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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

APH

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

Research Detail

APH

APH

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.736
Correlation To Benchmark 1y
0.505
Inverse To Benchmark 1y
0.495
Drawdown Score 1m
0.589
Drawdown Score 3m
0.450
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
0.487
Drawdown Score 1y
0.566
Drawdown Score 2y
0.648
Drawdown Score 5y
0.713
Return 1w
-0.034
Return 1m
0.034
Return 3m
0.157
Return 6m
0.149
Return 1y
0.631
Return 2y
1.376
Return 5y
3.826
Sharpe 1m
1.112
Sharpe 3m
1.455
Sharpe 6m
0.791
Sharpe 1y
1.352
Sharpe 2y
1.274
Sharpe 5y
1.168
Trend 1w
-0.007
Trend 1m
0.003
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.465
Volatility 1m
0.446
Volatility 3m
0.479
Volatility 6m
0.531
Volatility 1y
0.431
Volatility 2y
0.405
Volatility 5y
0.311
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
APH
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:31 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
98%
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
drawdown_recovery_score
Aptet Fit Score
0.970
Aptet Fit Raw Score
0.974
Aptet Fit Confidence
0.991
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.960
Force Fit Raw Score
0.966
Force Fit Confidence
0.987
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:31 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "APH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "APH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "APH",
    "hitRates": {
      "1": 0.5974025974025974,
      "5": 0.6651982378854625,
      "10": 0.7027027027027027
    },
    "hitRate1D": 0.5974025974025974,
    "comboQuality": 0.9991109165390011,
    "eligibleDays": 315,
    "fitnessScore": 1.8953745925284295,
    "lookbackDays": 45,
    "returnLift1D": 0.0006112255040166986,
    "hitRateLift1D": 0.024154189759285294,
    "activationRate": 0.7365079365079366,
    "activationCount": 232,
    "baselineHitRates": {
      "1": 0.5732484076433121,
      "5": 0.6483870967741936,
      "10": 0.6819672131147541
    },
    "sampleConfidence": 0.9954022988505747,
    "shadowSharpeLike": 2.252974264332319,
    "avgForwardReturns": {
      "1": 0.00375476958004115,
      "5": 0.012158962866553678,
      "10": 0.023433198576441175
    },
    "shadowMaxDrawdown": -0.15454244439766462,
    "shadowTotalReturn": 1.2266150666740736,
    "avgForwardReturn1D": 0.00375476958004115,
    "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": 231,
      "5": 227,
      "10": 222
    },
    "baselineAvgForwardReturns": {
      "1": 0.0031435440760244513,
      "5": 0.01378678702329246,
      "10": 0.02716676064342903
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9991109165390011,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9618988283009995,
    "bestRawFitnessScore": 1.8953745925284295,
    "upperQuartileComboQuality": 0.9857271764474549
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9695415143402429,
    "rawScore": 0.9737983023729911,
    "confidence": 0.9912573517074837,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.9499090117880025,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9637016972993871,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5974025974025974,
        "5": 0.6651982378854625,
        "10": 0.7027027027027027
      },
      "hitRate1D": 0.5974025974025974,
      "comboQuality": 0.9991109165390011,
      "eligibleDays": 315,
      "fitnessScore": 1.8953745925284295,
      "lookbackDays": 45,
      "returnLift1D": 0.0006112255040166986,
      "hitRateLift1D": 0.024154189759285294,
      "activationRate": 0.7365079365079366,
      "activationCount": 232,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6483870967741936,
        "10": 0.6819672131147541
      },
      "sampleConfidence": 0.9954022988505747,
      "shadowSharpeLike": 2.252974264332319,
      "avgForwardReturns": {
        "1": 0.00375476958004115,
        "5": 0.012158962866553678,
        "10": 0.023433198576441175
      },
      "shadowMaxDrawdown": -0.15454244439766462,
      "shadowTotalReturn": 1.2266150666740736,
      "avgForwardReturn1D": 0.00375476958004115,
      "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": 231,
