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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

BEP

Utilities | v2 | as of 2026-07-23
Close

Research Detail

BEP

Brookfield Renewable Partners

Category

Sector: Utilities

Industry / Category: Renewable Power Operator

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Renewable power operator with hydro, wind, solar, and storage assets across multiple markets.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.831
Correlation To Benchmark 1y
0.373
Inverse To Benchmark 1y
0.627
Drawdown Score 1m
0.585
Drawdown Score 3m
0.641
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
0.739
Drawdown Score 1y
0.763
Drawdown Score 2y
0.628
Drawdown Score 5y
0.525
Return 1w
0.040
Return 1m
-0.067
Return 3m
0.005
Return 6m
0.206
Return 1y
0.236
Return 2y
0.473
Return 5y
0.111
Sharpe 1m
-3.920
Sharpe 3m
0.205
Sharpe 6m
1.511
Sharpe 1y
0.891
Sharpe 2y
0.776
Sharpe 5y
0.222
Trend 1w
0.007
Trend 1m
-0.005
Trend 3m
-0.000
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.181
Volatility 1m
0.206
Volatility 3m
0.252
Volatility 6m
0.272
Volatility 1y
0.283
Volatility 2y
0.312
Volatility 5y
0.309
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
BEP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:45 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Utilities
Sector Benchmark Ticker
XLU
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.323
Aptet Fit Raw Score
0.342
Aptet Fit Confidence
0.886
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.359
Force Fit Raw Score
0.379
Force Fit Confidence
0.896
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:45 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BEP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BEP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "BEP",
    "hitRates": {
      "1": 0.5300546448087432,
      "5": 0.5573770491803278,
      "10": 0.5519125683060109
    },
    "hitRate1D": 0.5300546448087432,
    "comboQuality": 0.5813927161167347,
    "eligibleDays": 339,
    "fitnessScore": 0.42226851487364414,
    "lookbackDays": 21,
    "returnLift1D": -0.0005247498250133688,
    "hitRateLift1D": 0.007930751003433434,
    "activationRate": 0.5398230088495575,
    "activationCount": 183,
    "baselineHitRates": {
      "1": 0.5221238938053098,
      "5": 0.5880597014925373,
      "10": 0.6272727272727273
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.4673679447216782,
    "avgForwardReturns": {
      "1": 0.0009269744762363602,
      "5": 0.0035860665681824544,
      "10": 0.006440470894747027
    },
    "shadowMaxDrawdown": -0.13387407896624082,
    "shadowTotalReturn": 0.11845593659538856,
    "avgForwardReturn1D": 0.0009269744762363602,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02"
    ],
    "horizonObservationCounts": {
      "1": 183,
      "5": 183,
      "10": 183
    },
    "baselineAvgForwardReturns": {
      "1": 0.001451724301249729,
      "5": 0.006363265164769714,
      "10": 0.013400920034570713
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5813927161167347,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21974211148010575,
    "bestRawFitnessScore": 0.42226851487364414,
    "upperQuartileComboQuality": 0.3194010847108755
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.32282406257964424,
    "rawScore": 0.34228683233058543,
    "confidence": 0.8862780106472588,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0.05000929369372917,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.4366540457165701,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.5300546448087432,
        "5": 0.5573770491803278,
        "10": 0.5519125683060109
      },
      "hitRate1D": 0.5300546448087432,
      "comboQuality": 0.5813927161167347,
      "eligibleDays": 339,
      "fitnessScore": 0.42226851487364414,
      "lookbackDays": 21,
      "returnLift1D": -0.0005247498250133688,
      "hitRateLift1D": 0.007930751003433434,
      "activationRate": 0.5398230088495575,
      "activationCount": 183,
      "baselineHitRates": {
        "1": 0.5221238938053098,
        "5": 0.5880597014925373,
        "10": 0.6272727272727273
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4673679447216782,
      "avgForwardReturns": {
        "1": 0.0009269744762363602,
