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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

ARCO

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

ARCO

ARCO

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
1.064
Correlation To Benchmark 1y
0.375
Inverse To Benchmark 1y
0.625
Drawdown Score 1m
0.672
Drawdown Score 3m
0.624
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
0.726
Drawdown Score 1y
0.768
Drawdown Score 2y
0.585
Drawdown Score 5y
0.521
Return 1w
0.028
Return 1m
0.029
Return 3m
-0.001
Return 6m
0.115
Return 1y
0.147
Return 2y
-0.012
Return 5y
0.590
Sharpe 1m
1.351
Sharpe 3m
0.191
Sharpe 6m
0.747
Sharpe 1y
0.560
Sharpe 2y
0.161
Sharpe 5y
0.437
Trend 1w
0.004
Trend 1m
-0.002
Trend 3m
-0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.191
Volatility 1m
0.281
Volatility 3m
0.421
Volatility 6m
0.390
Volatility 1y
0.356
Volatility 2y
0.360
Volatility 5y
0.359
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
ARCO
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:36 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
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
0.074
Aptet Fit Raw Score
0.079
Aptet Fit Confidence
0.862
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.096
Force Fit Raw Score
0.102
Force Fit Confidence
0.877
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:36 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ARCO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ARCO",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ARCO",
    "hitRates": {
      "1": 0.3902439024390244,
      "5": 0.4634146341463415,
      "10": 0.5365853658536586
    },
    "hitRate1D": 0.3902439024390244,
    "comboQuality": 0.1355150805551538,
    "eligibleDays": 297,
    "fitnessScore": -0.057671204816293606,
    "lookbackDays": 63,
    "returnLift1D": 0.0005105230307481564,
    "hitRateLift1D": -0.05232366512854314,
    "activationRate": 0.13804713804713806,
    "activationCount": 41,
    "baselineHitRates": {
      "1": 0.44256756756756754,
      "5": 0.5171232876712328,
      "10": 0.554006968641115
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.23509754616209447,
    "avgForwardReturns": {
      "1": 0.0011792472640501704,
      "5": -0.007033146626251893,
      "10": 0.0006951706221800118
    },
    "shadowMaxDrawdown": -0.08887678417508826,
    "shadowTotalReturn": 0.028445663921484288,
    "avgForwardReturn1D": 0.0011792472640501704,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-12-05",
      "2025-12-18",
      "2025-12-31",
      "2026-01-02",
      "2026-01-05",
      "2026-01-06",
      "2026-01-07",
      "2026-01-08",
      "2026-01-09",
      "2026-01-12"
    ],
    "horizonObservationCounts": {
      "1": 41,
      "5": 41,
      "10": 41
    },
    "baselineAvgForwardReturns": {
      "1": 0.000668724233302014,
      "5": 0.0033019892347022324,
      "10": 0.006400422612084985
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1355150805551538,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.02698148873939443,
    "bestRawFitnessScore": -0.057671204816293606,
    "upperQuartileComboQuality": 0.049038503889466505
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.07399640692113243,
    "rawScore": 0.07948351446702487,
    "confidence": 0.8619309278738839,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.18052015457813703,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.3902439024390244,
        "5": 0.4634146341463415,
        "10": 0.5365853658536586
      },
      "hitRate1D": 0.3902439024390244,
      "comboQuality": 0.1355150805551538,
      "eligibleDays": 297,
      "fitnessScore": -0.057671204816293606,
      "lookbackDays": 63,
      "returnLift1D": 0.0005105230307481564,
      "hitRateLift1D": -0.05232366512854314,
      "activationRate": 0.13804713804713806,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.44256756756756754,
        "5": 0.5171232876712328,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.23509754616209447,
      "avgForwardReturns": {
        "1": 0.0011792472640501704,
        "5": -0.007033146626251893,
        "10": 0.0006951706221800118
      },
      "shadowMaxDrawdown": -0.08887678417508826,
      "shadowTotalReturn": 0.028445663921484288,
