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MonstraTM

Vectors

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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 201-250 of 355
Page 5 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
CHTRCommunication Services0.2960.3140.3440.8750.162 poor0.114 poor100%Jul 26, 1:09 AM
CFMaterials0.7130.6330.6040.8220.784 good0.729 good100%Jul 26, 1:09 AM
CEGUtilities0.4750.4230.4460.9760.359 weak
Ticker detail

JPM

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

Research Detail

JPM

JPMorgan Chase

Category

Sector: Financials

Industry / Category: Banks

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

Diversified banking leader that can anchor a large-cap financials universe.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.814
Correlation To Benchmark 1y
0.466
Inverse To Benchmark 1y
0.534
Drawdown Score 1m
0.899
Drawdown Score 3m
0.848
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
0.777
Drawdown Score 1y
0.762
Drawdown Score 2y
0.695
Drawdown Score 5y
0.612
Return 1w
0.020
Return 1m
0.052
Return 3m
0.123
Return 6m
0.170
Return 1y
0.224
Return 2y
0.736
Return 5y
1.551
Sharpe 1m
3.111
Sharpe 3m
2.191
Sharpe 6m
1.464
Sharpe 1y
1.020
Sharpe 2y
1.219
Sharpe 5y
0.888
Trend 1w
0.005
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.169
Volatility 1m
0.202
Volatility 3m
0.223
Volatility 6m
0.232
Volatility 1y
0.222
Volatility 2y
0.253
Volatility 5y
0.245
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
JPM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:38 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
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
0.628
Aptet Fit Raw Score
0.654
Aptet Fit Confidence
0.920
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.595
Force Fit Raw Score
0.624
Force Fit Confidence
0.905
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "JPM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "JPM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "JPM",
    "hitRates": {
      "1": 0.564935064935065,
      "5": 0.695364238410596,
      "10": 0.6598639455782312
    },
    "hitRate1D": 0.564935064935065,
    "comboQuality": 0.8606174405520193,
    "eligibleDays": 339,
    "fitnessScore": 0.7504940955040735,
    "lookbackDays": 21,
    "returnLift1D": 0.0007673627612301873,
    "hitRateLift1D": 0.007412941041259669,
    "activationRate": 0.45427728613569324,
    "activationCount": 154,
    "baselineHitRates": {
      "1": 0.5575221238938053,
      "5": 0.6149253731343284,
      "10": 0.6212121212121212
    },
    "sampleConfidence": 0.9956709956709957,
    "shadowSharpeLike": 1.566517827948546,
    "avgForwardReturns": {
      "1": 0.0021351085018834356,
      "5": 0.012183016597730545,
      "10": 0.017202610350894442
    },
    "shadowMaxDrawdown": -0.0949333238689768,
    "shadowTotalReturn": 0.3391783970595583,
    "avgForwardReturn1D": 0.0021351085018834356,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24"
    ],
    "horizonObservationCounts": {
      "1": 154,
      "5": 151,
      "10": 147
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013677457406532482,
      "5": 0.006322925259845511,
      "10": 0.012206388506019909
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8606174405520193,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.592393951759062,
    "bestRawFitnessScore": 0.7504940955040735,
    "upperQuartileComboQuality": 0.725183594760455
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6278716333982993,
    "rawScore": 0.6540633532756664,
    "confidence": 0.919910755598233,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 21
    },
    "profileBreadth": 0.5005047044065359,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        21,
        30,
        63
      ]
    },
    "parameterStability": 0.5335862889956249,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.564935064935065,
        "5": 0.695364238410596,
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      },
      "hitRate1D": 0.564935064935065,
      "comboQuality": 0.8606174405520193,
      "eligibleDays": 339,
      "fitnessScore": 0.7504940955040735,
      "lookbackDays": 21,
      "returnLift1D": 0.0007673627612301873,
      "hitRateLift1D": 0.007412941041259669,
      "activationRate": 0.45427728613569324,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5575221238938053,
        "5": 0.6149253731343284,
        "10": 0.6212121212121212
      },
      "sampleConfidence": 0.9956709956709957,
      "shadowSharpeLike": 1.566517827948546,
      "avgForwardReturns": {
        "1": 0.0021351085018834356,
        "5": 0.012183016597730545,
        "10": 0.017202610350894442
      },