        "5": 227,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031435440760244513,
        "5": 0.01378678702329246,
        "10": 0.02716676064342903
      }
    },
    {
      "topN": 5,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5907172995780591,
        "5": 0.6695278969957081,
        "10": 0.6973684210526315
      },
      "hitRate1D": 0.5907172995780591,
      "comboQuality": 0.9989893167803287,
      "eligibleDays": 315,
      "fitnessScore": 1.8671458560273666,
      "lookbackDays": 45,
      "returnLift1D": 0.0005078899311647313,
      "hitRateLift1D": 0.01746889193474699,
      "activationRate": 0.7555555555555555,
      "activationCount": 238,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6483870967741936,
        "10": 0.6819672131147541
      },
      "sampleConfidence": 0.9955182072829132,
      "shadowSharpeLike": 2.2007765140035227,
      "avgForwardReturns": {
        "1": 0.0036514340071891827,
        "5": 0.011870774077486485,
        "10": 0.023118245623958332
      },
      "shadowMaxDrawdown": -0.18412398763618354,
      "shadowTotalReturn": 1.2148578624419577,
      "avgForwardReturn1D": 0.0036514340071891827,
      "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": 237,
        "5": 233,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.0031435440760244513,
        "5": 0.01378678702329246,
        "10": 0.02716676064342903
      }
    },
    {
      "topN": 2,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5989847715736041,
        "5": 0.6717948717948717,
        "10": 0.7098445595854922
      },
      "hitRate1D": 0.5989847715736041,
      "comboQuality": 0.9923017571163179,
      "eligibleDays": 330,
      "fitnessScore": 1.4189877320705793,
      "lookbackDays": 30,
      "returnLift1D": 0.00037870779677376095,
      "hitRateLift1D": 0.02451668646722105,
      "activationRate": 0.5969696969696969,
      "activationCount": 197,
      "baselineHitRates": {
        "1": 0.574468085106383,
        "5": 0.6492307692307693,
        "10": 0.6875
      },
      "sampleConfidence": 0.9979695431472082,
      "shadowSharpeLike": 1.898970273328443,
      "avgForwardReturns": {
        "1": 0.0034236409488777454,
        "5": 0.01499847212716445,
        "10": 0.026476503856813726
      },
      "shadowMaxDrawdown": -0.12405044118316211,
      "shadowTotalReturn": 0.8454747589368936,
      "avgForwardReturn1D": 0.0034236409488777454,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 197,
        "5": 195,
        "10": 193
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030449331521039845,
        "5": 0.015295317890860142,
        "10": 0.031748558463420354
      }
    },
    {
      "topN": 3,
      "ticker": "APH",
      "hitRates": {
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        "5": 0.6511627906976745,
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      "hitRate1D": 0.5944700460829493,
      "comboQuality": 0.9884795974470504,
      "eligibleDays": 330,
      "fitnessScore": 1.3294506488791353,
      "lookbackDays": 30,
      "returnLift1D": -0.0000824798417934907,
      "hitRateLift1D": 0.020001960976566258,
      "activationRate": 0.6575757575757576,
      "activationCount": 217,
      "baselineHitRates": {
        "1": 0.574468085106383,
        "5": 0.6492307692307693,
        "10": 0.6875
      },
      "sampleConfidence": 0.9975422427035331,
      "shadowSharpeLike": 1.689917032927718,
      "avgForwardReturns": {
        "1": 0.0029624533103104938,
        "5": 0.011870209680102876,
        "10": 0.023101897936326915
      },
      "shadowMaxDrawdown": -0.20029558535431324,
      "shadowTotalReturn": 0.7851030978953784,
      "avgForwardReturn1D": 0.0029624533103104938,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 217,
        "5": 215,
        "10": 211
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030449331521039845,
        "5": 0.015295317890860142,
        "10": 0.031748558463420354
      }
    },
    {
      "topN": 5,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5895196506550219,
        "5": 0.6462882096069869,
        "10": 0.6769911504424779
      },
      "hitRate1D": 0.5895196506550219,
      "comboQuality": 0.9872018773900708,
      "eligibleDays": 339,
      "fitnessScore": 1.3060267344787555,
      "lookbackDays": 21,
      "returnLift1D": -0.00025016110121068094,
