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MonstraTM

Vectors

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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

HD

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

Research Detail

HD

HD

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
0.694
Correlation To Benchmark 1y
0.353
Inverse To Benchmark 1y
0.647
Drawdown Score 1m
0.629
Drawdown Score 3m
0.687
0.184 poor
100%
Jul 26, 1:08 AM
CCJEnergy0.2530.3300.4350.8460.092 poor0.858 strong100%Jul 26, 1:08 AM
CATIndustrials0.5340.6160.6551.0000.996 strong0.996 strong100%Jul 26, 1:08 AM
CALMConsumer Staples0.6350.5690.5720.6490.192 poor0.211 poor100%Jul 26, 1:07 AM
CACIInformation Technology0.4850.4140.5130.7090.132 poor0.407 weak100%Jul 26, 1:07 AM
BWXTIndustrials0.3170.3530.5090.7520.101 poor0.719 good98%Jul 26, 1:07 AM
BULZ-0.4640.4440.2190.5050.131 poor0.999 strong98%Jul 26, 12:49 AM
BTDRInformation Technology0.3020.2390.1310.6970.098 poor0.671 good100%Jul 26, 12:49 AM
BSXHealth Care0.2890.3740.4670.9750.162 poor0.166 poor100%Jul 26, 12:48 AM
BPEnergy0.6170.5790.6860.8570.136 poor0.443 weak100%Jul 26, 12:48 AM
BOTZ-0.4170.3920.6370.4920.164 poor0.224 poor98%Jul 26, 12:47 AM
BMYHealth Care0.6460.5750.7050.9380.431 weak0.295 poor100%Jul 26, 12:47 AM
BKNGConsumer Discretionary0.4950.4150.5941.0000.355 weak0.385 weak100%Jul 26, 12:46 AM
BITX-0.3240.3430.1890.6730.160 poor0.154 poor98%Jul 26, 12:46 AM
BGConsumer Staples0.6190.5600.6920.7290.526 moderate0.549 moderate100%Jul 26, 12:46 AM
BEPC-0.3760.3280.5630.5680.295 poor0.320 poor100%Jul 26, 12:45 AM
BEPUtilities0.4720.5110.6890.4970.323 poor0.359 weak100%Jul 26, 12:45 AM
BEN-0.6990.7240.6870.7300.921 strong0.917 strong100%Jul 26, 12:44 AM
BELFB-0.6220.6300.5420.6650.999 strong0.998 strong100%Jul 26, 12:44 AM
BEAM-0.6660.5600.2650.6550.103 poor0.081 poor100%Jul 26, 12:43 AM
BE-0.6490.6480.3141.0001.000 strong0.998 strong100%Jul 26, 12:43 AM
BDXHealth Care0.5590.4510.5880.8520.161 poor0.115 poor100%Jul 26, 12:43 AM
BDC-0.4200.3470.5040.6160.382 weak0.362 weak100%Jul 26, 12:42 AM
BCE-0.3680.3190.5740.6530.096 poor0.074 poor100%Jul 26, 12:42 AM
BAHIndustrials0.4280.4110.4550.7310.124 poor0.119 poor100%Jul 26, 12:41 AM
BACFinancials0.6330.6490.7051.0000.161 poor0.847 strong100%Jul 26, 12:41 AM
BAIndustrials0.4290.3640.5461.0000.129 poor0.514 moderate100%Jul 26, 12:40 AM
AZNHealth Care0.4160.4080.6450.8960.123 poor0.345 poor100%Jul 26, 12:40 AM
AXPFinancials0.5340.4690.6091.0000.160 poor0.422 weak100%Jul 26, 12:40 AM
AVGOInformation Technology0.5400.5350.5021.0000.942 strong0.917 strong98%Jul 26, 12:39 AM
AVAVIndustrials0.4210.3660.2270.8630.162 poor0.798 good100%Jul 26, 12:39 AM
ASMLInformation Technology0.6620.7140.6211.0000.937 strong0.870 strong100%Jul 26, 12:38 AM
ARMInformation Technology0.5870.5800.3221.0000.190 poor0.994 strong100%Jul 26, 12:38 AM
ARHS-0.6700.4680.3210.3460.159 poor0.129 poor100%Jul 26, 12:37 AM
ARES-0.4570.3920.4810.8260.442 weak0.428 weak100%Jul 26, 12:37 AM
ARDX-0.4100.3430.3300.4790.258 poor0.127 poor100%Jul 26, 12:37 AM
ARCO-0.5330.5050.6180.3680.074 poor0.096 poor100%Jul 26, 12:36 AM
ARCBIndustrials0.6170.6650.5400.6180.889 strong0.890 strong100%Jul 26, 12:36 AM
AREnergy0.4250.3740.5200.7480.093 poor0.116 poor100%Jul 26, 12:35 AM
AQNUtilities0.4320.4000.5250.4740.107 poor0.180 poor100%Jul 26, 12:35 AM
APTVConsumer Discretionary0.3860.3310.4190.7500.357 weak0.328 poor100%Jul 26, 12:34 AM
APPSInformation Technology0.7740.6390.1210.5920.968 strong0.966 strong100%Jul 26, 12:34 AM
APPNInformation Technology0.5620.4230.2800.4240.131 poor0.106 poor100%Jul 26, 12:34 AM
APPFInformation Technology0.5370.4360.4560.5930.135 poor0.112 poor100%Jul 26, 12:33 AM
APPCommunication Services0.3330.2550.2081.0000.164 poor0.342 poor100%Jul 26, 12:33 AM
APOFinancials0.4300.3320.5060.9270.218 poor0.241 poor100%Jul 26, 12:32 AM
APLEReal Estate0.6990.7510.7230.5720.605 moderate0.608 moderate100%Jul 26, 12:32 AM
APLDInformation Technology0.4930.4390.2600.9620.988 strong0.963 strong100%Jul 26, 12:31 AM
PreviousPage 5 of 8Next
Drawdown Score 6m
0.574
Drawdown Score 1y
0.557
Drawdown Score 2y
0.640
Drawdown Score 5y
0.653
Return 1w
-0.067
Return 1m
0.001
Return 3m
-0.036
Return 6m
-0.144
Return 1y
-0.102
Return 2y
-0.067
Return 5y
0.140
Sharpe 1m
0.177
Sharpe 3m
-0.391
Sharpe 6m
-1.014
Sharpe 1y
-0.304
Sharpe 2y
-0.030
Sharpe 5y
0.229
Trend 1w
-0.012
Trend 1m
-0.002
Trend 3m
0.001
Trend 6m
-0.001
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.174
Volatility 1m
0.311
Volatility 3m
0.281
Volatility 6m
0.270
Volatility 1y
0.250
Volatility 2y
0.237
Volatility 5y
0.244
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
HD
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:31 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.349
Aptet Fit Raw Score
0.371
Aptet Fit Confidence
0.886
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.279
Force Fit Raw Score
0.298
