "activationRate": 0.21515151515151515,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.5379939209726444,
        "5": 0.56,
        "10": 0.559375
      },
      "sampleConfidence": 0.9934272300469484,
      "shadowSharpeLike": -0.6159505020223791,
      "avgForwardReturns": {
        "1": -0.001281476301815117,
        "5": -0.004721100285890649,
        "10": -0.005897300623285847
      },
      "shadowMaxDrawdown": -0.18277314115305587,
      "shadowTotalReturn": -0.10660845940339414,
      "avgForwardReturn1D": -0.001281476301815117,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-17",
        "2025-04-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 68,
        "10": 67
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010375561606960739,
        "5": 0.005323580880048012,
        "10": 0.012199631860933846
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    },
    {
      "topN": 2,
      "ticker": "AM",
      "hitRates": {
        "1": 0.4482758620689655,
        "5": 0.43103448275862066,
        "10": 0.3620689655172414
      },
      "hitRate1D": 0.4482758620689655,
      "comboQuality": 0.09331363692985298,
      "eligibleDays": 297,
      "fitnessScore": -0.1502426737053383,
      "lookbackDays": 63,
      "returnLift1D": -0.0019402519747101984,
      "hitRateLift1D": -0.07537278657968316,
      "activationRate": 0.19528619528619529,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.5236486486486487,
        "5": 0.5445205479452054,
        "10": 0.5261324041811847
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6997826477674245,
      "avgForwardReturns": {
        "1": -0.0010398561521285817,
        "5": -0.007472091769899834,
        "10": -0.011895883335306397
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      "shadowMaxDrawdown": -0.11569666771817977,
      "shadowTotalReturn": -0.06668037374148672,
      "avgForwardReturn1D": -0.0010398561521285817,
      "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": 58,
        "5": 58,
        "10": 58
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009003958225816168,
        "5": 0.004624771831805858,
        "10": 0.009248551579492462
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.4426240323941485,
      "fitnessScore": 0.29928575959153536,
      "lookbackDays": 14,
      "returnLift1D": -0.0007457857458311723,
      "activationRate": 0.4403409090909091,
      "activationCount": 155,
      "sampleConfidence": 0.9974193548387097,
      "shadowTotalReturn": 0.053344668497653736,
      "avgForwardReturn1D": 0.0005921025703069581
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5678694543299346,
      "fitnessScore": 0.41009604188144544,
      "lookbackDays": 21,
      "returnLift1D": -0.00008855705307507641,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "sampleConfidence": 0.9931972789115647,
      "shadowTotalReturn": 0.11874803092488428,
      "avgForwardReturn1D": 0.0010137961288595127
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.23412463166594014,
      "fitnessScore": 0.08926350982060227,
      "lookbackDays": 30,
      "returnLift1D": -0.0010848392695134894,
      "activationRate": 0.3393939393939394,
      "activationCount": 112,
      "sampleConfidence": 0.9904761904761905,
      "shadowTotalReturn": -0.0390331606935761,
      "avgForwardReturn1D": -0.0000472831088174156
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7007457000266742,
      "fitnessScore": 0.5371872948614674,
      "lookbackDays": 45,
      "returnLift1D": 0.00098749487852248,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "sampleConfidence": 0.9953795379537954,
      "shadowTotalReturn": 0.23871393890915593,
      "avgForwardReturn1D": 0.0022842314367909574
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2566144129998012,
      "fitnessScore": 0.11599914500219416,
      "lookbackDays": 63,
      "returnLift1D": -0.0009096319710699721,
      "activationRate": 0.39057239057239057,
      "activationCount": 116,
      "sampleConfidence": 0.9913793103448276,
      "shadowTotalReturn": -0.02205040656940016,
