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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

AMCR

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

AMCR

AMCR

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
0.840
Correlation To Benchmark 1y
0.326
Inverse To Benchmark 1y
0.674
Drawdown Score 1m
0.729
Drawdown Score 3m
0.687
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
0.518
Drawdown Score 1y
0.592
Drawdown Score 2y
0.600
Drawdown Score 5y
0.638
Return 1w
-0.040
Return 1m
0.112
Return 3m
0.051
Return 6m
0.059
Return 1y
-0.092
Return 2y
-0.015
Return 5y
-0.074
Sharpe 1m
3.890
Sharpe 3m
0.748
Sharpe 6m
0.488
Sharpe 1y
-0.137
Sharpe 2y
0.114
Sharpe 5y
0.066
Trend 1w
-0.011
Trend 1m
0.006
Trend 3m
0.002
Trend 6m
-0.001
Trend 1y
-0.000
Trend 2y
-0.001
Trend 5y
-0.000
Volatility 1w
0.462
Volatility 1m
0.343
Volatility 3m
0.345
Volatility 6m
0.383
Volatility 1y
0.324
Volatility 2y
0.281
Volatility 5y
0.253
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
AMCR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:17 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.128
Aptet Fit Raw Score
0.140
Aptet Fit Confidence
0.833
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.165
Force Fit Raw Score
0.177
Force Fit Confidence
0.859
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:17 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMCR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMCR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AMCR",
    "hitRates": {
      "1": 0.5192307692307693,
      "5": 0.51,
      "10": 0.4421052631578947
    },
    "hitRate1D": 0.5192307692307693,
    "comboQuality": 0.23532723714660364,
    "eligibleDays": 330,
    "fitnessScore": 0.09073639378930497,
    "lookbackDays": 30,
    "returnLift1D": 0.000041700815941713,
    "hitRateLift1D": 0.03898760813654434,
    "activationRate": 0.3181818181818182,
    "activationCount": 105,
    "baselineHitRates": {
      "1": 0.48024316109422494,
      "5": 0.5230769230769231,
      "10": 0.478125
    },
    "sampleConfidence": 0.98984126984127,
    "shadowSharpeLike": -0.09117581064371633,
    "avgForwardReturns": {
      "1": -0.00002471156817861945,
      "5": -0.00441475118930827,
      "10": -0.010219606879115507
    },
    "shadowMaxDrawdown": -0.1562541737051134,
    "shadowTotalReturn": -0.03000575811431816,
    "avgForwardReturn1D": -0.00002471156817861945,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-29",
      "2025-07-03",
      "2025-07-08",
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-16",
      "2025-07-17"
    ],
    "horizonObservationCounts": {
      "1": 104,
      "5": 100,
      "10": 95
    },
    "baselineAvgForwardReturns": {
      "1": -0.00006641238412033245,
      "5": -0.00008058889386004656,
      "10": 0.0006417536509251292
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.23532723714660364,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07870959116043096,
    "bestRawFitnessScore": 0.09073639378930497,
    "upperQuartileComboQuality": 0.1314054883099742
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1284237601815231,
    "rawScore": 0.14013208769599086,
    "confidence": 0.8328958383911561,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.20248896791167192,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.5192307692307693,
        "5": 0.51,
        "10": 0.4421052631578947
      },
      "hitRate1D": 0.5192307692307693,
      "comboQuality": 0.23532723714660364,
      "eligibleDays": 330,
      "fitnessScore": 0.09073639378930497,
      "lookbackDays": 30,
      "returnLift1D": 0.000041700815941713,
      "hitRateLift1D": 0.03898760813654434,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5230769230769231,
        "10": 0.478125
      },
      "sampleConfidence": 0.98984126984127,
      "shadowSharpeLike": -0.09117581064371633,
      "avgForwardReturns": {
        "1": -0.00002471156817861945,
        "5": -0.00441475118930827,
        "10": -0.010219606879115507
      },
      "shadowMaxDrawdown": -0.1562541737051134,
      "shadowTotalReturn": -0.03000575811431816,
      "avgForwardReturn1D": -0.00002471156817861945,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-29",
        "2025-07-03",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 100,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006641238412033245,
        "5": -0.00008058889386004656,
        "10": 0.0006417536509251292
      }
    },
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.5423728813559322,
        "5": 0.559322033898305,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5423728813559322,
      "comboQuality": 0.2340675430267642,
      "eligibleDays": 352,
      "fitnessScore": 0.08919346049956223,
      "lookbackDays": 14,
