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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

LH

Health Care | v2 | as of 2026-07-23
Close

Research Detail

LH

LH

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
0.228
Correlation To Benchmark 1y
0.123
Inverse To Benchmark 1y
0.877
Drawdown Score 1m
0.791
Drawdown Score 3m
0.796
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
0.756
Drawdown Score 1y
0.766
Drawdown Score 2y
0.783
Drawdown Score 5y
0.654
Return 1w
0.032
Return 1m
0.125
Return 3m
0.070
Return 6m
0.087
Return 1y
0.167
Return 2y
0.386
Return 5y
0.287
Sharpe 1m
5.799
Sharpe 3m
1.330
Sharpe 6m
0.835
Sharpe 1y
0.774
Sharpe 2y
0.805
Sharpe 5y
0.332
Trend 1w
0.004
Trend 1m
0.002
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.266
Volatility 1m
0.250
Volatility 3m
0.223
Volatility 6m
0.232
Volatility 1y
0.235
Volatility 2y
0.238
Volatility 5y
0.235
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
LH
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:41 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.289
Aptet Fit Raw Score
0.311
Aptet Fit Confidence
0.860
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.232
Force Fit Raw Score
0.248
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:41 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "LH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "LH",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "LH",
    "hitRates": {
      "1": 0.5338983050847458,
      "5": 0.5087719298245614,
      "10": 0.5137614678899083
    },
    "hitRate1D": 0.5338983050847458,
    "comboQuality": 0.5246835061324249,
    "eligibleDays": 330,
    "fitnessScore": 0.37173915706878297,
    "lookbackDays": 30,
    "returnLift1D": 0.0002862912719640337,
    "hitRateLift1D": 0.006625577812018557,
    "activationRate": 0.3575757575757576,
    "activationCount": 118,
    "baselineHitRates": {
      "1": 0.5272727272727272,
      "5": 0.5429447852760736,
      "10": 0.5887850467289719
    },
    "sampleConfidence": 0.9926553672316385,
    "shadowSharpeLike": 0.7039041019222885,
    "avgForwardReturns": {
      "1": 0.001150573736506153,
      "5": 0.000056237011737123863,
      "10": -0.00678567470907311
    },
    "shadowMaxDrawdown": -0.06864850804838296,
    "shadowTotalReturn": 0.11264478935204969,
    "avgForwardReturn1D": 0.001150573736506153,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13"
    ],
    "horizonObservationCounts": {
      "1": 118,
      "5": 114,
      "10": 109
    },
    "baselineAvgForwardReturns": {
      "1": 0.0008642824645421193,
      "5": 0.003954927152325703,
      "10": 0.008120261984226619
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5246835061324249,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.21562962688005444,
    "bestRawFitnessScore": 0.37173915706878297,
    "upperQuartileComboQuality": 0.29132349778525357
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2891557462023077,
    "rawScore": 0.3109797142864796,
    "confidence": 0.8596437832979212,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.3659723158414034,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "LH",
      "hitRates": {
        "1": 0.5338983050847458,
        "5": 0.5087719298245614,
        "10": 0.5137614678899083
      },
      "hitRate1D": 0.5338983050847458,
      "comboQuality": 0.5246835061324249,
      "eligibleDays": 330,
      "fitnessScore": 0.37173915706878297,
      "lookbackDays": 30,
      "returnLift1D": 0.0002862912719640337,
      "hitRateLift1D": 0.006625577812018557,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5429447852760736,
        "10": 0.5887850467289719
      },
      "sampleConfidence": 0.9926553672316385,
      "shadowSharpeLike": 0.7039041019222885,
      "avgForwardReturns": {
        "1": 0.001150573736506153,
        "5": 0.000056237011737123863,
        "10": -0.00678567470907311
      },
      "shadowMaxDrawdown": -0.06864850804838296,
      "shadowTotalReturn": 0.11264478935204969,
      "avgForwardReturn1D": 0.001150573736506153,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008642824645421193,
        "5": 0.003954927152325703,
        "10": 0.008120261984226619
      }
    },
    {
      "topN": 2,
      "ticker": "LH",
      "hitRates": {
