Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

HEI

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

Research Detail

HEI

HEICO

Category

Sector: Defense

Industry / Category: Aerospace Components

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Specialty aerospace components supplier serving defense and commercial platforms.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.218
Correlation To Benchmark 1y
0.462
Inverse To Benchmark 1y
0.538
Drawdown Score 1m
0.671
Drawdown Score 3m
0.794
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
0.531
Drawdown Score 1y
0.583
Drawdown Score 2y
0.661
Drawdown Score 5y
0.729
Return 1w
-0.010
Return 1m
0.019
Return 3m
0.268
Return 6m
-0.020
Return 1y
0.077
Return 2y
0.523
Return 5y
1.548
Sharpe 1m
1.103
Sharpe 3m
2.691
Sharpe 6m
0.082
Sharpe 1y
0.387
Sharpe 2y
0.822
Sharpe 5y
0.813
Trend 1w
-0.003
Trend 1m
-0.001
Trend 3m
0.005
Trend 6m
0.001
Trend 1y
-0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.181
Volatility 1m
0.233
Volatility 3m
0.380
Volatility 6m
0.384
Volatility 1y
0.335
Volatility 2y
0.316
Volatility 5y
0.277
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
HEI
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:32 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.202
Aptet Fit Raw Score
0.245
Aptet Fit Confidence
0.646
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.455
Force Fit Raw Score
0.484
Force Fit Confidence
0.882
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:32 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HEI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HEI",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "HEI",
    "hitRates": {
      "1": 0.6666666666666666,
      "5": 0.5,
      "10": 0.75
    },
    "hitRate1D": 0.6666666666666666,
    "comboQuality": 0.40604401358683445,
    "eligibleDays": 339,
    "fitnessScore": 0.26632439521922635,
    "lookbackDays": 21,
    "returnLift1D": -0.002187419746754773,
    "hitRateLift1D": 0.039215686274509776,
    "activationRate": 0.05309734513274336,
    "activationCount": 18,
    "baselineHitRates": {
      "1": 0.6274509803921569,
      "5": 0.574468085106383,
      "10": 0.7380952380952381
    },
    "sampleConfidence": 0.9643684065203753,
    "shadowSharpeLike": 0.31636183002761353,
    "avgForwardReturns": {
      "1": 0.001665698645029122,
      "5": 0.010254351933413694,
      "10": 0.026395995589817367
    },
    "shadowMaxDrawdown": -0.04970456251438227,
    "shadowTotalReturn": 0.023756688460339737,
    "avgForwardReturn1D": 0.001665698645029122,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-06-10",
      "2026-06-11",
      "2026-06-12",
      "2026-06-15",
      "2026-06-16",
      "2026-06-17",
      "2026-06-18",
      "2026-06-22",
      "2026-06-23",
      "2026-06-24"
    ],
    "horizonObservationCounts": {
      "1": 18,
      "5": 18,
      "10": 16
    },
    "baselineAvgForwardReturns": {
      "1": 0.003853118391783895,
      "5": 0.018530507251570842,
      "10": 0.040804324544657676
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.40604401358683445,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12406753687371247,
    "bestRawFitnessScore": 0.26632439521922635,
    "upperQuartileComboQuality": 0.21907162474316486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.20183386815762197,
    "rawScore": 0.24520758108417157,
    "confidence": 0.646228613856267,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.399530290554351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5,
        "10": 0.75
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.40604401358683445,
      "eligibleDays": 339,
      "fitnessScore": 0.26632439521922635,
      "lookbackDays": 21,
      "returnLift1D": -0.002187419746754773,
      "hitRateLift1D": 0.039215686274509776,
      "activationRate": 0.05309734513274336,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9643684065203753,
      "shadowSharpeLike": 0.31636183002761353,
      "avgForwardReturns": {
        "1": 0.001665698645029122,
        "5": 0.010254351933413694,
        "10": 0.026395995589817367
      },
      "shadowMaxDrawdown": -0.04970456251438227,
      "shadowTotalReturn": 0.023756688460339737,
      "avgForwardReturn1D": 0.001665698645029122,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 18,
        "5": 18,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6190476190476191,
        "5": 0.47619047619047616,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.6190476190476191,
      "comboQuality": 0.3047763309992776,
      "eligibleDays": 339,
      "fitnessScore": 0.16857580031913022,
      "lookbackDays": 21,
      "returnLift1D": -0.003174094820566297,
      "hitRateLift1D": -0.008403361344537785,
      "activationRate": 0.061946902654867256,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9904761904761905,
      "shadowSharpeLike": 0.1336360396977981,
      "avgForwardReturns": {
        "1": 0.0006790235712175978,
        "5": 0.006264886623391546,
        "10": 0.018955987759116714
      },
      "shadowMaxDrawdown": -0.05395966754631787,
      "shadowTotalReturn": 0.008662131992095423,
      "avgForwardReturn1D": 0.0006790235712175978,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 21,
        "10": 18
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.6153846153846154,
        "5": 0.5,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.6153846153846154,
      "comboQuality": 0.2930496553792851,
      "eligibleDays": 330,
      "fitnessScore": 0.1562639602344697,
      "lookbackDays": 30,
      "returnLift1D": -0.0022184788500070516,
      "hitRateLift1D": -0.012066365007541435,
      "activationRate": 0.03939393939393939,
      "activationCount": 13,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8831677659000101,
      "shadowSharpeLike": 0.2437607304730483,
      "avgForwardReturns": {
        "1": 0.0016346395417768432,
        "5": 0.00907112782938845,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.07366975357393168,
      "shadowTotalReturn": 0.017012831695788266,
      "avgForwardReturn1D": 0.0016346395417768432,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 13,
        "5": 12,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.42857142857142855,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5882352941176471,
      "comboQuality": 0.28390545601759215,
      "eligibleDays": 330,
      "fitnessScore": 0.1464623972653937,
      "lookbackDays": 30,
