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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

COST

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

COST

COST

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
-0.120
Correlation To Benchmark 1y
-0.078
Inverse To Benchmark 1y
0.922
Drawdown Score 1m
0.800
Drawdown Score 3m
0.586
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
0.699
Drawdown Score 1y
0.745
Drawdown Score 2y
0.741
Drawdown Score 5y
0.686
Return 1w
-0.021
Return 1m
-0.033
Return 3m
-0.076
Return 6m
-0.055
Return 1y
-0.011
Return 2y
0.115
Return 5y
1.374
Sharpe 1m
-1.527
Sharpe 3m
-1.272
Sharpe 6m
-0.437
Sharpe 1y
0.042
Sharpe 2y
0.366
Sharpe 5y
0.871
Trend 1w
-0.004
Trend 1m
-0.001
Trend 3m
-0.002
Trend 6m
-0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.038
Volatility 1m
0.245
Volatility 3m
0.228
Volatility 6m
0.209
Volatility 1y
0.197
Volatility 2y
0.209
Volatility 5y
0.229
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
COST
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:12 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
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
0.339
Aptet Fit Raw Score
0.358
Aptet Fit Confidence
0.893
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.328
Force Fit Raw Score
0.346
Force Fit Confidence
0.896
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:12 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "COST"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "COST",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "COST",
    "hitRates": {
      "1": 0.5714285714285714,
      "5": 0.5873015873015873,
      "10": 0.5714285714285714
    },
    "hitRate1D": 0.5714285714285714,
    "comboQuality": 0.5061392821690001,
    "eligibleDays": 339,
    "fitnessScore": 0.35540283983600696,
    "lookbackDays": 21,
    "returnLift1D": 0.0015501803966372482,
    "hitRateLift1D": 0.08639863130881092,
    "activationRate": 0.18584070796460178,
    "activationCount": 63,
    "baselineHitRates": {
      "1": 0.48502994011976047,
      "5": 0.49696969696969695,
      "10": 0.49230769230769234
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8658506559214759,
    "avgForwardReturns": {
      "1": 0.0017948643852477217,
      "5": 0.004748370690218666,
      "10": 0.00494045071751732
    },
    "shadowMaxDrawdown": -0.057792990780773046,
    "shadowTotalReturn": 0.10274279375823125,
    "avgForwardReturn1D": 0.0017948643852477217,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24"
    ],
    "horizonObservationCounts": {
      "1": 63,
      "5": 63,
      "10": 63
    },
    "baselineAvgForwardReturns": {
      "1": 0.00024468398861047364,
      "5": 0.0008876672875936342,
      "10": 0.0012961710204107972
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5061392821690001,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.20920487136821814,
    "bestRawFitnessScore": 0.35540283983600696,
    "upperQuartileComboQuality": 0.32243030938836703
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3391855701109328,
    "rawScore": 0.35841667812263645,
    "confidence": 0.8926885427740976,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.5910312995145371,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.5873015873015873,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.5061392821690001,
      "eligibleDays": 339,
      "fitnessScore": 0.35540283983600696,
      "lookbackDays": 21,
      "returnLift1D": 0.0015501803966372482,
      "hitRateLift1D": 0.08639863130881092,
      "activationRate": 0.18584070796460178,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.48502994011976047,
        "5": 0.49696969696969695,
        "10": 0.49230769230769234
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8658506559214759,
      "avgForwardReturns": {
        "1": 0.0017948643852477217,
        "5": 0.004748370690218666,
        "10": 0.00494045071751732
      },
      "shadowMaxDrawdown": -0.057792990780773046,
      "shadowTotalReturn": 0.10274279375823125,
      "avgForwardReturn1D": 0.0017948643852477217,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 63,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": 0.00024468398861047364,