        "1": 0.6666666666666666,
        "5": 0.5555555555555556,
        "10": 0.2222222222222222
      },
      "hitRate1D": 0.6666666666666666,
      "comboQuality": 0.4034973095572915,
      "eligibleDays": 297,
      "fitnessScore": 0.2639989349631671,
      "lookbackDays": 63,
      "returnLift1D": 0.0017946286538050632,
      "hitRateLift1D": 0.1447811447811448,
      "activationRate": 0.030303030303030304,
      "activationCount": 9,
      "baselineHitRates": {
        "1": 0.5218855218855218,
        "5": 0.5460750853242321,
        "10": 0.5833333333333334
      },
      "sampleConfidence": 0.8189512162874653,
      "shadowSharpeLike": 0.5160130040738591,
      "avgForwardReturns": {
        "1": 0.0024848535125313845,
        "5": 0.0025868350574042884,
        "10": -0.05818185440965822
      },
      "shadowMaxDrawdown": -0.024055956053096406,
      "shadowTotalReturn": 0.019898617633102855,
      "avgForwardReturn1D": 0.0024848535125313845,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-21",
        "2025-08-22",
        "2025-10-13",
        "2025-10-14",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-10-20",
        "2025-10-21"
      ],
      "horizonObservationCounts": {
        "1": 9,
        "5": 9,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006902248587263213,
        "5": 0.0032319505581427837,
        "10": 0.0059438399250442125
      }
    },
    {
      "topN": 5,
      "ticker": "LH",
      "hitRates": {
        "1": 0.5244755244755245,
        "5": 0.5323741007194245,
        "10": 0.48507462686567165
      },
      "hitRate1D": 0.5244755244755245,
      "comboQuality": 0.39403524561921305,
      "eligibleDays": 339,
      "fitnessScore": 0.25531607833651265,
      "lookbackDays": 21,
      "returnLift1D": -0.0001448042537876118,
      "hitRateLift1D": 0.0023516306702147105,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5221238938053098,
        "5": 0.5343283582089552,
        "10": 0.5727272727272728
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": 0.3225099150957895,
      "avgForwardReturns": {
        "1": 0.0006092104012689508,
        "5": 0.002500048603566258,
        "10": -0.0018729496453235444
      },
      "shadowMaxDrawdown": -0.17533348951191852,
      "shadowTotalReturn": 0.051076769257988985,
      "avgForwardReturn1D": 0.0006092104012689508,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007540146550565626,
        "5": 0.003513681489352794,
        "10": 0.006913985435931776
      }
    },
    {
      "topN": 3,
      "ticker": "LH",
      "hitRates": {
        "1": 0.5081967213114754,
        "5": 0.46551724137931033,
        "10": 0.41509433962264153
      },
      "hitRate1D": 0.5081967213114754,
      "comboQuality": 0.32188342269298126,
      "eligibleDays": 330,
      "fitnessScore": 0.1860714489664713,
      "lookbackDays": 30,
      "returnLift1D": 0.0003560819949284099,
      "hitRateLift1D": -0.019076005961251807,
      "activationRate": 0.18484848484848485,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5429447852760736,
        "10": 0.5887850467289719
      },
      "sampleConfidence": 0.9879781420765028,
      "shadowSharpeLike": 0.5021554890527892,
      "avgForwardReturns": {
        "1": 0.0012203644594705292,
        "5": -0.0005490026181663491,
        "10": -0.007954354315278725
      },
      "shadowMaxDrawdown": -0.05241970618475855,
      "shadowTotalReturn": 0.05776521444816329,
      "avgForwardReturn1D": 0.0012203644594705292,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 61,
        "5": 58,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008642824645421193,
        "5": 0.003954927152325703,
        "10": 0.008120261984226619
      }
    },
    {
      "topN": 2,
      "ticker": "LH",
      "hitRates": {
        "1": 0.5121951219512195,
        "5": 0.3684210526315789,
        "10": 0.40540540540540543
      },
      "hitRate1D": 0.5121951219512195,
      "comboQuality": 0.2929380013773159,
      "eligibleDays": 330,
      "fitnessScore": 0.1561453791817905,
      "lookbackDays": 30,
      "returnLift1D": 0.0005641695244719951,
      "hitRateLift1D": -0.015077605321507703,
      "activationRate": 0.12424242424242424,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5429447852760736,
        "10": 0.5887850467289719