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:31 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HD",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "HD",
    "hitRates": {
      "1": 0.5568181818181818,
      "5": 0.6785714285714286,
      "10": 0.7215189873417721
    },
    "hitRate1D": 0.5568181818181818,
    "comboQuality": 0.6040283688790055,
    "eligibleDays": 339,
    "fitnessScore": 0.44290129091531055,
    "lookbackDays": 21,
    "returnLift1D": 0.0018220437715490683,
    "hitRateLift1D": 0.0777762656505171,
    "activationRate": 0.25958702064896755,
    "activationCount": 88,
    "baselineHitRates": {
      "1": 0.47904191616766467,
      "5": 0.509090909090909,
      "10": 0.5169230769230769
    },
    "sampleConfidence": 0.9901515151515152,
    "shadowSharpeLike": 0.9777664451553294,
    "avgForwardReturns": {
      "1": 0.001947418852324162,
      "5": 0.010253417205387524,
      "10": 0.017672662013535994
    },
    "shadowMaxDrawdown": -0.06799536207974133,
    "shadowTotalReturn": 0.16744038393300786,
    "avgForwardReturn1D": 0.001947418852324162,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-04-25"
    ],
    "horizonObservationCounts": {
      "1": 88,
      "5": 84,
      "10": 79
    },
    "baselineAvgForwardReturns": {
      "1": 0.00012537508077509362,
      "5": 0.00041408017955727665,
      "10": 0.0005836179428815074
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6040283688790055,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21767857170941002,
    "bestRawFitnessScore": 0.44290129091531055,
    "upperQuartileComboQuality": 0.34462647093833304
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3493062888115748,
    "rawScore": 0.37050765561275767,
    "confidence": 0.8855550406043874,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0.10029803135674394,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.5333767693127979,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5568181818181818,
        "5": 0.6785714285714286,
        "10": 0.7215189873417721
      },
      "hitRate1D": 0.5568181818181818,
      "comboQuality": 0.6040283688790055,
      "eligibleDays": 339,
      "fitnessScore": 0.44290129091531055,
      "lookbackDays": 21,
      "returnLift1D": 0.0018220437715490683,
      "hitRateLift1D": 0.0777762656505171,
      "activationRate": 0.25958702064896755,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.47904191616766467,
        "5": 0.509090909090909,
        "10": 0.5169230769230769
      },
      "sampleConfidence": 0.9901515151515152,
      "shadowSharpeLike": 0.9777664451553294,
      "avgForwardReturns": {
        "1": 0.001947418852324162,
        "5": 0.010253417205387524,
        "10": 0.017672662013535994
      },
      "shadowMaxDrawdown": -0.06799536207974133,
      "shadowTotalReturn": 0.16744038393300786,
      "avgForwardReturn1D": 0.001947418852324162,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 84,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012537508077509362,
        "5": 0.00041408017955727665,
        "10": 0.0005836179428815074
      }
    },
    {
      "topN": 3,
      "ticker": "HD",
      "hitRates": {
        "1": 0.55,
        "5": 0.6582278481012658,
        "10": 0.7297297297297297
      },
      "hitRate1D": 0.55,
      "comboQuality": 0.602488278732996,
      "eligibleDays": 339,
      "fitnessScore": 0.44148563372667426,
      "lookbackDays": 21,
      "returnLift1D": 0.0021460010680508243,
      "hitRateLift1D": 0.07095808383233537,
      "activationRate": 0.2359882005899705,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.47904191616766467,
        "5": 0.509090909090909,
        "10": 0.5169230769230769
      },
      "sampleConfidence": 0.9941666666666668,
      "shadowSharpeLike": 1.0495785897940881,
      "avgForwardReturns": {
        "1": 0.002271376148825918,
        "5": 0.008884493349443296,
        "10": 0.01718952533895789
      },
      "shadowMaxDrawdown": -0.07000266017766199,
      "shadowTotalReturn": 0.1767041722171998,
      "avgForwardReturn1D": 0.002271376148825918,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 79,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012537508077509362,
        "5": 0.00041408017955727665,
        "10": 0.0005836179428815074
      }
    },
    {
      "topN": 5,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5368421052631579,
        "5": 0.6703296703296703,
        "10": 0.6976744186046512
      },
      "hitRate1D": 0.5368421052631579,
      "comboQuality": 0.5125180818773799,
      "eligibleDays": 339,
      "fitnessScore": 0.36101821454418287,
      "lookbackDays": 21,
      "returnLift1D": 0.0013580073448636583,
      "hitRateLift1D": 0.057800189095493226,
      "activationRate": 0.2831858407079646,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.47904191616766467,
        "5": 0.509090909090909,
        "10": 0.5169230769230769
      },
      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": 0.7623219663613374,