      "avgForwardReturn1D": -0.000009236148488355334
    }
  ],
  "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": "486e26a2db991c11b5b2ef4c0868f55571d40ff54b8e47327bd61874f88579ce",
    "size": 13,
    "members": [
      "AM",
      "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",
      "AM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AM",
    "hitRates": {
      "1": 0.5692307692307692,
      "5": 0.625,
      "10": 0.584
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    "hitRate1D": 0.5692307692307692,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.6840043934963155,
    "eligibleDays": 344,
    "fitnessScore": 0.5198919267806736,
    "lookbackDays": 45,
    "returnLift1D": 0.00045815404377426536,
    "hitRateLift1D": 0.01981216457960644,
    "portfolioSize": 4,
    "activationRate": 0.37790697674418605,
    "activationCount": 130,
    "baselineHitRates": {
      "1": 0.5494186046511628,
      "5": 0.5764705882352941,
      "10": 0.5611940298507463
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    "sampleConfidence": 0.9964102564102565,
    "shadowSharpeLike": 1.0193105939741283,
    "avgForwardReturns": {
      "1": 0.0016665577981019625,
      "5": 0.006615738137839977,
      "10": 0.008383703360120207
    },
    "shadowMaxDrawdown": -0.15960148872745805,
    "shadowTotalReturn": 0.21086817583501571,
    "avgForwardReturn1D": 0.0016665577981019625,
    "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": 130,
      "5": 128,
      "10": 125
    },
    "baselineAvgForwardReturns": {
      "1": 0.0012084037543276971,
      "5": 0.0058833011623291446,
      "10": 0.011189034026792914
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6840043934963155,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3532617648395094,
    "bestRawFitnessScore": 0.5198919267806736,
    "upperQuartileComboQuality": 0.5304640565732763
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.46670648187543723,
    "rawScore": 0.4894312166665807,
    "confidence": 0.9071381880954911,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.24977177509185272,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        45
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5645491878150526,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AM",
      "hitRates": {
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        "5": 0.625,
        "10": 0.584
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      "hitRate1D": 0.5692307692307692,
      "rankWeights": [
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      ],
      "comboQuality": 0.6840043934963155,
      "eligibleDays": 344,
      "fitnessScore": 0.5198919267806736,
      "lookbackDays": 45,
      "returnLift1D": 0.00045815404377426536,
      "hitRateLift1D": 0.01981216457960644,
      "portfolioSize": 4,
      "activationRate": 0.37790697674418605,
      "activationCount": 130,
      "baselineHitRates": {
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      "sampleConfidence": 0.9964102564102565,
      "shadowSharpeLike": 1.0193105939741283,
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        "5": 0.006615738137839977,
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      "shadowMaxDrawdown": -0.15960148872745805,
      "shadowTotalReturn": 0.21086817583501571,
      "avgForwardReturn1D": 0.0016665577981019625,
      "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": 130,
        "5": 128,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012084037543276971,
        "5": 0.0058833011623291446,
        "10": 0.011189034026792914
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    },
    {
      "topN": 5,
      "ticker": "AM",
      "hitRates": {
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        "5": 0.625,
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      "hitRate1D": 0.5692307692307692,
      "rankWeights": [
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      "comboQuality": 0.6840043934963155,
      "eligibleDays": 344,
      "fitnessScore": 0.5198919267806736,
      "lookbackDays": 45,