      },
      "sampleConfidence": 0.9886178861788618,
      "shadowSharpeLike": 0.5657745047320337,
      "avgForwardReturns": {
        "1": 0.0014284519890141144,
        "5": -0.003219405241519164,
        "10": -0.009158689342368359
      },
      "shadowMaxDrawdown": -0.05520450731766691,
      "shadowTotalReturn": 0.04822304617476103,
      "avgForwardReturn1D": 0.0014284519890141144,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 38,
        "10": 37
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008642824645421193,
        "5": 0.003954927152325703,
        "10": 0.008120261984226619
      }
    },
    {
      "topN": 4,
      "ticker": "LH",
      "hitRates": {
        "1": 0.5052631578947369,
        "5": 0.5217391304347826,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.5052631578947369,
      "comboQuality": 0.2907853299212328,
      "eligibleDays": 330,
      "fitnessScore": 0.1538539482933367,
      "lookbackDays": 30,
      "returnLift1D": -0.00044177610432623147,
      "hitRateLift1D": -0.022009569377990368,
      "activationRate": 0.2878787878787879,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5272727272727272,
        "5": 0.5429447852760736,
        "10": 0.5887850467289719
      },
      "sampleConfidence": 0.992280701754386,
      "shadowSharpeLike": 0.1605569469685497,
      "avgForwardReturns": {
        "1": 0.0004225063602158878,
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      "shadowSharpeLike": -0.25107866950828056,
      "avgForwardReturns": {
        "1": -0.0007942578421014966,
        "5": 0.005847551285558738,
        "10": 0.004499866870920648
      },
      "shadowMaxDrawdown": -0.06420165121278032,
      "shadowTotalReturn": -0.020513883213148065,
      "avgForwardReturn1D": -0.0007942578421014966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16",
        "2025-09-17",
        "2025-09-18",
        "2025-09-19"
      ],
      "horizonObservationCounts": {
        "1": 19,
        "5": 15,
        "10": 14
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010543291612226194,
        "5": 0.004475850115506939,
        "10": 0.007296729844855121
      }
    },
    {
      "topN": 2,
      "ticker": "LH",
      "hitRates": {
        "1": 0.46153846153846156,
        "5": 0.515625,
        "10": 0.5079365079365079
      },
      "hitRate1D": 0.46153846153846156,
      "comboQuality": 0.06726472897672135,
      "eligibleDays": 352,
      "fitnessScore": -0.22848678983009535,
      "lookbackDays": 14,
      "returnLift1D": -0.0020748485379265607,
      "hitRateLift1D": -0.056980056980056926,
      "activationRate": 0.1846590909090909,
      "activationCount": 65,
      "baselineHitRates": {
        "1": 0.5185185185185185,
        "5": 0.5389048991354467,
        "10": 0.5685131195335277
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      "sampleConfidence": 0.996923076923077,
      "shadowSharpeLike": -1.095921775191712,
      "avgForwardReturns": {
        "1": -0.0014962115859856108,
        "5": -0.004381815663200167,
        "10": 0.0009728807715046816
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      "shadowMaxDrawdown": -0.1435072442337425,
      "shadowTotalReturn": -0.11763283085649068,
      "avgForwardReturn1D": -0.0014962115859856108,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 65,
        "5": 64,
        "10": 63
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005786369519409498,
        "5": 0.0033107363121308957,
        "10": 0.006434734470134681
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    },
    {
      "topN": 3,
      "ticker": "LH",
      "hitRates": {
        "1": 0.39215686274509803,
        "5": 0.5319148936170213,
        "10": 0.5116279069767442
      },
      "hitRate1D": 0.39215686274509803,
      "comboQuality": 0.03746613993822806,
      "eligibleDays": 315,
      "fitnessScore": -0.36414896403920993,
      "lookbackDays": 45,
      "returnLift1D": -0.0031894615620362745,
      "hitRateLift1D": -0.13800186741363213,
      "activationRate": 0.1619047619047619,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5301587301587302,
        "5": 0.5530546623794212,
        "10": 0.5915032679738562
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      "sampleConfidence": 0.9843137254901961,