        "5": 0.0008876672875936342,
        "10": 0.0012961710204107972
      }
    },
    {
      "topN": 2,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5813953488372093,
        "5": 0.627906976744186,
        "10": 0.6744186046511628
      },
      "hitRate1D": 0.5813953488372093,
      "comboQuality": 0.4823428996499823,
      "eligibleDays": 339,
      "fitnessScore": 0.33445528764215265,
      "lookbackDays": 21,
      "returnLift1D": 0.0019483176983627545,
      "hitRateLift1D": 0.09636540871744886,
      "activationRate": 0.12684365781710916,
      "activationCount": 43,
      "baselineHitRates": {
        "1": 0.48502994011976047,
        "5": 0.49696969696969695,
        "10": 0.49230769230769234
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9459793231695652,
      "avgForwardReturns": {
        "1": 0.0021930016869732283,
        "5": 0.006357716895095474,
        "10": 0.011397924062406813
      },
      "shadowMaxDrawdown": -0.05381895573589657,
      "shadowTotalReturn": 0.0867614017782421,
      "avgForwardReturn1D": 0.0021930016869732283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 43,
        "5": 43,
        "10": 43
      },
      "baselineAvgForwardReturns": {
        "1": 0.00024468398861047364,
        "5": 0.0008876672875936342,
        "10": 0.0012961710204107972
      }
    },
    {
      "topN": 4,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5324675324675324,
        "10": 0.5584415584415584
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.46150559107672007,
      "eligibleDays": 339,
      "fitnessScore": 0.3160577521049931,
      "lookbackDays": 21,
      "returnLift1D": 0.0011416200720907235,
      "hitRateLift1D": 0.06042460533478494,
      "activationRate": 0.22713864306784662,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.48502994011976047,
        "5": 0.49696969696969695,
        "10": 0.49230769230769234
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7233087908012784,
      "avgForwardReturns": {
        "1": 0.0013863040607011972,
        "5": -0.00024122904928461472,
        "10": 0.00009203787385274349
      },
      "shadowMaxDrawdown": -0.06377633892356893,
      "shadowTotalReturn": 0.09521860907572877,
      "avgForwardReturn1D": 0.0013863040607011972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.00024468398861047364,
        "5": 0.0008876672875936342,
        "10": 0.0012961710204107972
      }
    },
    {
      "topN": 3,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5194805194805194,
        "5": 0.36363636363636365,
        "10": 0.3974358974358974
      },
      "hitRate1D": 0.5194805194805194,
      "comboQuality": 0.33892914544827357,
      "eligibleDays": 352,
      "fitnessScore": 0.2030246105562381,
      "lookbackDays": 14,
      "returnLift1D": 0.0008159340287640914,
      "hitRateLift1D": 0.03682155994294717,
      "activationRate": 0.2215909090909091,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.48265895953757226,
        "5": 0.49122807017543857,
        "10": 0.48520710059171596
      },
      "sampleConfidence": 0.9982905982905983,
      "shadowSharpeLike": 0.36627500902276994,
      "avgForwardReturns": {
        "1": 0.0009305904672042344,
        "5": -0.008301765749820672,
        "10": -0.010123460950480426
      },
      "shadowMaxDrawdown": -0.0671705660465971,
      "shadowTotalReturn": 0.050751630744891196,
      "avgForwardReturn1D": 0.0009305904672042344,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011465643844014296,
        "5": 0.00035420270807245155,
        "10": 0.000985947472189115
      }
    },
    {
      "topN": 2,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5,
        "10": 0.3888888888888889
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.32330875105022344,
      "eligibleDays": 297,
      "fitnessScore": 0.18750638103194175,
      "lookbackDays": 63,
      "returnLift1D": 0.0019415833755238629,
      "hitRateLift1D": 0.08980213089802136,
      "activationRate": 0.06060606060606061,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.4583333333333333,
        "10": 0.4275618374558304
      },
      "sampleConfidence": 0.9717758139277826,
      "shadowSharpeLike": 0.7260430012030693,