      "shadowMaxDrawdown": -0.0949333238689768,
      "shadowTotalReturn": 0.3391783970595583,
      "avgForwardReturn1D": 0.0021351085018834356,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 151,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013677457406532482,
        "5": 0.006322925259845511,
        "10": 0.012206388506019909
      }
    },
    {
      "topN": 5,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5543478260869565,
        "5": 0.6685082872928176,
        "10": 0.6363636363636364
      },
      "hitRate1D": 0.5543478260869565,
      "comboQuality": 0.859800854333494,
      "eligibleDays": 339,
      "fitnessScore": 0.7490001216957207,
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      "returnLift1D": 0.00033726945079677064,
      "hitRateLift1D": -0.003174297806848747,
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      "sampleConfidence": 0.9960144927536232,
      "shadowSharpeLike": 1.4378743473824114,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.1046323364225673,
      "shadowTotalReturn": 0.3248650034733849,
      "avgForwardReturn1D": 0.0017050151914500189,
      "riskOffActivations": 0,
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        "2025-04-11",
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        "2025-04-15",
        "2025-04-16",
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        "2025-04-21",
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        "2025-04-23",
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      "horizonObservationCounts": {
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    },
    {
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      "hitRateLift1D": 0.051587301587301515,
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      "shadowSharpeLike": 1.476661574968077,
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      "fitnessScore": 0.6549421598510765,
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      "returnLift1D": 0.0009714571226629679,
      "hitRateLift1D": 0.05555555555555558,
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      "activationCount": 108,
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        "1": 0.5555555555555556,
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      "sampleConfidence": 0.9938271604938272,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
        "1": 108,
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      "baselineAvgForwardReturns": {
        "1": 0.001058587566192497,
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    },
    {
      "topN": 5,
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      "fitnessScore": 0.578630329796144,
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      "returnLift1D": -0.00004983265466725387,
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      "activationCount": 182,
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        "1": 0.5575757575757576,
        "5": 0.6196319018404908,
        "10": 0.632398753894081
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": 0.9747501678662087,
      "avgForwardReturns": {
        "1": 0.0012239350662284069,
        "5": 0.00649893389565659,
        "10": 0.011959021202298057
      },
      "shadowMaxDrawdown": -0.15798748109164196,
      "shadowTotalReturn": 0.20211768219849957,
      "avgForwardReturn1D": 0.0012239350662284069,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-16",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 182,
        "5": 178,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012737677208956607,
        "5": 0.006823384383968086,
        "10": 0.01417701664037155
      }
    },
    {
      "topN": 5,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5662650602409639,
        "5": 0.6666666666666666,
        "10": 0.6624203821656051
      },
      "hitRate1D": 0.5662650602409639,
      "comboQuality": 0.72067773645612,
      "eligibleDays": 297,
      "fitnessScore": 0.5585216954011656,
      "lookbackDays": 63,
      "returnLift1D": 0.00004290279579333622,
      "hitRateLift1D": 0.010709504685408322,
      "activationRate": 0.5589225589225589,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5555555555555556,
        "5": 0.6040955631399317,
        "10": 0.6076388888888888
      },
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        "10": 0.6151603498542274
      },
      "sampleConfidence": 0.9950819672131148,
      "shadowSharpeLike": -0.5781762963668444,
      "avgForwardReturns": {
        "1": -0.000724714994332008,
        "5": -0.0005027040302027328,
        "10": 0.0028967271761399624
      },
      "shadowMaxDrawdown": -0.1940726261357686,