      "hitRateLift1D": 0.015555153613601713,
      "activationRate": 0.6755162241887905,
      "activationCount": 229,
      "baselineHitRates": {
        "1": 0.5739644970414202,
        "5": 0.6437125748502994,
        "10": 0.6747720364741642
      },
      "sampleConfidence": 0.9991266375545852,
      "shadowSharpeLike": 1.5207470612776852,
      "avgForwardReturns": {
        "1": 0.002802830181310613,
        "5": 0.010812063972641022,
        "10": 0.023728347815225148
      },
      "shadowMaxDrawdown": -0.18377029788412114,
      "shadowTotalReturn": 0.7629456605468181,
      "avgForwardReturn1D": 0.002802830181310613,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 229,
        "5": 229,
        "10": 226
      },
      "baselineAvgForwardReturns": {
        "1": 0.003052991282521294,
        "5": 0.014363725887915348,
        "10": 0.029417737618746005
      }
    },
    {
      "topN": 4,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5911330049261084,
        "5": 0.6945812807881774,
        "10": 0.7277227722772277
      },
      "hitRate1D": 0.5911330049261084,
      "comboQuality": 0.9852356094665828,
      "eligibleDays": 297,
      "fitnessScore": 1.2741457661576652,
      "lookbackDays": 63,
      "returnLift1D": 0.0005411581971925404,
      "hitRateLift1D": 0.026943815736919285,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5641891891891891,
        "5": 0.6301369863013698,
        "10": 0.662020905923345
      },
      "sampleConfidence": 0.9996715927750411,
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        "1": 0.0018482705715211938,
        "5": 0.007956408108023111,
        "10": 0.016710002676308098
      },
      "shadowMaxDrawdown": -0.20591434333656056,
      "shadowTotalReturn": 0.30986240608663485,
      "avgForwardReturn1D": 0.0018482705715211938,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 190,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029640310043054577,
        "5": 0.014826132062341348,
        "10": 0.029134825370734356
      }
    },
    {
      "topN": 3,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5665024630541872,
        "5": 0.6403940886699507,
        "10": 0.6650246305418719
      },
      "hitRate1D": 0.5665024630541872,
      "comboQuality": 0.7275169117629163,
      "eligibleDays": 339,
      "fitnessScore": 0.5660533527950263,
      "lookbackDays": 21,
      "returnLift1D": -0.001732073798325977,
      "hitRateLift1D": -0.007462033987232997,
      "activationRate": 0.5988200589970502,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5739644970414202,
        "5": 0.6437125748502994,
        "10": 0.6747720364741642
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.666512992328763,
      "avgForwardReturns": {
        "1": 0.0013209174841953169,
        "5": 0.008523644157902648,
        "10": 0.01820296256155184
      },
      "shadowMaxDrawdown": -0.24936429346525812,
      "shadowTotalReturn": 0.22017669716463972,
      "avgForwardReturn1D": 0.0013209174841953169,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.003052991282521294,
        "5": 0.014363725887915348,
        "10": 0.029417737618746005
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    },
    {
      "topN": 2,
      "ticker": "APH",
      "hitRates": {
        "1": 0.54375,
        "5": 0.6375,
        "10": 0.63125
      },
      "hitRate1D": 0.54375,
      "comboQuality": 0.5989253747899977,
      "eligibleDays": 352,
      "fitnessScore": 0.4382176899104483,
      "lookbackDays": 14,
      "returnLift1D": -0.0014434972779843673,
      "hitRateLift1D": -0.02482142857142866,
      "activationRate": 0.45454545454545453,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5685714285714286,
        "5": 0.6445086705202312,
        "10": 0.6695906432748538
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6109585637987207,
      "avgForwardReturns": {
        "1": 0.0015205337263210904,
        "5": 0.008554251341497881,
        "10": 0.015224653171429667
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      "shadowMaxDrawdown": -0.22159651620636545,
      "shadowTotalReturn": 0.18788176869915962,
      "avgForwardReturn1D": 0.0015205337263210904,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 160,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029640310043054577,
        "5": 0.014826132062341348,