      "avgForwardReturn1D": 0.0011792472640501704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-05",
        "2025-12-18",
        "2025-12-31",
        "2026-01-02",
        "2026-01-05",
        "2026-01-06",
        "2026-01-07",
        "2026-01-08",
        "2026-01-09",
        "2026-01-12"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 41,
        "10": 41
      },
      "baselineAvgForwardReturns": {
        "1": 0.000668724233302014,
        "5": 0.0033019892347022324,
        "10": 0.006400422612084985
      }
    },
    {
      "topN": 5,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.39344262295081966,
        "5": 0.5163934426229508,
        "10": 0.5655737704918032
      },
      "hitRate1D": 0.39344262295081966,
      "comboQuality": 0.07429173460405948,
      "eligibleDays": 297,
      "fitnessScore": -0.20496307566836847,
      "lookbackDays": 63,
      "returnLift1D": -0.001460095993315179,
      "hitRateLift1D": -0.04912494461674788,
      "activationRate": 0.4107744107744108,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.44256756756756754,
        "5": 0.5171232876712328,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.43316790295065044,
      "avgForwardReturns": {
        "1": -0.0007913717600131651,
        "5": 0.0014729090095872686,
        "10": 0.00936034538040946
      },
      "shadowMaxDrawdown": -0.22892540373577075,
      "shadowTotalReturn": -0.12888846765656925,
      "avgForwardReturn1D": -0.0007913717600131651,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-19",
        "2025-11-20",
        "2025-11-21",
        "2025-11-24",
        "2025-11-25",
        "2025-11-28"
      ],
      "horizonObservationCounts": {
        "1": 122,
        "5": 122,
        "10": 122
      },
      "baselineAvgForwardReturns": {
        "1": 0.000668724233302014,
        "5": 0.0033019892347022324,
        "10": 0.006400422612084985
      }
    },
    {
      "topN": 2,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.4186046511627907,
        "5": 0.37209302325581395,
        "10": 0.3023255813953488
      },
      "hitRate1D": 0.4186046511627907,
      "comboQuality": 0.06394979961788785,
      "eligibleDays": 315,
      "fitnessScore": -0.2403855569314593,
      "lookbackDays": 45,
      "returnLift1D": -0.0018965001063869498,
      "hitRateLift1D": -0.030439934824470438,
      "activationRate": 0.1365079365079365,
      "activationCount": 43,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.5258064516129032,
        "10": 0.5475409836065573
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.46208817425858334,
      "avgForwardReturns": {
        "1": -0.001266317332696014,
        "5": -0.018094458932107316,
        "10": -0.026445918992767006
      },
      "shadowMaxDrawdown": -0.17168823797607202,
      "shadowTotalReturn": -0.07198310702576616,
      "avgForwardReturn1D": -0.001266317332696014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-11-20",
        "2025-11-21",
        "2025-11-24",
        "2025-12-01",
        "2025-12-02",
        "2025-12-03"
      ],
      "horizonObservationCounts": {
        "1": 43,
        "5": 43,
        "10": 43
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006301827736909358,
        "5": 0.0030971952615818713,
        "10": 0.005575358815747623
      }
    },
    {
      "topN": 5,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.4117647058823529,
        "5": 0.47058823529411764,
        "10": 0.5126050420168067
      },
      "hitRate1D": 0.4117647058823529,
      "comboQuality": 0.05691444941229234,
      "eligibleDays": 315,
      "fitnessScore": -0.2676737044221912,
      "lookbackDays": 45,
      "returnLift1D": -0.0018746218752934908,
      "hitRateLift1D": -0.037279880104908236,
      "activationRate": 0.37777777777777777,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.5258064516129032,
        "10": 0.5475409836065573
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6150953407123041,
      "avgForwardReturns": {
        "1": -0.001244439101602555,
        "5": -0.0046848046453061435,
        "10": -0.00015377899053766248
      },
      "shadowMaxDrawdown": -0.24272154159038595,
      "shadowTotalReturn": -0.1739641694393954,
      "avgForwardReturn1D": -0.001244439101602555,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