      "returnLift1D": 0.00045815404377426536,
      "hitRateLift1D": 0.01981216457960644,
      "portfolioSize": 5,
      "activationRate": 0.37790697674418605,
      "activationCount": 130,
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      "sampleConfidence": 0.9964102564102565,
      "shadowSharpeLike": 1.0193105939741283,
      "avgForwardReturns": {
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        "5": 0.006615738137839977,
        "10": 0.008383703360120207
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      "shadowMaxDrawdown": -0.15960148872745805,
      "shadowTotalReturn": 0.21086817583501571,
      "avgForwardReturn1D": 0.0016665577981019625,
      "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": 130,
        "5": 128,
        "10": 125
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5548780487804879,
      "rankWeights": [
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      "comboQuality": 0.670072942832772,
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      "fitnessScore": 0.5058732967479889,
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      "returnLift1D": 0.00007335803544118898,
      "hitRateLift1D": 0.014117179215270448,
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      "sampleConfidence": 0.9951219512195122,
      "shadowSharpeLike": 0.8339671345647308,
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      "riskOffActivations": 0,
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        "2025-02-06",
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        "2025-03-03",
        "2025-03-04",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.670072942832772,
      "eligibleDays": 368,
      "fitnessScore": 0.5058732967479889,
      "lookbackDays": 21,
      "returnLift1D": 0.00007335803544118898,
      "hitRateLift1D": 0.014117179215270448,
      "portfolioSize": 5,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "baselineHitRates": {
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      "sampleConfidence": 0.9951219512195122,
      "shadowSharpeLike": 0.8339671345647308,
      "avgForwardReturns": {
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        "5": 0.0022294242278014026,
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      "shadowMaxDrawdown": -0.13651883463086756,
      "shadowTotalReturn": 0.18940971813578344,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-14",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 160,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.001239529598731947,
        "5": 0.006169760252769367,
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    },
    {
      "topN": 3,
      "ticker": "AM",
      "hitRates": {
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      "hitRate1D": 0.5677966101694916,
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      "comboQuality": 0.6017239526471067,
      "eligibleDays": 344,
      "fitnessScore": 0.44078375647966317,
      "lookbackDays": 45,
      "returnLift1D": 0.0003011200976722277,
      "hitRateLift1D": 0.0183780055183288,
      "portfolioSize": 3,
      "activationRate": 0.3430232558139535,
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      "shadowSharpeLike": -0.1325742992361286,
      "avgForwardReturns": {
        "1": -0.00003445710300989846,
        "5": -0.0011696934702896497,
        "10": 0.0008525304087400576
      },
      "shadowMaxDrawdown": -0.1759702894198979,
      "shadowTotalReturn": -0.043208956880202654,
      "avgForwardReturn1D": -0.00003445710300989846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-03",
        "2025-03-06",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174410085849799,
        "5": 0.005895826481753552,
        "10": 0.012137266195396403
      }
    },
    {
      "topN": 5,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5447761194029851,
        "5": 0.5461538461538461,
        "10": 0.536
      },
      "hitRate1D": 0.5447761194029851,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2602689738982335,
      "eligibleDays": 359,
      "fitnessScore": 0.12019437326442121,