        "5": 0.0035860665681824544,
        "10": 0.006440470894747027
      },
      "shadowMaxDrawdown": -0.13387407896624082,
      "shadowTotalReturn": 0.11845593659538856,
      "avgForwardReturn1D": 0.0009269744762363602,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 183
      },
      "baselineAvgForwardReturns": {
        "1": 0.001451724301249729,
        "5": 0.006363265164769714,
        "10": 0.013400920034570713
      }
    },
    {
      "topN": 5,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.5263157894736842,
        "5": 0.5894736842105263,
        "10": 0.6157894736842106
      },
      "hitRate1D": 0.5263157894736842,
      "comboQuality": 0.5409333271691212,
      "eligibleDays": 330,
      "fitnessScore": 0.38610212650983533,
      "lookbackDays": 30,
      "returnLift1D": -0.0008900784087714564,
      "hitRateLift1D": -0.000956937799043045,
      "activationRate": 0.5757575757575758,
      "activationCount": 190,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5950920245398773,
        "10": 0.6448598130841121
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3729497356845574,
      "avgForwardReturns": {
        "1": 0.0007387168682887661,
        "5": 0.007555771708699961,
        "10": 0.013312683471537107
      },
      "shadowMaxDrawdown": -0.14455176129368041,
      "shadowTotalReturn": 0.0845780163876233,
      "avgForwardReturn1D": 0.0007387168682887661,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-23",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 190,
        "5": 190,
        "10": 190
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016287952770602226,
        "5": 0.00750362187650077,
        "10": 0.015768541872004962
      }
    },
    {
      "topN": 5,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.51010101010101,
        "5": 0.5252525252525253,
        "10": 0.5404040404040404
      },
      "hitRate1D": 0.51010101010101,
      "comboQuality": 0.44584693061754954,
      "eligibleDays": 315,
      "fitnessScore": 0.30215764304425374,
      "lookbackDays": 45,
      "returnLift1D": -0.001324685310371896,
      "hitRateLift1D": -0.02323232323232327,
      "activationRate": 0.6285714285714286,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5916398713826366,
        "10": 0.6405228758169934
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2165076292271747,
      "avgForwardReturns": {
        "1": 0.0003762853743125964,
        "5": 0.004135732450185937,
        "10": 0.006789160667007089
      },
      "shadowMaxDrawdown": -0.1831567293773364,
      "shadowTotalReturn": 0.0295536748231362,
      "avgForwardReturn1D": 0.0003762853743125964,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 198,
        "10": 198
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017009706846844925,
        "5": 0.007487016653770685,
        "10": 0.014690598983869532
      }
    },
    {
      "topN": 3,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.4939759036144578,
        "5": 0.5240963855421686,
        "10": 0.5421686746987951
      },
      "hitRate1D": 0.4939759036144578,
      "comboQuality": 0.3484680937508555,
      "eligibleDays": 315,
      "fitnessScore": 0.21232846688881818,
      "lookbackDays": 45,
      "returnLift1D": -0.0013052964078927713,
      "hitRateLift1D": -0.039357429718875514,
      "activationRate": 0.526984126984127,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5916398713826366,
        "10": 0.6405228758169934
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.19176432367100485,
      "avgForwardReturns": {
        "1": 0.0003956742767917212,
        "5": 0.0038100992533606852,
        "10": 0.006898088629314743
      },
      "shadowMaxDrawdown": -0.19838774991168706,
      "shadowTotalReturn": 0.022906362616504916,
      "avgForwardReturn1D": 0.0003956742767917212,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 166,
        "10": 166
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017009706846844925,
        "5": 0.007487016653770685,
        "10": 0.014690598983869532
      }
    },
    {
      "topN": 4,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.49444444444444446,
        "5": 0.5055555555555555,
        "10": 0.5277777777777778
      },
      "hitRate1D": 0.49444444444444446,