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        "2025-10-29",
        "2025-10-30"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006301827736909358,
        "5": 0.0030971952615818713,
        "10": 0.005575358815747623
      }
    },
    {
      "topN": 3,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.36585365853658536,
        "5": 0.4268292682926829,
        "10": 0.5
      },
      "hitRate1D": 0.36585365853658536,
      "comboQuality": 0.05040524831458855,
      "eligibleDays": 297,
      "fitnessScore": -0.2959068029765148,
      "lookbackDays": 63,
      "returnLift1D": -0.001805437329575164,
      "hitRateLift1D": -0.07671390903098219,
      "activationRate": 0.2760942760942761,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.44256756756756754,
        "5": 0.5171232876712328,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4980377259858973,
      "avgForwardReturns": {
        "1": -0.00113671309627315,
        "5": -0.007521046118276212,
        "10": -0.0003331457361806254
      },
      "shadowMaxDrawdown": -0.18847072634484963,
      "shadowTotalReturn": -0.11900197629773224,
      "avgForwardReturn1D": -0.00113671309627315,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-10-31",
        "2025-11-21",
        "2025-11-24",
        "2025-12-01",
        "2025-12-02",
        "2025-12-03",
        "2025-12-04"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 82,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": 0.000668724233302014,
        "5": 0.0033019892347022324,
        "10": 0.006400422612084985
      }
    },
    {
      "topN": 3,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.4166666666666667,
        "5": 0.4305555555555556,
        "10": 0.4583333333333333
      },
      "hitRate1D": 0.4166666666666667,
      "comboQuality": 0.04858292241442582,
      "eligibleDays": 330,
      "fitnessScore": -0.3044297001628704,
      "lookbackDays": 30,
      "returnLift1D": -0.0020525337557649693,
      "hitRateLift1D": -0.033181357649442744,
      "activationRate": 0.21818181818181817,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.44984802431610943,
        "5": 0.5292307692307693,
        "10": 0.55625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5678656938148378,
      "avgForwardReturns": {
        "1": -0.001597212511585947,
        "5": -0.007083696988460373,
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        "10": 0.5440729483282675
      },
      "sampleConfidence": 0.9985663082437277,
      "shadowSharpeLike": -1.45343674083243,
      "avgForwardReturns": {
        "1": -0.0035399626097907576,
        "5": -0.014036018341783918,
        "10": -0.017076294273069375
      },
      "shadowMaxDrawdown": -0.36032240258173776,
      "shadowTotalReturn": -0.30919533730619464,
      "avgForwardReturn1D": -0.0035399626097907576,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 92,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043760837189186174,
        "5": 0.001899021290037173,
        "10": 0.003457590022347355
      }
    },
    {
      "topN": 4,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.37272727272727274,
        "5": 0.3853211009174312,
        "10": 0.42201834862385323
      },
      "hitRate1D": 0.37272727272727274,
      "comboQuality": 0.00748715540329588,
      "eligibleDays": 339,
      "fitnessScore": -0.725151223231002,
      "lookbackDays": 21,
      "returnLift1D": -0.004181191480515596,
      "hitRateLift1D": -0.07401828940290478,
      "activationRate": 0.32448377581120946,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.4467455621301775,
        "5": 0.5299401197604791,
        "10": 0.5440729483282675
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      "sampleConfidence": 0.9987878787878789,
      "shadowSharpeLike": -1.6247304065512764,
      "avgForwardReturns": {
        "1": -0.003743583108623734,
        "5": -0.01466913248813285,
        "10": -0.015597776278776324
      },
      "shadowMaxDrawdown": -0.4122021710272814,
      "shadowTotalReturn": -0.372767316913456,
      "avgForwardReturn1D": -0.003743583108623734,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-20",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 109,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.00043760837189186174,