      "lookbackDays": 30,
      "returnLift1D": -0.0012088671888596974,
      "hitRateLift1D": 0.0016006319378040201,
      "portfolioSize": 5,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5746478873239437,
        "10": 0.5742857142857143
      },
      "sampleConfidence": 0.9935323383084578,
      "shadowSharpeLike": -0.1325742992361286,
      "avgForwardReturns": {
        "1": -0.00003445710300989846,
        "5": -0.0011696934702896497,
        "10": 0.0008525304087400576
      },
      "shadowMaxDrawdown": -0.1759702894198979,
      "shadowTotalReturn": -0.043208956880202654,
      "avgForwardReturn1D": -0.00003445710300989846,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-03",
        "2025-03-06",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174410085849799,
        "5": 0.005895826481753552,
        "10": 0.012137266195396403
      }
    },
    {
      "topN": 2,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5227272727272727,
        "5": 0.5454545454545454,
        "10": 0.5568181818181818
      },
      "hitRate1D": 0.5227272727272727,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.25978183265321264,
      "eligibleDays": 326,
      "fitnessScore": 0.11963738622282283,
      "lookbackDays": 63,
      "returnLift1D": -0.0008725292224205065,
      "hitRateLift1D": -0.014082543223647548,
      "portfolioSize": 2,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5652173913043478,
        "10": 0.5646687697160884
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.059760458986406445,
      "avgForwardReturns": {
        "1": 0.00017808523805619677,
        "5": 0.0033247626190447397,
        "10": 0.009229755183941491
      },
      "shadowMaxDrawdown": -0.11679113917108108,
      "shadowTotalReturn": -0.001885932004704327,
      "avgForwardReturn1D": 0.00017808523805619677,
      "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": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010506144604767033,
        "5": 0.006448427572353008,
        "10": 0.013112030900435829
      }
    },
    {
      "topN": 3,
      "ticker": "AM",
      "hitRates": {
        "1": 0.543859649122807,
        "5": 0.5727272727272728,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.543859649122807,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2540107800786827,
      "eligibleDays": 359,
      "fitnessScore": 0.11298642271178799,
      "lookbackDays": 30,
      "returnLift1D": -0.0011647292005400405,
      "hitRateLift1D": 0.0006841616576259701,
      "portfolioSize": 3,
      "activationRate": 0.31754874651810583,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5746478873239437,
        "10": 0.5742857142857143
      },
      "sampleConfidence": 0.9923976608187135,
      "shadowSharpeLike": -0.0684911160800941,
      "avgForwardReturns": {
        "1": 0.000009680885309758466,
        "5": -0.001502725792428019,
        "10": -0.0032745420317664632
      },
      "shadowMaxDrawdown": -0.1714606514015029,
      "shadowTotalReturn": -0.02671020303322491,
      "avgForwardReturn1D": 0.000009680885309758466,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 110,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174410085849799,
        "5": 0.005895826481753552,
        "10": 0.012137266195396403
      }
    },
    {
      "topN": 2,
      "ticker": "AM",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5632183908045977,
        "10": 0.5
      },
      "hitRate1D": 0.5333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.17096491752568252,
      "eligibleDays": 359,
      "fitnessScore": 0.002663098333918221,
      "lookbackDays": 30,
      "returnLift1D": -0.0016264465354458631,
      "hitRateLift1D": -0.009842154131847747,
      "portfolioSize": 2,
      "activationRate": 0.25069637883008355,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5746478873239437,
        "10": 0.5742857142857143
      },
      "sampleConfidence": 0.9948148148148149,
      "shadowSharpeLike": -0.29074101208574876,
      "avgForwardReturns": {
        "1": -0.00045203644959606416,