      "shadowSharpeLike": -1.052233749196696,
      "avgForwardReturns": {
        "1": -0.002135132400813655,
        "5": 0.002954415347161303,
        "10": -0.0005987249560057282
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      "shadowMaxDrawdown": -0.1834245603930641,
      "shadowTotalReturn": -0.12089177638344051,
      "avgForwardReturn1D": -0.002135132400813655,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-02",
        "2025-06-05",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 47,
        "10": 43
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010543291612226194,
        "5": 0.004475850115506939,
        "10": 0.007296729844855121
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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": 0.17788970945833107,
      "fitnessScore": 0.013243621581290534,
      "lookbackDays": 14,
      "returnLift1D": -0.0010049718462359603,
      "activationRate": 0.40625,
      "activationCount": 143,
      "sampleConfidence": 0.9967365967365968,
      "shadowTotalReturn": -0.09491456999201753,
      "avgForwardReturn1D": -0.0004263348942950105
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.39403524561921305,
      "fitnessScore": 0.25531607833651265,
      "lookbackDays": 21,
      "returnLift1D": -0.0001448042537876118,
      "activationRate": 0.4218289085545723,
      "activationCount": 143,
      "sampleConfidence": 0.993939393939394,
      "shadowTotalReturn": 0.051076769257988985,
      "avgForwardReturn1D": 0.0006092104012689508
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5246835061324249,
      "fitnessScore": 0.37173915706878297,
      "lookbackDays": 30,
      "returnLift1D": 0.0002862912719640337,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "sampleConfidence": 0.9926553672316385,
      "shadowTotalReturn": 0.11264478935204969,
      "avgForwardReturn1D": 0.001150573736506153
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.24985741447927365,
      "fitnessScore": 0.1081379643284397,
      "lookbackDays": 45,
      "returnLift1D": -0.0008145788407416645,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "sampleConfidence": 0.9914191419141914,
      "shadowTotalReturn": -0.00303498166308791,
      "avgForwardReturn1D": 0.00023975032048095482
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.4034973095572915,
      "fitnessScore": 0.2639989349631671,
      "lookbackDays": 63,
      "returnLift1D": 0.0017946286538050632,
      "activationRate": 0.030303030303030304,
      "activationCount": 9,
      "sampleConfidence": 0.8189512162874653,
      "shadowTotalReturn": 0.019898617633102855,
      "avgForwardReturn1D": 0.0024848535125313845
    }
  ],
  "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": "21b395eca22539f44931aee4a236480939e99b60a54606e3a5db5adf591b071e",
    "size": 13,
    "members": [
      "LH",
      "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",
      "LH"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "LH",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "LH",
    "hitRates": {
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      "5": 0.5283018867924528,
      "10": 0.43564356435643564
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    "hitRate1D": 0.5181818181818182,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.38216738565587444,
    "eligibleDays": 359,
    "fitnessScore": 0.2443210474522043,
    "lookbackDays": 30,
    "returnLift1D": 0.00015159095714111436,
    "hitRateLift1D": 0.008432514560648308,
    "portfolioSize": 4,
    "activationRate": 0.3064066852367688,
    "activationCount": 110,
    "baselineHitRates": {
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      "5": 0.543661971830986,
      "10": 0.5485714285714286
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    "sampleConfidence": 0.9921212121212122,
    "shadowSharpeLike": 0.41067996943769663,
    "avgForwardReturns": {
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      "5": -0.0007544450120612689,
      "10": -0.00702434949994575
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    "shadowMaxDrawdown": -0.07518988538357863,
    "shadowTotalReturn": 0.05855040220388297,
    "avgForwardReturn1D": 0.0007765943341588896,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-24",