      "avgForwardReturns": {
        "1": 0.001483382425638752,
        "5": 0.009424137152091365,
        "10": 0.014880528974659914
      },
      "shadowMaxDrawdown": -0.08820932507198409,
      "shadowTotalReturn": 0.13036295672005171,
      "avgForwardReturn1D": 0.001483382425638752,
      "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": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012537508077509362,
        "5": 0.00041408017955727665,
        "10": 0.0005836179428815074
      }
    },
    {
      "topN": 5,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5257731958762887,
        "5": 0.6559139784946236,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5257731958762887,
      "comboQuality": 0.4560361875301134,
      "eligibleDays": 330,
      "fitnessScore": 0.31121167713793735,
      "lookbackDays": 30,
      "returnLift1D": 0.0011478454164235603,
      "hitRateLift1D": 0.05192704203013482,
      "activationRate": 0.296969696969697,
      "activationCount": 98,
      "baselineHitRates": {
        "1": 0.47384615384615386,
        "5": 0.5015576323987538,
        "10": 0.5189873417721519
      },
      "sampleConfidence": 0.9891156462585035,
      "shadowSharpeLike": 0.6180106941237309,
      "avgForwardReturns": {
        "1": 0.001127823301867316,
        "5": 0.008092530764115709,
        "10": 0.012153057312550538
      },
      "shadowMaxDrawdown": -0.07159953257335627,
      "shadowTotalReturn": 0.09550487756433723,
      "avgForwardReturn1D": 0.001127823301867316,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": -0.000020022114556244203,
        "5": 0.00008171854427840195,
        "10": 0.0008640873600359739
      }
    },
    {
      "topN": 2,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.6307692307692307,
        "10": 0.7166666666666667
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.4413872256677419,
      "eligibleDays": 339,
      "fitnessScore": 0.2981825268608139,
      "lookbackDays": 21,
      "returnLift1D": 0.0016891862810824068,
      "hitRateLift1D": 0.059419622293873764,
      "activationRate": 0.19174041297935104,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.47904191616766467,
        "5": 0.509090909090909,
        "10": 0.5169230769230769
      },
      "sampleConfidence": 0.9948717948717949,
      "shadowSharpeLike": 0.6797842960495124,
      "avgForwardReturns": {
        "1": 0.0018145613618575005,
        "5": 0.00875685713429354,
        "10": 0.018763042070940483
      },
      "shadowMaxDrawdown": -0.06756454308512472,
      "shadowTotalReturn": 0.1018663869030545,
      "avgForwardReturn1D": 0.0018145613618575005,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-22",
        "2025-08-04",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 65,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.00012537508077509362,
        "5": 0.00041408017955727665,
        "10": 0.0005836179428815074
      }
    },
    {
      "topN": 4,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5119047619047619,
        "5": 0.625,
        "10": 0.6133333333333333
      },
      "hitRate1D": 0.5119047619047619,
      "comboQuality": 0.3123728860285301,
      "eligibleDays": 330,
      "fitnessScore": 0.17640920156774514,
      "lookbackDays": 30,
      "returnLift1D": 0.0008090053240346416,
      "hitRateLift1D": 0.038058608058608,
      "activationRate": 0.25757575757575757,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.47384615384615386,
        "5": 0.5015576323987538,
        "10": 0.5189873417721519
      },
      "sampleConfidence": 0.987450980392157,
      "shadowSharpeLike": 0.344588236759396,
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        "10": 0.49469964664310956
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4908885403510084,
      "avgForwardReturns": {
        "1": -0.0008731300383346159,
        "5": -0.0042673181884596185,
        "10": -0.013189411500027018
      },
      "shadowMaxDrawdown": -0.06351009345403558,
      "shadowTotalReturn": -0.04099265036440336,
      "avgForwardReturn1D": -0.0008731300383346159,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 38,
        "5": 38,
        "10": 38
      },
      "baselineAvgForwardReturns": {
        "1": -0.00017350709948323032,
        "5": -0.0005423683584338693,
        "10": -0.0006517217895537529
      }
    },
    {
      "topN": 4,
      "ticker": "HD",
      "hitRates": {
        "1": 0.34375,
        "5": 0.46875,
        "10": 0.4375
      },
      "hitRate1D": 0.34375,
      "comboQuality": 0.052684673931370996,
      "eligibleDays": 297,
      "fitnessScore": -0.2856476313936578,
      "lookbackDays": 63,
      "returnLift1D": -0.0010732024875430848,
      "hitRateLift1D": -0.1288527397260274,
      "activationRate": 0.10774410774410774,
      "activationCount": 32,
      "baselineHitRates": {
        "1": 0.4726027397260274,
        "5": 0.4861111111111111,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6237162880226028,