        "10": 0.029134825370734356
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9381592402316351,
      "fitnessScore": 0.9482585422142934,
      "lookbackDays": 14,
      "returnLift1D": -0.0006808410615683192,
      "activationRate": 0.6221590909090909,
      "activationCount": 219,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.5092352354446321,
      "avgForwardReturn1D": 0.0022831899427371385
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9872018773900708,
      "fitnessScore": 1.3060267344787555,
      "lookbackDays": 21,
      "returnLift1D": -0.00025016110121068094,
      "activationRate": 0.6755162241887905,
      "activationCount": 229,
      "sampleConfidence": 0.9991266375545852,
      "shadowTotalReturn": 0.7629456605468181,
      "avgForwardReturn1D": 0.002802830181310613
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9923017571163179,
      "fitnessScore": 1.4189877320705793,
      "lookbackDays": 30,
      "returnLift1D": 0.00037870779677376095,
      "activationRate": 0.5969696969696969,
      "activationCount": 197,
      "sampleConfidence": 0.9979695431472082,
      "shadowTotalReturn": 0.8454747589368936,
      "avgForwardReturn1D": 0.0034236409488777454
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9991109165390011,
      "fitnessScore": 1.8953745925284295,
      "lookbackDays": 45,
      "returnLift1D": 0.0006112255040166986,
      "activationRate": 0.7365079365079366,
      "activationCount": 232,
      "sampleConfidence": 0.9954022988505747,
      "shadowTotalReturn": 1.2266150666740736,
      "avgForwardReturn1D": 0.00375476958004115
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9852356094665828,
      "fitnessScore": 1.2741457661576652,
      "lookbackDays": 63,
      "returnLift1D": 0.0005411581971925404,
      "activationRate": 0.6835016835016835,
      "activationCount": 203,
      "sampleConfidence": 0.9996715927750411,
      "shadowTotalReturn": 0.7090649496767163,
      "avgForwardReturn1D": 0.0029095542216461628
    }
  ],
  "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": "f22daa59dcbebfe099b11a5f7916fee2edc574b6b559294538557091ca50ccf4",
    "size": 13,
    "members": [
      "APH",
      "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",
      "APH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "APH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "APH",
    "hitRates": {
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      "5": 0.6637931034482759,
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    "hitRate1D": 0.597457627118644,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9989548400068228,
    "eligibleDays": 344,
    "fitnessScore": 1.8597587109466358,
    "lookbackDays": 45,
    "returnLift1D": 0.0005752760260005754,
    "hitRateLift1D": 0.021876231769806798,
    "portfolioSize": 4,
    "activationRate": 0.686046511627907,
    "activationCount": 236,
    "baselineHitRates": {
      "1": 0.5755813953488372,
      "5": 0.65,
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    "sampleConfidence": 0.9963276836158192,
    "shadowSharpeLike": 2.1260604334434547,
    "avgForwardReturns": {
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      "5": 0.013296212099668333,
      "10": 0.027288618894110342
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    "shadowMaxDrawdown": -0.15454244439766496,
    "shadowTotalReturn": 1.223378001668209,
    "avgForwardReturn1D": 0.0036799571051630395,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 236,
      "5": 232,
      "10": 227
    },
    "baselineAvgForwardReturns": {
      "1": 0.003104681079162464,
      "5": 0.015214082935717485,
      "10": 0.0304781420140718
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9989548400068228,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9430502743165644,
    "bestRawFitnessScore": 1.8597587109466358,
    "upperQuartileComboQuality": 0.9909343209658324
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9598034536928107,
    "rawScore": 0.9658709257622083,
    "confidence": 0.9874362672950124,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.8998626646908119,
    "recommendedRegion": {
      "lookbackDays": [
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        30,
        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9553700489655055,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "APH",
