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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

HUBS

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

Research Detail

HUBS

HUBS

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
0.698
Correlation To Benchmark 1y
0.136
Inverse To Benchmark 1y
0.864
Drawdown Score 1m
0.445
Drawdown Score 3m
0.124
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
Drawdown Score 1y
0
Drawdown Score 2y
0.010
Drawdown Score 5y
0.200
Return 1w
0.080
Return 1m
0.050
Return 3m
0.012
Return 6m
-0.479
Return 1y
-0.630
Return 2y
-0.647
Return 5y
-0.646
Sharpe 1m
1.302
Sharpe 3m
0.473
Sharpe 6m
-1.254
Sharpe 1y
-1.214
Sharpe 2y
-0.672
Sharpe 5y
-0.099
Trend 1w
0.015
Trend 1m
0.004
Trend 3m
-0.003
Trend 6m
-0.004
Trend 1y
-0.005
Trend 2y
-0.002
Trend 5y
-0.000
Volatility 1w
0.576
Volatility 1m
0.558
Volatility 3m
0.843
Volatility 6m
0.789
Volatility 1y
0.644
Volatility 2y
0.548
Volatility 5y
0.552
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
HUBS
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:33 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.069
Aptet Fit Raw Score
0.082
Aptet Fit Confidence
0.694
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.089
Force Fit Raw Score
0.106
Force Fit Confidence
0.685
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:33 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HUBS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HUBS",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "HUBS",
    "hitRates": {
      "1": 0.5,
      "5": 1,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.22859946880841459,
    "eligibleDays": 297,
    "fitnessScore": 0.08242801252692493,
    "lookbackDays": 63,
    "returnLift1D": 0.00962502703049279,
    "hitRateLift1D": -0.010135135135135087,
    "activationRate": 0.006734006734006734,
    "activationCount": 2,
    "baselineHitRates": {
      "1": 0.5101351351351351,
      "5": 0.4897260273972603,
      "10": 0.42160278745644597
    },
    "sampleConfidence": 0.5572586046425942,
    "shadowSharpeLike": 0.17320135831759642,
    "avgForwardReturns": {
      "1": 0.006187400569652335,
      "5": 0.07173504898527405,
      "10": 0
    },
    "shadowMaxDrawdown": -0.0368346146116072,
    "shadowTotalReturn": 0.009616532764449515,
    "avgForwardReturn1D": 0.006187400569652335,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-07-13",
      "2026-07-14"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 2,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.0034376264608404557,
      "5": -0.014529136246665835,
      "10": -0.029434874326267683
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.22859946880841459,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.01883783366770104,
    "bestRawFitnessScore": 0.08242801252692493,
    "upperQuartileComboQuality": 0.10151888454068712
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.06944349614642763,
    "rawScore": 0.08198480139788786,
    "confidence": 0.6940578000404029,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.0739001323718674,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.5,
        "5": 1,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.22859946880841459,
      "eligibleDays": 297,
      "fitnessScore": 0.08242801252692493,
      "lookbackDays": 63,
      "returnLift1D": 0.00962502703049279,
      "hitRateLift1D": -0.010135135135135087,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.4897260273972603,
        "10": 0.42160278745644597
      },
      "sampleConfidence": 0.5572586046425942,
      "shadowSharpeLike": 0.17320135831759642,
      "avgForwardReturns": {
        "1": 0.006187400569652335,
        "5": 0.07173504898527405,
        "10": 0
      },
      "shadowMaxDrawdown": -0.0368346146116072,
      "shadowTotalReturn": 0.009616532764449515,
      "avgForwardReturn1D": 0.006187400569652335,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-13",
        "2026-07-14"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 2,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.0034376264608404557,
        "5": -0.014529136246665835,
        "10": -0.029434874326267683
      }
    },
    {
      "topN": 3,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5333333333333333,
        "10": 0.33663366336633666
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.18139633112355597,
      "eligibleDays": 352,
      "fitnessScore": 0.018478538563547944,
      "lookbackDays": 14,
      "returnLift1D": 0.0028669155897394277,
      "hitRateLift1D": 0.03402597402597396,
      "activationRate": 0.3125,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.49710982658959535,
        "10": 0.4269005847953216
      },
      "sampleConfidence": 0.9915151515151516,
      "shadowSharpeLike": 0.03692271119838826,