        "5": 0.001899021290037173,
        "10": 0.003457590022347355
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    },
    {
      "topN": 3,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.3563218390804598,
        "5": 0.40229885057471265,
        "10": 0.47126436781609193
      },
      "hitRate1D": 0.3563218390804598,
      "comboQuality": 0.007094792460678715,
      "eligibleDays": 315,
      "fitnessScore": -0.7370803108239413,
      "lookbackDays": 45,
      "returnLift1D": -0.004919751812682846,
      "hitRateLift1D": -0.09272274690680138,
      "activationRate": 0.2761904761904762,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.44904458598726116,
        "5": 0.5258064516129032,
        "10": 0.5475409836065573
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.8562930349460123,
      "avgForwardReturns": {
        "1": -0.00428956903899191,
        "5": -0.012394976238840776,
        "10": -0.007819405829452786
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      "shadowMaxDrawdown": -0.36218203678673344,
      "shadowTotalReturn": -0.33513934650840616,
      "avgForwardReturn1D": -0.00428956903899191,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-10-28",
        "2025-10-29",
        "2025-10-30",
        "2025-11-13",
        "2025-11-14"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 87,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006301827736909358,
        "5": 0.0030971952615818713,
        "10": 0.005575358815747623
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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": 0.03254797547903771,
      "fitnessScore": -0.39622914677527904,
      "lookbackDays": 14,
      "returnLift1D": -0.0026169760589367383,
      "activationRate": 0.2159090909090909,
      "activationCount": 76,
      "sampleConfidence": 0.9947368421052633,
      "shadowTotalReturn": -0.16879870846331324,
      "avgForwardReturn1D": -0.0019384413155329884
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.020359566508676027,
      "fitnessScore": -0.5021996339130347,
      "lookbackDays": 21,
      "returnLift1D": -0.002743535518008968,
      "activationRate": 0.41887905604719766,
      "activationCount": 142,
      "sampleConfidence": 0.9976525821596245,
      "shadowTotalReturn": -0.3211399469555609,
      "avgForwardReturn1D": -0.002305927146117106
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.04858292241442582,
      "fitnessScore": -0.3044297001628704,
      "lookbackDays": 30,
      "returnLift1D": -0.0020525337557649693,
      "activationRate": 0.21818181818181817,
      "activationCount": 72,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.13587091834289844,
      "avgForwardReturn1D": -0.001597212511585947
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06394979961788785,
      "fitnessScore": -0.2403855569314593,
      "lookbackDays": 45,
      "returnLift1D": -0.0018965001063869498,
      "activationRate": 0.1365079365079365,
      "activationCount": 43,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.07198310702576616,
      "avgForwardReturn1D": -0.001266317332696014
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1355150805551538,
      "fitnessScore": -0.057671204816293606,
      "lookbackDays": 63,
      "returnLift1D": 0.0005105230307481564,
      "activationRate": 0.13804713804713806,
      "activationCount": 41,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.028445663921484288,
      "avgForwardReturn1D": 0.0011792472640501704
    }
  ],
  "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": "b642de371c9c662b929af87af2e0b7bd3325a13e01dd807998b018d057396963",
    "size": 13,
    "members": [
      "ARCO",
      "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",
      "ARCO"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ARCO",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ARCO",
    "hitRates": {
      "1": 0.4,
      "5": 0.52,
      "10": 0.6
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    "hitRate1D": 0.4,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.0663115485422908,
    "eligibleDays": 326,
    "fitnessScore": -0.2318513251436387,
    "lookbackDays": 63,