      "comboQuality": 0.3303226725092476,
      "eligibleDays": 297,
      "fitnessScore": 0.1945202748507755,
      "lookbackDays": 63,
      "returnLift1D": -0.001336718754801831,
      "hitRateLift1D": -0.027441077441077377,
      "activationRate": 0.6060606060606061,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5218855218855218,
        "5": 0.5836177474402731,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.028201171149557027,
      "avgForwardReturns": {
        "1": 0.00009840973069333106,
        "5": 0.0023906625987382877,
        "10": 0.004378341916968739
      },
      "shadowMaxDrawdown": -0.1964000933488026,
      "shadowTotalReturn": -0.02377286031214987,
      "avgForwardReturn1D": 0.00009840973069333106,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 180,
        "5": 180,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.001435128485495162,
        "5": 0.006696588113273638,
        "10": 0.01361636459673457
      }
    },
    {
      "topN": 4,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.5220125786163522,
        "5": 0.5283018867924528,
        "10": 0.5220125786163522
      },
      "hitRate1D": 0.5220125786163522,
      "comboQuality": 0.3157605554447515,
      "eligibleDays": 339,
      "fitnessScore": 0.17986877916290747,
      "lookbackDays": 21,
      "returnLift1D": -0.001294245158265366,
      "hitRateLift1D": -0.00011131518895757253,
      "activationRate": 0.4690265486725664,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5221238938053098,
        "5": 0.5880597014925373,
        "10": 0.6272727272727273
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.013474204532966364,
      "avgForwardReturns": {
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6249891177128286,
      "avgForwardReturns": {
        "1": -0.0012944631814663825,
        "5": -0.0058881831806991925,
        "10": -0.0060204029722478345
      },
      "shadowMaxDrawdown": -0.2674570763090771,
      "shadowTotalReturn": -0.15752948407472944,
      "avgForwardReturn1D": -0.0012944631814663825,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-01",
        "2025-04-02",
        "2025-04-04",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.001451724301249729,
        "5": 0.006363265164769714,
        "10": 0.013400920034570713
      }
    },
    {
      "topN": 2,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.4342105263157895,
        "5": 0.4473684210526316,
        "10": 0.4605263157894737
      },
      "hitRate1D": 0.4342105263157895,
      "comboQuality": 0.06677729559206771,
      "eligibleDays": 297,
      "fitnessScore": -0.23020176127242534,
      "lookbackDays": 63,
      "returnLift1D": -0.0027833031627608838,
      "hitRateLift1D": -0.08767499556973235,
      "activationRate": 0.2558922558922559,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.5218855218855218,
        "5": 0.5836177474402731,
        "10": 0.6180555555555556
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5940506578163939,
      "avgForwardReturns": {
        "1": -0.0013481746772657217,
        "5": -0.0005037843685279755,
        "10": 0.004586249386394888
      },
      "shadowMaxDrawdown": -0.20031042835687796,
      "shadowTotalReturn": -0.11662614234010749,
      "avgForwardReturn1D": -0.0013481746772657217,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 76,
        "5": 76,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.001435128485495162,
        "5": 0.006696588113273638,
        "10": 0.01361636459673457
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    },
    {
      "topN": 2,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.45,
        "5": 0.55,
        "10": 0.5
      },
      "hitRate1D": 0.45,
      "comboQuality": 0.04282345323571025,
      "eligibleDays": 330,
      "fitnessScore": -0.3335184242730357,
      "lookbackDays": 30,
      "returnLift1D": -0.003811148772439375,
      "hitRateLift1D": -0.07727272727272722,
      "activationRate": 0.24242424242424243,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5950920245398773,
        "10": 0.6448598130841121
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9861003728984005,
      "avgForwardReturns": {
        "1": -0.0021823534953791524,
        "5": 0.0017199730565275087,