      "returnLift1D": 0.0003890423794167103,
      "hitRateLift1D": 0.06523002421307506,
      "activationRate": 0.16761363636363635,
      "activationCount": 59,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5202312138728323,
        "10": 0.4678362573099415
      },
      "sampleConfidence": 0.9977401129943504,
      "shadowSharpeLike": -0.023032944019965213,
      "avgForwardReturns": {
        "1": 0.00017780468849544695,
        "5": 0.00045081725941785515,
        "10": -0.0032034309310295978
      },
      "shadowMaxDrawdown": -0.11487306809400055,
      "shadowTotalReturn": -0.01178889014135931,
      "avgForwardReturn1D": 0.00017780468849544695,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-07-03",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16"
      ],
      "horizonObservationCounts": {
        "1": 59,
        "5": 59,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.00021123769092126337,
        "5": -0.00039583285301469576,
        "10": -0.0009033864724435727
      }
    },
    {
      "topN": 4,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.49514563106796117,
        "5": 0.47474747474747475,
        "10": 0.43617021276595747
      },
      "hitRate1D": 0.49514563106796117,
      "comboQuality": 0.18701554559228795,
      "eligibleDays": 339,
      "fitnessScore": 0.02670554649900198,
      "lookbackDays": 21,
      "returnLift1D": -0.00004565088273720313,
      "hitRateLift1D": 0.015855690239558795,
      "activationRate": 0.30678466076696165,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.47928994082840237,
        "5": 0.5209580838323353,
        "10": 0.46504559270516715
      },
      "sampleConfidence": 0.9897435897435898,
      "shadowSharpeLike": -0.12486149176876177,
      "avgForwardReturns": {
        "1": -0.00017393227800254887,
        "5": -0.007237216702301379,
        "10": -0.006553206846843702
      },
      "shadowMaxDrawdown": -0.1539505753342163,
      "shadowTotalReturn": -0.05151607849006101,
      "avgForwardReturn1D": -0.00017393227800254887,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-04-15",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012828139526534574,
        "5": -0.00018282250943860704,
        "10": -0.0005176133456461237
      }
    },
    {
      "topN": 4,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.5,
        "5": 0.475,
        "10": 0.38666666666666666
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.16704049520379813,
      "eligibleDays": 330,
      "fitnessScore": -0.003484726765086635,
      "lookbackDays": 30,
      "returnLift1D": -0.0003524767165673034,
      "hitRateLift1D": 0.019756838905775065,
      "activationRate": 0.25757575757575757,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5230769230769231,
        "10": 0.478125
      },
      "sampleConfidence": 0.987450980392157,
      "shadowSharpeLike": -0.2885539329281206,
      "avgForwardReturns": {
        "1": -0.00041888910068763583,
        "5": -0.009176510793189107,
        "10": -0.015668085574588635
      },
      "shadowMaxDrawdown": -0.1294905502015017,
      "shadowTotalReturn": -0.05920594053948269,
      "avgForwardReturn1D": -0.00041888910068763583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-07-03",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-24",
        "2025-07-25",
        "2025-08-08",
        "2025-08-11"
      ],
      "horizonObservationCounts": {
        "1": 84,
        "5": 80,
        "10": 75
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006641238412033245,
        "5": -0.00008058889386004656,
        "10": 0.0006417536509251292
      }
    },
    {
      "topN": 3,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.5,
        "5": 0.4666666666666667,
        "10": 0.34545454545454546
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.13618696924836854,
      "eligibleDays": 330,
      "fitnessScore": -0.05641207866788145,
      "lookbackDays": 30,
      "returnLift1D": -0.000747044266138031,
      "hitRateLift1D": 0.019756838905775065,
      "activationRate": 0.19696969696969696,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.48024316109422494,
        "5": 0.5230769230769231,
        "10": 0.478125
      },
      "sampleConfidence": 0.9835897435897436,
      "shadowSharpeLike": -0.40104277009338746,
      "avgForwardReturns": {
        "1": -0.0008134566502583634,
        "5": -0.009866312966700987,
        "10": -0.024583250327226344
      },
      "shadowMaxDrawdown": -0.12532185102646975,
      "shadowTotalReturn": -0.06938675465857169,
      "avgForwardReturn1D": -0.0008134566502583634,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-08",
        "2025-07-09",
        "2025-08-12",
        "2025-11-12",
        "2025-11-14",