      "2025-02-25",
      "2025-02-26",
      "2025-02-27",
      "2025-02-28",
      "2025-03-03",
      "2025-03-04"
    ],
    "horizonObservationCounts": {
      "1": 110,
      "5": 106,
      "10": 101
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    "baselineAvgForwardReturns": {
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      "10": 0.004703500889799731
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.38216738565587444,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.13002663507114615,
    "bestRawFitnessScore": 0.2443210474522043,
    "upperQuartileComboQuality": 0.17681741780410296
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23177522956257443,
    "rawScore": 0.24755106425110734,
    "confidence": 0.8725448041497375,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.4700547396162099,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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        "5": 0.5283018867924528,
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      "rankWeights": [
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      "comboQuality": 0.38216738565587444,
      "eligibleDays": 359,
      "fitnessScore": 0.2443210474522043,
      "lookbackDays": 30,
      "returnLift1D": 0.00015159095714111436,
      "hitRateLift1D": 0.008432514560648308,
      "portfolioSize": 4,
      "activationRate": 0.3064066852367688,
      "activationCount": 110,
      "baselineHitRates": {
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      "shadowMaxDrawdown": -0.07518988538357863,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
      ],
      "horizonObservationCounts": {
        "1": 110,
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.38216738565587444,
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      "fitnessScore": 0.2443210474522043,
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      "returnLift1D": 0.00015159095714111436,
      "hitRateLift1D": 0.008432514560648308,
      "portfolioSize": 5,
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      "sampleConfidence": 0.9921212121212122,
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      "shadowMaxDrawdown": -0.07518988538357863,
      "shadowTotalReturn": 0.05855040220388297,
      "avgForwardReturn1D": 0.0007765943341588896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04"
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      "horizonObservationCounts": {
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    },
    {
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      "sampleConfidence": 0.9916666666666667,
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      "horizonObservationCounts": {
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      "comboQuality": 0.3054545967479036,
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      "fitnessScore": 0.1692795947660711,
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      "returnLift1D": 0.00017950335709376842,
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      "activationRate": 0.1977715877437326,
      "activationCount": 71,
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      "sampleConfidence": 0.9896713615023475,
      "shadowSharpeLike": 0.3007921349138686,
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      "shadowMaxDrawdown": -0.05715758718759634,
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      "riskOffActivations": 0,
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        "2025-03-05",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.17681741780410296,
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      "returnLift1D": -0.000721574305081014,
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        "10": 0.5491803278688525
      },
      "sampleConfidence": 0.9981481481481482,
      "shadowSharpeLike": -0.9443930315049046,
      "avgForwardReturns": {
        "1": -0.0011880183771850491,
        "5": -0.007693685523090948,
        "10": -0.0050469291052272075
      },
      "shadowMaxDrawdown": -0.14735860060912775,
      "shadowTotalReturn": -0.10879663079217106,
      "avgForwardReturn1D": -0.0011880183771850491,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-27",
        "2025-01-28",