      "avgForwardReturns": {
        "1": -0.001246709587026315,
        "5": -0.0017084945021725514,
        "10": -0.010301268005707444
      },
      "shadowMaxDrawdown": -0.0598769328070895,
      "shadowTotalReturn": -0.0459807386908182,
      "avgForwardReturn1D": -0.001246709587026315,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 32,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.00017350709948323032,
        "5": -0.0005423683584338693,
        "10": -0.0006517217895537529
      }
    },
    {
      "topN": 2,
      "ticker": "HD",
      "hitRates": {
        "1": 0.3125,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.3125,
      "comboQuality": 0.042867769410416895,
      "eligibleDays": 297,
      "fitnessScore": -0.3332806873458824,
      "lookbackDays": 63,
      "returnLift1D": -0.0016545680762774242,
      "hitRateLift1D": -0.1601027397260274,
      "activationRate": 0.05387205387205387,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.4726027397260274,
        "5": 0.4861111111111111,
        "10": 0.49469964664310956
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      "sampleConfidence": 0.9419349550499538,
      "shadowSharpeLike": -0.8388892115728901,
      "avgForwardReturns": {
        "1": -0.0018280751757606545,
        "5": -0.013839511847913537,
        "10": -0.042229547397725956
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      "shadowMaxDrawdown": -0.0396710278796063,
      "shadowTotalReturn": -0.030327874277972677,
      "avgForwardReturn1D": -0.0018280751757606545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": -0.00017350709948323032,
        "5": -0.0005423683584338693,
        "10": -0.0006517217895537529
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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": 0.28473485898884854,
      "fitnessScore": 0.14735912802179935,
      "lookbackDays": 14,
      "returnLift1D": 0.0007415732059563659,
      "activationRate": 0.22443181818181818,
      "activationCount": 79,
      "sampleConfidence": 0.9966244725738397,
      "shadowTotalReturn": 0.03104402786170768,
      "avgForwardReturn1D": 0.0006852692778085254
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6040283688790055,
      "fitnessScore": 0.44290129091531055,
      "lookbackDays": 21,
      "returnLift1D": 0.0018220437715490683,
      "activationRate": 0.25958702064896755,
      "activationCount": 88,
      "sampleConfidence": 0.9901515151515152,
      "shadowTotalReturn": 0.16744038393300786,
      "avgForwardReturn1D": 0.001947418852324162
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4560361875301134,
      "fitnessScore": 0.31121167713793735,
      "lookbackDays": 30,
      "returnLift1D": 0.0011478454164235603,
      "activationRate": 0.296969696969697,
      "activationCount": 98,
      "sampleConfidence": 0.9891156462585035,
      "shadowTotalReturn": 0.09550487756433723,
      "avgForwardReturn1D": 0.001127823301867316
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.10985787649558548,
      "fitnessScore": -0.1102826009686763,
      "lookbackDays": 45,
      "returnLift1D": -0.000029222622340246752,
      "activationRate": 0.14603174603174604,
      "activationCount": 46,
      "sampleConfidence": 0.9840579710144928,
      "shadowTotalReturn": -0.008205304989867823,
      "avgForwardReturn1D": 0.00004245307558079256
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.07889930884671133,
      "fitnessScore": -0.1906273158882418,
      "lookbackDays": 63,
      "returnLift1D": 0.00016524700790013954,
      "activationRate": 0.08754208754208755,
      "activationCount": 26,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.005730781492434778,
      "avgForwardReturn1D": -0.000008260091583090789
    }
  ],
  "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": "94efd7fa9bde28124087c9246c18b1b9021d4f8903516ce8a34cfbd5449ba9f5",
    "size": 13,
    "members": [
      "HD",
      "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",
      "HD"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HD",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "HD",
    "hitRates": {
      "1": 0.5301204819277109,
      "5": 0.6506024096385542,
      "10": 0.654320987654321
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    "hitRate1D": 0.5301204819277109,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5192231925887276,
    "eligibleDays": 368,
    "fitnessScore": 0.3669247517311522,
    "lookbackDays": 21,
    "returnLift1D": 0.002319188202188973,
    "hitRateLift1D": 0.06272917757988478,
    "portfolioSize": 3,
    "activationRate": 0.22554347826086957,
    "activationCount": 83,
    "baselineHitRates": {
      "1": 0.4673913043478261,
      "5": 0.4807692307692308,
      "10": 0.47075208913649025
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    "sampleConfidence": 0.9983935742971888,
    "shadowSharpeLike": 0.840070962323351,
    "avgForwardReturns": {