      "shadowTotalReturn": -0.12042616890868307,
      "avgForwardReturn1D": -0.000724714994332008,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012489388053115353,
        "5": 0.00655669833205099,
        "10": 0.012178884575232547
      }
    },
    {
      "topN": 2,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5064935064935064,
        "5": 0.6753246753246753,
        "10": 0.6891891891891891
      },
      "hitRate1D": 0.5064935064935064,
      "comboQuality": 0.15301630586436238,
      "eligibleDays": 339,
      "fitnessScore": -0.026450129695289853,
      "lookbackDays": 21,
      "returnLift1D": -0.0017506169606807563,
      "hitRateLift1D": -0.05102861740029885,
      "activationRate": 0.22713864306784662,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5575221238938053,
        "5": 0.6149253731343284,
        "10": 0.6212121212121212
      },
      "sampleConfidence": 0.9974025974025975,
      "shadowSharpeLike": -0.36111748575862535,
      "avgForwardReturns": {
        "1": -0.0003828712200275081,
        "5": 0.008061444013304352,
        "10": 0.013990857164962487
      },
      "shadowMaxDrawdown": -0.133436951048841,
      "shadowTotalReturn": -0.05853349222269766,
      "avgForwardReturn1D": -0.0003828712200275081,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 77,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013677457406532482,
        "5": 0.006322925259845511,
        "10": 0.012206388506019909
      }
    },
    {
      "topN": 2,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5324675324675324,
        "5": 0.527027027027027,
        "10": 0.47297297297297297
      },
      "hitRate1D": 0.5324675324675324,
      "comboQuality": 0.12278421361751687,
      "eligibleDays": 352,
      "fitnessScore": -0.08259140295092138,
      "lookbackDays": 14,
      "returnLift1D": -0.0021862222407702334,
      "hitRateLift1D": -0.02593702593702596,
      "activationRate": 0.21875,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6195965417867435,
        "10": 0.6151603498542274
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      "sampleConfidence": 0.9948051948051949,
      "shadowSharpeLike": -0.6275166124962547,
      "avgForwardReturns": {
        "1": -0.0009372834354586981,
        "5": -0.0024027927706328943,
        "10": -0.0017019953323324946
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      "shadowMaxDrawdown": -0.16817280033502668,
      "shadowTotalReturn": -0.1063015799991438,
      "avgForwardReturn1D": -0.0009372834354586981,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-13",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 74,
        "10": 74
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012489388053115353,
        "5": 0.00655669833205099,
        "10": 0.012178884575232547
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.2684628006528731,
      "fitnessScore": 0.12946414305480966,
      "lookbackDays": 14,
      "returnLift1D": -0.0014394077835117418,
      "activationRate": 0.5,
      "activationCount": 176,
      "sampleConfidence": 0.9946969696969697,
      "shadowTotalReturn": -0.07633795200112403,
      "avgForwardReturn1D": -0.0001904689782002064
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8606174405520193,
      "fitnessScore": 0.7504940955040735,
      "lookbackDays": 21,
      "returnLift1D": 0.0007673627612301873,
      "activationRate": 0.45427728613569324,
      "activationCount": 154,
      "sampleConfidence": 0.9956709956709957,
      "shadowTotalReturn": 0.3391783970595583,
      "avgForwardReturn1D": 0.0021351085018834356
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7387011696734602,
      "fitnessScore": 0.578630329796144,
      "lookbackDays": 30,
      "returnLift1D": -0.00004983265466725387,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "sampleConfidence": 0.9952380952380953,
      "shadowTotalReturn": 0.20211768219849957,
      "avgForwardReturn1D": 0.0012239350662284069
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7105615883286469,
      "fitnessScore": 0.5475848804206116,
      "lookbackDays": 45,
      "returnLift1D": -0.00039035074154276234,
      "activationRate": 0.5619047619047619,
      "activationCount": 177,
      "sampleConfidence": 0.9951035781544256,
      "shadowTotalReturn": 0.16140645569464085,
      "avgForwardReturn1D": 0.001016863738583423
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8462570937655335,
      "fitnessScore": 0.7252191166834132,
      "lookbackDays": 63,
      "returnLift1D": 0.0007711896224283244,
      "activationRate": 0.4713804713804714,
      "activationCount": 140,
      "sampleConfidence": 0.9942857142857143,
      "shadowTotalReturn": 0.2577354678272652,