        "2025-01-31",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006243613229653653,
        "5": 0.002581506014280834,
        "10": 0.004678145850663793
      }
    },
    {
      "topN": 4,
      "ticker": "LH",
      "hitRates": {
        "1": 0.45,
        "5": 0.4868421052631579,
        "10": 0.4647887323943662
      },
      "hitRate1D": 0.45,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0631723892912881,
      "eligibleDays": 344,
      "fitnessScore": -0.24325903073521685,
      "lookbackDays": 45,
      "returnLift1D": -0.0020524517704713307,
      "hitRateLift1D": -0.058720930232558144,
      "portfolioSize": 4,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5411764705882353,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 0.9891666666666667,
      "shadowSharpeLike": -1.0162858879494554,
      "avgForwardReturns": {
        "1": -0.0013837021843476974,
        "5": -0.0012518069321867328,
        "10": -0.0041728366634081965
      },
      "shadowMaxDrawdown": -0.18707524896175576,
      "shadowTotalReturn": -0.13019831387091851,
      "avgForwardReturn1D": -0.0013837021843476974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-05-02",
        "2025-05-05",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006687495861236333,
        "5": 0.003210698673772595,
        "10": 0.006130253429091819
      }
    },
    {
      "topN": 5,
      "ticker": "LH",
      "hitRates": {
        "1": 0.45,
        "5": 0.4868421052631579,
        "10": 0.4647887323943662
      },
      "hitRate1D": 0.45,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.0631723892912881,
      "eligibleDays": 344,
      "fitnessScore": -0.24325903073521685,
      "lookbackDays": 45,
      "returnLift1D": -0.0020524517704713307,
      "hitRateLift1D": -0.058720930232558144,
      "portfolioSize": 5,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5411764705882353,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 0.9891666666666667,
      "shadowSharpeLike": -1.0162858879494554,
      "avgForwardReturns": {
        "1": -0.0013837021843476974,
        "5": -0.0012518069321867328,
        "10": -0.0041728366634081965
      },
      "shadowMaxDrawdown": -0.18707524896175576,
      "shadowTotalReturn": -0.13019831387091851,
      "avgForwardReturn1D": -0.0013837021843476974,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-05-02",
        "2025-05-05",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006687495861236333,
        "5": 0.003210698673772595,
        "10": 0.006130253429091819
      }
    },
    {
      "topN": 2,
      "ticker": "LH",
      "hitRates": {
        "1": 0.38095238095238093,
        "5": 0.47058823529411764,
        "10": 0.4117647058823529
      },
      "hitRate1D": 0.38095238095238093,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04310593130167071,
      "eligibleDays": 344,
      "fitnessScore": -0.33200705968152167,
      "lookbackDays": 45,
      "returnLift1D": -0.0033439721902059844,
      "hitRateLift1D": -0.12776854928017722,
      "portfolioSize": 2,
      "activationRate": 0.061046511627906974,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5411764705882353,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 0.9746031746031747,
      "shadowSharpeLike": -0.9645747120597485,
      "avgForwardReturns": {
        "1": -0.002675222604082351,
        "5": 0.0031394893025380325,
        "10": -0.000047875740230332425
      },
      "shadowMaxDrawdown": -0.09775823277532114,
      "shadowTotalReturn": -0.060234807010474345,
      "avgForwardReturn1D": -0.002675222604082351,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-09-02",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-09-12",
        "2025-09-15",
        "2025-09-16"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 17,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006687495861236333,
        "5": 0.003210698673772595,
        "10": 0.006130253429091819
      }
    },
    {
      "topN": 3,
      "ticker": "LH",
      "hitRates": {
        "1": 0.4074074074074074,
        "5": 0.52,
        "10": 0.44680851063829785
      },
      "hitRate1D": 0.4074074074074074,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.030678967916335103,
      "eligibleDays": 344,