    "returnLift1D": -0.0015102235447630934,
    "hitRateLift1D": -0.04785276073619632,
    "portfolioSize": 2,
    "activationRate": 0.15337423312883436,
    "activationCount": 50,
    "baselineHitRates": {
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      "5": 0.5341614906832298,
      "10": 0.5615141955835962
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    "sampleConfidence": 1,
    "shadowSharpeLike": -0.2816265150443344,
    "avgForwardReturns": {
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      "5": -0.005665539351256423,
      "10": 0.006686115093405747
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    "shadowMaxDrawdown": -0.13576224020573902,
    "shadowTotalReturn": -0.07661887279518198,
    "avgForwardReturn1D": -0.0010260711041214377,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-12-05"
    ],
    "horizonObservationCounts": {
      "1": 50,
      "5": 50,
      "10": 50
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    "baselineAvgForwardReturns": {
      "1": 0.00048415244064165555,
      "5": 0.003681654991022259,
      "10": 0.007214484094636425
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.0663115485422908,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.02416531966659551,
    "bestRawFitnessScore": -0.2318513251436387,
    "upperQuartileComboQuality": 0.035746760026206706
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09591877663769231,
    "rawScore": 0.10221831691810492,
    "confidence": 0.8767434160462717,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.3683438338178571,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "ARCO",
      "hitRates": {
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        "5": 0.52,
        "10": 0.6
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      "hitRate1D": 0.4,
      "rankWeights": [
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      "comboQuality": 0.0663115485422908,
      "eligibleDays": 326,
      "fitnessScore": -0.2318513251436387,
      "lookbackDays": 63,
      "returnLift1D": -0.0015102235447630934,
      "hitRateLift1D": -0.04785276073619632,
      "portfolioSize": 2,
      "activationRate": 0.15337423312883436,
      "activationCount": 50,
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        "5": 0.5341614906832298,
        "10": 0.5615141955835962
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.2816265150443344,
      "avgForwardReturns": {
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        "5": -0.005665539351256423,
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      "shadowMaxDrawdown": -0.13576224020573902,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-07",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-12-05"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRate1D": 0.4262295081967213,
      "rankWeights": [
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      "comboQuality": 0.044768329707733645,
      "eligibleDays": 344,
      "fitnessScore": -0.32329964558794416,
      "lookbackDays": 45,
      "returnLift1D": -0.0023415333518662785,
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      "portfolioSize": 2,
      "activationRate": 0.17732558139534885,
      "activationCount": 61,
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        "5": 0.5323529411764706,
        "10": 0.5432835820895522
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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        "5": -0.02259990893448618,
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      "shadowMaxDrawdown": -0.2605758433528861,
      "shadowTotalReturn": -0.13309039093446884,
      "avgForwardReturn1D": -0.0018135734266344155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 61,
        "10": 61
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      "baselineAvgForwardReturns": {
        "1": 0.0005279599252318631,
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.3870967741935484,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.23140106283185025,
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      "horizonObservationCounts": {
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.23140106283185025,