      "hitRates": {
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        "5": 0.6637931034482759,
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      "hitRate1D": 0.597457627118644,
      "rankWeights": [
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      "comboQuality": 0.9989548400068228,
      "eligibleDays": 344,
      "fitnessScore": 1.8597587109466358,
      "lookbackDays": 45,
      "returnLift1D": 0.0005752760260005754,
      "hitRateLift1D": 0.021876231769806798,
      "portfolioSize": 4,
      "activationRate": 0.686046511627907,
      "activationCount": 236,
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      "sampleConfidence": 0.9963276836158192,
      "shadowSharpeLike": 2.1260604334434547,
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      "shadowMaxDrawdown": -0.15454244439766496,
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      "riskOffActivations": 0,
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        "2025-04-11",
        "2025-04-14",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
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      "horizonObservationCounts": {
        "1": 236,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9989548400068228,
      "eligibleDays": 344,
      "fitnessScore": 1.8597587109466358,
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      "returnLift1D": 0.0005752760260005754,
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      "sampleConfidence": 0.9963276836158192,
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      "shadowMaxDrawdown": -0.15454244439766496,
      "shadowTotalReturn": 1.223378001668209,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9957024414978463,
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      "sampleConfidence": 0.9996955859969558,
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      "comboQuality": 0.9957024414978463,
      "eligibleDays": 326,
      "fitnessScore": 1.547988305400445,
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      "returnLift1D": 0.0001125744623957114,
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      "shadowSharpeLike": 1.959455687021431,
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      "shadowMaxDrawdown": -0.18200321231389793,
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      "riskOffActivations": 0,
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        "2025-05-07",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "comboQuality": 0.9913270645074018,
      "eligibleDays": 359,
      "fitnessScore": 1.39254418416568,
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      "shadowMaxDrawdown": -0.30339748636380515,
      "shadowTotalReturn": 0.2674726298600596,
      "avgForwardReturn1D": 0.0015990544774019204,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 205,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022473757223734547,
        "5": 0.01200839110473821,
        "10": 0.02510853683600038
      }
    },
    {
      "topN": 5,
      "ticker": "APH",
      "hitRates": {
        "1": 0.551219512195122,
        "5": 0.6390243902439025,
        "10": 0.6341463414634146
      },
      "hitRate1D": 0.551219512195122,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7194745237963084,
      "eligibleDays": 375,
      "fitnessScore": 0.5572084459282649,
      "lookbackDays": 14,
      "returnLift1D": -0.0006483212449715343,
      "hitRateLift1D": -0.0061138211382113505,
      "portfolioSize": 5,
      "activationRate": 0.5466666666666666,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5573333333333333,
        "5": 0.6145552560646901,
        "10": 0.6475409836065574
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6834344861798838,
      "avgForwardReturns": {
        "1": 0.0015990544774019204,
        "5": 0.008054887625916178,
        "10": 0.016530005514334985
      },
      "shadowMaxDrawdown": -0.30339748636380515,
      "shadowTotalReturn": 0.2674726298600596,
      "avgForwardReturn1D": 0.0015990544774019204,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 205,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022473757223734547,
        "5": 0.01200839110473821,
        "10": 0.02510853683600038
      }
    },
    {