      "avgForwardReturns": {
        "1": 0.0017389729387607103,
        "5": -0.0010007379445446756,
        "10": 0.004502705418548216
      },
      "shadowMaxDrawdown": -0.04067792907386569,
      "shadowTotalReturn": 0.02902743783444306,
      "avgForwardReturn1D": 0.0017389729387607103,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-03-13",
        "2026-03-16",
        "2026-03-17",
        "2026-03-18",
        "2026-03-19",
        "2026-03-23",
        "2026-03-24",
        "2026-03-25",
        "2026-03-26",
        "2026-03-27"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 18,
        "10": 18
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020261043676315262,
        "5": -0.00125876284624783,
        "10": -0.0023636791586768473
      }
    },
    {
      "topN": 2,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5,
        "5": 0.375,
        "10": 0.25
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.32213749550108156,
      "eligibleDays": 315,
      "fitnessScore": 0.18632747723137758,
      "lookbackDays": 45,
      "returnLift1D": 0.0027918874597301895,
      "hitRateLift1D": 0.022580645161290325,
      "activationRate": 0.0761904761904762,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.4774193548387097,
        "5": 0.48366013071895425,
        "10": 0.4584717607973422
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8814833799329502,
      "avgForwardReturns": {
        "1": 0.002760977184874965,
        "5": -0.0026606930090359673,
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        "5": -0.006493875499611773,
        "10": -0.006203153841164141
      },
      "shadowMaxDrawdown": -0.17733014943153902,
      "shadowTotalReturn": -0.1145129348958075,
      "avgForwardReturn1D": -0.0007790866795452437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 114,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.00011465643844014296,
        "5": 0.00035420270807245155,
        "10": 0.000985947472189115
      }
    },
    {
      "topN": 4,
      "ticker": "COST",
      "hitRates": {
        "1": 0.4146341463414634,
        "5": 0.3902439024390244,
        "10": 0.34146341463414637
      },
      "hitRate1D": 0.4146341463414634,
      "comboQuality": 0.06446893376003943,
      "eligibleDays": 297,
      "fitnessScore": -0.23848479639139547,
      "lookbackDays": 63,
      "returnLift1D": -0.0015784873582294502,
      "hitRateLift1D": -0.051119278316070826,
      "activationRate": 0.13804713804713806,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.4657534246575342,
        "5": 0.4583333333333333,
        "10": 0.4275618374558304
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8584363896546313,
      "avgForwardReturns": {
        "1": -0.0017810977949926027,
        "5": -0.013268547424159446,
        "10": -0.014367716441115634
      },
      "shadowMaxDrawdown": -0.08485043970193407,
      "shadowTotalReturn": -0.07830572483633802,
      "avgForwardReturn1D": -0.0017810977949926027,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-06-09",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 41,
        "10": 41
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020261043676315262,
        "5": -0.00125876284624783,
        "10": -0.0023636791586768473
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    },
    {
      "topN": 4,
      "ticker": "COST",
      "hitRates": {
        "1": 0.40625,
        "5": 0.453125,
        "10": 0.34375
      },
      "hitRate1D": 0.40625,
      "comboQuality": 0.05857394510645632,
      "eligibleDays": 315,
      "fitnessScore": -0.26096328268425284,
      "lookbackDays": 45,
      "returnLift1D": -0.0013944930765849481,
      "hitRateLift1D": -0.07116935483870968,
      "activationRate": 0.20317460317460317,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.4774193548387097,
        "5": 0.48366013071895425,
        "10": 0.4584717607973422
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8856370000360839,
      "avgForwardReturns": {
        "1": -0.0014254033514401725,
        "5": -0.006222191255714582,
        "10": -0.008912687354684107
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      "shadowMaxDrawdown": -0.1417025049677385,