      "1": 0.0019206945240402582,
      "5": 0.00748884517913032,
      "10": 0.011517731943397717
    },
    "shadowMaxDrawdown": -0.07074160559741549,
    "shadowTotalReturn": 0.1477606848852544,
    "avgForwardReturn1D": 0.0019206945240402582,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-07",
      "2025-02-10",
      "2025-02-12",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22"
    ],
    "horizonObservationCounts": {
      "1": 83,
      "5": 83,
      "10": 81
    },
    "baselineAvgForwardReturns": {
      "1": -0.00039849367814871446,
      "5": -0.0018504229472893238,
      "10": -0.0034156304884376165
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5192231925887276,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.18164769009895482,
    "bestRawFitnessScore": 0.3669247517311522,
    "upperQuartileComboQuality": 0.24410239635320485
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2794698135328811,
    "rawScore": 0.2984265606627967,
    "confidence": 0.8729553623657811,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.43429203323302223,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "HD",
      "hitRates": {
        "1": 0.5301204819277109,
        "5": 0.6506024096385542,
        "10": 0.654320987654321
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      "hitRate1D": 0.5301204819277109,
      "rankWeights": [
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        0.20000000000000004
      ],
      "comboQuality": 0.5192231925887276,
      "eligibleDays": 368,
      "fitnessScore": 0.3669247517311522,
      "lookbackDays": 21,
      "returnLift1D": 0.002319188202188973,
      "hitRateLift1D": 0.06272917757988478,
      "portfolioSize": 3,
      "activationRate": 0.22554347826086957,
      "activationCount": 83,
      "baselineHitRates": {
        "1": 0.4673913043478261,
        "5": 0.4807692307692308,
        "10": 0.47075208913649025
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      "sampleConfidence": 0.9983935742971888,
      "shadowSharpeLike": 0.840070962323351,
      "avgForwardReturns": {
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        "5": 0.00748884517913032,
        "10": 0.011517731943397717
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      "shadowMaxDrawdown": -0.07074160559741549,
      "shadowTotalReturn": 0.1477606848852544,
      "avgForwardReturn1D": 0.0019206945240402582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-12",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 83,
        "5": 83,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": -0.00039849367814871446,
        "5": -0.0018504229472893238,
        "10": -0.0034156304884376165
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.6451612903225806,
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      "hitRate1D": 0.5425531914893617,
      "rankWeights": [
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      "comboQuality": 0.5038846252946912,
      "eligibleDays": 368,
      "fitnessScore": 0.3534185390428708,
      "lookbackDays": 21,
      "returnLift1D": 0.0018329115305087728,
      "hitRateLift1D": 0.07516188714153554,
      "portfolioSize": 4,
      "activationRate": 0.2554347826086957,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.4673913043478261,
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        "10": 0.47075208913649025
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      "sampleConfidence": 0.9950354609929078,
      "shadowSharpeLike": 0.6892677462825683,
      "avgForwardReturns": {
        "1": 0.0014344178523600583,
        "5": 0.00731050891146779,
        "10": 0.011044373832454725
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      "shadowMaxDrawdown": -0.07336195813054214,
      "shadowTotalReturn": 0.1217820599145003,
      "avgForwardReturn1D": 0.0014344178523600583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-12",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 94,
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        "10": 88
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.5038846252946912,
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      "fitnessScore": 0.3534185390428708,
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      "returnLift1D": 0.0018329115305087728,
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      "sampleConfidence": 0.9950354609929078,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.3695160599779446,
      "eligibleDays": 368,
      "fitnessScore": 0.2324554344565309,
      "lookbackDays": 21,
      "returnLift1D": 0.0019362502763273738,
      "hitRateLift1D": 0.04776021080368903,
      "portfolioSize": 2,
      "activationRate": 0.1793478260869565,
      "activationCount": 66,
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        "5": 0.4807692307692308,
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      "sampleConfidence": 0.9989898989898991,