        "10": 0.0027876592644104485
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      "shadowMaxDrawdown": -0.21580258476319247,
      "shadowTotalReturn": -0.18722525656302635,
      "avgForwardReturn1D": -0.0021823534953791524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-25",
        "2025-06-27",
        "2025-06-30",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 80,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016287952770602226,
        "5": 0.00750362187650077,
        "10": 0.015768541872004962
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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": 0.22466980491499564,
      "fitnessScore": 0.07749541464050495,
      "lookbackDays": 14,
      "returnLift1D": -0.0014907529154206233,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "sampleConfidence": 0.9992509363295881,
      "shadowTotalReturn": -0.06129486248045657,
      "avgForwardReturn1D": -0.000011119098224644789
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5813927161167347,
      "fitnessScore": 0.42226851487364414,
      "lookbackDays": 21,
      "returnLift1D": -0.0005247498250133688,
      "activationRate": 0.5398230088495575,
      "activationCount": 183,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.11845593659538856,
      "avgForwardReturn1D": 0.0009269744762363602
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5409333271691212,
      "fitnessScore": 0.38610212650983533,
      "lookbackDays": 30,
      "returnLift1D": -0.0008900784087714564,
      "activationRate": 0.5757575757575758,
      "activationCount": 190,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.0845780163876233,
      "avgForwardReturn1D": 0.0007387168682887661
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.44584693061754954,
      "fitnessScore": 0.30215764304425374,
      "lookbackDays": 45,
      "returnLift1D": -0.001324685310371896,
      "activationRate": 0.6285714285714286,
      "activationCount": 198,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.0295536748231362,
      "avgForwardReturn1D": 0.0003762853743125964
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3303226725092476,
      "fitnessScore": 0.1945202748507755,
      "lookbackDays": 63,
      "returnLift1D": -0.001336718754801831,
      "activationRate": 0.6060606060606061,
      "activationCount": 180,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.02377286031214987,
      "avgForwardReturn1D": 0.00009840973069333106
    }
  ],
  "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": "ace19711d3e5ad7f99f92e6a32cb3c0df3ba18e00d3cc0be84f069fbb562c796",
    "size": 13,
    "members": [
      "BEP",
      "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
2026-07-25
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",
      "BEP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BEP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "BEP",
    "hitRates": {
      "1": 0.51,
      "5": 0.545,
      "10": 0.545
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    "hitRate1D": 0.51,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.49611873546426594,
    "eligibleDays": 326,
    "fitnessScore": 0.34658441860338435,
    "lookbackDays": 63,
    "returnLift1D": -0.0008973623811752635,
    "hitRateLift1D": -0.011472392638036788,
    "portfolioSize": 4,
    "activationRate": 0.6134969325153374,
    "activationCount": 200,
    "baselineHitRates": {
      "1": 0.5214723926380368,
      "5": 0.5993788819875776,
      "10": 0.6309148264984227
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.3767184502772182,
    "avgForwardReturns": {
      "1": 0.00059230173157994,
      "5": 0.004868717944451955,
      "10": 0.007653326396721016
    },
    "shadowMaxDrawdown": -0.21741891074840924,
    "shadowTotalReturn": 0.07983448134253779,
    "avgForwardReturn1D": 0.00059230173157994,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 200,
      "5": 200,
      "10": 200
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014896641127552035,
      "5": 0.007868308941038465,
      "10": 0.01580428034654961
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.49611873546426594,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.22437135847654954,
    "bestRawFitnessScore": 0.34658441860338435,