      "shadowTotalReturn": -0.21292993475974675,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.03755184979138095,
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      "shadowMaxDrawdown": -0.3834164413624661,
      "shadowTotalReturn": -0.3243690208779456,
      "avgForwardReturn1D": -0.0029595144816813197,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 113,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007499675872539168,
        "5": 0.003175830756553054,
        "10": 0.005418696982509033
      }
    },
    {
      "topN": 4,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.3893129770992366,
        "5": 0.4,
        "10": 0.4230769230769231
      },
      "hitRate1D": 0.3893129770992366,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008378930389920956,
      "eligibleDays": 368,
      "fitnessScore": -0.7001965716255434,
      "lookbackDays": 21,
      "returnLift1D": -0.003797971066895644,
      "hitRateLift1D": -0.06449137072685035,
      "portfolioSize": 4,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.453804347826087,
        "5": 0.5357142857142857,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.9989821882951655,
      "shadowSharpeLike": -1.5057654460993224,
      "avgForwardReturns": {
        "1": -0.003186075475873859,
        "5": -0.012949640809585102,
        "10": -0.015364957701626538
      },
      "shadowMaxDrawdown": -0.4625002666192075,
      "shadowTotalReturn": -0.380405419092968,
      "avgForwardReturn1D": -0.003186075475873859,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006118955910217849,
        "5": 0.0025734321119108335,
        "10": 0.0037762839225301574
      }
    },
    {
      "topN": 5,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.3893129770992366,
        "5": 0.4,
        "10": 0.4230769230769231
      },
      "hitRate1D": 0.3893129770992366,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.008378930389920956,
      "eligibleDays": 368,
      "fitnessScore": -0.7001965716255434,
      "lookbackDays": 21,
      "returnLift1D": -0.003797971066895644,
      "hitRateLift1D": -0.06449137072685035,
      "portfolioSize": 5,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.453804347826087,
        "5": 0.5357142857142857,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.9989821882951655,
      "shadowSharpeLike": -1.5057654460993224,
      "avgForwardReturns": {
        "1": -0.003186075475873859,
        "5": -0.012949640809585102,
        "10": -0.015364957701626538
      },
      "shadowMaxDrawdown": -0.4625002666192075,
      "shadowTotalReturn": -0.380405419092968,
      "avgForwardReturn1D": -0.003186075475873859,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006118955910217849,
        "5": 0.0025734321119108335,
        "10": 0.0037762839225301574
      }
    },
    {
      "topN": 3,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.35454545454545455,
        "5": 0.3944954128440367,
        "10": 0.4036697247706422
      },
      "hitRate1D": 0.35454545454545455,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0062664330737368535,
      "eligibleDays": 368,
      "fitnessScore": -0.7645776013679757,
      "lookbackDays": 21,
      "returnLift1D": -0.004321323145525551,
      "hitRateLift1D": -0.09925889328063242,
      "portfolioSize": 3,
      "activationRate": 0.29891304347826086,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.453804347826087,
        "5": 0.5357142857142857,
        "10": 0.5431754874651811
      },
      "sampleConfidence": 0.9987878787878789,
      "shadowSharpeLike": -1.6340230064634138,
      "avgForwardReturns": {
        "1": -0.0037094275545037658,
        "5": -0.014082059607318509,
        "10": -0.018904365938089016
      },
      "shadowMaxDrawdown": -0.43180512429742424,
      "shadowTotalReturn": -0.3646821198554241,
      "avgForwardReturn1D": -0.0037094275545037658,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 109,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006118955910217849,
        "5": 0.0025734321119108335,
        "10": 0.0037762839225301574
      }
    },
    {
      "topN": 3,
      "ticker": "ARCO",
      "hitRates": {
        "1": 0.36792452830188677,
        "5": 0.41509433962264153,
        "10": 0.42452830188679247
      },