        "2025-11-17",
        "2025-11-18",
        "2025-11-19",
        "2025-11-20",
        "2025-11-21"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 60,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.00006641238412033245,
        "5": -0.00008058889386004656,
        "10": 0.0006417536509251292
      }
    },
    {
      "topN": 3,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.4883720930232558,
        "5": 0.5647058823529412,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.4883720930232558,
      "comboQuality": 0.12981166133050942,
      "eligibleDays": 352,
      "fitnessScore": -0.0685775062602686,
      "lookbackDays": 14,
      "returnLift1D": -0.000330797889621494,
      "hitRateLift1D": 0.011229235880398647,
      "activationRate": 0.24431818181818182,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5202312138728323,
        "10": 0.4678362573099415
      },
      "sampleConfidence": 0.9976744186046512,
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      "returnLift1D": -0.004795595046085382,
      "hitRateLift1D": -0.1531531531531532,
      "activationRate": 0.04040404040404041,
      "activationCount": 12,
      "baselineHitRates": {
        "1": 0.4864864864864865,
        "5": 0.523972602739726,
        "10": 0.4912891986062718
      },
      "sampleConfidence": 0.8704726125272604,
      "shadowSharpeLike": -0.6420851444809393,
      "avgForwardReturns": {
        "1": -0.004802453185468208,
        "5": 0.011133055214387797,
        "10": 0.017157583613061543
      },
      "shadowMaxDrawdown": -0.08878347951778631,
      "shadowTotalReturn": -0.06665145701549813,
      "avgForwardReturn1D": -0.004802453185468208,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-01-07",
        "2026-01-08",
        "2026-01-09",
        "2026-02-02",
        "2026-02-05",
        "2026-02-06",
        "2026-02-11",
        "2026-02-13",
        "2026-07-06",
        "2026-07-07"
      ],
      "horizonObservationCounts": {
        "1": 12,
        "5": 12,
        "10": 11
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000068581393828269536,
        "5": 0.0003717321739223436,
        "10": 0.0007796636669876872
      }
    },
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.375,
        "5": 0.35,
        "10": 0.15789473684210525
      },
      "hitRate1D": 0.375,
      "comboQuality": 0.022355968524583967,
      "eligibleDays": 315,
      "fitnessScore": -0.4811715047448041,
      "lookbackDays": 45,
      "returnLift1D": -0.005250134485023119,
      "hitRateLift1D": -0.10907643312101911,
      "activationRate": 0.07936507936507936,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.4840764331210191,
        "5": 0.5161290322580645,
        "10": 0.4819672131147541
      },
      "sampleConfidence": 0.9680000000000001,
      "shadowSharpeLike": -1.4733456320140255,
      "avgForwardReturns": {
        "1": -0.005290216867409538,
        "5": -0.026359126217467343,
        "10": -0.05560076872191686
      },
      "shadowMaxDrawdown": -0.13949620574308774,
      "shadowTotalReturn": -0.12880367509948942,
      "avgForwardReturn1D": -0.005290216867409538,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-11-26",
        "2025-12-12",
        "2025-12-18",
        "2026-01-09",
        "2026-02-13",
        "2026-02-17",
        "2026-02-18",
        "2026-02-19",
        "2026-02-20",
        "2026-02-23"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 20,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": -0.00004008238238641873,
        "5": -0.00011022439445980853,
        "10": 0.00017861987902333161
      }
    },
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0,
        "5": 1,
        "10": 1
      },
      "hitRate1D": 0,
      "comboQuality": 0.007735054645779702,
      "eligibleDays": 297,
      "fitnessScore": -0.7179300730764616,
      "lookbackDays": 63,
      "returnLift1D": -0.019474371600421935,
      "hitRateLift1D": -0.4864864864864865,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.4864864864864865,
        "5": 0.523972602739726,
        "10": 0.4912891986062718
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      "sampleConfidence": 0.6239252713092609,
      "shadowSharpeLike": -1.0127964102541025,
      "avgForwardReturns": {
        "1": -0.019481229739804762,
        "5": 0.025096251199164588,
        "10": 0.020714305064331806
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      "shadowMaxDrawdown": -0.04081807219581557,
      "shadowTotalReturn": -0.04081807219581557,
      "avgForwardReturn1D": -0.019481229739804762,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-01-09",
        "2026-02-05"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000068581393828269536,