    "upperQuartileComboQuality": 0.3669029811792084
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.35912318768987306,
    "rawScore": 0.3788035856403065,
    "confidence": 0.8960918074882167,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.6145574331762232,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.51,
        "5": 0.545,
        "10": 0.545
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      "hitRate1D": 0.51,
      "rankWeights": [
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      "comboQuality": 0.49611873546426594,
      "eligibleDays": 326,
      "fitnessScore": 0.34658441860338435,
      "lookbackDays": 63,
      "returnLift1D": -0.0008973623811752635,
      "hitRateLift1D": -0.011472392638036788,
      "portfolioSize": 4,
      "activationRate": 0.6134969325153374,
      "activationCount": 200,
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        "5": 0.5993788819875776,
        "10": 0.6309148264984227
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3767184502772182,
      "avgForwardReturns": {
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        "10": 0.007653326396721016
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      "shadowMaxDrawdown": -0.21741891074840924,
      "shadowTotalReturn": 0.07983448134253779,
      "avgForwardReturn1D": 0.00059230173157994,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 200,
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        "10": 200
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.545,
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      "hitRate1D": 0.51,
      "rankWeights": [
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      "comboQuality": 0.49611873546426594,
      "eligibleDays": 326,
      "fitnessScore": 0.34658441860338435,
      "lookbackDays": 63,
      "returnLift1D": -0.0008973623811752635,
      "hitRateLift1D": -0.011472392638036788,
      "portfolioSize": 5,
      "activationRate": 0.6134969325153374,
      "activationCount": 200,
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        "1": 0.5214723926380368,
        "5": 0.5993788819875776,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3767184502772182,
      "avgForwardReturns": {
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        "5": 0.004868717944451955,
        "10": 0.007653326396721016
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      "shadowMaxDrawdown": -0.21741891074840924,
      "shadowTotalReturn": 0.07983448134253779,
      "avgForwardReturn1D": 0.00059230173157994,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 200,
        "5": 200,
        "10": 200
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      "baselineAvgForwardReturns": {
        "1": 0.0014896641127552035,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.4261336374867915,
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      "fitnessScore": 0.2845184187367647,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1952825787167073,
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      "riskOffActivations": 0,
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    },
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      "comboQuality": 0.39953224769176887,
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      "lookbackDays": 21,
      "returnLift1D": -0.0011910051863506502,
      "hitRateLift1D": 0.012151929653150928,
      "portfolioSize": 4,
      "activationRate": 0.483695652173913,
      "activationCount": 178,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.13865865493983479,
      "avgForwardReturns": {
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        "10": 0.0015121056777757428
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      "shadowMaxDrawdown": -0.13756275261214423,
      "shadowTotalReturn": 0.008493873235250193,
      "avgForwardReturn1D": 0.00037975465175709203,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
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        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.39953224769176887,
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      "fitnessScore": 0.2603688195484252,
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      "sampleConfidence": 1,