      "returnLift1D": -0.0018745384916803802,
      "hitRateLift1D": -0.039215686274509776,
      "activationRate": 0.051515151515151514,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.925702396131501,
      "shadowSharpeLike": 0.3440811318693922,
      "avgForwardReturns": {
        "1": 0.0019785799001035146,
        "5": 0.002774808745096478,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.09834099799211737,
      "shadowTotalReturn": 0.027585297161911493,
      "avgForwardReturn1D": 0.0019785799001035146,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 17,
        "5": 14,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.46153846153846156,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.21907162474316486,
      "eligibleDays": 330,
      "fitnessScore": 0.07036136453740933,
      "lookbackDays": 30,
      "returnLift1D": -0.0030718668870677703,
      "hitRateLift1D": -0.05602240896358546,
      "activationRate": 0.04242424242424243,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8958773003080274,
      "shadowSharpeLike": 0.09928320624644645,
      "avgForwardReturns": {
        "1": 0.0007812515047161247,
        "5": 0.004715028052806846,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.08414412777155955,
      "shadowTotalReturn": 0.005513074450388844,
      "avgForwardReturn1D": 0.0007812515047161247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 13,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5714285714285714,
        "5": 0.46153846153846156,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5714285714285714,
      "comboQuality": 0.21907162474316486,
      "eligibleDays": 330,
      "fitnessScore": 0.07036136453740933,
      "lookbackDays": 30,
      "returnLift1D": -0.0030718668870677703,
      "hitRateLift1D": -0.05602240896358546,
      "activationRate": 0.04242424242424243,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.8958773003080274,
      "shadowSharpeLike": 0.09928320624644645,
      "avgForwardReturns": {
        "1": 0.0007812515047161247,
        "5": 0.004715028052806846,
        "10": -0.013513232949823725
      },
      "shadowMaxDrawdown": -0.08414412777155955,
      "shadowTotalReturn": 0.005513074450388844,
      "avgForwardReturn1D": 0.0007812515047161247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-24",
        "2026-06-25",
        "2026-06-26",
        "2026-06-29",
        "2026-06-30",
        "2026-07-01",
        "2026-07-02",
        "2026-07-06",
        "2026-07-07",
        "2026-07-08"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 13,
        "10": 12
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.43478260869565216,
        "10": 0.6842105263157895
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.20398094585002977,
      "eligibleDays": 339,
      "fitnessScore": 0.05044876204782659,
      "lookbackDays": 21,
      "returnLift1D": -0.00399458470722895,
      "hitRateLift1D": -0.06223358908780907,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": -0.060909830249397924,
      "avgForwardReturns": {
        "1": -0.00014146631544505485,
        "5": 0.00412551127378545,
        "10": 0.017998393205583618
      },
      "shadowMaxDrawdown": -0.0674197567810213,
      "shadowTotalReturn": -0.007983753708248775,
      "avgForwardReturn1D": -0.00014146631544505485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.43478260869565216,
        "10": 0.6842105263157895
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.20398094585002977,
      "eligibleDays": 339,
      "fitnessScore": 0.05044876204782659,
      "lookbackDays": 21,
      "returnLift1D": -0.00399458470722895,
      "hitRateLift1D": -0.06223358908780907,
      "activationRate": 0.06784660766961652,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": -0.060909830249397924,
      "avgForwardReturns": {
        "1": -0.00014146631544505485,
        "5": 0.00412551127378545,
        "10": 0.017998393205583618
      },
      "shadowMaxDrawdown": -0.0674197567810213,
      "shadowTotalReturn": -0.007983753708248775,
      "avgForwardReturn1D": -0.00014146631544505485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-10",
        "2026-06-11",
        "2026-06-12",
        "2026-06-15",
        "2026-06-16",
        "2026-06-17",
        "2026-06-18",
        "2026-06-22",
        "2026-06-23",
        "2026-06-24"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5263157894736842,
        "5": 0.3684210526315789,
        "10": 0.5789473684210527
      },
      "hitRate1D": 0.5263157894736842,
      "comboQuality": 0.13728456310228523,
      "eligibleDays": 352,
      "fitnessScore": -0.05436638551252173,
      "lookbackDays": 14,
      "returnLift1D": -0.004981355429511803,
      "hitRateLift1D": -0.10113519091847267,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.986073688964493,
      "shadowSharpeLike": -0.3275689589772498,
      "avgForwardReturns": {
        "1": -0.0011282370377279083,
        "5": -0.005833903962320524,
        "10": 0.003384392168805758
      },
      "shadowMaxDrawdown": -0.05145212550216882,
      "shadowTotalReturn": -0.02722236974854131,
      "avgForwardReturn1D": -0.0011282370377279083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 19,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.34782608695652173,
        "10": 0.5454545454545454
      },
      "hitRate1D": 0.5217391304347826,
      "comboQuality": 0.12752425212451224,
      "eligibleDays": 352,
      "fitnessScore": -0.07306622562763086,
      "lookbackDays": 14,
      "returnLift1D": -0.005154859665976668,
      "hitRateLift1D": -0.10571184995737426,
      "activationRate": 0.06534090909090909,
      "activationCount": 23,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.9971014492753624,
      "shadowSharpeLike": -0.39846660300351294,
      "avgForwardReturns": {
        "1": -0.0013017412741927734,
        "5": -0.004606168308277275,
        "10": 0.0013028892001716106
      },
      "shadowMaxDrawdown": -0.055863114508801104,
      "shadowTotalReturn": -0.03588292710159269,
      "avgForwardReturn1D": -0.0013017412741927734,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 23,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.52,
        "5": 0.32,
        "10": 0.5454545454545454
      },
      "hitRate1D": 0.52,
      "comboQuality": 0.1206108216229127,
      "eligibleDays": 352,
      "fitnessScore": -0.08706487861987772,
      "lookbackDays": 14,
      "returnLift1D": -0.005329764586673454,