      "fitnessScore": -0.4096640752414665,
      "lookbackDays": 45,
      "returnLift1D": -0.0033017839693349304,
      "hitRateLift1D": -0.10131352282515077,
      "portfolioSize": 3,
      "activationRate": 0.1569767441860465,
      "activationCount": 54,
      "baselineHitRates": {
        "1": 0.5087209302325582,
        "5": 0.5411764705882353,
        "10": 0.5582089552238806
      },
      "sampleConfidence": 0.9864197530864198,
      "shadowSharpeLike": -1.3991099168737187,
      "avgForwardReturns": {
        "1": -0.002633034383211297,
        "5": 0.0013781988112281107,
        "10": -0.003501946614672747
      },
      "shadowMaxDrawdown": -0.20545087508962967,
      "shadowTotalReturn": -0.14985960548405886,
      "avgForwardReturn1D": -0.002633034383211297,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-06-02",
        "2025-06-05",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 54,
        "5": 50,
        "10": 47
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006687495861236333,
        "5": 0.003210698673772595,
        "10": 0.006130253429091819
      }
    }
  ],
  "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": 0.13099185294622098,
      "fitnessScore": -0.06628782149024415,
      "lookbackDays": 14,
      "returnLift1D": -0.0012852029418639467,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "sampleConfidence": 0.9972027972027973,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.12309468301034665,
      "avgForwardReturn1D": -0.0006608416188985814
    },
    {
      "comboQuality": 0.17681741780410296,
      "fitnessScore": 0.011626720074167447,
      "lookbackDays": 21,
      "returnLift1D": -0.000721574305081014,
      "activationRate": 0.32065217391304346,
      "activationCount": 118,
      "sampleConfidence": 0.993220338983051,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.04959932573608283,
      "avgForwardReturn1D": -0.0001257083192311832
    },
    {
      "comboQuality": 0.38216738565587444,
      "fitnessScore": 0.2443210474522043,
      "lookbackDays": 30,
      "returnLift1D": 0.00015159095714111436,
      "activationRate": 0.3064066852367688,
      "activationCount": 110,
      "sampleConfidence": 0.9921212121212122,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.05855040220388297,
      "avgForwardReturn1D": 0.0007765943341588896
    },
    {
      "comboQuality": 0.0631723892912881,
      "fitnessScore": -0.24325903073521685,
      "lookbackDays": 45,
      "returnLift1D": -0.0020524517704713307,
      "activationRate": 0.23255813953488372,
      "activationCount": 80,
      "sampleConfidence": 0.9891666666666667,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.13019831387091851,
      "avgForwardReturn1D": -0.0013837021843476974
    },
    {
      "comboQuality": 0.12906141719607134,
      "fitnessScore": -0.07004227486802399,
      "lookbackDays": 63,
      "returnLift1D": -0.0023057155594733113,
      "activationRate": 0.13190184049079753,
      "activationCount": 43,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.0736162762896061,
      "avgForwardReturn1D": -0.0014659817631624233
    }
  ],
  "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": "21b395eca22539f44931aee4a236480939e99b60a54606e3a5db5adf591b071e",
    "size": 13,
    "members": [
      "LH",
      "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
0.533
Liquidity
0.766
Momentum
0.645
Relative strength
0.564
Trend quality
0.406
Stability
0.675
Aggression
0.355
Downside risk
0.679
Drawdown state
1
Quality momentum
0.572
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.091
Beta 3m Profile Score
0
Beta Change Score
0.287
Correlation Change Score
0.380
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.655
Distance From Sma 50 Score
0.646
Downside Volatility 1m Score
0.128
Downside Volatility 1y Score
0.231
Downside Volatility 2y Score
0.236
Downside Volatility 3m Score
0.155
Downside Volatility 5y Score
0.253
Downside Volatility 6m Score
0.223
Drawdown Recovery Score
1
Excess Return 1m Score
0.699
Excess Return 1y Score
0.466
Excess Return 3m Score
0.550
Excess Return 6m Score
0.507
Expected Shortfall 95 1y Score
0.686
Log Avg Dollar Volume 20d Score
0.766
Log Market Cap Score
0.533
Drawdown Score 1m
0.791
Drawdown Score 1y
0.766
Drawdown Score 2y
0.783