        "5": -0.0021937486346937573,
        "10": -0.006370243582842649
      },
      "shadowMaxDrawdown": -0.1827730069208391,
      "shadowTotalReturn": -0.06176194518462086,
      "avgForwardReturn1D": -0.00045203644959606416,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 87,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174410085849799,
        "5": 0.005895826481753552,
        "10": 0.012137266195396403
      }
    }
  ],
  "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": 0.28734341796324464,
      "fitnessScore": 0.15016925381664017,
      "lookbackDays": 14,
      "returnLift1D": -0.0007153257536408369,
      "activationRate": 0.272,
      "activationCount": 102,
      "sampleConfidence": 0.9986928104575163,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.017197518804901613,
      "avgForwardReturn1D": 0.0004745226401713104
    },
    {
      "comboQuality": 0.670072942832772,
      "fitnessScore": 0.5058732967479889,
      "lookbackDays": 21,
      "returnLift1D": 0.00007335803544118898,
      "activationRate": 0.44565217391304346,
      "activationCount": 164,
      "sampleConfidence": 0.9951219512195122,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.18940971813578344,
      "avgForwardReturn1D": 0.0013128876341731359
    },
    {
      "comboQuality": 0.2602689738982335,
      "fitnessScore": 0.12019437326442121,
      "lookbackDays": 30,
      "returnLift1D": -0.0012088671888596974,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "sampleConfidence": 0.9935323383084578,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.043208956880202654,
      "avgForwardReturn1D": -0.00003445710300989846
    },
    {
      "comboQuality": 0.6840043934963155,
      "fitnessScore": 0.5198919267806736,
      "lookbackDays": 45,
      "returnLift1D": 0.00045815404377426536,
      "activationRate": 0.37790697674418605,
      "activationCount": 130,
      "sampleConfidence": 0.9964102564102565,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21086817583501571,
      "avgForwardReturn1D": 0.0016665577981019625
    },
    {
      "comboQuality": 0.3985609206410543,
      "fitnessScore": 0.25947772471542874,
      "lookbackDays": 63,
      "returnLift1D": -0.0004925407309386659,
      "activationRate": 0.3834355828220859,
      "activationCount": 125,
      "sampleConfidence": 0.9962666666666667,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04393052091124616,
      "avgForwardReturn1D": 0.0005580737295380374
    }
  ],
  "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": "486e26a2db991c11b5b2ef4c0868f55571d40ff54b8e47327bd61874f88579ce",
    "size": 13,
    "members": [
      "AM",
      "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
0.453
Liquidity
0.589
Momentum
0.591
Relative strength
0.590
Trend quality
0.555
Stability
0.748
Aggression
0.321
Downside risk
0.651
Drawdown state
0.925
Quality momentum
0.594
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.947
Benchmark Independence 3m Score
0.673
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.278
Correlation Change Score
0.363
Current Drawdown Score
0.929
Days Since 52w High Score
0.290
Distance From 52w High Score
0.929
Distance From Sma 20 Score
0.507
Distance From Sma 200 Score
0.699
Distance From Sma 50 Score
0.536
Downside Volatility 1m Score
0.173
Downside Volatility 1y Score
0.199
Downside Volatility 2y Score
0.260
Downside Volatility 3m Score
0.201
Downside Volatility 5y Score
0.289
Downside Volatility 6m Score
0.188
Drawdown Recovery Score
1
Excess Return 1m Score
0.535
Excess Return 1y Score
0.680
Excess Return 3m Score
0.334
Excess Return 6m Score
0.875
Expected Shortfall 95 1y Score
0.753
Log Avg Dollar Volume 20d Score
0.589
Log Market Cap Score
0.453
Drawdown Score 1m
0.809
Drawdown Score 1y
0.805
Drawdown Score 2y
0.825
Drawdown Score 3m
0.820
Drawdown Score 5y
0.781
Drawdown Score 6m
0.770
Momentum Acceleration 1m Vs 3m Score
0.645
Momentum Acceleration 3m Vs 6m Score
0.334
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.619
Relative Strength Slope 3m Score
0.480
Relative Volume 20d Score
0.283
Return 1m Score
0.580