      "hitRateLift1D": -0.10745098039215684,
      "activationRate": 0.07102272727272728,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.992,
      "shadowSharpeLike": -0.4656670009880269,
      "avgForwardReturns": {
        "1": -0.0014766461948895592,
        "5": -0.0051367485743724515,
        "10": 0.0013028892001716106
      },
      "shadowMaxDrawdown": -0.05865150997822621,
      "shadowTotalReturn": -0.042746132994069264,
      "avgForwardReturn1D": -0.0014766461948895592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 25,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5,
        "5": 0.36363636363636365,
        "10": 0.5454545454545454
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1069541473947785,
      "eligibleDays": 352,
      "fitnessScore": -0.11689229678615347,
      "lookbackDays": 14,
      "returnLift1D": -0.005450278610798803,
      "hitRateLift1D": -0.12745098039215685,
      "activationRate": 0.0625,
      "activationCount": 22,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4487514104415019,
      "avgForwardReturns": {
        "1": -0.0015971602190149087,
        "5": -0.0035356417791510904,
        "10": 0.0013028892001716106
      },
      "shadowMaxDrawdown": -0.055863114508801104,
      "shadowTotalReturn": -0.03991062374946708,
      "avgForwardReturn1D": -0.0015971602190149087,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-06-01",
        "2026-06-02",
        "2026-06-03",
        "2026-06-04",
        "2026-06-05",
        "2026-06-08",
        "2026-06-09",
        "2026-06-10",
        "2026-06-11",
        "2026-06-12"
      ],
      "horizonObservationCounts": {
        "1": 22,
        "5": 22,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.10314949408102303,
      "eligibleDays": 315,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "hitRateLift1D": -0.1988795518207283,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": -0.21574469791565537,
      "avgForwardReturns": {
        "1": -0.0014235377293949794,
        "5": -0.018266785537039015,
        "10": 0
      },
      "shadowMaxDrawdown": -0.04803935252487013,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.10314949408102303,
      "eligibleDays": 315,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "hitRateLift1D": -0.1988795518207283,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": -0.21574469791565537,
      "avgForwardReturns": {
        "1": -0.0014235377293949794,
        "5": -0.018266785537039015,
        "10": 0
      },
      "shadowMaxDrawdown": -0.04803935252487013,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.10314949408102303,
      "eligibleDays": 315,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "hitRateLift1D": -0.1988795518207283,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": -0.21574469791565537,
      "avgForwardReturns": {
        "1": -0.0014235377293949794,
        "5": -0.018266785537039015,
        "10": 0
      },
      "shadowMaxDrawdown": -0.04803935252487013,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.3333333333333333,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.10314949408102303,
      "eligibleDays": 315,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "hitRateLift1D": -0.1988795518207283,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.6706224833085742,
      "shadowSharpeLike": -0.21574469791565537,
      "avgForwardReturns": {
        "1": -0.0014235377293949794,
        "5": -0.018266785537039015,
        "10": 0
      },
      "shadowMaxDrawdown": -0.04803935252487013,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-22",
        "2026-07-23",
        "2026-07-24"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 3,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08254332312653966,
      "eligibleDays": 297,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "hitRateLift1D": -0.6274509803921569,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08254332312653966,
      "eligibleDays": 297,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "hitRateLift1D": -0.6274509803921569,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08254332312653966,
      "eligibleDays": 297,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "hitRateLift1D": -0.6274509803921569,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08254332312653966,
      "eligibleDays": 297,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "hitRateLift1D": -0.6274509803921569,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.6274509803921569,
        "5": 0.574468085106383,
        "10": 0.7380952380952381
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.003853118391783895,
        "5": 0.018530507251570842,
        "10": 0.040804324544657676
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.13728456310228523,
      "fitnessScore": -0.05436638551252173,
      "lookbackDays": 14,
      "returnLift1D": -0.004981355429511803,
      "activationRate": 0.05397727272727273,
      "activationCount": 19,
      "sampleConfidence": 0.986073688964493,
      "shadowTotalReturn": -0.02722236974854131,
      "avgForwardReturn1D": -0.0011282370377279083
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.40604401358683445,
      "fitnessScore": 0.26632439521922635,
      "lookbackDays": 21,
      "returnLift1D": -0.002187419746754773,
      "activationRate": 0.05309734513274336,
      "activationCount": 18,
      "sampleConfidence": 0.9643684065203753,
      "shadowTotalReturn": 0.023756688460339737,
      "avgForwardReturn1D": 0.001665698645029122
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.2930496553792851,
      "fitnessScore": 0.1562639602344697,
      "lookbackDays": 30,
      "returnLift1D": -0.0022184788500070516,
      "activationRate": 0.03939393939393939,
      "activationCount": 13,
      "sampleConfidence": 0.8831677659000101,
      "shadowTotalReturn": 0.017012831695788266,
      "avgForwardReturn1D": 0.0016346395417768432
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.10314949408102303,
      "fitnessScore": -0.12579616772339822,
      "lookbackDays": 45,
      "returnLift1D": -0.0052766561211788745,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "sampleConfidence": 0.6706224833085742,
      "shadowTotalReturn": -0.01133811056031786,
      "avgForwardReturn1D": -0.0014235377293949794
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08254332312653966,
      "fitnessScore": -0.1798220566830543,