      "avgForwardReturns": {
        "1": 0.000317583836236032,
        "5": -0.01800976434357622,
        "10": -0.061072249322753916
      },
      "shadowMaxDrawdown": -0.33453949902825175,
      "shadowTotalReturn": -0.09157506521283587,
      "avgForwardReturn1D": 0.000317583836236032,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 105,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": -0.0025493317535033957,
        "5": -0.011474628554014118,
        "10": -0.02468942307522188
      }
    },
    {
      "topN": 4,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.5470085470085471,
        "5": 0.5178571428571429,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.5470085470085471,
      "comboQuality": 0.17790853272714224,
      "eligibleDays": 352,
      "fitnessScore": 0.01327193672763191,
      "lookbackDays": 14,
      "returnLift1D": 0.002710539274295343,
      "hitRateLift1D": 0.03557997557997561,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.49710982658959535,
        "10": 0.4269005847953216
      },
      "sampleConfidence": 0.9920227920227921,
      "shadowSharpeLike": 0.01029539497655526,
      "avgForwardReturns": {
        "1": 0.00016120752079194743,
        "5": -0.017899326476325673,
        "10": -0.06267758659970352
      },
      "shadowMaxDrawdown": -0.33079629294029456,
      "shadowTotalReturn": -0.1060237148822526,
      "avgForwardReturn1D": 0.00016120752079194743,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 112,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": -0.0025493317535033957,
        "5": -0.011474628554014118,
        "10": -0.02468942307522188
      }
    },
    {
      "topN": 2,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.17738314050988185,
      "eligibleDays": 315,
      "fitnessScore": 0.01248072512035053,
      "lookbackDays": 45,
      "returnLift1D": 0.006393748026905569,
      "hitRateLift1D": -0.08735213830755234,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5159235668789809,
        "5": 0.5032258064516129,
        "10": 0.43278688524590164
      },
      "sampleConfidence": 0.7182415309276219,
      "shadowSharpeLike": 0.2749153494618997,
      "avgForwardReturns": {
        "1": 0.003826042706675684,
        "5": -0.0613797718293422,
        "10": -0.05247508407664595
      },
      "shadowMaxDrawdown": -0.05518484833505888,
      "shadowTotalReturn": 0.020993081479928843,
      "avgForwardReturn1D": 0.003826042706675684,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2026-04-17",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 5,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": -0.0025677053202298856,
        "5": -0.012182872957405392,
        "10": -0.026630890969419077
      }
    },
    {
      "topN": 5,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.5403225806451613,
        "5": 0.5042016806722689,
        "10": 0.33043478260869563
      },
      "hitRate1D": 0.5403225806451613,
      "comboQuality": 0.14246728586059354,
      "eligibleDays": 352,
      "fitnessScore": -0.044888324262866396,
      "lookbackDays": 14,
      "returnLift1D": 0.002255959458329456,
      "hitRateLift1D": 0.0288940092165898,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.49710982658959535,
        "10": 0.4269005847953216
      },
      "sampleConfidence": 0.99247311827957,
      "shadowSharpeLike": -0.08635409283899455,
      "avgForwardReturns": {
        "1": -0.00029337229517393957,
        "5": -0.018108528502931587,
        "10": -0.06072226358170014
      },
      "shadowMaxDrawdown": -0.3192815921557314,
      "shadowTotalReturn": -0.15494372113584565,
      "avgForwardReturn1D": -0.00029337229517393957,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 119,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": -0.0025493317535033957,
        "5": -0.011474628554014118,
        "10": -0.02468942307522188
      }
    },
    {
      "topN": 2,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08786941743405165,
      "eligibleDays": 297,
      "fitnessScore": -0.16478489542451658,
      "lookbackDays": 63,
      "returnLift1D": 0.0034376264608404557,
      "hitRateLift1D": -0.5101351351351351,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5101351351351351,
        "5": 0.4897260273972603,
        "10": 0.42160278745644597
      },
      "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": -0.0034376264608404557,
        "5": -0.014529136246665835,
        "10": -0.029434874326267683
      }
    },
    {
      "topN": 3,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08786941743405165,
      "eligibleDays": 297,
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      "activationDatesSample": [
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 50,