      "topN": 3,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5665024630541872,
        "5": 0.6403940886699507,
        "10": 0.6650246305418719
      },
      "hitRate1D": 0.5665024630541872,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7070459739203756,
      "eligibleDays": 368,
      "fitnessScore": 0.5438376003115653,
      "lookbackDays": 21,
      "returnLift1D": -0.0012515559339006984,
      "hitRateLift1D": 0.006719854358534949,
      "portfolioSize": 3,
      "activationRate": 0.5516304347826086,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5597826086956522,
        "5": 0.6181318681318682,
        "10": 0.6518105849582173
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6397420941880431,
      "avgForwardReturns": {
        "1": 0.0013209174841953169,
        "5": 0.008523644157902648,
        "10": 0.01820296256155184
      },
      "shadowMaxDrawdown": -0.24936429346525812,
      "shadowTotalReturn": 0.22017669716463972,
      "avgForwardReturn1D": 0.0013209174841953169,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 203,
        "5": 203,
        "10": 203
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025724734180960153,
        "5": 0.012651093402184866,
        "10": 0.026083135295547837
      }
    },
    {
      "topN": 3,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.6354166666666666,
        "10": 0.6302083333333334
      },
      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.505219389317947,
      "eligibleDays": 375,
      "fitnessScore": 0.35459322944313576,
      "lookbackDays": 14,
      "returnLift1D": -0.0011630337833813725,
      "hitRateLift1D": -0.015666666666666718,
      "portfolioSize": 3,
      "activationRate": 0.512,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5573333333333333,
        "5": 0.6145552560646901,
        "10": 0.6475409836065574
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4171499365148302,
      "avgForwardReturns": {
        "1": 0.0010843419389920822,
        "5": 0.006984172264383981,
        "10": 0.015472379138302425
      },
      "shadowMaxDrawdown": -0.29773717917789766,
      "shadowTotalReturn": 0.12429604750574508,
      "avgForwardReturn1D": 0.0010843419389920822,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 192,
        "10": 192
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022473757223734547,
        "5": 0.01200839110473821,
        "10": 0.02510853683600038
      }
    },
    {
      "topN": 2,
      "ticker": "APH",
      "hitRates": {
        "1": 0.5370370370370371,
        "5": 0.6296296296296297,
        "10": 0.6234567901234568
      },
      "hitRate1D": 0.5370370370370371,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.33035840193347654,
      "eligibleDays": 375,
      "fitnessScore": 0.19455580792785698,
      "lookbackDays": 14,
      "returnLift1D": -0.0016281927599732856,
      "hitRateLift1D": -0.020296296296296257,
      "portfolioSize": 2,
      "activationRate": 0.432,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5573333333333333,
        "5": 0.6145552560646901,
        "10": 0.6475409836065574
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.18566211911875413,
      "avgForwardReturns": {
        "1": 0.0006191829624001691,
        "5": 0.007394591042450586,
        "10": 0.013776177737557245
      },
      "shadowMaxDrawdown": -0.2528351117391092,
      "shadowTotalReturn": 0.019596234876800178,
      "avgForwardReturn1D": 0.0006191829624001691,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022473757223734547,
        "5": 0.01200839110473821,
        "10": 0.02510853683600038
      }
    }
  ],
  "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": 0.7194745237963084,
      "fitnessScore": 0.5572084459282649,
      "lookbackDays": 14,
      "returnLift1D": -0.0006483212449715343,
      "activationRate": 0.5466666666666666,
      "activationCount": 205,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2674726298600596,
      "avgForwardReturn1D": 0.0015990544774019204
    },
    {
      "comboQuality": 0.9430502743165644,
      "fitnessScore": 0.9675291586847736,
      "lookbackDays": 21,
      "returnLift1D": -0.0003090158744664495,
      "activationRate": 0.595108695652174,
      "activationCount": 219,
      "sampleConfidence": 0.9993911719939118,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5193390670238687,