      "lookbackDays": 63,
      "returnLift1D": -0.003853118391783895,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "d656befe939942d34b3c6f58721819d225f6a2842025b5cf16c448d8b21a6080",
    "size": 13,
    "members": [
      "HEI",
      "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",
      "HEI"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HEI",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "HEI",
    "hitRates": {
      "1": 0.5631067961165048,
      "5": 0.5533980582524272,
      "10": 0.56
    },
    "hitRate1D": 0.5631067961165048,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.7599850358669983,
    "eligibleDays": 368,
    "fitnessScore": 0.6035714437267872,
    "lookbackDays": 21,
    "returnLift1D": 0.0015646048476135404,
    "hitRateLift1D": 0.04136766568172223,
    "portfolioSize": 2,
    "activationRate": 0.2798913043478261,
    "activationCount": 103,
    "baselineHitRates": {
      "1": 0.5217391304347826,
      "5": 0.5302197802197802,
      "10": 0.5543175487465181
    },
    "sampleConfidence": 0.9980582524271845,
    "shadowSharpeLike": 1.1701749830073824,
    "avgForwardReturns": {
      "1": 0.0027368589308457555,
      "5": 0.004618524777765102,
      "10": 0.008668027995844114
    },
    "shadowMaxDrawdown": -0.07506235997204036,
    "shadowTotalReturn": 0.28678098949082376,
    "avgForwardReturn1D": 0.0027368589308457555,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-28",
      "2025-03-03",
      "2025-03-04",
      "2025-03-05",
      "2025-03-06",
      "2025-03-07",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13"
    ],
    "horizonObservationCounts": {
      "1": 103,
      "5": 103,
      "10": 100
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011722540832322151,
      "5": 0.00610170455345352,
      "10": 0.0129937976996677
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7599850358669983,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.45967927450028434,
    "bestRawFitnessScore": 0.6035714437267872,
    "upperQuartileComboQuality": 0.563012226860987
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4551338066222552,
    "rawScore": 0.4837636398579848,
    "confidence": 0.8816371017708804,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.24953529769714938,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        63
      ],
      "portfolioSizes": [
        2,
        3
      ]
    },
    "parameterStability": 0.22570558981287295,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5631067961165048,
        "5": 0.5533980582524272,
        "10": 0.56
      },
      "hitRate1D": 0.5631067961165048,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.7599850358669983,
      "eligibleDays": 368,
      "fitnessScore": 0.6035714437267872,
      "lookbackDays": 21,
      "returnLift1D": 0.0015646048476135404,
      "hitRateLift1D": 0.04136766568172223,
      "portfolioSize": 2,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9980582524271845,
      "shadowSharpeLike": 1.1701749830073824,
      "avgForwardReturns": {
        "1": 0.0027368589308457555,
        "5": 0.004618524777765102,
        "10": 0.008668027995844114
      },
      "shadowMaxDrawdown": -0.07506235997204036,
      "shadowTotalReturn": 0.28678098949082376,
      "avgForwardReturn1D": 0.0027368589308457555,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 103,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011722540832322151,
        "5": 0.00610170455345352,
        "10": 0.0129937976996677
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5704697986577181,
        "5": 0.5793103448275863,
        "10": 0.6071428571428571
      },
      "hitRate1D": 0.5704697986577181,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7480621367662238,
      "eligibleDays": 326,
      "fitnessScore": 0.5894267837345103,
      "lookbackDays": 63,
      "returnLift1D": 0.000549863861329124,
      "hitRateLift1D": 0.03979495203195116,
      "portfolioSize": 3,
      "activationRate": 0.4570552147239264,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.5341614906832298,
        "10": 0.5709779179810726
      },
      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.8528497765904468,
      "avgForwardReturns": {
        "1": 0.00160054089706838,
        "5": 0.00808771396162903,
        "10": 0.01888958820964572
      },
      "shadowMaxDrawdown": -0.1122447312519238,
      "shadowTotalReturn": 0.22667786333519446,
      "avgForwardReturn1D": 0.00160054089706838,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.001050677035739256,
        "5": 0.005928154520756324,
        "10": 0.012013779259219648
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5882352941176471,
        "5": 0.6666666666666666,
        "10": 0.6125
      },
      "hitRate1D": 0.5882352941176471,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.6646175236731071,
      "eligibleDays": 326,
      "fitnessScore": 0.5004668268145266,
      "lookbackDays": 63,
      "returnLift1D": 0.0013328489852829344,
      "hitRateLift1D": 0.05756044749188016,
      "portfolioSize": 2,
      "activationRate": 0.2607361963190184,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.5341614906832298,
        "10": 0.5709779179810726
      },
      "sampleConfidence": 0.9929411764705883,
      "shadowSharpeLike": 0.9515268378870967,
      "avgForwardReturns": {
        "1": 0.0023835260210221905,
        "5": 0.012997697935996514,
        "10": 0.02389086909416569
      },
      "shadowMaxDrawdown": -0.1055494116120389,
      "shadowTotalReturn": 0.1958069500288211,
      "avgForwardReturn1D": 0.0023835260210221905,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 81,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.001050677035739256,
        "5": 0.005928154520756324,
        "10": 0.012013779259219648
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.5733333333333334,
        "10": 0.6068965517241379
      },
      "hitRate1D": 0.5584415584415584,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6203946126148578,
      "eligibleDays": 326,
      "fitnessScore": 0.45806916749917115,
      "lookbackDays": 63,
      "returnLift1D": 0.00008900319388025651,
      "hitRateLift1D": 0.02776671181579149,
      "portfolioSize": 4,
      "activationRate": 0.4723926380368098,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.5341614906832298,
        "10": 0.5709779179810726
      },
      "sampleConfidence": 0.9943722943722945,