      "shadowTotalReturn": -0.10199680352522988,
      "avgForwardReturn1D": -0.0014254033514401725,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 64,
        "10": 64
      },
      "baselineAvgForwardReturns": {
        "1": -0.00003091027485522436,
        "5": -0.0003136431961621486,
        "10": -0.0010554471110070394
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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": 3,
      "comboQuality": 0.33892914544827357,
      "fitnessScore": 0.2030246105562381,
      "lookbackDays": 14,
      "returnLift1D": 0.0008159340287640914,
      "activationRate": 0.2215909090909091,
      "activationCount": 78,
      "sampleConfidence": 0.9982905982905983,
      "shadowTotalReturn": 0.050751630744891196,
      "avgForwardReturn1D": 0.0009305904672042344
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5061392821690001,
      "fitnessScore": 0.35540283983600696,
      "lookbackDays": 21,
      "returnLift1D": 0.0015501803966372482,
      "activationRate": 0.18584070796460178,
      "activationCount": 63,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.10274279375823125,
      "avgForwardReturn1D": 0.0017948643852477217
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2254201725501866,
      "fitnessScore": 0.07844198141568236,
      "lookbackDays": 30,
      "returnLift1D": -0.0006207759297085857,
      "activationRate": 0.10606060606060606,
      "activationCount": 35,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.02761165539212962,
      "avgForwardReturn1D": -0.0005344967290371467
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.32213749550108156,
      "fitnessScore": 0.18632747723137758,
      "lookbackDays": 45,
      "returnLift1D": 0.0027918874597301895,
      "activationRate": 0.0761904761904762,
      "activationCount": 24,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.06114149678408798,
      "avgForwardReturn1D": 0.002760977184874965
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.32330875105022344,
      "fitnessScore": 0.18750638103194175,
      "lookbackDays": 63,
      "returnLift1D": 0.0019415833755238629,
      "activationRate": 0.06060606060606061,
      "activationCount": 18,
      "sampleConfidence": 0.9717758139277826,
      "shadowTotalReturn": 0.02902743783444306,
      "avgForwardReturn1D": 0.0017389729387607103
    }
  ],
  "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": "4fcb4c338416ea42b2c1688eff20a3c07c02b85b8c58ca730d1221c3e6735f26",
    "size": 13,
    "members": [
      "COST",
      "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",
      "COST"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "COST",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "COST",
    "hitRates": {
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      "5": 0.5529411764705883,
      "10": 0.4470588235294118
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    "hitRate1D": 0.5764705882352941,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.5658843483738901,
    "eligibleDays": 368,
    "fitnessScore": 0.40831732474199467,
    "lookbackDays": 21,
    "returnLift1D": 0.001721162892009294,
    "hitRateLift1D": 0.09277493606138104,
    "portfolioSize": 3,
    "activationRate": 0.23097826086956522,
    "activationCount": 85,
    "baselineHitRates": {
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      "5": 0.49175824175824173,
      "10": 0.4623955431754875
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8495644013159951,
    "avgForwardReturns": {
      "1": 0.0016115283255994264,
      "5": -0.0006452742329256215,
      "10": -0.009799333764196963
    },
    "shadowMaxDrawdown": -0.05923524239086686,
    "shadowTotalReturn": 0.12574250039476853,
    "avgForwardReturn1D": 0.0016115283255994264,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "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"
    ],
    "horizonObservationCounts": {
      "1": 85,
      "5": 85,
      "10": 85
    },
    "baselineAvgForwardReturns": {
      "1": -0.00010963456640986744,
      "5": -0.0008400303915691359,
      "10": -0.0023603638200689037