        "5": 0.0003717321739223436,
        "10": 0.0007796636669876872
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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": 2,
      "comboQuality": 0.2340675430267642,
      "fitnessScore": 0.08919346049956223,
      "lookbackDays": 14,
      "returnLift1D": 0.0003890423794167103,
      "activationRate": 0.16761363636363635,
      "activationCount": 59,
      "sampleConfidence": 0.9977401129943504,
      "shadowTotalReturn": -0.01178889014135931,
      "avgForwardReturn1D": 0.00017780468849544695
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.18701554559228795,
      "fitnessScore": 0.02670554649900198,
      "lookbackDays": 21,
      "returnLift1D": -0.00004565088273720313,
      "activationRate": 0.30678466076696165,
      "activationCount": 104,
      "sampleConfidence": 0.9897435897435898,
      "shadowTotalReturn": -0.05151607849006101,
      "avgForwardReturn1D": -0.00017393227800254887
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.23532723714660364,
      "fitnessScore": 0.09073639378930497,
      "lookbackDays": 30,
      "returnLift1D": 0.000041700815941713,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "sampleConfidence": 0.98984126984127,
      "shadowTotalReturn": -0.03000575811431816,
      "avgForwardReturn1D": -0.00002471156817861945
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.07322572336283457,
      "fitnessScore": -0.20839591848586494,
      "lookbackDays": 45,
      "returnLift1D": -0.0018798886920742338,
      "activationRate": 0.15555555555555556,
      "activationCount": 49,
      "sampleConfidence": 0.980952380952381,
      "shadowTotalReturn": -0.10125607394374692,
      "avgForwardReturn1D": -0.0019199710744606524
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.11591415566873349,
      "fitnessScore": -0.09697494315976363,
      "lookbackDays": 63,
      "returnLift1D": -0.0010603946714356262,
      "activationRate": 0.18855218855218855,
      "activationCount": 56,
      "sampleConfidence": 0.9833333333333334,
      "shadowTotalReturn": -0.08501337382467689,
      "avgForwardReturn1D": -0.001067252810818453
    }
  ],
  "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": "2ba4dc55320e1f185baf2c8bded24af177f88a054d2fdb343d8ec38c17f2e6d9",
    "size": 13,
    "members": [
      "AMCR",
      "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",
      "AMCR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMCR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AMCR",
    "hitRates": {
      "1": 0.5396825396825397,
      "5": 0.5396825396825397,
      "10": 0.47540983606557374
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    "hitRate1D": 0.5396825396825397,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.20737710300380616,
    "eligibleDays": 375,
    "fitnessScore": 0.055022090559228486,
    "lookbackDays": 14,
    "returnLift1D": 5.128961086720254e-7,
    "hitRateLift1D": 0.05968253968253967,
    "portfolioSize": 2,
    "activationRate": 0.168,
    "activationCount": 63,
    "baselineHitRates": {
      "1": 0.48,
      "5": 0.5202156334231806,
      "10": 0.4726775956284153
    },
    "sampleConfidence": 0.9978835978835979,
    "shadowSharpeLike": -0.11138238249853148,
    "avgForwardReturns": {
      "1": -0.00003130178595953412,
      "5": -0.00022464251734935535,
      "10": -0.0026971527622435365
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    "shadowMaxDrawdown": -0.12796522281296707,
    "shadowTotalReturn": -0.026405791151715707,
    "avgForwardReturn1D": -0.00003130178595953412,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-06",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-03-10",
      "2025-03-11",
      "2025-07-03",
      "2025-07-08",
      "2025-07-09",
      "2025-07-10"
    ],
    "horizonObservationCounts": {
      "1": 63,
      "5": 63,
      "10": 61
    },
    "baselineAvgForwardReturns": {
      "1": -0.000031814682068206145,
      "5": -0.0001097298934935897,
      "10": -0.0005548770664216739
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.20737710300380616,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.0738657790103653,
    "bestRawFitnessScore": 0.055022090559228486,
    "upperQuartileComboQuality": 0.16365054431554718
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1645647641102519,
    "rawScore": 0.1770636756751601,
    "confidence": 0.8588201502397519,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.3774908127077814,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.5396825396825397,
        "5": 0.5396825396825397,
        "10": 0.47540983606557374
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      "hitRate1D": 0.5396825396825397,
      "rankWeights": [