      "shadowSharpeLike": 0.5381420606866724,
      "avgForwardReturns": {
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        "5": 0.00854577468745119,
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      "shadowMaxDrawdown": -0.06770206616329455,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-21",
        "2025-04-22",
        "2025-08-04",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 65
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      "baselineAvgForwardReturns": {
        "1": -0.00039849367814871446,
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        "10": -0.0034156304884376165
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    },
    {
      "topN": 2,
      "ticker": "HD",
      "hitRates": {
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      "hitRate1D": 0.4852941176470588,
      "rankWeights": [
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      "comboQuality": 0.24436967407473942,
      "eligibleDays": 375,
      "fitnessScore": 0.10164857067828056,
      "lookbackDays": 14,
      "returnLift1D": 0.001293233248690059,
      "hitRateLift1D": 0.018627450980392146,
      "portfolioSize": 2,
      "activationRate": 0.18133333333333335,
      "activationCount": 68,
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        "1": -0.001275545087761988,
        "5": -0.0017154503990285015,
        "10": -0.010280641949596686
      },
      "shadowMaxDrawdown": -0.06004479412771069,
      "shadowTotalReturn": -0.046876481524373625,
      "avgForwardReturn1D": -0.001275545087761988,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 32,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000625429338415223,
        "5": 0.0002890796697595972,
        "10": 0.0007967100710823294
      }
    },
    {
      "topN": 5,
      "ticker": "HD",
      "hitRates": {
        "1": 0.34375,
        "5": 0.5,
        "10": 0.4375
      },
      "hitRate1D": 0.34375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.051225910998167146,
      "eligibleDays": 326,
      "fitnessScore": -0.2921635528932166,
      "lookbackDays": 63,
      "returnLift1D": -0.0012130021539204657,
      "hitRateLift1D": -0.1286426380368098,
      "portfolioSize": 5,
      "activationRate": 0.09815950920245399,
      "activationCount": 32,
      "baselineHitRates": {
        "1": 0.4723926380368098,
        "5": 0.5,
        "10": 0.5110410094637224
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6053192752683175,
      "avgForwardReturns": {
        "1": -0.001275545087761988,
        "5": -0.0017154503990285015,
        "10": -0.010280641949596686
      },
      "shadowMaxDrawdown": -0.06004479412771069,
      "shadowTotalReturn": -0.046876481524373625,
      "avgForwardReturn1D": -0.001275545087761988,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-14",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 32,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000625429338415223,
        "5": 0.0002890796697595972,
        "10": 0.0007967100710823294
      }
    },
    {
      "topN": 3,
      "ticker": "HD",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0.43902439024390244,
        "10": 0.5
      },
      "hitRate1D": 0.3333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.048161151441770786,
      "eligibleDays": 344,
      "fitnessScore": -0.3064454675566686,
      "lookbackDays": 45,
      "returnLift1D": -0.0009125300692948394,
      "hitRateLift1D": -0.14050387596899228,
      "portfolioSize": 3,
      "activationRate": 0.1308139534883721,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.4738372093023256,
        "5": 0.5,
        "10": 0.5044776119402985
      },
      "sampleConfidence": 0.9837037037037037,
      "shadowSharpeLike": -0.4784603756048499,
      "avgForwardReturns": {
        "1": -0.0010927026741396069,
        "5": -0.005036003479123098,
        "10": -0.00792551250009765
      },
      "shadowMaxDrawdown": -0.12017396139153025,
      "shadowTotalReturn": -0.054375638346751076,
      "avgForwardReturn1D": -0.0010927026741396069,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 41,
        "10": 38
      },
      "baselineAvgForwardReturns": {
        "1": -0.00018017260484476738,
        "5": -0.0001651516044674042,
        "10": 0.0003182293012416123
      }
    },
    {
      "topN": 2,
      "ticker": "HD",
      "hitRates": {
        "1": 0.3125,
        "5": 0.25,
        "10": 0
      },
      "hitRate1D": 0.3125,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04294576186630286,
      "eligibleDays": 326,
      "fitnessScore": -0.3328628614367183,
      "lookbackDays": 63,
      "returnLift1D": -0.001741595764153858,
      "hitRateLift1D": -0.1598926380368098,
      "portfolioSize": 2,
      "activationRate": 0.049079754601226995,
      "activationCount": 16,
      "baselineHitRates": {
        "1": 0.4723926380368098,
        "5": 0.5,
        "10": 0.5110410094637224
      },