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5658843483738901,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1881992249069102,
    "bestRawFitnessScore": 0.40831732474199467,
    "upperQuartileComboQuality": 0.33694979977594053
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3284082202389589,
    "rawScore": 0.3464634917005518,
    "confidence": 0.8957738873266446,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 3
    },
    "profileBreadth": 0.1,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
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        3
      ]
    },
    "parameterStability": 0.5103184976885953,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "COST",
      "hitRates": {
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        "5": 0.5529411764705883,
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      "hitRate1D": 0.5764705882352941,
      "rankWeights": [
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      "comboQuality": 0.5658843483738901,
      "eligibleDays": 368,
      "fitnessScore": 0.40831732474199467,
      "lookbackDays": 21,
      "returnLift1D": 0.001721162892009294,
      "hitRateLift1D": 0.09277493606138104,
      "portfolioSize": 3,
      "activationRate": 0.23097826086956522,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.483695652173913,
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        "10": 0.4623955431754875
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8495644013159951,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.05923524239086686,
      "shadowTotalReturn": 0.12574250039476853,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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"
      ],
      "horizonObservationCounts": {
        "1": 85,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "10": 0.49206349206349204
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      "hitRate1D": 0.5873015873015873,
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      "comboQuality": 0.5603038526981501,
      "eligibleDays": 368,
      "fitnessScore": 0.4033269696608056,
      "lookbackDays": 21,
      "returnLift1D": 0.0021481137951383632,
      "hitRateLift1D": 0.1036059351276743,
      "portfolioSize": 2,
      "activationRate": 0.17119565217391305,
      "activationCount": 63,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9810598020614583,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.05522836909303219,
      "shadowTotalReturn": 0.1211399637774877,
      "avgForwardReturn1D": 0.002038479228728496,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "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"
      ],
      "horizonObservationCounts": {
        "1": 63,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.40758917008420076,
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.40615847918101233,
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      "fitnessScore": 0.26642880733922103,
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      "returnLift1D": 0.0008915440541755615,
      "hitRateLift1D": 0.07185990338164255,
      "portfolioSize": 4,
      "activationRate": 0.26902173913043476,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.37832716111162756,
      "avgForwardReturns": {
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        "5": -0.0047416708835923025,
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      "shadowMaxDrawdown": -0.11228959456886256,
      "shadowTotalReturn": 0.058101730277701824,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-05",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5555555555555556,
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      "comboQuality": 0.40615847918101233,
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      "returnLift1D": 0.0008915440541755615,
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        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 73,
        "5": 73,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002942895596158521,
        "5": -0.0011429571851019804,
        "10": -0.0023228904682894794
      }
    },
    {
      "topN": 4,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5280898876404494,