        "5": 48,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": -0.002550707995451159,
        "5": -0.010536041306418699,
        "10": -0.021121589100289627
      }
    },
    {
      "topN": 5,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.4426229508196721,
        "5": 0.27586206896551724,
        "10": 0.15789473684210525
      },
      "hitRate1D": 0.4426229508196721,
      "comboQuality": 0.0007848778552713082,
      "eligibleDays": 330,
      "fitnessScore": -1.2228233982198953,
      "lookbackDays": 30,
      "returnLift1D": -0.01135945466030145,
      "hitRateLift1D": -0.06801534705266826,
      "activationRate": 0.18484848484848485,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5076923076923077,
        "10": 0.45
      },
      "sampleConfidence": 0.9923497267759563,
      "shadowSharpeLike": -2.4155940061257155,
      "avgForwardReturns": {
        "1": -0.013910162655752609,
        "5": -0.045667854111763426,
        "10": -0.0827718798505749
      },
      "shadowMaxDrawdown": -0.63106324682906,
      "shadowTotalReturn": -0.5972486690881946,
      "avgForwardReturn1D": -0.013910162655752609,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 58,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.002550707995451159,
        "5": -0.010536041306418699,
        "10": -0.021121589100289627
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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": 0.18139633112355597,
      "fitnessScore": 0.018478538563547944,
      "lookbackDays": 14,
      "returnLift1D": 0.0028669155897394277,
      "activationRate": 0.3125,
      "activationCount": 110,
      "sampleConfidence": 0.9915151515151516,
      "shadowTotalReturn": -0.09157506521283587,
      "avgForwardReturn1D": 0.000317583836236032
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.023434439920098502,
      "fitnessScore": -0.47056373389856265,
      "lookbackDays": 21,
      "returnLift1D": -0.002007629172103022,
      "activationRate": 0.21238938053097345,
      "activationCount": 72,
      "sampleConfidence": 0.987962962962963,
      "shadowTotalReturn": -0.3170463870077004,
      "avgForwardReturn1D": -0.004614780630628138
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.0024553950421860493,
      "fitnessScore": -0.9715420246376797,
      "lookbackDays": 30,
      "returnLift1D": -0.008926612528554971,
      "activationRate": 0.1696969696969697,
      "activationCount": 56,
      "sampleConfidence": 0.9916666666666667,
      "shadowTotalReturn": -0.5020207730248505,
      "avgForwardReturn1D": -0.01147732052400613
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.17738314050988185,
      "fitnessScore": 0.01248072512035053,
      "lookbackDays": 45,
      "returnLift1D": 0.006393748026905569,
      "activationRate": 0.022222222222222223,
      "activationCount": 7,
      "sampleConfidence": 0.7182415309276219,
      "shadowTotalReturn": 0.020993081479928843,
      "avgForwardReturn1D": 0.003826042706675684
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.22859946880841459,
      "fitnessScore": 0.08242801252692493,
      "lookbackDays": 63,
      "returnLift1D": 0.00962502703049279,
      "activationRate": 0.006734006734006734,
      "activationCount": 2,
      "sampleConfidence": 0.5572586046425942,
      "shadowTotalReturn": 0.009616532764449515,
      "avgForwardReturn1D": 0.006187400569652335
    }
  ],
  "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": "e8414693573760af3876a1d33de88d0598fc70b44a54e7dcd9eda8dfa44b8441",
    "size": 13,
    "members": [
      "HUBS",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HUBS"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HUBS",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "HUBS",
    "hitRates": {
      "1": 0.5294117647058824,
      "5": 0.5391304347826087,
      "10": 0.36363636363636365
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    "hitRate1D": 0.5294117647058824,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.18395896867962294,
    "eligibleDays": 375,
    "fitnessScore": 0.022254581835973654,
    "lookbackDays": 14,
    "returnLift1D": 0.003319841763026919,
    "hitRateLift1D": 0.03341176470588236,
    "portfolioSize": 3,
    "activationRate": 0.31733333333333336,
    "activationCount": 119,
    "baselineHitRates": {
      "1": 0.496,
      "5": 0.48517520215633425,
      "10": 0.4207650273224044
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    "sampleConfidence": 0.9927170868347339,
    "shadowSharpeLike": 0.06769669051727498,
    "avgForwardReturns": {
      "1": 0.00044903081694860924,
      "5": -0.016348037243014563,
      "10": -0.055057684177118434
    },
    "shadowMaxDrawdown": -0.334206602329416,
    "shadowTotalReturn": -0.07585212408852171,