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      ],
      "comboQuality": 0.20737710300380616,
      "eligibleDays": 375,
      "fitnessScore": 0.055022090559228486,
      "lookbackDays": 14,
      "returnLift1D": 5.128961086720254e-7,
      "hitRateLift1D": 0.05968253968253967,
      "portfolioSize": 2,
      "activationRate": 0.168,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.48,
        "5": 0.5202156334231806,
        "10": 0.4726775956284153
      },
      "sampleConfidence": 0.9978835978835979,
      "shadowSharpeLike": -0.11138238249853148,
      "avgForwardReturns": {
        "1": -0.00003130178595953412,
        "5": -0.00022464251734935535,
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      "shadowMaxDrawdown": -0.12796522281296707,
      "shadowTotalReturn": -0.026405791151715707,
      "avgForwardReturn1D": -0.00003130178595953412,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-03-10",
        "2025-03-11",
        "2025-07-03",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 63,
        "10": 61
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      "baselineAvgForwardReturns": {
        "1": -0.000031814682068206145,
        "5": -0.0001097298934935897,
        "10": -0.0005548770664216739
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    },
    {
      "topN": 4,
      "ticker": "AMCR",
      "hitRates": {
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        "5": 0.45544554455445546,
        "10": 0.34375
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
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      "comboQuality": 0.19227361718972255,
      "eligibleDays": 359,
      "fitnessScore": 0.03423313783005977,
      "lookbackDays": 30,
      "returnLift1D": -0.00021945651984823651,
      "hitRateLift1D": 0.03634434275102799,
      "portfolioSize": 4,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.5126760563380282,
        "10": 0.44857142857142857
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      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -0.26655571326391475,
      "avgForwardReturns": {
        "1": -0.00034235027093598605,
        "5": -0.009197817315424657,
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      "shadowMaxDrawdown": -0.15937544243037183,
      "shadowTotalReturn": -0.06251422269057971,
      "avgForwardReturn1D": -0.00034235027093598605,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5238095238095238,
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      "comboQuality": 0.19227361718972255,
      "eligibleDays": 359,
      "fitnessScore": 0.03423313783005977,
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      "returnLift1D": -0.00021945651984823651,
      "hitRateLift1D": 0.03634434275102799,
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      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -0.26655571326391475,
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
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        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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        "5": 0.4430379746835443,
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      "hitRate1D": 0.5301204819277109,
      "rankWeights": [
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      "comboQuality": 0.18149170127330166,
      "eligibleDays": 359,
      "fitnessScore": 0.018619806667330232,
      "lookbackDays": 30,
      "returnLift1D": -0.0003591714034916339,
      "hitRateLift1D": 0.04265530086921504,
      "portfolioSize": 3,
      "activationRate": 0.23119777158774374,
      "activationCount": 83,
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        "5": 0.5126760563380282,
        "10": 0.44857142857142857
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      "sampleConfidence": 0.989558232931727,
      "shadowSharpeLike": -0.30387016375455295,
      "avgForwardReturns": {
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        "5": -0.009946436169455924,
        "10": -0.02355057096283365
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      "shadowMaxDrawdown": -0.13033676334767652,
      "shadowTotalReturn": -0.06242664525892061,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 79,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012289375108774954,
        "5": -0.0007209058690817998,
        "10": -0.0017497885045247878
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    },
    {
      "topN": 3,
      "ticker": "AMCR",
      "hitRates": {
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      "hitRate1D": 0.5104166666666666,
      "rankWeights": [
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      ],
      "comboQuality": 0.1736825041261094,