      "shadowSharpeLike": 0.6134161524027336,
      "avgForwardReturns": {
        "1": 0.0011396802296195125,
        "5": 0.007748185695837944,
        "10": 0.01795258074920012
      },
      "shadowMaxDrawdown": -0.16749387855739473,
      "shadowTotalReturn": 0.15088031249707767,
      "avgForwardReturn1D": 0.0011396802296195125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001050677035739256,
        "5": 0.005928154520756324,
        "10": 0.012013779259219648
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.5733333333333334,
        "10": 0.6068965517241379
      },
      "hitRate1D": 0.5584415584415584,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6203946126148578,
      "eligibleDays": 326,
      "fitnessScore": 0.45806916749917115,
      "lookbackDays": 63,
      "returnLift1D": 0.00008900319388025651,
      "hitRateLift1D": 0.02776671181579149,
      "portfolioSize": 5,
      "activationRate": 0.4723926380368098,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.5341614906832298,
        "10": 0.5709779179810726
      },
      "sampleConfidence": 0.9943722943722945,
      "shadowSharpeLike": 0.6134161524027336,
      "avgForwardReturns": {
        "1": 0.0011396802296195125,
        "5": 0.007748185695837944,
        "10": 0.01795258074920012
      },
      "shadowMaxDrawdown": -0.16749387855739473,
      "shadowTotalReturn": 0.15088031249707767,
      "avgForwardReturn1D": 0.0011396802296195125,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 150,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001050677035739256,
        "5": 0.005928154520756324,
        "10": 0.012013779259219648
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5517241379310345,
        "5": 0.6028368794326241,
        "10": 0.5735294117647058
      },
      "hitRate1D": 0.5517241379310345,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.54388476494303,
      "eligibleDays": 344,
      "fitnessScore": 0.3887182200285953,
      "lookbackDays": 45,
      "returnLift1D": -0.00006708644471866061,
      "hitRateLift1D": 0.02265437048917396,
      "portfolioSize": 3,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5290697674418605,
        "5": 0.538235294117647,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9940229885057472,
      "shadowSharpeLike": 0.5236876010065393,
      "avgForwardReturns": {
        "1": 0.0009632760061029494,
        "5": 0.006089822402087306,
        "10": 0.011520557410814794
      },
      "shadowMaxDrawdown": -0.13377006038318795,
      "shadowTotalReturn": 0.11271250127386412,
      "avgForwardReturn1D": 0.0009632760061029494,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 141,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.00103036245082161,
        "5": 0.00521524558275279,
        "10": 0.010345558498795877
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5656565656565656,
        "5": 0.5789473684210527,
        "10": 0.4777777777777778
      },
      "hitRate1D": 0.5656565656565656,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.49156226740609693,
      "eligibleDays": 344,
      "fitnessScore": 0.3425740903436933,
      "lookbackDays": 45,
      "returnLift1D": 0.00025041392709354397,
      "hitRateLift1D": 0.03658679821470512,
      "portfolioSize": 2,
      "activationRate": 0.2877906976744186,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.5290697674418605,
        "5": 0.538235294117647,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9912457912457913,
      "shadowSharpeLike": 0.6167889526995749,
      "avgForwardReturns": {
        "1": 0.001280776377915154,
        "5": 0.002971353722370382,
        "10": 0.004233136854044122
      },
      "shadowMaxDrawdown": -0.13377006038318795,
      "shadowTotalReturn": 0.10789338201648424,
      "avgForwardReturn1D": 0.001280776377915154,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.00103036245082161,
        "5": 0.00521524558275279,
        "10": 0.010345558498795877
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5398230088495575,
        "5": 0.5585585585585585,
        "10": 0.4818181818181818
      },
      "hitRate1D": 0.5398230088495575,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4840765939274599,
      "eligibleDays": 359,
      "fitnessScore": 0.33598266248839315,
      "lookbackDays": 30,
      "returnLift1D": -0.00011894377281635457,
      "hitRateLift1D": 0.010575097986047721,
      "portfolioSize": 3,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 0.9970501474926254,
      "shadowSharpeLike": 0.5409178954204221,
      "avgForwardReturns": {
        "1": 0.0013143426208150173,
        "5": 0.0010854590534621995,
        "10": -0.0001631840621570957
      },
      "shadowMaxDrawdown": -0.12704449925869898,
      "shadowTotalReturn": 0.12371348080570743,
      "avgForwardReturn1D": 0.0013143426208150173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 111,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014332863936313718,
        "5": 0.00702862565427365,
        "10": 0.013224535506413072
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5419354838709678,
        "5": 0.5894039735099338,
        "10": 0.5753424657534246
      },
      "hitRate1D": 0.5419354838709678,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.47486104281839103,
      "eligibleDays": 344,
      "fitnessScore": 0.32785904861474396,
      "lookbackDays": 45,
      "returnLift1D": -0.0003793959252873948,
      "hitRateLift1D": 0.012865716429107277,
      "portfolioSize": 4,
      "activationRate": 0.45058139534883723,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5290697674418605,
        "5": 0.538235294117647,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9944086021505377,
      "shadowSharpeLike": 0.36243925456898296,
      "avgForwardReturns": {
        "1": 0.0006509665255342152,
        "5": 0.00561852091834979,
        "10": 0.011950825289470059
      },
      "shadowMaxDrawdown": -0.14469535725855398,
      "shadowTotalReturn": 0.07039567696123816,
      "avgForwardReturn1D": 0.0006509665255342152,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.00103036245082161,
        "5": 0.00521524558275279,
        "10": 0.010345558498795877
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5419354838709678,
        "5": 0.5894039735099338,
        "10": 0.5753424657534246
      },
      "hitRate1D": 0.5419354838709678,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.47486104281839103,
      "eligibleDays": 344,