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        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015707598381077422,
        "5": 0.006707480589991104,
        "10": 0.013408253153690246
      }
    },
    {
      "topN": 2,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.5210084033613446,
        "5": 0.5714285714285714,
        "10": 0.5294117647058824
      },
      "hitRate1D": 0.5210084033613446,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.09322769857659438,
      "eligibleDays": 375,
      "fitnessScore": -0.15046623004234602,
      "lookbackDays": 14,
      "returnLift1D": -0.002688616695078557,
      "hitRateLift1D": -0.004324929971988745,
      "portfolioSize": 2,
      "activationRate": 0.31733333333333336,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5253333333333333,
        "5": 0.5902964959568733,
        "10": 0.6229508196721312
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6293119639664051,
      "avgForwardReturns": {
        "1": -0.0011207040256747465,
        "5": 0.0037032566123394147,
        "10": 0.0030943750471865965
      },
      "shadowMaxDrawdown": -0.25979992393473295,
      "shadowTotalReturn": -0.1624017913474216,
      "avgForwardReturn1D": -0.0011207040256747465,
      "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": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015679126694038105,
        "5": 0.007254259289940278,
        "10": 0.014327444183015388
      }
    },
    {
      "topN": 3,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.4810126582278481,
        "5": 0.5443037974683544,
        "10": 0.5
      },
      "hitRate1D": 0.4810126582278481,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.08308923469668998,
      "eligibleDays": 359,
      "fitnessScore": -0.17824090195042605,
      "lookbackDays": 30,
      "returnLift1D": -0.0025866208854800742,
      "hitRateLift1D": -0.04266422199499309,
      "portfolioSize": 3,
      "activationRate": 0.4401114206128134,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5859154929577465,
        "10": 0.6057142857142858
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7423751475600033,
      "avgForwardReturns": {
        "1": -0.0011716225939311772,
        "5": 0.0016971961517136746,
        "10": 0.004165095220468427
      },
      "shadowMaxDrawdown": -0.22828402948852333,
      "shadowTotalReturn": -0.2051420278268905,
      "avgForwardReturn1D": -0.0011716225939311772,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 158,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.001414998291548897,
        "5": 0.006140507448255922,
        "10": 0.012521483774166984
      }
    },
    {
      "topN": 2,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.46846846846846846,
        "5": 0.4594594594594595,
        "10": 0.44144144144144143
      },
      "hitRate1D": 0.46846846846846846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.06029010746245137,
      "eligibleDays": 344,
      "fitnessScore": -0.2542086969036772,
      "lookbackDays": 45,
      "returnLift1D": -0.0027461648713112403,
      "hitRateLift1D": -0.04897339199664785,
      "portfolioSize": 2,
      "activationRate": 0.3226744186046512,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5882352941176471,
        "10": 0.6029850746268657
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7150011158302246,
      "avgForwardReturns": {
        "1": -0.001410853501861502,
        "5": -0.0030645044554554585,
        "10": -0.0042641301095672655
      },
      "shadowMaxDrawdown": -0.2951252229134731,
      "shadowTotalReturn": -0.17346995119406772,
      "avgForwardReturn1D": -0.001410853501861502,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013353113694497384,
        "5": 0.006269134151824143,
        "10": 0.012447448269110144
      }
    },
    {
      "topN": 2,
      "ticker": "BEP",
      "hitRates": {
        "1": 0.47115384615384615,
        "5": 0.5096153846153846,
        "10": 0.4230769230769231
      },
      "hitRate1D": 0.47115384615384615,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.06025689972771305,
      "eligibleDays": 359,
      "fitnessScore": -0.2543376803667392,
      "lookbackDays": 30,
      "returnLift1D": -0.0029753917994475654,