      "avgForwardReturn1D": 0.0018297771886208213
    }
  ],
  "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": "f66c3364a47d5dcdfd9ee44fc42cc2400a14d6a4f1faa3f18c35e1061e593df4",
    "size": 13,
    "members": [
      "JPM",
      "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",
      "JPM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "JPM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "JPM",
    "hitRates": {
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      "5": 0.6932515337423313,
      "10": 0.6265822784810127
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    "hitRate1D": 0.5783132530120482,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.895206764357217,
    "eligibleDays": 368,
    "fitnessScore": 0.8219144075384505,
    "lookbackDays": 21,
    "returnLift1D": 0.0012551866193012378,
    "hitRateLift1D": 0.023965426925091626,
    "portfolioSize": 4,
    "activationRate": 0.45108695652173914,
    "activationCount": 166,
    "baselineHitRates": {
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      "5": 0.6043956043956044,
      "10": 0.5905292479108635
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    "sampleConfidence": 0.9955823293172692,
    "shadowSharpeLike": 1.5936982878680999,
    "avgForwardReturns": {
      "1": 0.002197009827468258,
      "5": 0.01033264546131336,
      "10": 0.012804627398191682
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    "shadowMaxDrawdown": -0.09497640479868086,
    "shadowTotalReturn": 0.3858812706288606,
    "avgForwardReturn1D": 0.002197009827468258,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 166,
      "5": 163,
      "10": 158
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    "baselineAvgForwardReturns": {
      "1": 0.0009418232081670203,
      "5": 0.004267863993842432,
      "10": 0.008303034818248414
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.895206764357217,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5384931811548138,
    "bestRawFitnessScore": 0.8219144075384505,
    "upperQuartileComboQuality": 0.7151684720633384
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5947379283175023,
    "rawScore": 0.6243698330123828,
    "confidence": 0.9050822024763234,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.3502347308247396,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        63
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.47949713940520067,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5783132530120482,
        "5": 0.6932515337423313,
        "10": 0.6265822784810127
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      "hitRate1D": 0.5783132530120482,
      "rankWeights": [
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      "comboQuality": 0.895206764357217,
      "eligibleDays": 368,
      "fitnessScore": 0.8219144075384505,
      "lookbackDays": 21,
      "returnLift1D": 0.0012551866193012378,
      "hitRateLift1D": 0.023965426925091626,
      "portfolioSize": 4,
      "activationRate": 0.45108695652173914,
      "activationCount": 166,
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      "shadowSharpeLike": 1.5936982878680999,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.09497640479868086,
      "shadowTotalReturn": 0.3858812706288606,
      "avgForwardReturn1D": 0.002197009827468258,
      "riskOffActivations": 0,
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        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 166,
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      "baselineAvgForwardReturns": {
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        "5": 0.004267863993842432,
        "10": 0.008303034818248414
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    },
    {
      "topN": 5,
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        "5": 0.6932515337423313,
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      "rankWeights": [
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      "comboQuality": 0.895206764357217,
      "eligibleDays": 368,
      "fitnessScore": 0.8219144075384505,
      "lookbackDays": 21,
      "returnLift1D": 0.0012551866193012378,
      "hitRateLift1D": 0.023965426925091626,
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      "sampleConfidence": 0.9955823293172692,
      "shadowSharpeLike": 1.5936982878680999,
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      "shadowMaxDrawdown": -0.09497640479868086,
      "shadowTotalReturn": 0.3858812706288606,
      "avgForwardReturn1D": 0.002197009827468258,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.8379401019742881,
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      "returnLift1D": 0.00040584220510314693,