      "eligibleDays": 375,
      "fitnessScore": 0.006854970580118676,
      "lookbackDays": 14,
      "returnLift1D": -0.00014974116380332513,
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      "hitRateLift1D": -0.02019170333123821,
      "portfolioSize": 5,
      "activationRate": 0.21511627906976744,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.5147058823529411,
        "10": 0.4597014925373134
      },
      "sampleConfidence": 0.9882882882882884,
      "shadowSharpeLike": -1.190792787217247,
      "avgForwardReturns": {
        "1": -0.0033484289400286865,
        "5": -0.012184510223001026,
        "10": -0.029247965937031425
      },
      "shadowMaxDrawdown": -0.25770571624559524,
      "shadowTotalReturn": -0.24567328882477946,
      "avgForwardReturn1D": -0.0033484289400286865,
      "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",
        "2025-04-04",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 74,
        "5": 70,
        "10": 65
      },
      "baselineAvgForwardReturns": {
        "1": -0.00022113493282884558,
        "5": -0.0005116247257996381,
        "10": -0.0010416817268307547
      }
    },
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.2,
        "5": 0.8,
        "10": 0.6
      },
      "hitRate1D": 0.2,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.016818284848813904,
      "eligibleDays": 326,
      "fitnessScore": -0.545032002125545,
      "lookbackDays": 63,
      "returnLift1D": -0.011387310963241411,
      "hitRateLift1D": -0.28159509202453986,
      "portfolioSize": 2,
      "activationRate": 0.015337423312883436,
      "activationCount": 5,
      "baselineHitRates": {
        "1": 0.4815950920245399,
        "5": 0.5279503105590062,
        "10": 0.48264984227129337
      },
      "sampleConfidence": 0.7250000000000001,
      "shadowSharpeLike": -0.944124504402924,
      "avgForwardReturns": {
        "1": -0.011414001251706463,
        "5": 0.007290666122050848,
        "10": 0.00009304051875731467
      },
      "shadowMaxDrawdown": -0.06177548415872769,
      "shadowTotalReturn": -0.06177548415872769,
      "avgForwardReturn1D": -0.011414001251706463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-07",
        "2025-04-22",
        "2025-04-25",
        "2026-01-09",
        "2026-02-05"
      ],
      "horizonObservationCounts": {
        "1": 5,
        "5": 5,
        "10": 5
      },
      "baselineAvgForwardReturns": {
        "1": -0.000026690288465052087,
        "5": 0.0008081199106938125,
        "10": 0.0010216094475972695
      }
    },
    {
      "topN": 4,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.3958333333333333,
        "5": 0.5319148936170213,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.3958333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0137729353397697,
      "eligibleDays": 326,
      "fitnessScore": -0.5896598546670242,
      "lookbackDays": 63,
      "returnLift1D": -0.005163430326843827,
      "hitRateLift1D": -0.08576175869120656,
      "portfolioSize": 4,
      "activationRate": 0.147239263803681,
      "activationCount": 48,
      "baselineHitRates": {
        "1": 0.4815950920245399,
        "5": 0.5279503105590062,
        "10": 0.48264984227129337
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": -1.1781738497170169,
      "avgForwardReturns": {
        "1": -0.00519012061530888,
        "5": -0.0010630422650276888,
        "10": -0.002585305134142568
      },
      "shadowMaxDrawdown": -0.2621649005429594,
      "shadowTotalReturn": -0.2486491533364783,
      "avgForwardReturn1D": -0.00519012061530888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 47,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": -0.000026690288465052087,
        "5": 0.0008081199106938125,
        "10": 0.0010216094475972695
      }
    },
    {
      "topN": 5,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.3958333333333333,
        "5": 0.5319148936170213,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.3958333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0137729353397697,
      "eligibleDays": 326,
      "fitnessScore": -0.5896598546670242,
      "lookbackDays": 63,
      "returnLift1D": -0.005163430326843827,
      "hitRateLift1D": -0.08576175869120656,
      "portfolioSize": 5,
      "activationRate": 0.147239263803681,
      "activationCount": 48,
      "baselineHitRates": {
        "1": 0.4815950920245399,
        "5": 0.5279503105590062,
        "10": 0.48264984227129337
      },
      "sampleConfidence": 0.9944444444444445,
      "shadowSharpeLike": -1.1781738497170169,
      "avgForwardReturns": {
        "1": -0.00519012061530888,
        "5": -0.0010630422650276888,
        "10": -0.002585305134142568
      },
      "shadowMaxDrawdown": -0.2621649005429594,