      "hitRateLift1D": -0.052523034068995056,
      "portfolioSize": 2,
      "activationRate": 0.28969359331476324,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.5236768802228412,
        "5": 0.5859154929577465,
        "10": 0.6057142857142858
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8035923814414814,
      "avgForwardReturns": {
        "1": -0.0015603935078986682,
        "5": -0.0007813124251085027,
        "10": -0.003868534099992158
      },
      "shadowMaxDrawdown": -0.22587200780371786,
      "shadowTotalReturn": -0.1806796513729999,
      "avgForwardReturn1D": -0.0015603935078986682,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 104,
        "5": 104,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.001414998291548897,
        "5": 0.006140507448255922,
        "10": 0.012521483774166984
      }
    }
  ],
  "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": 0.3560265590083549,
      "fitnessScore": 0.21961652644287577,
      "lookbackDays": 14,
      "returnLift1D": -0.0010221025791196925,
      "activationRate": 0.448,
      "activationCount": 168,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.03414809322986878,
      "avgForwardReturn1D": 0.0005458100902841179
    },
    {
      "comboQuality": 0.39953224769176887,
      "fitnessScore": 0.2603688195484252,
      "lookbackDays": 21,
      "returnLift1D": -0.0011910051863506502,
      "activationRate": 0.483695652173913,
      "activationCount": 178,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.008493873235250193,
      "avgForwardReturn1D": 0.00037975465175709203
    },
    {
      "comboQuality": 0.14848943829760952,
      "fitnessScore": -0.034229575516788346,
      "lookbackDays": 30,
      "returnLift1D": -0.002077702531607045,
      "activationRate": 0.5181058495821727,
      "activationCount": 186,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.16359619149875904,
      "avgForwardReturn1D": -0.000662704240058148
    },
    {
      "comboQuality": 0.2337825124305603,
      "fitnessScore": 0.0888435425340558,
      "lookbackDays": 45,
      "returnLift1D": -0.0014787763661804488,
      "activationRate": 0.5406976744186046,
      "activationCount": 186,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07231122290500558,
      "avgForwardReturn1D": -0.00014346499673071047
    },
    {
      "comboQuality": 0.49611873546426594,
      "fitnessScore": 0.34658441860338435,
      "lookbackDays": 63,
      "returnLift1D": -0.0008973623811752635,
      "activationRate": 0.6134969325153374,
      "activationCount": 200,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07983448134253779,
      "avgForwardReturn1D": 0.00059230173157994
    }
  ],
  "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": "ace19711d3e5ad7f99f92e6a32cb3c0df3ba18e00d3cc0be84f069fbb562c796",
    "size": 13,
    "members": [
      "BEP",
      "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
0.447
Liquidity
0.497
Momentum
0.472
Relative strength
0.498
Trend quality
0.476
Stability
0.689
Aggression
0.351
Downside risk
0.628
Drawdown state
0.851
Quality momentum
0.511
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.627
Benchmark Independence 3m Score
0.708
Beta 1y Profile Score
0.333
Beta 3m Profile Score
0.225
Beta Change Score
0.366
Correlation Change Score
0.460
Current Drawdown Score
0.758
Days Since 52w High Score
0.147
Distance From 52w High Score
0.833
Distance From Sma 20 Score
0.495
Distance From Sma 200 Score
0.620
Distance From Sma 50 Score
0.432
Downside Volatility 1m Score
0.218
Downside Volatility 1y Score
0.300
Downside Volatility 2y Score
0.324
Downside Volatility 3m Score
0.256
Downside Volatility 5y Score
0.325
Downside Volatility 6m Score
0.292
Drawdown Recovery Score
1
Excess Return 1m Score
0.378
Excess Return 1y Score
0.583
Excess Return 3m Score
0.441
Excess Return 6m Score
0.705
Expected Shortfall 95 1y Score
0.612
Log Avg Dollar Volume 20d Score
0.497
Log Market Cap Score
0.447
Drawdown Score 1m
0.585
Drawdown Score 1y
0.763
Drawdown Score 2y
0.628
Drawdown Score 3m
0.641
Drawdown Score 5y
0.525
Drawdown Score 6m
0.739
Momentum Acceleration 1m Vs 3m Score
0.271
Momentum Acceleration 3m Vs 6m Score
0.391
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.087
Relative Strength Slope 3m Score
0.437