    "avgForwardReturn1D": 0.00044903081694860924,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10"
    ],
    "horizonObservationCounts": {
      "1": 119,
      "5": 115,
      "10": 110
    },
    "baselineAvgForwardReturns": {
      "1": -0.00287081094607831,
      "5": -0.013155366313419143,
      "10": -0.02745281021998539
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.18395896867962294,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.017303729476474298,
    "bestRawFitnessScore": 0.022254581835973654,
    "upperQuartileComboQuality": 0.08705735282634983
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08919840613718388,
    "rawScore": 0.10586454430187414,
    "confidence": 0.6851422112172598,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.24792434501376762,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.5294117647058824,
        "5": 0.5391304347826087,
        "10": 0.36363636363636365
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      "hitRate1D": 0.5294117647058824,
      "rankWeights": [
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        0.30000000000000004,
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      ],
      "comboQuality": 0.18395896867962294,
      "eligibleDays": 375,
      "fitnessScore": 0.022254581835973654,
      "lookbackDays": 14,
      "returnLift1D": 0.003319841763026919,
      "hitRateLift1D": 0.03341176470588236,
      "portfolioSize": 3,
      "activationRate": 0.31733333333333336,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.496,
        "5": 0.48517520215633425,
        "10": 0.4207650273224044
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      "sampleConfidence": 0.9927170868347339,
      "shadowSharpeLike": 0.06769669051727498,
      "avgForwardReturns": {
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        "5": -0.016348037243014563,
        "10": -0.055057684177118434
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      "shadowMaxDrawdown": -0.334206602329416,
      "shadowTotalReturn": -0.07585212408852171,
      "avgForwardReturn1D": 0.00044903081694860924,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10"
      ],
      "horizonObservationCounts": {
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        "5": 115,
        "10": 110
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      "baselineAvgForwardReturns": {
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        "10": -0.02745281021998539
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    },
    {
      "topN": 2,
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      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0,
        "10": 0
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      "hitRate1D": 0.42857142857142855,
      "rankWeights": [
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      ],
      "comboQuality": 0.17638120070863897,
      "eligibleDays": 344,
      "fitnessScore": 0.010966748365874673,
      "lookbackDays": 45,
      "returnLift1D": 0.006332622855317565,
      "hitRateLift1D": -0.08305647840531566,
      "portfolioSize": 2,
      "activationRate": 0.020348837209302327,
      "activationCount": 7,
      "baselineHitRates": {
        "1": 0.5116279069767442,
        "5": 0.5,
        "10": 0.43582089552238806
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      "sampleConfidence": 0.7182415309276219,
      "shadowSharpeLike": 0.26310422866476096,
      "avgForwardReturns": {
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        "5": -0.0613797718293422,
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      "shadowMaxDrawdown": -0.05518484833505888,
      "shadowTotalReturn": 0.020993081479928843,
      "avgForwardReturn1D": 0.003826042706675684,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2026-04-17",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 7,
        "5": 5,
        "10": 3
      },
      "baselineAvgForwardReturns": {
        "1": -0.00250658014864188,
        "5": -0.011139396623477009,
        "10": -0.02338220151924523
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "comboQuality": 0.14771651019065266,
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      "sampleConfidence": 0.9931758530183727,
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      "horizonObservationCounts": {
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      "riskOffActivations": 0,
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    },
    {
      "topN": 2,
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      "comboQuality": 0.08705735282634983,
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    },
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    },
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      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 57,