      "shadowTotalReturn": -0.2486491533364783,
      "avgForwardReturn1D": -0.00519012061530888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 47,
        "10": 45
      },
      "baselineAvgForwardReturns": {
        "1": -0.000026690288465052087,
        "5": 0.0008081199106938125,
        "10": 0.0010216094475972695
      }
    },
    {
      "topN": 2,
      "ticker": "AMCR",
      "hitRates": {
        "1": 0.36666666666666664,
        "5": 0.2692307692307692,
        "10": 0.12
      },
      "hitRate1D": 0.36666666666666664,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.013625293189238307,
      "eligibleDays": 344,
      "fitnessScore": -0.5920638591777686,
      "lookbackDays": 45,
      "returnLift1D": -0.005889434631267849,
      "hitRateLift1D": -0.11298449612403105,
      "portfolioSize": 2,
      "activationRate": 0.0872093023255814,
      "activationCount": 30,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.5147058823529411,
        "10": 0.4597014925373134
      },
      "sampleConfidence": 0.9800000000000001,
      "shadowSharpeLike": -1.7996788350095532,
      "avgForwardReturns": {
        "1": -0.006110569564096694,
        "5": -0.026838648034523568,
        "10": -0.05017915440164899
      },
      "shadowMaxDrawdown": -0.1789338314533565,
      "shadowTotalReturn": -0.1789338314533565,
      "avgForwardReturn1D": -0.006110569564096694,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-11-26",
        "2025-12-12",
        "2025-12-18",
        "2026-01-09"
      ],
      "horizonObservationCounts": {
        "1": 30,
        "5": 26,
        "10": 25
      },
      "baselineAvgForwardReturns": {
        "1": -0.00022113493282884558,
        "5": -0.0005116247257996381,
        "10": -0.0010416817268307547
      }
    }
  ],
  "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": 0.20737710300380616,
      "fitnessScore": 0.055022090559228486,
      "lookbackDays": 14,
      "returnLift1D": 5.128961086720254e-7,
      "activationRate": 0.168,
      "activationCount": 63,
      "sampleConfidence": 0.9978835978835979,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.026405791151715707,
      "avgForwardReturn1D": -0.00003130178595953412
    },
    {
      "comboQuality": 0.16030655771202645,
      "fitnessScore": -0.014308759714965334,
      "lookbackDays": 21,
      "returnLift1D": -0.0004359268934783429,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.08786759333958671,
      "avgForwardReturn1D": -0.00041006731909676823
    },
    {
      "comboQuality": 0.19227361718972255,
      "fitnessScore": 0.03423313783005977,
      "lookbackDays": 30,
      "returnLift1D": -0.00021945651984823651,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "sampleConfidence": 0.9917460317460318,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06251422269057971,
      "avgForwardReturn1D": -0.00034235027093598605
    },
    {
      "comboQuality": 0.03582295770511139,
      "fitnessScore": -0.374390912745588,
      "lookbackDays": 45,
      "returnLift1D": -0.0027968631124045957,
      "activationRate": 0.17151162790697674,
      "activationCount": 59,
      "sampleConfidence": 0.9875706214689266,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.1795430730940223,
      "avgForwardReturn1D": -0.003017998045233441
    },
    {
      "comboQuality": 0.03496887385591168,
      "fitnessScore": -0.37989444186597915,
      "lookbackDays": 63,
      "returnLift1D": -0.003939683956066708,
      "activationRate": 0.06441717791411043,
      "activationCount": 21,
      "sampleConfidence": 0.9968253968253968,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.09488485896743837,
      "avgForwardReturn1D": -0.00396637424453176
    }
  ],
  "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": "2ba4dc55320e1f185baf2c8bded24af177f88a054d2fdb343d8ec38c17f2e6d9",
    "size": 13,
    "members": [
      "AMCR",
      "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
0.512
Liquidity
0.720
Momentum
0.611
Relative strength
0.433
Trend quality
0.262
Stability
0.566
Aggression
0.451
Downside risk
0.597
Drawdown state
0.747
Quality momentum
0.476
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.674
Benchmark Independence 3m Score
0.611
Beta 1y Profile Score
0.336
Beta 3m Profile Score
0.410
Beta Change Score
0.592
Correlation Change Score
0.531
Current Drawdown Score
0.636
Days Since 52w High Score
0.377
Distance From 52w High Score
0.814
Distance From Sma 20 Score
0.536
Distance From Sma 200 Score
0.595
Distance From Sma 50 Score
0.646
Downside Volatility 1m Score
0.402
Downside Volatility 1y Score
0.375
Downside Volatility 2y Score
0.316
Downside Volatility 3m Score
0.339
Downside Volatility 5y Score
0.279
Downside Volatility 6m Score
0.390