        "5": 0.47191011235955055,
        "10": 0.4606741573033708
      },
      "hitRate1D": 0.5280898876404494,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0812933489116201,
      "eligibleDays": 359,
      "fitnessScore": -0.1834785858430678,
      "lookbackDays": 30,
      "returnLift1D": -0.0016626364697844417,
      "hitRateLift1D": 0.04898125254295638,
      "portfolioSize": 4,
      "activationRate": 0.2479108635097493,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.48732394366197185,
        "10": 0.4685714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0694385734236864,
      "avgForwardReturns": {
        "1": -0.0019569260294002937,
        "5": -0.010658638865465331,
        "10": -0.012536798844343586
      },
      "shadowMaxDrawdown": -0.18389488444998336,
      "shadowTotalReturn": -0.17693684719122194,
      "avgForwardReturn1D": -0.0019569260294002937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 89,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002942895596158521,
        "5": -0.0011429571851019804,
        "10": -0.0023228904682894794
      }
    },
    {
      "topN": 5,
      "ticker": "COST",
      "hitRates": {
        "1": 0.5280898876404494,
        "5": 0.47191011235955055,
        "10": 0.4606741573033708
      },
      "hitRate1D": 0.5280898876404494,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0812933489116201,
      "eligibleDays": 359,
      "fitnessScore": -0.1834785858430678,
      "lookbackDays": 30,
      "returnLift1D": -0.0016626364697844417,
      "hitRateLift1D": 0.04898125254295638,
      "portfolioSize": 5,
      "activationRate": 0.2479108635097493,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.479108635097493,
        "5": 0.48732394366197185,
        "10": 0.4685714285714286
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0694385734236864,
      "avgForwardReturns": {
        "1": -0.0019569260294002937,
        "5": -0.010658638865465331,
        "10": -0.012536798844343586
      },
      "shadowMaxDrawdown": -0.18389488444998336,
      "shadowTotalReturn": -0.17693684719122194,
      "avgForwardReturn1D": -0.0019569260294002937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 89,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0002942895596158521,
        "5": -0.0011429571851019804,
        "10": -0.0023228904682894794
      }
    },
    {
      "topN": 4,
      "ticker": "COST",
      "hitRates": {
        "1": 0.4090909090909091,
        "5": 0.45454545454545453,
        "10": 0.36363636363636365
      },
      "hitRate1D": 0.4090909090909091,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04042370266060291,
      "eligibleDays": 344,
      "fitnessScore": -0.3467566138832222,
      "lookbackDays": 45,
      "returnLift1D": -0.00225336902495839,
      "hitRateLift1D": -0.07346723044397463,
      "portfolioSize": 4,
      "activationRate": 0.19186046511627908,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.48255813953488375,
        "5": 0.4970588235294118,
        "10": 0.48955223880597015
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.16358225977096,
      "avgForwardReturns": {
        "1": -0.0021732790905042584,
        "5": -0.005560787588275736,
        "10": -0.007950218167393155
      },
      "shadowMaxDrawdown": -0.1505370965846221,
      "shadowTotalReturn": -0.1505370965846221,
      "avgForwardReturn1D": -0.0021732790905042584,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-11",
        "2025-04-25",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008008993445413156,
        "5": 0.0007183974514599629,
        "10": 0.0014423770177518238
      }
    },
    {
      "topN": 5,
      "ticker": "COST",
      "hitRates": {
        "1": 0.4090909090909091,
        "5": 0.45454545454545453,
        "10": 0.36363636363636365
      },
      "hitRate1D": 0.4090909090909091,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.04042370266060291,
      "eligibleDays": 344,
      "fitnessScore": -0.3467566138832222,
      "lookbackDays": 45,
      "returnLift1D": -0.00225336902495839,
      "hitRateLift1D": -0.07346723044397463,
      "portfolioSize": 5,
      "activationRate": 0.19186046511627908,
      "activationCount": 66,