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        "2025-06-03",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.8379401019742881,
      "eligibleDays": 326,
      "fitnessScore": 0.7114557348105629,
      "lookbackDays": 63,
      "returnLift1D": 0.00040584220510314693,
      "hitRateLift1D": 0.04734595892237936,
      "portfolioSize": 5,
      "activationRate": 0.4233128834355828,
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      "sampleConfidence": 0.9946859903381643,
      "shadowSharpeLike": 1.4669787096897378,
      "avgForwardReturns": {
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-03",
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        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.7834413551244324,
      "eligibleDays": 326,
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        "1": 0.5543478260869565,
        "5": 0.6043956043956044,
        "10": 0.5905292479108635
      },
      "sampleConfidence": 0.9969348659003832,
      "shadowSharpeLike": -0.19442768621503545,
      "avgForwardReturns": {
        "1": -0.00007725194171802963,
        "5": 0.0062516789209848414,
        "10": 0.007542612812807806
      },
      "shadowMaxDrawdown": -0.1328367668937862,
      "shadowTotalReturn": -0.04001416787571177,
      "avgForwardReturn1D": -0.00007725194171802963,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 87,
        "10": 83
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009418232081670203,
        "5": 0.004267863993842432,
        "10": 0.008303034818248414
      }
    },
    {
      "topN": 2,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5393258426966292,
        "5": 0.5632183908045977,
        "10": 0.5172413793103449
      },
      "hitRate1D": 0.5393258426966292,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.18680868099913694,
      "eligibleDays": 375,
      "fitnessScore": 0.026406089862802528,
      "lookbackDays": 14,
      "returnLift1D": -0.0010949504298101709,
      "hitRateLift1D": -0.012674157303370848,
      "portfolioSize": 2,
      "activationRate": 0.23733333333333334,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.552,
        "5": 0.6118598382749326,
        "10": 0.5983606557377049
      },
      "sampleConfidence": 0.9970037453183521,
      "shadowSharpeLike": -0.2573036678350176,
      "avgForwardReturns": {
        "1": -0.00016194726437639966,
        "5": -0.0011817413442580791,
        "10": 0.0003901332158526455
      },
      "shadowMaxDrawdown": -0.17388921362118503,
      "shadowTotalReturn": -0.052389576623785516,
      "avgForwardReturn1D": -0.00016194726437639966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 87,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009330031654337712,
        "5": 0.00446505271047748,
        "10": 0.008771701421490603
      }
    },
    {
      "topN": 4,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.55,
        "5": 0.5961538461538461,
        "10": 0.5751633986928104
      },
      "hitRate1D": 0.55,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17936237709107522,
      "eligibleDays": 375,
      "fitnessScore": 0.015451848791078844,
      "lookbackDays": 14,
      "returnLift1D": -0.001413065323943822,
      "hitRateLift1D": -0.0020000000000000018,
      "portfolioSize": 4,
      "activationRate": 0.4266666666666667,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.552,
        "5": 0.6118598382749326,
        "10": 0.5983606557377049
      },
      "sampleConfidence": 0.9954166666666667,
      "shadowSharpeLike": -0.4099054151096362,
      "avgForwardReturns": {
        "1": -0.00048006215851005075,
        "5": 0.0013327018437134127,
        "10": 0.0063899831168426685
      },
      "shadowMaxDrawdown": -0.28544450189644144,
      "shadowTotalReturn": -0.11372369025051099,
      "avgForwardReturn1D": -0.00048006215851005075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009330031654337712,
        "5": 0.00446505271047748,
        "10": 0.008771701421490603
      }
    },
    {
      "topN": 5,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.55,
        "5": 0.5961538461538461,
        "10": 0.5751633986928104
      },
      "hitRate1D": 0.55,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17936237709107522,
      "eligibleDays": 375,
      "fitnessScore": 0.015451848791078844,
      "lookbackDays": 14,
      "returnLift1D": -0.001413065323943822,
      "hitRateLift1D": -0.0020000000000000018,
      "portfolioSize": 5,
      "activationRate": 0.4266666666666667,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.552,
        "5": 0.6118598382749326,
        "10": 0.5983606557377049
      },
      "sampleConfidence": 0.9954166666666667,