      "fitnessScore": 0.32785904861474396,
      "lookbackDays": 45,
      "returnLift1D": -0.0003793959252873948,
      "hitRateLift1D": 0.012865716429107277,
      "portfolioSize": 5,
      "activationRate": 0.45058139534883723,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5290697674418605,
        "5": 0.538235294117647,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9944086021505377,
      "shadowSharpeLike": 0.36243925456898296,
      "avgForwardReturns": {
        "1": 0.0006509665255342152,
        "5": 0.00561852091834979,
        "10": 0.011950825289470059
      },
      "shadowMaxDrawdown": -0.14469535725855398,
      "shadowTotalReturn": 0.07039567696123816,
      "avgForwardReturn1D": 0.0006509665255342152,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.00103036245082161,
        "5": 0.00521524558275279,
        "10": 0.010345558498795877
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.515625,
        "5": 0.5078125,
        "10": 0.512
      },
      "hitRate1D": 0.515625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4444975061821776,
      "eligibleDays": 368,
      "fitnessScore": 0.3009556961549357,
      "lookbackDays": 21,
      "returnLift1D": 0.00008883132753043045,
      "hitRateLift1D": -0.006114130434782594,
      "portfolioSize": 3,
      "activationRate": 0.34782608695652173,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9984375000000001,
      "shadowSharpeLike": 0.49879119011393025,
      "avgForwardReturns": {
        "1": 0.0012610854107626456,
        "5": 0.0022692363662039786,
        "10": 0.007643353387196953
      },
      "shadowMaxDrawdown": -0.16849378677596671,
      "shadowTotalReturn": 0.12256843202782997,
      "avgForwardReturn1D": 0.0012610854107626456,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011722540832322151,
        "5": 0.00610170455345352,
        "10": 0.0129937976996677
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5578947368421052,
        "5": 0.5789473684210527,
        "10": 0.4631578947368421
      },
      "hitRate1D": 0.5578947368421052,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4140335396752231,
      "eligibleDays": 359,
      "fitnessScore": 0.27359057487582983,
      "lookbackDays": 30,
      "returnLift1D": -0.0004688865128613781,
      "hitRateLift1D": 0.02864682597859547,
      "portfolioSize": 2,
      "activationRate": 0.2646239554317549,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4345209087390239,
      "avgForwardReturns": {
        "1": 0.0009643998807699937,
        "5": 0.0018505754395495868,
        "10": -0.0011262166153911833
      },
      "shadowMaxDrawdown": -0.12704449925869898,
      "shadowTotalReturn": 0.07611888762628771,
      "avgForwardReturn1D": 0.0009643998807699937,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 95,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014332863936313718,
        "5": 0.00702862565427365,
        "10": 0.013224535506413072
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.49295774647887325,
        "5": 0.49295774647887325,
        "10": 0.5072463768115942
      },
      "hitRate1D": 0.49295774647887325,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.28277861051087616,
      "eligibleDays": 368,
      "fitnessScore": 0.14524154094881278,
      "lookbackDays": 21,
      "returnLift1D": -0.0006414167228196648,
      "hitRateLift1D": -0.028781383955909345,
      "portfolioSize": 4,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9981220657276996,
      "shadowSharpeLike": 0.18829048886137656,
      "avgForwardReturns": {
        "1": 0.0005308373604125503,
        "5": 0.0015610733404832241,
        "10": 0.007380326583632086
      },
      "shadowMaxDrawdown": -0.20217979665986086,
      "shadowTotalReturn": 0.02636480673691821,
      "avgForwardReturn1D": 0.0005308373604125503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011722540832322151,
        "5": 0.00610170455345352,
        "10": 0.0129937976996677
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.49295774647887325,
        "5": 0.49295774647887325,
        "10": 0.5072463768115942
      },
      "hitRate1D": 0.49295774647887325,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.28277861051087616,
      "eligibleDays": 368,
      "fitnessScore": 0.14524154094881278,
      "lookbackDays": 21,
      "returnLift1D": -0.0006414167228196648,
      "hitRateLift1D": -0.028781383955909345,
      "portfolioSize": 5,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5217391304347826,
        "5": 0.5302197802197802,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 0.9981220657276996,
      "shadowSharpeLike": 0.18829048886137656,
      "avgForwardReturns": {
        "1": 0.0005308373604125503,
        "5": 0.0015610733404832241,
        "10": 0.007380326583632086
      },
      "shadowMaxDrawdown": -0.20217979665986086,
      "shadowTotalReturn": 0.02636480673691821,
      "avgForwardReturn1D": 0.0005308373604125503,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011722540832322151,
        "5": 0.00610170455345352,
        "10": 0.0129937976996677
      }
    },
    {
      "topN": 2,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.48514851485148514,
        "5": 0.504950495049505,
        "10": 0.5
      },
      "hitRate1D": 0.48514851485148514,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14861170833349208,
      "eligibleDays": 375,
      "fitnessScore": -0.034016903890642394,
      "lookbackDays": 14,
      "returnLift1D": -0.0014202307950301712,
      "hitRateLift1D": -0.03485148514851488,
      "portfolioSize": 2,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9993399339933994,
      "shadowSharpeLike": -0.20315789052982608,
      "avgForwardReturns": {
        "1": -0.00025024953462018034,
        "5": -0.00035251839570124045,
        "10": 0.008718555587695576
      },
      "shadowMaxDrawdown": -0.1594820215612731,
      "shadowTotalReturn": -0.060167587889113916,
      "avgForwardReturn1D": -0.00025024953462018034,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    },
    {
      "topN": 3,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.48091603053435117,
        "5": 0.4961832061068702,
        "10": 0.5
      },
      "hitRate1D": 0.48091603053435117,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.13482581237043006,
      "eligibleDays": 375,
      "fitnessScore": -0.05896838247466967,
      "lookbackDays": 14,
      "returnLift1D": -0.0014584387603687153,