Drawdown Score 3m
0.796
Drawdown Score 5y
0.654
Drawdown Score 6m
0.756
Momentum Acceleration 1m Vs 3m Score
0.840
Momentum Acceleration 3m Vs 6m Score
0.530
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.680
Relative Strength Slope 3m Score
0.566
Relative Volume 20d Score
0.273
Return 1m Score
0.709
Return 1w Score
0.607
Return 1y Score
0.604
Return 2y Score
0.396
Return 3m Score
0.588
Return 5y Score
0.099
Return 6m Score
0.572
Return Skewness 1y Score
0.516
Sector Excess Return 1y Score
0.394
Sharpe 1m Score
1
Sharpe 1y Score
0.555
Sharpe 2y Score
0.561
Sharpe 3m Score
0.666
Sharpe 5y Score
0.466
Sharpe 6m Score
0.567
Sortino 1m Score
1
Sortino 1y Score
0.477
Sortino 2y Score
0.481
Sortino 3m Score
0.598
Sortino 5y Score
0.416
Sortino 6m Score
0.486
Trend R2 1m Score
0.334
Trend R2 1w Score
0.240
Trend R2 1y Score
0.000
Trend R2 2y Score
0.699
Trend R2 3m Score
0.610
Trend R2 5y Score
0.340
Trend R2 6m Score
0.016
Trend Slope 1m Score
0.653
Trend Slope 1w Score
0.734
Trend Slope 1y Score
0.500
Trend Slope 2y Score
0.531
Trend Slope 3m Score
0.606
Trend Slope 5y Score
0.513
Trend Slope 6m Score
0.492
Volatility 1m Score
0.267
Volatility 1w Score
0.288
Volatility 1y Score
0.246
Volatility 2y Score
0.251
Volatility 3m Score
0.231
Volatility 5y Score
0.247
Volatility 6m Score
0.242
Worst Day 1y Score
0.710
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
198,506,578.918
Best Day 1y
0.069
Beta To Benchmark 1y
0.228
Beta 3m
-0.198
Beta Change
-0.426
Beta To Sector 1y
0.601
Correlation To Benchmark 1y
0.123
Correlation 3m
-0.116
Correlation Change
-0.239
Correlation To Sector 1y
0.404
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.091
Beta 3m Profile Score
0
Beta Change Score
0.287
Correlation Change Score
0.380
Current Drawdown Score
1
Distance From Sma 20 Score
0.568
Distance From Sma 200 Score
0.655
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.041
Distance From Sma 200
0.093
Distance From Sma 50
0.088
Downside Capture 1y
1.908
Downside Volatility 1m
0.146
Downside Volatility 1w
-
Downside Volatility 1y
0.224
Downside Volatility 2y
0.227
Downside Volatility 3m
0.166
Downside Volatility 5y
0.240
Downside Volatility 6m
0.217
Drawdown Recovery
1
Excess Return 1m
0.119
Excess Return 1y
-0.020
Excess Return 3m
0.030
Excess Return 6m
0.004
Expected Shortfall 95 1y
-0.031
Market Cap
24,335,140,000
Max Drawdown 1m
-0.052
Max Drawdown 1w
-0.014
Max Drawdown 1y
-0.152
Max Drawdown 2y
-0.174
Max Drawdown 3m
-0.082
Max Drawdown 5y
-0.346
Max Drawdown 6m
-0.134
Momentum Acceleration 1m Vs 3m
0.102
Momentum Acceleration 3m Vs 6m
0.009
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.037
Return 1m
0.125
Return 1w
0.032
Return 1y
0.167
Return 2y
0.386
Return 3m
0.070
Return 5y
0.287
Return 6m
0.087
Return Skewness 1y
0.093
Sector Excess Return 1y
-0.063
Sharpe 1m
5.799
Sharpe 1y
0.774
Sharpe 2y
0.805
Sharpe 3m
1.330
Sharpe 5y
0.332
Sharpe 6m
0.835
Sortino 1m
9.918
Sortino 1y
0.812
Sortino 2y
0.845
Sortino 3m
1.788
Sortino 5y
0.326
Sortino 6m
0.891
Trend R2 1m
0.334
Trend R2 1w
0.240
Trend R2 1y
0.000
Trend R2 2y
0.699
Trend R2 3m
0.610
Trend R2 5y
0.340
Trend R2 6m
0.016
Trend 1m
0.002
Trend 1w
0.004
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.515
Value At Risk 95 1y
-0.021
Volatility 1m
0.250
Volatility 1w
0.266
Volatility 1y
0.235
Volatility 2y
0.238
Volatility 3m
0.223
Volatility 5y
0.235
Volatility 6m
0.232
Worst Day 1y
-0.058
Distance From Sma 50 Score
0.646
Downside Volatility 1y Score
0.231
Downside Volatility 3m Score
0.155
Drawdown Recovery Score
1
Excess Return 1m Score
0.699
Excess Return 1y Score
0.466
Excess Return 3m Score
0.550
Excess Return 6m Score
0.507
Expected Shortfall 95 1y Score
0.686
Log Avg Dollar Volume 20d Score
0.766
Log Market Cap Score
0.533
Drawdown Score 1y
0.766
Drawdown Score 5y
0.654
Momentum Acceleration 1m Vs 3m Score
0.840
Momentum Acceleration 3m Vs 6m Score
0.530
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.680
Relative Volume 20d Score
0.273
Return 1m Score
0.709
Return 1y Score
0.604
Return 3m Score
0.588
Return 6m Score
0.572
Return Skewness 1y Score
0.516
Sortino 1y Score
0.477
Sortino 3m Score
0.598
Trend R2 1y Score
0.000
Trend R2 3m Score
0.610
Trend Slope 1y Score
0.500
Trend Slope 3m Score
0.606
Volatility 1y Score
0.246
Volatility 3m Score
0.231