      "baselineHitRates": {
        "1": 0.48255813953488375,
        "5": 0.4970588235294118,
        "10": 0.48955223880597015
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.16358225977096,
      "avgForwardReturns": {
        "1": -0.0021732790905042584,
        "5": -0.005560787588275736,
        "10": -0.007950218167393155
      },
      "shadowMaxDrawdown": -0.1505370965846221,
      "shadowTotalReturn": -0.1505370965846221,
      "avgForwardReturn1D": -0.0021732790905042584,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-11",
        "2025-04-25",
        "2025-05-02",
        "2025-05-12",
        "2025-05-13",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008008993445413156,
        "5": 0.0007183974514599629,
        "10": 0.0014423770177518238
      }
    }
  ],
  "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": 0.40758917008420076,
      "fitnessScore": 0.2677330608245711,
      "lookbackDays": 14,
      "returnLift1D": 0.0011319702984471814,
      "activationRate": 0.22933333333333333,
      "activationCount": 86,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.08324380578809176,
      "avgForwardReturn1D": 0.0012010862076730245
    },
    {
      "comboQuality": 0.5658843483738901,
      "fitnessScore": 0.40831732474199467,
      "lookbackDays": 21,
      "returnLift1D": 0.001721162892009294,
      "activationRate": 0.23097826086956522,
      "activationCount": 85,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12574250039476853,
      "avgForwardReturn1D": 0.0016115283255994264
    },
    {
      "comboQuality": 0.10868475950513624,
      "fitnessScore": -0.11293425041883998,
      "lookbackDays": 30,
      "returnLift1D": -0.0017337979144005275,
      "activationRate": 0.13370473537604458,
      "activationCount": 48,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.10404743813923856,
      "avgForwardReturn1D": -0.0020280874740163796
    },
    {
      "comboQuality": 0.31388023997424996,
      "fitnessScore": 0.1779510508431485,
      "lookbackDays": 45,
      "returnLift1D": 0.0026299847982480798,
      "activationRate": 0.06976744186046512,
      "activationCount": 24,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.05990557079442893,
      "avgForwardReturn1D": 0.0027100747327022112
    },
    {
      "comboQuality": 0.20407943199400722,
      "fitnessScore": 0.05058217770302443,
      "lookbackDays": 63,
      "returnLift1D": 0.00006725473304327226,
      "activationRate": 0.1441717791411043,
      "activationCount": 47,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.008181763202681047,
      "avgForwardReturn1D": 0.00004040153593975317
    }
  ],
  "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": "4fcb4c338416ea42b2c1688eff20a3c07c02b85b8c58ca730d1221c3e6735f26",
    "size": 13,
    "members": [
      "COST",
      "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
0.808
Liquidity
1
Momentum
0.442
Relative strength
0.314
Trend quality
0.290
Stability
0.670
Aggression
0.313
Downside risk
0.616
Drawdown state
0.784
Quality momentum
0.407
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.922
Benchmark Independence 3m Score
0.680
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.281
Correlation Change Score
0.379
Current Drawdown Score
0.763
Days Since 52w High Score
0.175
Distance From 52w High Score
0.763
Distance From Sma 20 Score
0.484
Distance From Sma 200 Score
0.449
Distance From Sma 50 Score
0.422
Downside Volatility 1m Score
0.224
Downside Volatility 1w Score
0.032
Downside Volatility 1y Score
0.196
Downside Volatility 2y Score
0.211
Downside Volatility 3m Score
0.248
Downside Volatility 5y Score
0.249
Downside Volatility 6m Score
0.216
Drawdown Recovery Score
0.821
Excess Return 1m Score
0.435
Excess Return 1y Score
0.170
Excess Return 3m Score
0.306
Excess Return 6m Score
0.270
Expected Shortfall 95 1y Score
0.712
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.808
Drawdown Score 1m
0.800
Drawdown Score 1y
0.745
Drawdown Score 2y
0.741
Drawdown Score 3m
0.586
Drawdown Score 5y
0.686
Drawdown Score 6m
0.699
Momentum Acceleration 1m Vs 3m Score
0.474
Momentum Acceleration 3m Vs 6m Score
0.446
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.453