        "10": 56
      },
      "baselineAvgForwardReturns": {
        "1": -0.0032824582593858065,
        "5": -0.014035908793975876,
        "10": -0.028077524980053416
      }
    },
    {
      "topN": 2,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.4186046511627907,
        "5": 0.19047619047619047,
        "10": 0.11904761904761904
      },
      "hitRate1D": 0.4186046511627907,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0011935422678901776,
      "eligibleDays": 359,
      "fitnessScore": -1.1305197973791068,
      "lookbackDays": 30,
      "returnLift1D": -0.01146478886316353,
      "hitRateLift1D": -0.08000259117704217,
      "portfolioSize": 2,
      "activationRate": 0.11977715877437325,
      "activationCount": 43,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.4788732394366197,
        "10": 0.41714285714285715
      },
      "sampleConfidence": 0.9968992248062016,
      "shadowSharpeLike": -2.3466168371126517,
      "avgForwardReturns": {
        "1": -0.014747247122549337,
        "5": -0.05539600671937069,
        "10": -0.08420749644304136
      },
      "shadowMaxDrawdown": -0.49062649917306833,
      "shadowTotalReturn": -0.49062649917306833,
      "avgForwardReturn1D": -0.014747247122549337,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 43,
        "5": 42,
        "10": 42
      },
      "baselineAvgForwardReturns": {
        "1": -0.0032824582593858065,
        "5": -0.014035908793975876,
        "10": -0.028077524980053416
      }
    },
    {
      "topN": 3,
      "ticker": "HUBS",
      "hitRates": {
        "1": 0.42592592592592593,
        "5": 0.21153846153846154,
        "10": 0.11538461538461539
      },
      "hitRate1D": 0.42592592592592593,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0006627563674373137,
      "eligibleDays": 359,
      "fitnessScore": -1.2600568284136915,
      "lookbackDays": 30,
      "returnLift1D": -0.011995180994010486,
      "hitRateLift1D": -0.07268131641390696,
      "portfolioSize": 3,
      "activationRate": 0.15041782729805014,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.4788732394366197,
        "10": 0.41714285714285715
      },
      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": -2.606458936804761,
      "avgForwardReturns": {
        "1": -0.015277639253396293,
        "5": -0.056736523736591785,
        "10": -0.09161337089048192
      },
      "shadowMaxDrawdown": -0.5825712609970721,
      "shadowTotalReturn": -0.5825712609970721,
      "avgForwardReturn1D": -0.015277639253396293,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 52,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": -0.0032824582593858065,
        "5": -0.014035908793975876,
        "10": -0.028077524980053416
      }
    }
  ],
  "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": 0.18395896867962294,
      "fitnessScore": 0.022254581835973654,
      "lookbackDays": 14,
      "returnLift1D": 0.003319841763026919,
      "activationRate": 0.31733333333333336,
      "activationCount": 119,
      "sampleConfidence": 0.9927170868347339,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07585212408852171,
      "avgForwardReturn1D": 0.00044903081694860924
    },
    {
      "comboQuality": 0.020374371064102326,
      "fitnessScore": -0.5020363932869437,
      "lookbackDays": 21,
      "returnLift1D": -0.0011423777548344137,
      "activationRate": 0.22826086956521738,
      "activationCount": 84,
      "sampleConfidence": 0.9896825396825397,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.33248777508048744,
      "avgForwardReturn1D": -0.004175499793666608
    },
    {
      "comboQuality": 0.0013711994182482102,
      "fitnessScore": -1.0999534046828925,
      "lookbackDays": 30,
      "returnLift1D": -0.009255179067677985,
      "activationRate": 0.1671309192200557,
      "activationCount": 60,
      "sampleConfidence": 0.9922222222222223,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.5546964333335594,
      "avgForwardReturn1D": -0.012537637327063792
    },
    {
      "comboQuality": 0.17638120070863897,
      "fitnessScore": 0.010966748365874673,
      "lookbackDays": 45,
      "returnLift1D": 0.006332622855317565,
      "activationRate": 0.020348837209302327,
      "activationCount": 7,
      "sampleConfidence": 0.7182415309276219,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.020993081479928843,
      "avgForwardReturn1D": 0.003826042706675684
    },
    {
      "comboQuality": 0.08705735282634983,
      "fitnessScore": -0.1670233048819979,
      "lookbackDays": 63,
      "returnLift1D": 0.002352337026910114,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "bestPortfolioSize": 2,
      "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."