      "sampleConfidence": 0.9419349550499538,
      "shadowSharpeLike": -0.780011441310824,
      "avgForwardReturns": {
        "1": -0.0018041386979953805,
        "5": -0.01382816713259067,
        "10": -0.04216819930088209
      },
      "shadowMaxDrawdown": -0.03973216735034235,
      "shadowTotalReturn": -0.029970595610258388,
      "avgForwardReturn1D": -0.0018041386979953805,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-11",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 16,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000625429338415223,
        "5": 0.0002890796697595972,
        "10": 0.0007967100710823294
      }
    },
    {
      "topN": 2,
      "ticker": "HD",
      "hitRates": {
        "1": 0.30303030303030304,
        "5": 0.5172413793103449,
        "10": 0.4642857142857143
      },
      "hitRate1D": 0.30303030303030304,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.031507362415508555,
      "eligibleDays": 344,
      "fitnessScore": -0.40361431968802347,
      "lookbackDays": 45,
      "returnLift1D": -0.0018163910210626175,
      "hitRateLift1D": -0.17080690627202255,
      "portfolioSize": 2,
      "activationRate": 0.09593023255813954,
      "activationCount": 33,
      "baselineHitRates": {
        "1": 0.4738372093023256,
        "5": 0.5,
        "10": 0.5044776119402985
      },
      "sampleConfidence": 0.9818181818181819,
      "shadowSharpeLike": -0.821636389251367,
      "avgForwardReturns": {
        "1": -0.0019965636259073848,
        "5": -0.001196653418619788,
        "10": -0.007130337008925981
      },
      "shadowMaxDrawdown": -0.09726766778965523,
      "shadowTotalReturn": -0.06845634378437482,
      "avgForwardReturn1D": -0.0019965636259073848,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02"
      ],
      "horizonObservationCounts": {
        "1": 33,
        "5": 29,
        "10": 28
      },
      "baselineAvgForwardReturns": {
        "1": -0.00018017260484476738,
        "5": -0.0001651516044674042,
        "10": 0.0003182293012416123
      }
    }
  ],
  "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": 0.24436967407473942,
      "fitnessScore": 0.10164857067828056,
      "lookbackDays": 14,
      "returnLift1D": 0.001293233248690059,
      "activationRate": 0.18133333333333335,
      "activationCount": 68,
      "sampleConfidence": 0.9990196078431373,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.03700607240666853,
      "avgForwardReturn1D": 0.0008671574015717505
    },
    {
      "comboQuality": 0.5192231925887276,
      "fitnessScore": 0.3669247517311522,
      "lookbackDays": 21,
      "returnLift1D": 0.002319188202188973,
      "activationRate": 0.22554347826086957,
      "activationCount": 83,
      "sampleConfidence": 0.9983935742971888,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.1477606848852544,
      "avgForwardReturn1D": 0.0019206945240402582
    },
    {
      "comboQuality": 0.2134962069888316,
      "fitnessScore": 0.06312473473391016,
      "lookbackDays": 30,
      "returnLift1D": 0.0007422988793199302,
      "activationRate": 0.24512534818941503,
      "activationCount": 88,
      "sampleConfidence": 0.9916666666666667,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.005327635272177833,
      "avgForwardReturn1D": 0.00032688471097844734
    },
    {
      "comboQuality": 0.06397422506811362,
      "fitnessScore": -0.24029580378752088,
      "lookbackDays": 45,
      "returnLift1D": -0.0006558456365160241,
      "activationRate": 0.14244186046511628,
      "activationCount": 49,
      "sampleConfidence": 0.9850340136054423,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.04977906105274088,
      "avgForwardReturn1D": -0.0008360182413607915
    },
    {
      "comboQuality": 0.09616267110995766,
      "fitnessScore": -0.14293379302529724,
      "lookbackDays": 63,
      "returnLift1D": 0.0005601523697268046,
      "activationRate": 0.07668711656441718,
      "activationCount": 25,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.008023051925592162,
      "avgForwardReturn1D": 0.0004976094358852823
    }
  ],
  "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": "94efd7fa9bde28124087c9246c18b1b9021d4f8903516ce8a34cfbd5449ba9f5",
    "size": 13,
    "members": [
      "HD",
      "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
0.786
Liquidity
1
Momentum
0.487
Relative strength
0.303
Trend quality
0.378
Stability
0.642
Aggression
0.406
Downside risk
0.565
Drawdown state
0.615
Quality momentum
0.429
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.647
Benchmark Independence 3m Score
0.726
Beta 1y Profile Score
0.278
Beta 3m Profile Score
0.235
Beta Change Score
0.447
Correlation Change Score
0.461
Current Drawdown Score
0.665
Days Since 52w High Score
0.857
Distance From 52w High Score
0.666
Distance From Sma 20 Score
0.415
Distance From Sma 200 Score
0.395
Distance From Sma 50 Score
0.492
Downside Volatility 1m Score
0.306
Downside Volatility 1w Score