      "hitRate1D": 0.36792452830188677,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.006009313478602556,
      "eligibleDays": 344,
      "fitnessScore": -0.7738518114435325,
      "lookbackDays": 45,
      "returnLift1D": -0.004709802401241357,
      "hitRateLift1D": -0.07974989030276441,
      "portfolioSize": 3,
      "activationRate": 0.3081395348837209,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.4476744186046512,
        "5": 0.5323529411764706,
        "10": 0.5432835820895522
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.6545028213984228,
      "avgForwardReturns": {
        "1": -0.004181842476009494,
        "5": -0.015230379666436106,
        "10": -0.01743618630918384
      },
      "shadowMaxDrawdown": -0.4284510702593509,
      "shadowTotalReturn": -0.387575557826191,
      "avgForwardReturn1D": -0.004181842476009494,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005279599252318631,
        "5": 0.0022524443102007316,
        "10": 0.0035384385015782317
      }
    }
  ],
  "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": 0.023339444618775563,
      "fitnessScore": -0.47147875143688445,
      "lookbackDays": 14,
      "returnLift1D": -0.0030774319052681545,
      "activationRate": 0.224,
      "activationCount": 84,
      "sampleConfidence": 0.9968253968253968,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.20958231318003318,
      "avgForwardReturn1D": -0.0023274643180142378
    },
    {
      "comboQuality": 0.015148939478352018,
      "fitnessScore": -0.5684031766955274,
      "lookbackDays": 21,
      "returnLift1D": -0.003546146545660941,
      "activationRate": 0.20380434782608695,
      "activationCount": 75,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.22524652505601517,
      "avgForwardReturn1D": -0.002934250954639156
    },
    {
      "comboQuality": 0.03755184979138095,
      "fitnessScore": -0.3636266622569916,
      "lookbackDays": 30,
      "returnLift1D": -0.002195411677513676,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.19667559640184562,
      "avgForwardReturn1D": -0.0018739377279517128
    },
    {
      "comboQuality": 0.044768329707733645,
      "fitnessScore": -0.32329964558794416,
      "lookbackDays": 45,
      "returnLift1D": -0.0023415333518662785,
      "activationRate": 0.17732558139534885,
      "activationCount": 61,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.13309039093446884,
      "avgForwardReturn1D": -0.0018135734266344155
    },
    {
      "comboQuality": 0.0663115485422908,
      "fitnessScore": -0.2318513251436387,
      "lookbackDays": 63,
      "returnLift1D": -0.0015102235447630934,
      "activationRate": 0.15337423312883436,
      "activationCount": 50,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07661887279518198,
      "avgForwardReturn1D": -0.0010260711041214377
    }
  ],
  "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": "b642de371c9c662b929af87af2e0b7bd3325a13e01dd807998b018d057396963",
    "size": 13,
    "members": [
      "ARCO",
      "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
0.278
Liquidity
0.368
Momentum
0.533
Relative strength
0.416
Trend quality
0.515
Stability
0.618
Aggression
0.465
Downside risk
0.561
Drawdown state
0.768
Quality momentum
0.505
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.625
Benchmark Independence 3m Score
0.729
Beta 1y Profile Score
0.426
Beta 3m Profile Score
0.349
Beta Change Score
0.405
Correlation Change Score
0.448
Current Drawdown Score
0.535
Days Since 52w High Score
0.222
Distance From 52w High Score
0.843
Distance From Sma 20 Score
0.525
Distance From Sma 200 Score
0.634
Distance From Sma 50 Score
0.498
Downside Volatility 1m Score
0.218
Downside Volatility 1y Score
0.323
Downside Volatility 2y Score
0.372
Downside Volatility 3m Score
0.370
Downside Volatility 5y Score
0.395
Downside Volatility 6m Score
0.377
Drawdown Recovery Score
1
Excess Return 1m Score
0.503
Excess Return 1y Score
0.373
Excess Return 3m Score
0.309
Excess Return 6m Score
0.523
Expected Shortfall 95 1y Score
0.602
Log Avg Dollar Volume 20d Score
0.368
Log Market Cap Score
0.278
Drawdown Score 1m
0.672
Drawdown Score 1y
0.768
Drawdown Score 2y
0.585
Drawdown Score 3m
0.624
Drawdown Score 5y
0.521
Drawdown Score 6m
0.726
Momentum Acceleration 1m Vs 3m Score