      "shadowSharpeLike": -0.4099054151096362,
      "avgForwardReturns": {
        "1": -0.00048006215851005075,
        "5": 0.0013327018437134127,
        "10": 0.0063899831168426685
      },
      "shadowMaxDrawdown": -0.28544450189644144,
      "shadowTotalReturn": -0.11372369025051099,
      "avgForwardReturn1D": -0.00048006215851005075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009330031654337712,
        "5": 0.00446505271047748,
        "10": 0.008771701421490603
      }
    },
    {
      "topN": 3,
      "ticker": "JPM",
      "hitRates": {
        "1": 0.5373134328358209,
        "5": 0.5769230769230769,
        "10": 0.5538461538461539
      },
      "hitRate1D": 0.5373134328358209,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.17240535527893291,
      "eligibleDays": 375,
      "fitnessScore": 0.004891488087824514,
      "lookbackDays": 14,
      "returnLift1D": -0.0013772105707227727,
      "hitRateLift1D": -0.014686567164179154,
      "portfolioSize": 3,
      "activationRate": 0.35733333333333334,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.552,
        "5": 0.6118598382749326,
        "10": 0.5983606557377049
      },
      "sampleConfidence": 0.9960199004975125,
      "shadowSharpeLike": -0.39674233412097587,
      "avgForwardReturns": {
        "1": -0.0004442074052890013,
        "5": -0.0004898845980045129,
        "10": 0.0031907057402510235
      },
      "shadowMaxDrawdown": -0.23069189309469262,
      "shadowTotalReturn": -0.09572926427955974,
      "avgForwardReturn1D": -0.0004442074052890013,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009330031654337712,
        "5": 0.00446505271047748,
        "10": 0.008771701421490603
      }
    }
  ],
  "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": 0.18680868099913694,
      "fitnessScore": 0.026406089862802528,
      "lookbackDays": 14,
      "returnLift1D": -0.0010949504298101709,
      "activationRate": 0.23733333333333334,
      "activationCount": 89,
      "sampleConfidence": 0.9970037453183521,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.052389576623785516,
      "avgForwardReturn1D": -0.00016194726437639966
    },
    {
      "comboQuality": 0.895206764357217,
      "fitnessScore": 0.8219144075384505,
      "lookbackDays": 21,
      "returnLift1D": 0.0012551866193012378,
      "activationRate": 0.45108695652173914,
      "activationCount": 166,
      "sampleConfidence": 0.9955823293172692,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3858812706288606,
      "avgForwardReturn1D": 0.002197009827468258
    },
    {
      "comboQuality": 0.47335815085415706,
      "fitnessScore": 0.32653294706476005,
      "lookbackDays": 30,
      "returnLift1D": -0.0002517391885354238,
      "activationRate": 0.43454038997214484,
      "activationCount": 156,
      "sampleConfidence": 0.9944444444444445,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.06322394055321734,
      "avgForwardReturn1D": 0.0006117351141385611
    },
    {
      "comboQuality": 0.671593562110807,
      "fitnessScore": 0.507388298775246,
      "lookbackDays": 45,
      "returnLift1D": 0.000366275198796289,
      "activationRate": 0.3226744186046512,
      "activationCount": 111,
      "sampleConfidence": 0.9927927927927929,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.18375765659446697,
      "avgForwardReturn1D": 0.001764792536522298
    },
    {
      "comboQuality": 0.8379401019742881,
      "fitnessScore": 0.7114557348105629,
      "lookbackDays": 63,
      "returnLift1D": 0.00040584220510314693,
      "activationRate": 0.4233128834355828,
      "activationCount": 138,
      "sampleConfidence": 0.9946859903381643,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2682214318366787,
      "avgForwardReturn1D": 0.0019153594660945821
    }
  ],
  "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": "f66c3364a47d5dcdfd9ee44fc42cc2400a14d6a4f1faa3f18c35e1061e593df4",
    "size": 13,
    "members": [
      "JPM",
      "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
0.887
Liquidity
1
Momentum
0.607
Relative strength
0.611
Trend quality
0.604
Stability
0.700
Aggression
0.378
Downside risk
0.661
Drawdown state
1
Quality momentum
0.618
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.534
Benchmark Independence 3m Score
0.843
Beta 1y Profile Score
0.325
Beta 3m Profile Score
0.107
Beta Change Score
0.227
Correlation Change Score
0.346
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.561
Distance From Sma 200 Score
0.728
Distance From Sma 50 Score
0.654
Downside Volatility 1m Score
0.197
Downside Volatility 1y Score
0.242
Downside Volatility 2y Score
0.279
Downside Volatility 3m Score
0.204
Downside Volatility 5y Score