Drawdown Recovery Score
0.871
Excess Return 1m Score
0.642
Excess Return 1y Score
0
Excess Return 3m Score
0.397
Excess Return 6m Score
0.431
Expected Shortfall 95 1y Score
0.521
Log Avg Dollar Volume 20d Score
0.720
Log Market Cap Score
0.512
Drawdown Score 1m
0.729
Drawdown Score 1y
0.592
Drawdown Score 2y
0.600
Drawdown Score 3m
0.687
Drawdown Score 5y
0.638
Drawdown Score 6m
0.518
Momentum Acceleration 1m Vs 3m Score
0.817
Momentum Acceleration 3m Vs 6m Score
0.524
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.914
Relative Strength Slope 3m Score
0.522
Relative Volume 20d Score
0.217
Return 1m Score
0.687
Return 1w Score
0.365
Return 1y Score
0.442
Return 2y Score
0.281
Return 3m Score
0.564
Return 5y Score
0.071
Return 6m Score
0.549
Return Skewness 1y Score
0.444
Sharpe 1m Score
1
Sharpe 1y Score
0.373
Sharpe 2y Score
0.423
Sharpe 3m Score
0.550
Sharpe 5y Score
0.413
Sharpe 6m Score
0.498
Sortino 1m Score
0.849
Sortino 1y Score
0.358
Sortino 2y Score
0.389
Sortino 3m Score
0.481
Sortino 5y Score
0.383
Sortino 6m Score
0.443
Trend R2 1m Score
0.707
Trend R2 1w Score
0.572
Trend R2 1y Score
0.092
Trend R2 2y Score
0.605
Trend R2 3m Score
0.274
Trend R2 5y Score
0.338
Trend R2 6m Score
0.182
Trend Slope 1m Score
0.853
Trend Slope 1w Score
0
Trend Slope 1y Score
0.481
Trend Slope 2y Score
0.469
Trend Slope 3m Score
0.597
Trend Slope 5y Score
0.491
Trend Slope 6m Score
0.442
Volatility 1m Score
0.390
Volatility 1w Score
0.549
Volatility 1y Score
0.365
Volatility 2y Score
0.309
Volatility 3m Score
0.393
Volatility 5y Score
0.271
Volatility 6m Score
0.444
Worst Day 1y Score
0.406
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
144,775,583.553
Best Day 1y
0.085
Beta To Benchmark 1y
0.840
Beta 3m
1.025
Beta Change
0.185
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.326
Correlation 3m
0.389
Correlation Change
0.063
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.674
Benchmark Independence 3m Score
0.611
Beta 1y Profile Score
0.336
Beta 3m Profile Score
0.410
Beta Change Score
0.592
Correlation Change Score
0.531
Current Drawdown Score
0.636
Distance From Sma 20 Score
0.536
Distance From Sma 200 Score
0.595
Current Drawdown
-0.237
Days Since 52w High
95
Distance From 52w High
-0.121
Distance From Sma 20
0.021
Distance From Sma 200
0.057
Distance From Sma 50
0.088
Downside Capture 1y
1.098
Downside Volatility 1m
0.351
Downside Volatility 1w
-
Downside Volatility 1y
0.331
Downside Volatility 2y
0.287
Downside Volatility 3m
0.304
Downside Volatility 5y
0.260
Downside Volatility 6m
0.342
Drawdown Recovery
0.741
Excess Return 1m
0.085
Excess Return 1y
-0.315
Excess Return 3m
-0.062
Excess Return 6m
-0.042
Expected Shortfall 95 1y
-0.048
Market Cap
19,677,433,201.335
Max Drawdown 1m
-0.068
Max Drawdown 1w
-0.068
Max Drawdown 1y
-0.265
Max Drawdown 2y
-0.320
Max Drawdown 3m
-0.125
Max Drawdown 5y
-0.362
Max Drawdown 6m
-0.265
Momentum Acceleration 1m Vs 3m
0.095
Momentum Acceleration 3m Vs 6m
0.007
Moving Average Alignment
0
Relative Strength Acceleration
0.007
Relative Strength Slope 3m
0.000
Relative Volume 20d
0.886
Return 1m
0.112
Return 1w
-0.040
Return 1y
-0.092
Return 2y
-0.015
Return 3m
0.051
Return 5y
-0.074
Return 6m
0.059
Return Skewness 1y
-0.338
Sector Excess Return 1y
-
Sharpe 1m
3.890
Sharpe 1y
-0.137
Sharpe 2y
0.114
Sharpe 3m
0.748
Sharpe 5y
0.066
Sharpe 6m
0.488
Sortino 1m
3.795
Sortino 1y
-0.134
Sortino 2y
0.111
Sortino 3m
0.848
Sortino 5y
0.064
Sortino 6m
0.546
Trend R2 1m
0.707
Trend R2 1w
0.572
Trend R2 1y
0.092
Trend R2 2y
0.605
Trend R2 3m
0.274
Trend R2 5y
0.338
Trend R2 6m
0.182
Trend 1m
0.006
Trend 1w
-0.011
Trend 1y
-0.000
Trend 2y
-0.001
Trend 3m
0.002
Trend 5y
-0.000
Trend 6m
-0.001
Upside Capture 1y
0.676
Value At Risk 95 1y
-0.028
Volatility 1m
0.343
Volatility 1w
0.462
Volatility 1y
0.324
Volatility 2y
0.281
Volatility 3m
0.345
Volatility 5y
0.253
Volatility 6m
0.383
Worst Day 1y
-0.119
Distance From Sma 50 Score
0.646
Downside Volatility 1y Score
0.375
Downside Volatility 3m Score
0.339
Drawdown Recovery Score
0.871
Excess Return 1m Score
0.642
Excess Return 1y Score
0
Excess Return 3m Score
0.397
Excess Return 6m Score
0.431
Expected Shortfall 95 1y Score
0.521
Log Avg Dollar Volume 20d Score
0.720
Log Market Cap Score
0.512
Drawdown Score 1y
0.592
Drawdown Score 5y
0.638
Momentum Acceleration 1m Vs 3m Score
0.817
Momentum Acceleration 3m Vs 6m Score
0.524
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.914
Relative Volume 20d Score
0.217
Return 1m Score
0.687
Return 1y Score
0.442
Return 3m Score
0.564
Return 6m Score
0.549
Return Skewness 1y Score
0.444
Sortino 1y Score
0.358
Sortino 3m Score
0.481
Trend R2 1y Score
0.092
Trend R2 3m Score
0.274
Trend Slope 1y Score
0.481
Trend Slope 3m Score
0.597
Volatility 1y Score
0.365
Volatility 3m Score
0.393