  },
  "backendAlgorithm": "alpha1",
  "universeIdentity": {
    "hash": "e8414693573760af3876a1d33de88d0598fc70b44a54e7dcd9eda8dfa44b8441",
    "size": 13,
    "members": [
      "HUBS",
      "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
0.459
Liquidity
0.826
Momentum
0.453
Relative strength
0.264
Trend quality
0.536
Stability
0.301
Aggression
0.638
Downside risk
0.320
Drawdown state
0.177
Quality momentum
0.400
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.864
Benchmark Independence 3m Score
0.989
Beta 1y Profile Score
0.279
Beta 3m Profile Score
0
Beta Change Score
0.114
Correlation Change Score
0.426
Current Drawdown Score
0
Days Since 52w High Score
0.960
Distance From 52w High Score
0.031
Distance From Sma 20 Score
0.685
Distance From Sma 200 Score
0
Distance From Sma 50 Score
0.542
Downside Volatility 1m Score
0.517
Downside Volatility 1y Score
0.881
Downside Volatility 2y Score
0.708
Downside Volatility 3m Score
0.993
Downside Volatility 5y Score
0.687
Downside Volatility 6m Score
1
Drawdown Recovery Score
0.657
Excess Return 1m Score
0.538
Excess Return 1y Score
0
Excess Return 3m Score
0.331
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.826
Log Market Cap Score
0.459
Drawdown Score 1m
0.445
Drawdown Score 1y
0
Drawdown Score 2y
0.010
Drawdown Score 3m
0.124
Drawdown Score 5y
0.200
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.652
Momentum Acceleration 3m Vs 6m Score
0.779
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.242
Relative Volume 20d Score
0.208
Return 1m Score
0.583
Return 1w Score
0.767
Return 1y Score
0.106
Return 2y Score
0.101
Return 3m Score
0.515
Return 5y Score
0.027
Return 6m Score
0.101
Return Skewness 1y Score
0.459
Sharpe 1m Score
0.660
Sharpe 1y Score
0.157
Sharpe 2y Score
0.266
Sharpe 3m Score
0.495
Sharpe 5y Score
0.380
Sharpe 6m Score
0.149
Sortino 1m Score
0.582
Sortino 1y Score
0.237
Sortino 2y Score
0.296
Sortino 3m Score
0.438
Sortino 5y Score
0.363
Sortino 6m Score
0.223
Trend R2 1m Score
0.199
Trend R2 1w Score
0.720
Trend R2 1y Score
0.916
Trend R2 2y Score
0.661
Trend R2 3m Score
0.284
Trend R2 5y Score
0.050
Trend R2 6m Score
0.694
Trend Slope 1m Score
0.745
Trend Slope 1w Score
1
Trend Slope 1y Score
0.203
Trend Slope 2y Score
0.355
Trend Slope 3m Score
0.316
Trend Slope 5y Score
0.486
Trend Slope 6m Score
0.235
Volatility 1m Score
0.677
Volatility 1w Score
0.701
Volatility 1y Score
0.793
Volatility 2y Score
0.664
Volatility 3m Score
1
Volatility 5y Score
0.670
Volatility 6m Score
0.985
Worst Day 1y Score
0.048
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
300,366,852.052
Best Day 1y
0.188
Beta To Benchmark 1y
0.698
Beta 3m
-0.074
Beta Change
-0.771
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.136
Correlation 3m
-0.011
Correlation Change
-0.147
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.864