0.290
Downside Volatility 1y Score
0.245
Downside Volatility 2y Score
0.235
Downside Volatility 3m Score
0.292
Downside Volatility 5y Score
0.261
Downside Volatility 6m Score
0.288
Drawdown Recovery Score
0.673
Excess Return 1m Score
0.491
Excess Return 1y Score
0.019
Excess Return 3m Score
0.372
Excess Return 6m Score
0.122
Expected Shortfall 95 1y Score
0.703
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.786
Drawdown Score 1m
0.629
Drawdown Score 1y
0.557
Drawdown Score 2y
0.640
Drawdown Score 3m
0.687
Drawdown Score 5y
0.653
Drawdown Score 6m
0.574
Momentum Acceleration 1m Vs 3m Score
0.543
Momentum Acceleration 3m Vs 6m Score
0.539
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.469
Relative Strength Slope 3m Score
0.553
Relative Volume 20d Score
0.203
Return 1m Score
0.501
Return 1w Score
0.277
Return 1y Score
0.437
Return 2y Score
0.266
Return 3m Score
0.455
Return 5y Score
0.088
Return 6m Score
0.380
Return Skewness 1y Score
0.568
Sector Excess Return 1y Score
0.377
Sharpe 1m Score
0.435
Sharpe 1y Score
0.339
Sharpe 2y Score
0.394
Sharpe 3m Score
0.322
Sharpe 5y Score
0.446
Sharpe 6m Score
0.197
Sortino 1m Score
0.400
Sortino 1y Score
0.334
Sortino 2y Score
0.371
Sortino 3m Score
0.324
Sortino 5y Score
0.403
Sortino 6m Score
0.246
Trend R2 1m Score
0.229
Trend R2 1w Score
0.889
Trend R2 1y Score
0.562
Trend R2 2y Score
0.198
Trend R2 3m Score
0.334
Trend R2 5y Score
0.409
Trend R2 6m Score
0.364
Trend Slope 1m Score
0.378
Trend Slope 1w Score
0
Trend Slope 1y Score
0.449
Trend Slope 2y Score
0.486
Trend Slope 3m Score
0.593
Trend Slope 5y Score
0.515
Trend Slope 6m Score
0.428
Volatility 1m Score
0.348
Volatility 1w Score
0.165
Volatility 1y Score
0.267
Volatility 2y Score
0.249
Volatility 3m Score
0.308
Volatility 5y Score
0.259
Volatility 6m Score
0.294
Worst Day 1y Score
0.699
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,429,405,716.115
Best Day 1y
0.057
Beta To Benchmark 1y
0.694
Beta 3m
0.589
Beta Change
-0.106
Beta To Sector 1y
0.732
Correlation To Benchmark 1y
0.353
Correlation 3m
0.274
Correlation Change
-0.079
Correlation To Sector 1y
0.564
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.647
Benchmark Independence 3m Score
0.726
Beta 1y Profile Score
0.278
Beta 3m Profile Score
0.235
Beta Change Score
0.447
Correlation Change Score
0.461
Current Drawdown Score
0.665
Distance From Sma 20 Score
0.415
Distance From Sma 200 Score
0.395
Current Drawdown
-0.218
Days Since 52w High
216
Distance From 52w High
-0.217
Distance From Sma 20
-0.051
Distance From Sma 200
-0.063
Distance From Sma 50
-0.005
Downside Capture 1y
1.318
Downside Volatility 1m
0.280
Downside Volatility 1w
0.267
Downside Volatility 1y
0.234
Downside Volatility 2y
0.226
Downside Volatility 3m
0.269
Downside Volatility 5y
0.246
Downside Volatility 6m
0.266
Drawdown Recovery
0.346
Excess Return 1m
-0.005
Excess Return 1y
-0.288
Excess Return 3m
-0.077
Excess Return 6m
-0.227
Expected Shortfall 95 1y
-0.030
Market Cap
332,019,912,772.36
Max Drawdown 1m
-0.093
Max Drawdown 1w
-0.067
Max Drawdown 1y
-0.288
Max Drawdown 2y
-0.288
Max Drawdown 3m
-0.125
Max Drawdown 5y
-0.347
Max Drawdown 6m
-0.234
Momentum Acceleration 1m Vs 3m
0.013
Momentum Acceleration 3m Vs 6m
0.012
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.001
Relative Volume 20d
0.847
Return 1m
0.001
Return 1w
-0.067
Return 1y
-0.102
Return 2y
-0.067
Return 3m
-0.036
Return 5y
0.140
Return 6m
-0.144
Return Skewness 1y
0.406
Sector Excess Return 1y
-0.074
Sharpe 1m
0.177
Sharpe 1y
-0.304
Sharpe 2y
-0.030
Sharpe 3m
-0.391
Sharpe 5y
0.229
Sharpe 6m
-1.014
Sortino 1m
0.197
Sortino 1y
-0.325
Sortino 2y
-0.031
Sortino 3m
-0.408
Sortino 5y
0.227
Sortino 6m
-1.032
Trend R2 1m
0.229
Trend R2 1w
0.889
Trend R2 1y
0.562
Trend R2 2y
0.198
Trend R2 3m
0.334
Trend R2 5y
0.409
Trend R2 6m
0.364
Trend 1m
-0.002
Trend 1w
-0.012
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.574
Value At Risk 95 1y
-0.024
Volatility 1m
0.311
Volatility 1w
0.174
Volatility 1y
0.250
Volatility 2y
0.237
Volatility 3m
0.281
Volatility 5y
0.244
Volatility 6m
0.270
Worst Day 1y
-0.060
Distance From Sma 50 Score
0.492
Downside Volatility 1y Score
0.245
Downside Volatility 3m Score
0.292
Drawdown Recovery Score
0.673
Excess Return 1m Score
0.491
Excess Return 1y Score
0.019
Excess Return 3m Score
0.372
Excess Return 6m Score
0.122
Expected Shortfall 95 1y Score
0.703
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.786
Drawdown Score 1y
0.557
Drawdown Score 5y
0.653
Momentum Acceleration 1m Vs 3m Score
0.543
Momentum Acceleration 3m Vs 6m Score
0.539
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.469
Relative Volume 20d Score
0.203
Return 1m Score
0.501
Return 1y Score
0.437
Return 3m Score
0.455
Return 6m Score
0.380
Return Skewness 1y Score
0.568
Sortino 1y Score
0.334
Sortino 3m Score
0.324
Trend R2 1y Score
0.562
Trend R2 3m Score
0.334
Trend Slope 1y Score
0.449
Trend Slope 3m Score
0.593
Volatility 1y Score
0.267
Volatility 3m Score
0.308