Return 1w Score
0.473
Return 1y Score
0.707
Return 2y Score
0.479
Return 3m Score
0.517
Return 5y Score
0.230
Return 6m Score
0.771
Return Skewness 1y Score
0.569
Sector Excess Return 1y Score
0.569
Sharpe 1m Score
0.925
Sharpe 1y Score
0.695
Sharpe 2y Score
0.643
Sharpe 3m Score
0.472
Sharpe 5y Score
0.593
Sharpe 6m Score
0.970
Sortino 1m Score
0.783
Sortino 1y Score
0.568
Sortino 2y Score
0.521
Sortino 3m Score
0.422
Sortino 5y Score
0.494
Sortino 6m Score
0.757
Trend R2 1m Score
0.628
Trend R2 1w Score
0.017
Trend R2 1y Score
0.727
Trend R2 2y Score
0.900
Trend R2 3m Score
0.354
Trend R2 5y Score
0.962
Trend R2 6m Score
0.388
Trend Slope 1m Score
0.703
Trend Slope 1w Score
0.548
Trend Slope 1y Score
0.583
Trend Slope 2y Score
0.568
Trend Slope 3m Score
0.554
Trend Slope 5y Score
0.561
Trend Slope 6m Score
0.587
Volatility 1m Score
0.231
Volatility 1w Score
0.315
Volatility 1y Score
0.212
Volatility 2y Score
0.248
Volatility 3m Score
0.217
Volatility 5y Score
0.285
Volatility 6m Score
0.207
Worst Day 1y Score
0.789
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
58,452,207.639
Best Day 1y
0.071
Beta To Benchmark 1y
-0.088
Beta 3m
-0.532
Beta Change
-0.444
Beta To Sector 1y
0.386
Correlation To Benchmark 1y
-0.053
Correlation 3m
-0.327
Correlation Change
-0.275
Correlation To Sector 1y
0.385
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.947
Benchmark Independence 3m Score
0.673
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.278
Correlation Change Score
0.363
Current Drawdown Score
0.929
Distance From Sma 20 Score
0.507
Distance From Sma 200 Score
0.699
Current Drawdown
-0.046
Days Since 52w High
73
Distance From 52w High
-0.046
Distance From Sma 20
0.004
Distance From Sma 200
0.120
Distance From Sma 50
0.021
Downside Capture 1y
2.297
Downside Volatility 1m
0.180
Downside Volatility 1w
-
Downside Volatility 1y
0.199
Downside Volatility 2y
0.245
Downside Volatility 3m
0.201
Downside Volatility 5y
0.267
Downside Volatility 6m
0.191
Drawdown Recovery
1
Excess Return 1m
0.021
Excess Return 1y
0.108
Excess Return 3m
-0.100
Excess Return 6m
0.225
Expected Shortfall 95 1y
-0.025
Market Cap
10,696,549,817.429
Max Drawdown 1m
-0.048
Max Drawdown 1w
-0.019
Max Drawdown 1y
-0.127
Max Drawdown 2y
-0.140
Max Drawdown 3m
-0.072
Max Drawdown 5y
-0.219
Max Drawdown 6m
-0.127
Momentum Acceleration 1m Vs 3m
0.043
Momentum Acceleration 3m Vs 6m
-0.050
Moving Average Alignment
0.500
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.064
Return 1m
0.048
Return 1w
-0.008
Return 1y
0.331
Return 2y
0.678
Return 3m
0.014
Return 5y
1.993
Return 6m
0.325
Return Skewness 1y
0.416
Sector Excess Return 1y
0.041
Sharpe 1m
2.627
Sharpe 1y
1.473
Sharpe 2y
1.217
Sharpe 3m
0.358
Sharpe 5y
0.963
Sharpe 6m
2.852
Sortino 1m
3.268
Sortino 1y
1.546
Sortino 2y
1.170
Sortino 3m
0.380
Sortino 5y
0.953
Sortino 6m
3.057
Trend R2 1m
0.628
Trend R2 1w
0.017
Trend R2 1y
0.727
Trend R2 2y
0.900
Trend R2 3m
0.354
Trend R2 5y
0.962
Trend R2 6m
0.388
Trend 1m
0.003
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.474
Value At Risk 95 1y
-0.019
Volatility 1m
0.223
Volatility 1w
0.286
Volatility 1y
0.209
Volatility 2y
0.236
Volatility 3m
0.213
Volatility 5y
0.264
Volatility 6m
0.205
Worst Day 1y
-0.042
Distance From Sma 50 Score
0.536
Downside Volatility 1y Score
0.199
Downside Volatility 3m Score
0.201
Drawdown Recovery Score
1
Excess Return 1m Score
0.535
Excess Return 1y Score
0.680
Excess Return 3m Score
0.334
Excess Return 6m Score
0.875
Expected Shortfall 95 1y Score
0.753
Log Avg Dollar Volume 20d Score
0.589
Log Market Cap Score
0.453
Drawdown Score 1y
0.805
Drawdown Score 5y
0.781
Momentum Acceleration 1m Vs 3m Score
0.645
Momentum Acceleration 3m Vs 6m Score
0.334
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.619
Relative Volume 20d Score
0.283
Return 1m Score
0.580
Return 1y Score
0.707
Return 3m Score
0.517
Return 6m Score
0.771
Return Skewness 1y Score
0.569
Sortino 1y Score
0.568
Sortino 3m Score
0.422
Trend R2 1y Score
0.727
Trend R2 3m Score
0.354
Trend Slope 1y Score
0.583
Trend Slope 3m Score
0.554
Volatility 1y Score
0.212
Volatility 3m Score
0.217