0.263
Downside Volatility 6m Score
0.237
Drawdown Recovery Score
1
Excess Return 1m Score
0.576
Excess Return 1y Score
0.561
Excess Return 3m Score
0.637
Excess Return 6m Score
0.645
Expected Shortfall 95 1y Score
0.686
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.887
Drawdown Score 1m
0.899
Drawdown Score 1y
0.762
Drawdown Score 2y
0.695
Drawdown Score 3m
0.848
Drawdown Score 5y
0.612
Drawdown Score 6m
0.777
Momentum Acceleration 1m Vs 3m Score
0.536
Momentum Acceleration 3m Vs 6m Score
0.542
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.622
Relative Strength Slope 3m Score
0.604
Relative Volume 20d Score
0.300
Return 1m Score
0.586
Return 1w Score
0.566
Return 1y Score
0.640
Return 2y Score
0.496
Return 3m Score
0.654
Return 5y Score
0.196
Return 6m Score
0.641
Return Skewness 1y Score
0.446
Sector Excess Return 1y Score
0.746
Sharpe 1m Score
1
Sharpe 1y Score
0.604
Sharpe 2y Score
0.644
Sharpe 3m Score
0.838
Sharpe 5y Score
0.578
Sharpe 6m Score
0.693
Sortino 1m Score
0.771
Sortino 1y Score
0.497
Sortino 2y Score
0.523
Sortino 3m Score
0.676
Sortino 5y Score
0.485
Sortino 6m Score
0.562
Trend R2 1m Score
0.708
Trend R2 1w Score
0.606
Trend R2 1y Score
0.272
Trend R2 2y Score
0.845
Trend R2 3m Score
0.691
Trend R2 5y Score
0.833
Trend R2 6m Score
0.454
Trend Slope 1m Score
0.665
Trend Slope 1w Score
0.818
Trend Slope 1y Score
0.521
Trend Slope 2y Score
0.562
Trend Slope 3m Score
0.644
Trend Slope 5y Score
0.558
Trend Slope 6m Score
0.562
Volatility 1m Score
0.202
Volatility 1w Score
0.158
Volatility 1y Score
0.229
Volatility 2y Score
0.270
Volatility 3m Score
0.230
Volatility 5y Score
0.259
Volatility 6m Score
0.243
Worst Day 1y Score
0.767
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,543,677,800.996
Best Day 1y
0.039
Beta To Benchmark 1y
0.814
Beta 3m
0.267
Beta Change
-0.547
Beta To Sector 1y
1.180
Correlation To Benchmark 1y
0.466
Correlation 3m
0.157
Correlation Change
-0.309
Correlation To Sector 1y
0.777
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.534
Benchmark Independence 3m Score
0.843
Beta 1y Profile Score
0.325
Beta 3m Profile Score
0.107
Beta Change Score
0.227
Correlation Change Score
0.346
Current Drawdown Score
1
Distance From Sma 20 Score
0.561
Distance From Sma 200 Score
0.728
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.037
Distance From Sma 200
0.137
Distance From Sma 50
0.092
Downside Capture 1y
1.064
Downside Volatility 1m
0.198
Downside Volatility 1w
-
Downside Volatility 1y
0.231
Downside Volatility 2y
0.260
Downside Volatility 3m
0.203
Downside Volatility 5y
0.247
Downside Volatility 6m
0.228
Drawdown Recovery
1
Excess Return 1m
0.046
Excess Return 1y
0.037
Excess Return 3m
0.082
Excess Return 6m
0.087
Expected Shortfall 95 1y
-0.031
Market Cap
938,902,822,000
Max Drawdown 1m
-0.025
Max Drawdown 1w
-0.012
Max Drawdown 1y
-0.155
Max Drawdown 2y
-0.244
Max Drawdown 3m
-0.061
Max Drawdown 5y
-0.388
Max Drawdown 6m
-0.123
Momentum Acceleration 1m Vs 3m
0.011
Momentum Acceleration 3m Vs 6m
0.013
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.111
Return 1m
0.052
Return 1w
0.020
Return 1y
0.224
Return 2y
0.736
Return 3m
0.123
Return 5y
1.551
Return 6m
0.170
Return Skewness 1y
-0.324
Sector Excess Return 1y
0.147
Sharpe 1m
3.111
Sharpe 1y
1.020
Sharpe 2y
1.219
Sharpe 3m
2.191
Sharpe 5y
0.888
Sharpe 6m
1.464
Sortino 1m
3.169
Sortino 1y
0.979
Sortino 2y
1.186
Sortino 3m
2.406
Sortino 5y
0.879
Sortino 6m
1.494
Trend R2 1m
0.708
Trend R2 1w
0.606
Trend R2 1y
0.272
Trend R2 2y
0.845
Trend R2 3m
0.691
Trend R2 5y
0.833
Trend R2 6m
0.454
Trend 1m
0.003
Trend 1w
0.005
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.969
Value At Risk 95 1y
-0.023
Volatility 1m
0.202
Volatility 1w
0.169
Volatility 1y
0.222
Volatility 2y
0.253
Volatility 3m
0.223
Volatility 5y
0.245
Volatility 6m
0.232
Worst Day 1y
-0.047
Distance From Sma 50 Score
0.654
Downside Volatility 1y Score
0.242
Downside Volatility 3m Score
0.204
Drawdown Recovery Score
1
Excess Return 1m Score
0.576
Excess Return 1y Score
0.561
Excess Return 3m Score
0.637
Excess Return 6m Score
0.645
Expected Shortfall 95 1y Score
0.686
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.887
Drawdown Score 1y
0.762
Drawdown Score 5y
0.612
Momentum Acceleration 1m Vs 3m Score
0.536
Momentum Acceleration 3m Vs 6m Score
0.542
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.622
Relative Volume 20d Score
0.300
Return 1m Score
0.586
Return 1y Score
0.640
Return 3m Score
0.654
Return 6m Score
0.641
Return Skewness 1y Score
0.446
Sortino 1y Score
0.497
Sortino 3m Score
0.676
Trend R2 1y Score
0.272
Trend R2 3m Score
0.691
Trend Slope 1y Score
0.521
Trend Slope 3m Score
0.644
Volatility 1y Score
0.229
Volatility 3m Score
0.230