      "hitRateLift1D": -0.03908396946564885,
      "portfolioSize": 3,
      "activationRate": 0.34933333333333333,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9994910941475827,
      "shadowSharpeLike": -0.18322230046746657,
      "avgForwardReturns": {
        "1": -0.00028845749995872437,
        "5": -0.0004163006567126737,
        "10": 0.007767119910927773
      },
      "shadowMaxDrawdown": -0.24336007567175832,
      "shadowTotalReturn": -0.0851806642997619,
      "avgForwardReturn1D": -0.00028845749995872437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5073529411764706,
        "5": 0.5298507462686567,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5073529411764706,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13050975829217726,
      "eligibleDays": 359,
      "fitnessScore": -0.06722100435426984,
      "lookbackDays": 30,
      "returnLift1D": -0.0020371670991317964,
      "hitRateLift1D": -0.02189496968703919,
      "portfolioSize": 4,
      "activationRate": 0.3788300835654596,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 0.9975490196078431,
      "shadowSharpeLike": -0.3487942437172687,
      "avgForwardReturns": {
        "1": -0.0006038807055004247,
        "5": 0.0005717929903333241,
        "10": 0.0025802998430446856
      },
      "shadowMaxDrawdown": -0.2582100594503224,
      "shadowTotalReturn": -0.12079741352386686,
      "avgForwardReturn1D": -0.0006038807055004247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 134,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014332863936313718,
        "5": 0.00702862565427365,
        "10": 0.013224535506413072
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.5073529411764706,
        "5": 0.5298507462686567,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.5073529411764706,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13050975829217726,
      "eligibleDays": 359,
      "fitnessScore": -0.06722100435426984,
      "lookbackDays": 30,
      "returnLift1D": -0.0020371670991317964,
      "hitRateLift1D": -0.02189496968703919,
      "portfolioSize": 5,
      "activationRate": 0.3788300835654596,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5292479108635098,
        "5": 0.5408450704225352,
        "10": 0.5628571428571428
      },
      "sampleConfidence": 0.9975490196078431,
      "shadowSharpeLike": -0.3487942437172687,
      "avgForwardReturns": {
        "1": -0.0006038807055004247,
        "5": 0.0005717929903333241,
        "10": 0.0025802998430446856
      },
      "shadowMaxDrawdown": -0.2582100594503224,
      "shadowTotalReturn": -0.12079741352386686,
      "avgForwardReturn1D": -0.0006038807055004247,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 134,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014332863936313718,
        "5": 0.00702862565427365,
        "10": 0.013224535506413072
      }
    },
    {
      "topN": 4,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.4794520547945205,
        "5": 0.4931506849315068,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.4794520547945205,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08851309768892517,
      "eligibleDays": 375,
      "fitnessScore": -0.16302387115935973,
      "lookbackDays": 14,
      "returnLift1D": -0.001983692351240294,
      "hitRateLift1D": -0.040547945205479496,
      "portfolioSize": 4,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": -0.44332175502557236,
      "avgForwardReturns": {
        "1": -0.000813711090830303,
        "5": -0.0008385022507628752,
        "10": 0.004264440490942076
      },
      "shadowMaxDrawdown": -0.2934445896114679,
      "shadowTotalReturn": -0.16028818967569824,
      "avgForwardReturn1D": -0.000813711090830303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-04",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    },
    {
      "topN": 5,
      "ticker": "HEI",
      "hitRates": {
        "1": 0.4794520547945205,
        "5": 0.4931506849315068,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.4794520547945205,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08851309768892517,
      "eligibleDays": 375,
      "fitnessScore": -0.16302387115935973,
      "lookbackDays": 14,
      "returnLift1D": -0.001983692351240294,
      "hitRateLift1D": -0.040547945205479496,
      "portfolioSize": 5,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5283018867924528,
        "10": 0.5437158469945356
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": -0.44332175502557236,
      "avgForwardReturns": {
        "1": -0.000813711090830303,
        "5": -0.0008385022507628752,
        "10": 0.004264440490942076
      },
      "shadowMaxDrawdown": -0.2934445896114679,
      "shadowTotalReturn": -0.16028818967569824,
      "avgForwardReturn1D": -0.000813711090830303,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-04",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-11"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.001169981260409991,
        "5": 0.005982105236884415,
        "10": 0.012175532898727866
      }
    }
  ],
  "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": 0.14861170833349208,
      "fitnessScore": -0.034016903890642394,
      "lookbackDays": 14,
      "returnLift1D": -0.0014202307950301712,
      "activationRate": 0.2693333333333333,
      "activationCount": 101,
      "sampleConfidence": 0.9993399339933994,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.060167587889113916,
      "avgForwardReturn1D": -0.00025024953462018034
    },
    {
      "comboQuality": 0.7599850358669983,
      "fitnessScore": 0.6035714437267872,
      "lookbackDays": 21,
      "returnLift1D": 0.0015646048476135404,
      "activationRate": 0.2798913043478261,
      "activationCount": 103,
      "sampleConfidence": 0.9980582524271845,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.28678098949082376,
      "avgForwardReturn1D": 0.0027368589308457555
    },
    {
      "comboQuality": 0.4840765939274599,
      "fitnessScore": 0.33598266248839315,
      "lookbackDays": 30,
      "returnLift1D": -0.00011894377281635457,
      "activationRate": 0.3147632311977716,
      "activationCount": 113,
      "sampleConfidence": 0.9970501474926254,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12371348080570743,
      "avgForwardReturn1D": 0.0013143426208150173
    },
    {
      "comboQuality": 0.54388476494303,
      "fitnessScore": 0.3887182200285953,
      "lookbackDays": 45,