Benchmark Independence 3m Score
0.989
Beta 1y Profile Score
0.279
Beta 3m Profile Score
0
Beta Change Score
0.114
Correlation Change Score
0.426
Current Drawdown Score
0
Distance From Sma 20 Score
0.685
Distance From Sma 200 Score
0
Current Drawdown
-0.757
Days Since 52w High
242
Distance From 52w High
-0.630
Distance From Sma 20
0.111
Distance From Sma 200
-0.320
Distance From Sma 50
0.025
Downside Capture 1y
0.543
Downside Volatility 1m
0.438
Downside Volatility 1w
-
Downside Volatility 1y
0.710
Downside Volatility 2y
0.581
Downside Volatility 3m
0.795
Downside Volatility 5y
0.565
Downside Volatility 6m
0.811
Drawdown Recovery
0.314
Excess Return 1m
0.023
Excess Return 1y
-0.853
Excess Return 3m
-0.101
Excess Return 6m
-0.580
Expected Shortfall 95 1y
-0.101
Market Cap
11,388,396,871.249
Max Drawdown 1m
-0.139
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.696
Max Drawdown 2y
-0.792
Max Drawdown 3m
-0.351
Max Drawdown 5y
-0.800
Max Drawdown 6m
-0.572
Momentum Acceleration 1m Vs 3m
0.046
Momentum Acceleration 3m Vs 6m
0.084
Moving Average Alignment
-0.500
Relative Strength Acceleration
0.008
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.862
Return 1m
0.050
Return 1w
0.080
Return 1y
-0.630
Return 2y
-0.647
Return 3m
0.012
Return 5y
-0.646
Return 6m
-0.479
Return Skewness 1y
-0.245
Sector Excess Return 1y
-
Sharpe 1m
1.302
Sharpe 1y
-1.214
Sharpe 2y
-0.672
Sharpe 3m
0.473
Sharpe 5y
-0.099
Sharpe 6m
-1.254
Sortino 1m
1.660
Sortino 1y
-1.101
Sortino 2y
-0.633
Sortino 3m
0.501
Sortino 5y
-0.097
Sortino 6m
-1.220
Trend R2 1m
0.199
Trend R2 1w
0.720
Trend R2 1y
0.916
Trend R2 2y
0.661
Trend R2 3m
0.284
Trend R2 5y
0.050
Trend R2 6m
0.694
Trend 1m
0.004
Trend 1w
0.015
Trend 1y
-0.005
Trend 2y
-0.002
Trend 3m
-0.003
Trend 5y
-0.000
Trend 6m
-0.004
Upside Capture 1y
0.558
Value At Risk 95 1y
-0.070
Volatility 1m
0.558
Volatility 1w
0.576
Volatility 1y
0.644
Volatility 2y
0.548
Volatility 3m
0.843
Volatility 5y
0.552
Volatility 6m
0.789
Worst Day 1y
-0.190
Distance From Sma 50 Score
0.542
Downside Volatility 1y Score
0.881
Downside Volatility 3m Score
0.993
Drawdown Recovery Score
0.657
Excess Return 1m Score
0.538
Excess Return 1y Score
0
Excess Return 3m Score
0.331
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.826
Log Market Cap Score
0.459
Drawdown Score 1y
0
Drawdown Score 5y
0.200
Momentum Acceleration 1m Vs 3m Score
0.652
Momentum Acceleration 3m Vs 6m Score
0.779
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.208
Return 1m Score
0.583
Return 1y Score
0.106
Return 3m Score
0.515
Return 6m Score
0.101
Return Skewness 1y Score
0.459
Sortino 1y Score
0.237
Sortino 3m Score
0.438
Trend R2 1y Score
0.916
Trend R2 3m Score
0.284
Trend Slope 1y Score
0.203
Trend Slope 3m Score
0.316
Volatility 1y Score
0.793
Volatility 3m Score
1