Relative Strength Slope 3m Score
0.346
Relative Volume 20d Score
0.304
Return 1m Score
0.445
Return 1w Score
0.431
Return 1y Score
0.493
Return 2y Score
0.319
Return 3m Score
0.405
Return 5y Score
0.183
Return 6m Score
0.454
Return Skewness 1y Score
0.468
Sector Excess Return 1y Score
0.402
Sharpe 1m Score
0.095
Sharpe 1y Score
0.408
Sharpe 2y Score
0.473
Sharpe 3m Score
0.146
Sharpe 5y Score
0.574
Sharpe 6m Score
0.313
Sortino 1m Score
0.161
Sortino 1y Score
0.380
Sortino 2y Score
0.421
Sortino 3m Score
0.221
Sortino 5y Score
0.480
Sortino 6m Score
0.321
Trend R2 1m Score
0.329
Trend R2 1w Score
0.952
Trend R2 1y Score
0.152
Trend R2 2y Score
0.180
Trend R2 3m Score
0.636
Trend R2 5y Score
0.860
Trend R2 6m Score
0.124
Trend Slope 1m Score
0.414
Trend Slope 1w Score
0.223
Trend Slope 1y Score
0.516
Trend Slope 2y Score
0.511
Trend Slope 3m Score
0.386
Trend Slope 5y Score
0.551
Trend Slope 6m Score
0.480
Volatility 1m Score
0.260
Volatility 1w Score
0
Volatility 1y Score
0.196
Volatility 2y Score
0.212
Volatility 3m Score
0.238
Volatility 5y Score
0.238
Volatility 6m Score
0.213
Worst Day 1y Score
0.789
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,507,358,544.557
Best Day 1y
0.037
Beta To Benchmark 1y
-0.120
Beta 3m
-0.558
Beta Change
-0.438
Beta To Sector 1y
0.833
Correlation To Benchmark 1y
-0.078
Correlation 3m
-0.320
Correlation Change
-0.242
Correlation To Sector 1y
0.584
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.922
Benchmark Independence 3m Score
0.680
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.281
Correlation Change Score
0.379
Current Drawdown Score
0.763
Distance From Sma 20 Score
0.484
Distance From Sma 200 Score
0.449
Current Drawdown
-0.154
Days Since 52w High
44
Distance From 52w High
-0.154
Distance From Sma 20
-0.010
Distance From Sma 200
-0.031
Distance From Sma 50
-0.047
Downside Capture 1y
2.324
Downside Volatility 1m
0.218
Downside Volatility 1w
0.074
Downside Volatility 1y
0.197
Downside Volatility 2y
0.208
Downside Volatility 3m
0.236
Downside Volatility 5y
0.237
Downside Volatility 6m
0.212
Drawdown Recovery
0.642
Excess Return 1m
-0.039
Excess Return 1y
-0.198
Excess Return 3m
-0.117
Excess Return 6m
-0.138
Expected Shortfall 95 1y
-0.029
Market Cap
414,665,986,104.12
Max Drawdown 1m
-0.050
Max Drawdown 1w
-0.021
Max Drawdown 1y
-0.166
Max Drawdown 2y
-0.207
Max Drawdown 3m
-0.166
Max Drawdown 5y
-0.314
Max Drawdown 6m
-0.166
Momentum Acceleration 1m Vs 3m
-0.008
Momentum Acceleration 3m Vs 6m
-0.016
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.120
Return 1m
-0.033
Return 1w
-0.021
Return 1y
-0.011
Return 2y
0.115
Return 3m
-0.076
Return 5y
1.374
Return 6m
-0.055
Return Skewness 1y
-0.189
Sector Excess Return 1y
-0.059
Sharpe 1m
-1.527
Sharpe 1y
0.042
Sharpe 2y
0.366
Sharpe 3m
-1.272
Sharpe 5y
0.871
Sharpe 6m
-0.437
Sortino 1m
-1.713
Sortino 1y
0.042
Sortino 2y
0.367
Sortino 3m
-1.231
Sortino 5y
0.842
Sortino 6m
-0.433
Trend R2 1m
0.329
Trend R2 1w
0.952
Trend R2 1y
0.152
Trend R2 2y
0.180
Trend R2 3m
0.636
Trend R2 5y
0.860
Trend R2 6m
0.124
Trend 1m
-0.001
Trend 1w
-0.004
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.359
Value At Risk 95 1y
-0.022
Volatility 1m
0.245
Volatility 1w
0.038
Volatility 1y
0.197
Volatility 2y
0.209
Volatility 3m
0.228
Volatility 5y
0.229
Volatility 6m
0.209
Worst Day 1y
-0.042
Distance From Sma 50 Score
0.422
Downside Volatility 1y Score
0.196
Downside Volatility 3m Score
0.248
Drawdown Recovery Score
0.821
Excess Return 1m Score
0.435
Excess Return 1y Score
0.170
Excess Return 3m Score
0.306
Excess Return 6m Score
0.270
Expected Shortfall 95 1y Score
0.712
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.808
Drawdown Score 1y
0.745
Drawdown Score 5y
0.686
Momentum Acceleration 1m Vs 3m Score
0.474
Momentum Acceleration 3m Vs 6m Score
0.446
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.453
Relative Volume 20d Score
0.304
Return 1m Score
0.445
Return 1y Score
0.493
Return 3m Score
0.405
Return 6m Score
0.454
Return Skewness 1y Score
0.468
Sortino 1y Score
0.380
Sortino 3m Score
0.221
Trend R2 1y Score
0.152
Trend R2 3m Score
0.636
Trend Slope 1y Score
0.516
Trend Slope 3m Score
0.386
Volatility 1y Score
0.196
Volatility 3m Score
0.238