      "returnLift1D": -0.00006708644471866061,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "sampleConfidence": 0.9940229885057472,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.11271250127386412,
      "avgForwardReturn1D": 0.0009632760061029494
    },
    {
      "comboQuality": 0.7480621367662238,
      "fitnessScore": 0.5894267837345103,
      "lookbackDays": 63,
      "returnLift1D": 0.000549863861329124,
      "activationRate": 0.4570552147239264,
      "activationCount": 149,
      "sampleConfidence": 0.9941834451901567,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.22667786333519446,
      "avgForwardReturn1D": 0.00160054089706838
    }
  ],
  "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": "d656befe939942d34b3c6f58721819d225f6a2842025b5cf16c448d8b21a6080",
    "size": 13,
    "members": [
      "HEI",
      "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
0.601
Liquidity
0.734
Momentum
0.602
Relative strength
0.552
Trend quality
0.339
Stability
0.584
Aggression
0.424
Downside risk
0.631
Drawdown state
0.927
Quality momentum
0.529
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.538
Benchmark Independence 3m Score
0.570
Beta 1y Profile Score
0.487
Beta 3m Profile Score
0.500
Beta Change Score
0.516
Correlation Change Score
0.484
Current Drawdown Score
0.896
Days Since 52w High Score
0.052
Distance From 52w High Score
0.896
Distance From Sma 20 Score
0.461
Distance From Sma 200 Score
0.626
Distance From Sma 50 Score
0.544
Downside Volatility 1m Score
0.276
Downside Volatility 1y Score
0.356
Downside Volatility 2y Score
0.334
Downside Volatility 3m Score
0.279
Downside Volatility 5y Score
0.295
Downside Volatility 6m Score
0.425
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
0.317
Excess Return 3m Score
0.880
Excess Return 6m Score
0.328
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.734
Log Market Cap Score
0.601
Drawdown Score 1m
0.671
Drawdown Score 1y
0.583
Drawdown Score 2y
0.661
Drawdown Score 3m
0.794
Drawdown Score 5y
0.729
Drawdown Score 6m
0.531
Momentum Acceleration 1m Vs 3m Score
0.267
Momentum Acceleration 3m Vs 6m Score
0.810
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.435
Relative Strength Slope 3m Score
0.759
Relative Volume 20d Score
0.151
Return 1m Score
0.532
Return 1w Score
0.466
Return 1y Score
0.548
Return 2y Score
0.435
Return 3m Score
0.836
Return 5y Score
0.196
Return 6m Score
0.483
Return Skewness 1y Score
0.595
Sector Excess Return 1y Score
0.261
Sharpe 1m Score
0.621
Sharpe 1y Score
0.477
Sharpe 2y Score
0.564
Sharpe 3m Score
0.938
Sharpe 5y Score
0.563
Sharpe 6m Score
0.416
Sortino 1m Score
0.500
Sortino 1y Score
0.426
Sortino 2y Score
0.483
Sortino 3m Score
0.868
Sortino 5y Score
0.479
Sortino 6m Score
0.386
Trend R2 1m Score
0.043
Trend R2 1w Score
0.501
Trend R2 1y Score
0.000
Trend R2 2y Score
0.589
Trend R2 3m Score
0.813
Trend R2 5y Score
0.925
Trend R2 6m Score
0.044
Trend Slope 1m Score
0.449
Trend Slope 1w Score
0.291
Trend Slope 1y Score
0.499
Trend Slope 2y Score
0.543
Trend Slope 3m Score
0.799
Trend Slope 5y Score
0.552
Trend Slope 6m Score
0.533
Volatility 1m Score
0.244
Volatility 1w Score
0.174
Volatility 1y Score
0.380
Volatility 2y Score
0.354
Volatility 3m Score
0.440
Volatility 5y Score
0.303
Volatility 6m Score
0.445
Worst Day 1y Score
0.540
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
159,356,704.004
Best Day 1y
0.115
Beta To Benchmark 1y
1.218
Beta 3m
1.250
Beta Change
0.031
Beta To Sector 1y
1.107
Correlation To Benchmark 1y
0.462
Correlation 3m
0.430
Correlation Change
-0.032
Correlation To Sector 1y
0.553
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.538
Benchmark Independence 3m Score
0.570
Beta 1y Profile Score
0.487
Beta 3m Profile Score
0.500
Beta Change Score
0.516
Correlation Change Score
0.484
Current Drawdown Score
0.896
Distance From Sma 20 Score
0.461
Distance From Sma 200 Score
0.626
Current Drawdown
-0.068
Days Since 52w High
13
Distance From 52w High
-0.068
Distance From Sma 20
-0.023
Distance From Sma 200
0.076
Distance From Sma 50
0.027
Downside Capture 1y
0.732
Downside Volatility 1m
0.257
Downside Volatility 1w
-
Downside Volatility 1y
0.317
Downside Volatility 2y
0.301
Downside Volatility 3m
0.259
Downside Volatility 5y
0.271
Downside Volatility 6m
0.369
Drawdown Recovery
1
Excess Return 1m
0.013
Excess Return 1y
-0.110
Excess Return 3m
0.228
Excess Return 6m
-0.103
Expected Shortfall 95 1y
-0.045
Market Cap
48,853,700,093.88
Max Drawdown 1m
-0.082
Max Drawdown 1w
-0.026
Max Drawdown 1y
-0.271
Max Drawdown 2y
-0.271
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.271
Max Drawdown 6m
-0.258
Momentum Acceleration 1m Vs 3m
-0.070
Momentum Acceleration 3m Vs 6m
0.093
Moving Average Alignment
0
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
0.004
Relative Volume 20d
0.708
Return 1m
0.019
Return 1w
-0.010
Return 1y
0.077
Return 2y
0.523
Return 3m
0.268
Return 5y
1.548
Return 6m
-0.020
Return Skewness 1y
0.573
Sector Excess Return 1y
-0.143
Sharpe 1m
1.103
Sharpe 1y
0.387
Sharpe 2y
0.822
Sharpe 3m
2.691
Sharpe 5y
0.813
Sharpe 6m
0.082
Sortino 1m
1.001
Sortino 1y
0.409
Sortino 2y
0.863
Sortino 3m
3.945
Sortino 5y
0.830
Sortino 6m
0.085
Trend R2 1m
0.043
Trend R2 1w
0.501
Trend R2 1y
0.000
Trend R2 2y
0.589
Trend R2 3m
0.813
Trend R2 5y
0.925
Trend R2 6m
0.044
Trend 1m
-0.001
Trend 1w
-0.003
Trend 1y
-0.000
Trend 2y
0.001
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
1.240
Value At Risk 95 1y
-0.028
Volatility 1m
0.233
Volatility 1w
0.181
Volatility 1y
0.335
Volatility 2y
0.316
Volatility 3m
0.380
Volatility 5y
0.277
Volatility 6m
0.384
Worst Day 1y
-0.092
Distance From Sma 50 Score
0.544
Downside Volatility 1y Score
0.356
Downside Volatility 3m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.522
Excess Return 1y Score
0.317
Excess Return 3m Score
0.880
Excess Return 6m Score
0.328
Expected Shortfall 95 1y Score
0.547
Log Avg Dollar Volume 20d Score
0.734
Log Market Cap Score
0.601
Drawdown Score 1y
0.583
Drawdown Score 5y
0.729
Momentum Acceleration 1m Vs 3m Score
0.267
Momentum Acceleration 3m Vs 6m Score
0.810
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.435
Relative Volume 20d Score
0.151
Return 1m Score
0.532
Return 1y Score
0.548
Return 3m Score
0.836
Return 6m Score
0.483
Return Skewness 1y Score
0.595
Sortino 1y Score
0.426
Sortino 3m Score
0.868
Trend R2 1y Score
0.000
Trend R2 3m Score
0.813
Trend Slope 1y Score
0.499
Trend Slope 3m Score
0.799
Volatility 1y Score
0.380
Volatility 3m Score
0.440