      "avgForwardReturn1D": 0.002263457543629566
    },
    {
      "comboQuality": 0.9913270645074018,
      "fitnessScore": 1.39254418416568,
      "lookbackDays": 30,
      "returnLift1D": 0.0007393082220512508,
      "activationRate": 0.5487465181058496,
      "activationCount": 197,
      "sampleConfidence": 0.9979695431472082,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.8454747589368936,
      "avgForwardReturn1D": 0.0034236409488777454
    },
    {
      "comboQuality": 0.9989548400068228,
      "fitnessScore": 1.8597587109466358,
      "lookbackDays": 45,
      "returnLift1D": 0.0005752760260005754,
      "activationRate": 0.686046511627907,
      "activationCount": 236,
      "sampleConfidence": 0.9963276836158192,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.223378001668209,
      "avgForwardReturn1D": 0.0036799571051630395
    },
    {
      "comboQuality": 0.9957024414978463,
      "fitnessScore": 1.547988305400445,
      "lookbackDays": 63,
      "returnLift1D": 0.0001125744623957114,
      "activationRate": 0.6717791411042945,
      "activationCount": 219,
      "sampleConfidence": 0.9996955859969558,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9529631394554015,
      "avgForwardReturn1D": 0.0033148418702299777
    }
  ],
  "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": "f22daa59dcbebfe099b11a5f7916fee2edc574b6b559294538557091ca50ccf4",
    "size": 13,
    "members": [
      "APH",
      "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
0.733
Liquidity
1
Momentum
0.625
Relative strength
0.634
Trend quality
0.429
Stability
0.583
Aggression
0.524
Downside risk
0.581
Drawdown state
0.866
Quality momentum
0.569
Vector snapshot
Feature coverage: 98%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.495
Benchmark Independence 3m Score
0.609
Beta 1y Profile Score
0.694
Beta 3m Profile Score
0.572
Beta Change Score
0.347
Correlation Change Score
0.443
Current Drawdown Score
0.849
Days Since 52w High Score
0.028
Distance From 52w High Score
0.849
Distance From Sma 20 Score
0.466
Distance From Sma 200 Score
0.735
Distance From Sma 50 Score
0.634
Downside Volatility 1m Score
0.610
Downside Volatility 1y Score
0.550
Downside Volatility 2y Score
0.511
Downside Volatility 3m Score
0.548
Downside Volatility 5y Score
0.361
Downside Volatility 6m Score
0.689
Excess Return 1m Score
0.512
Excess Return 1y Score
1
Excess Return 3m Score
0.573
Excess Return 6m Score
0.581
Expected Shortfall 95 1y Score
0.363
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.733
Drawdown Score 1m
0.589
Drawdown Score 1y
0.566
Drawdown Score 2y
0.648
Drawdown Score 3m
0.450
Drawdown Score 5y
0.713
Drawdown Score 6m
0.487
Momentum Acceleration 1m Vs 3m Score
0.439
Momentum Acceleration 3m Vs 6m Score
0.592
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.670
Relative Strength Slope 3m Score
0.594
Relative Volume 20d Score
0.218
Return 1m Score
0.557
Return 1w Score
0.388
Return 1y Score
0.894
Return 2y Score
0.679
Return 3m Score
0.696
Return 5y Score
0.371
Return 6m Score
0.624
Return Skewness 1y Score
0.390
Sector Excess Return 1y Score
0.803
Sharpe 1m Score
0.622
Sharpe 1y Score
0.670
Sharpe 2y Score
0.655
Sharpe 3m Score
0.691
Sharpe 5y Score
0.634
Sharpe 6m Score
0.558
Sortino 1m Score
0.497
Sortino 1y Score
0.533
Sortino 2y Score
0.524
Sortino 3m Score
0.564
Sortino 5y Score
0.517
Sortino 6m Score
0.468
Trend R2 1m Score
0.292
Trend R2 1w Score
0.391
Trend R2 1y Score
0.617
Trend R2 2y Score
0.887
Trend R2 3m Score
0.283
Trend R2 5y Score
0.867
Trend R2 6m Score
0.065
Trend Slope 1m Score
0.705
Trend Slope 1w Score
0.042
Trend Slope 1y Score
0.587
Trend Slope 2y Score
0.637
Trend Slope 3m Score
0.668
Trend Slope 5y Score
0.580
Trend Slope 6m Score
0.538
Volatility 1m Score
0.528
Volatility 1w Score
0.553
Volatility 1y Score
0.508
Volatility 2y Score
0.473
Volatility 3m Score
0.571
Volatility 5y Score
0.348
Volatility 6m Score
0.641
Worst Day 1y Score
0.390
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,432,196,762.699
Best Day 1y
0.073
Beta To Benchmark 1y
1.736
Beta 3m
1.430
Beta Change
-0.306
Beta To Sector 1y
0.938
Correlation To Benchmark 1y
0.505
Correlation 3m
0.391
Correlation Change
-0.115
Correlation To Sector 1y
0.528
Cluster features
The subset used for clustering and coverage calculations.