Relative Volume 20d Score
0.247
Return 1m Score
0.389
Return 1w Score
0.633
Return 1y Score
0.648
Return 2y Score
0.421
Return 3m Score
0.506
Return 5y Score
0.085
Return 6m Score
0.671
Return Skewness 1y Score
0.478
Sector Excess Return 1y Score
0.700
Sharpe 1m Score
0
Sharpe 1y Score
0.578
Sharpe 2y Score
0.555
Sharpe 3m Score
0.441
Sharpe 5y Score
0.444
Sharpe 6m Score
0.702
Sortino 1m Score
0
Sortino 1y Score
0.490
Sortino 2y Score
0.478
Sortino 3m Score
0.402
Sortino 5y Score
0.404
Sortino 6m Score
0.566
Trend R2 1m Score
0.806
Trend R2 1w Score
0.773
Trend R2 1y Score
0.815
Trend R2 2y Score
0.705
Trend R2 3m Score
0.024
Trend R2 5y Score
0.020
Trend R2 6m Score
0.566
Trend Slope 1m Score
0.161
Trend Slope 1w Score
0.931
Trend Slope 1y Score
0.594
Trend Slope 2y Score
0.558
Trend Slope 3m Score
0.477
Trend Slope 5y Score
0.496
Trend Slope 6m Score
0.593
Volatility 1m Score
0.208
Volatility 1w Score
0.174
Volatility 1y Score
0.311
Volatility 2y Score
0.349
Volatility 3m Score
0.269
Volatility 5y Score
0.346
Volatility 6m Score
0.296
Worst Day 1y Score
0.671
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
31,028,485.653
Best Day 1y
0.057
Beta To Benchmark 1y
0.831
Beta 3m
0.563
Beta Change
-0.268
Beta To Sector 1y
0.388
Correlation To Benchmark 1y
0.373
Correlation 3m
0.292
Correlation Change
-0.081
Correlation To Sector 1y
0.205
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.627
Benchmark Independence 3m Score
0.708
Beta 1y Profile Score
0.333
Beta 3m Profile Score
0.225
Beta Change Score
0.366
Correlation Change Score
0.460
Current Drawdown Score
0.758
Distance From Sma 20 Score
0.495
Distance From Sma 200 Score
0.620
Current Drawdown
-0.157
Days Since 52w High
37
Distance From 52w High
-0.108
Distance From Sma 20
-0.003
Distance From Sma 200
0.072
Distance From Sma 50
-0.041
Downside Capture 1y
1.151
Downside Volatility 1m
0.214
Downside Volatility 1w
-
Downside Volatility 1y
0.275
Downside Volatility 2y
0.293
Downside Volatility 3m
0.242
Downside Volatility 5y
0.294
Downside Volatility 6m
0.269
Drawdown Recovery
1
Excess Return 1m
-0.073
Excess Return 1y
0.050
Excess Return 3m
-0.035
Excess Return 6m
0.123
Expected Shortfall 95 1y
-0.039
Market Cap
10,044,499,960.8
Max Drawdown 1m
-0.104
Max Drawdown 1w
-0.001
Max Drawdown 1y
-0.154
Max Drawdown 2y
-0.297
Max Drawdown 3m
-0.144
Max Drawdown 5y
-0.475
Max Drawdown 6m
-0.144
Momentum Acceleration 1m Vs 3m
-0.069
Momentum Acceleration 3m Vs 6m
-0.033
Moving Average Alignment
0
Relative Strength Acceleration
-0.007
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.968
Return 1m
-0.067
Return 1w
0.040
Return 1y
0.236
Return 2y
0.473
Return 3m
0.005
Return 5y
0.111
Return 6m
0.206
Return Skewness 1y
-0.131
Sector Excess Return 1y
0.120
Sharpe 1m
-3.920
Sharpe 1y
0.891
Sharpe 2y
0.776
Sharpe 3m
0.205
Sharpe 5y
0.222
Sharpe 6m
1.511
Sortino 1m
-3.788
Sortino 1y
0.918
Sortino 2y
0.826
Sortino 3m
0.214
Sortino 5y
0.234
Sortino 6m
1.526
Trend R2 1m
0.806
Trend R2 1w
0.773
Trend R2 1y
0.815
Trend R2 2y
0.705
Trend R2 3m
0.024
Trend R2 5y
0.020
Trend R2 6m
0.566
Trend 1m
-0.005
Trend 1w
0.007
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.000
Trend 5y
-0.000
Trend 6m
0.001
Upside Capture 1y
0.905
Value At Risk 95 1y
-0.026
Volatility 1m
0.206
Volatility 1w
0.181
Volatility 1y
0.283
Volatility 2y
0.312
Volatility 3m
0.252
Volatility 5y
0.309
Volatility 6m
0.272
Worst Day 1y
-0.066
Distance From Sma 50 Score
0.432
Downside Volatility 1y Score
0.300
Downside Volatility 3m Score
0.256
Drawdown Recovery Score
1
Excess Return 1m Score
0.378
Excess Return 1y Score
0.583
Excess Return 3m Score
0.441
Excess Return 6m Score
0.705
Expected Shortfall 95 1y Score
0.612
Log Avg Dollar Volume 20d Score
0.497
Log Market Cap Score
0.447
Drawdown Score 1y
0.763
Drawdown Score 5y
0.525
Momentum Acceleration 1m Vs 3m Score
0.271
Momentum Acceleration 3m Vs 6m Score
0.391
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.087
Relative Volume 20d Score
0.247
Return 1m Score
0.389
Return 1y Score
0.648
Return 3m Score
0.506
Return 6m Score
0.671
Return Skewness 1y Score
0.478
Sortino 1y Score
0.490
Sortino 3m Score
0.402
Trend R2 1y Score
0.815
Trend R2 3m Score
0.024
Trend Slope 1y Score
0.594
Trend Slope 3m Score
0.477
Volatility 1y Score
0.311
Volatility 3m Score
0.269