0.598
Momentum Acceleration 3m Vs 6m Score
0.435
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.339
Relative Strength Slope 3m Score
0.343
Relative Volume 20d Score
0.291
Return 1m Score
0.548
Return 1w Score
0.593
Return 1y Score
0.592
Return 2y Score
0.282
Return 3m Score
0.499
Return 5y Score
0.122
Return 6m Score
0.595
Return Skewness 1y Score
0.703
Sharpe 1m Score
0.670
Sharpe 1y Score
0.512
Sharpe 2y Score
0.432
Sharpe 3m Score
0.438
Sharpe 5y Score
0.487
Sharpe 6m Score
0.549
Sortino 1m Score
0.598
Sortino 1y Score
0.460
Sortino 2y Score
0.397
Sortino 3m Score
0.406
Sortino 5y Score
0.432
Sortino 6m Score
0.484
Trend R2 1m Score
0.245
Trend R2 1w Score
0.363
Trend R2 1y Score
0.753
Trend R2 2y Score
0.007
Trend R2 3m Score
0.358
Trend R2 5y Score
0.256
Trend R2 6m Score
0.199
Trend Slope 1m Score
0.378
Trend Slope 1w Score
0.733
Trend Slope 1y Score
0.576
Trend Slope 2y Score
0.497
Trend Slope 3m Score
0.417
Trend Slope 5y Score
0.519
Trend Slope 6m Score
0.542
Volatility 1m Score
0.308
Volatility 1w Score
0.188
Volatility 1y Score
0.408
Volatility 2y Score
0.414
Volatility 3m Score
0.495
Volatility 5y Score
0.412
Volatility 6m Score
0.453
Worst Day 1y Score
0.755
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
12,745,824.072
Best Day 1y
0.125
Beta To Benchmark 1y
1.064
Beta 3m
0.873
Beta Change
-0.191
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.375
Correlation 3m
0.271
Correlation Change
-0.104
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.625
Benchmark Independence 3m Score
0.729
Beta 1y Profile Score
0.426
Beta 3m Profile Score
0.349
Beta Change Score
0.405
Correlation Change Score
0.448
Current Drawdown Score
0.535
Distance From Sma 20 Score
0.525
Distance From Sma 200 Score
0.634
Current Drawdown
-0.302
Days Since 52w High
56
Distance From 52w High
-0.102
Distance From Sma 20
0.015
Distance From Sma 200
0.080
Distance From Sma 50
-0.001
Downside Capture 1y
0.977
Downside Volatility 1m
0.213
Downside Volatility 1w
-
Downside Volatility 1y
0.293
Downside Volatility 2y
0.329
Downside Volatility 3m
0.327
Downside Volatility 5y
0.346
Downside Volatility 6m
0.333
Drawdown Recovery
1
Excess Return 1m
0.002
Excess Return 1y
-0.076
Excess Return 3m
-0.114
Excess Return 6m
0.014
Expected Shortfall 95 1y
-0.040
Market Cap
1,750,610,092.068
Max Drawdown 1m
-0.082
Max Drawdown 1w
-0.012
Max Drawdown 1y
-0.151
Max Drawdown 2y
-0.332
Max Drawdown 3m
-0.151
Max Drawdown 5y
-0.479
Max Drawdown 6m
-0.151
Momentum Acceleration 1m Vs 3m
0.029
Momentum Acceleration 3m Vs 6m
-0.019
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.086
Return 1m
0.029
Return 1w
0.028
Return 1y
0.147
Return 2y
-0.012
Return 3m
-0.001
Return 5y
0.590
Return 6m
0.115
Return Skewness 1y
1.216
Sector Excess Return 1y
-
Sharpe 1m
1.351
Sharpe 1y
0.560
Sharpe 2y
0.161
Sharpe 3m
0.191
Sharpe 5y
0.437
Sharpe 6m
0.747
Sortino 1m
1.782
Sortino 1y
0.681
Sortino 2y
0.177
Sortino 3m
0.245
Sortino 5y
0.453
Sortino 6m
0.875
Trend R2 1m
0.245
Trend R2 1w
0.363
Trend R2 1y
0.753
Trend R2 2y
0.007
Trend R2 3m
0.358
Trend R2 5y
0.256
Trend R2 6m
0.199
Trend 1m
-0.002
Trend 1w
0.004
Trend 1y
0.001
Trend 2y
-0.000
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.960
Value At Risk 95 1y
-0.030
Volatility 1m
0.281
Volatility 1w
0.191
Volatility 1y
0.356
Volatility 2y
0.360
Volatility 3m
0.421
Volatility 5y
0.359
Volatility 6m
0.390
Worst Day 1y
-0.049
Distance From Sma 50 Score
0.498
Downside Volatility 1y Score
0.323
Downside Volatility 3m Score
0.370
Drawdown Recovery Score
1
Excess Return 1m Score
0.503
Excess Return 1y Score
0.373
Excess Return 3m Score
0.309
Excess Return 6m Score
0.523
Expected Shortfall 95 1y Score
0.602
Log Avg Dollar Volume 20d Score
0.368
Log Market Cap Score
0.278
Drawdown Score 1y
0.768
Drawdown Score 5y
0.521
Momentum Acceleration 1m Vs 3m Score
0.598
Momentum Acceleration 3m Vs 6m Score
0.435
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.339
Relative Volume 20d Score
0.291
Return 1m Score
0.548
Return 1y Score
0.592
Return 3m Score
0.499
Return 6m Score
0.595
Return Skewness 1y Score
0.703
Sortino 1y Score
0.460
Sortino 3m Score
0.406
Trend R2 1y Score
0.753
Trend R2 3m Score
0.358
Trend Slope 1y Score
0.576
Trend Slope 3m Score
0.417
Volatility 1y Score
0.408
Volatility 3m Score
0.495