39 fields
Inverse To Benchmark 1y
0.495
Benchmark Independence 3m Score
0.609
Beta 1y Profile Score
0.694
Beta 3m Profile Score
0.572
Beta Change Score
0.347
Correlation Change Score
0.443
Current Drawdown Score
0.849
Distance From Sma 20 Score
0.466
Distance From Sma 200 Score
0.735
Current Drawdown
-0.098
Days Since 52w High
7
Distance From 52w High
-0.098
Distance From Sma 20
-0.021
Distance From Sma 200
0.141
Distance From Sma 50
0.080
Downside Capture 1y
0.609
Downside Volatility 1m
0.507
Downside Volatility 1w
-
Downside Volatility 1y
0.463
Downside Volatility 2y
0.433
Downside Volatility 3m
0.461
Downside Volatility 5y
0.321
Downside Volatility 6m
0.566
Drawdown Recovery
-
Excess Return 1m
0.007
Excess Return 1y
0.407
Excess Return 3m
0.044
Excess Return 6m
0.048
Expected Shortfall 95 1y
-0.064
Market Cap
191,338,361,729.099
Max Drawdown 1m
-0.103
Max Drawdown 1w
-0.051
Max Drawdown 1y
-0.282
Max Drawdown 2y
-0.282
Max Drawdown 3m
-0.220
Max Drawdown 5y
-0.287
Max Drawdown 6m
-0.282
Momentum Acceleration 1m Vs 3m
-0.018
Momentum Acceleration 3m Vs 6m
0.028
Moving Average Alignment
0.500
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.890
Return 1m
0.034
Return 1w
-0.034
Return 1y
0.631
Return 2y
1.376
Return 3m
0.157
Return 5y
3.826
Return 6m
0.149
Return Skewness 1y
-0.659
Sector Excess Return 1y
0.182
Sharpe 1m
1.112
Sharpe 1y
1.352
Sharpe 2y
1.274
Sharpe 3m
1.455
Sharpe 5y
1.168
Sharpe 6m
0.791
Sortino 1m
0.978
Sortino 1y
1.260
Sortino 2y
1.191
Sortino 3m
1.512
Sortino 5y
1.134
Sortino 6m
0.741
Trend R2 1m
0.292
Trend R2 1w
0.391
Trend R2 1y
0.617
Trend R2 2y
0.887
Trend R2 3m
0.283
Trend R2 5y
0.867
Trend R2 6m
0.065
Trend 1m
0.003
Trend 1w
-0.007
Trend 1y
0.001
Trend 2y
0.002
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
2.190
Value At Risk 95 1y
-0.043
Volatility 1m
0.446
Volatility 1w
0.465
Volatility 1y
0.431
Volatility 2y
0.405
Volatility 3m
0.479
Volatility 5y
0.311
Volatility 6m
0.531
Worst Day 1y
-0.122
Distance From Sma 50 Score
0.634
Downside Volatility 1y Score
0.550
Downside Volatility 3m Score
0.548
Excess Return 1m Score
0.512
Excess Return 1y Score
1
Excess Return 3m Score
0.573
Excess Return 6m Score
0.581
Expected Shortfall 95 1y Score
0.363
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.733
Drawdown Score 1y
0.566
Drawdown Score 5y
0.713
Momentum Acceleration 1m Vs 3m Score
0.439
Momentum Acceleration 3m Vs 6m Score
0.592
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.670
Relative Volume 20d Score
0.218
Return 1m Score
0.557
Return 1y Score
0.894
Return 3m Score
0.696
Return 6m Score
0.624
Return Skewness 1y Score
0.390
Sortino 1y Score
0.533
Sortino 3m Score
0.564
Trend R2 1y Score
0.617
Trend R2 3m Score
0.283
Trend Slope 1y Score
0.587
Trend Slope 3m Score
0.668
Volatility 1y Score
0.508
Volatility 3m Score
0.571