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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

PAG

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

PAG

PAG

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
0.640
Correlation To Benchmark 1y
0.299
Inverse To Benchmark 1y
0.701
Drawdown Score 1m
0.786
Drawdown Score 3m
0.750
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
0.637
Drawdown Score 1y
0.630
Drawdown Score 2y
0.700
Drawdown Score 5y
0.760
Return 1w
0.083
Return 1m
0.078
Return 3m
0.263
Return 6m
0.222
Return 1y
0.106
Return 2y
0.439
Return 5y
1.812
Sharpe 1m
2.871
Sharpe 3m
3.197
Sharpe 6m
1.517
Sharpe 1y
0.509
Sharpe 2y
0.794
Sharpe 5y
0.804
Trend 1w
0.015
Trend 1m
0.002
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.360
Volatility 1m
0.333
Volatility 3m
0.307
Volatility 6m
0.293
Volatility 1y
0.269
Volatility 2y
0.277
Volatility 5y
0.322
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
PAG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:53 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.537
Aptet Fit Raw Score
0.567
Aptet Fit Confidence
0.896
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.405
Force Fit Raw Score
0.431
Force Fit Confidence
0.878
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:53 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PAG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PAG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "PAG",
    "hitRates": {
      "1": 0.5058823529411764,
      "5": 0.7037037037037037,
      "10": 0.6578947368421053
    },
    "hitRate1D": 0.5058823529411764,
    "comboQuality": 0.7671851897895677,
    "eligibleDays": 297,
    "fitnessScore": 0.6123466752653969,
    "lookbackDays": 63,
    "returnLift1D": 0.002514242548708202,
    "hitRateLift1D": 0.019395866454689936,
    "activationRate": 0.2895622895622896,
    "activationCount": 86,
    "baselineHitRates": {
      "1": 0.4864864864864865,
      "5": 0.5513698630136986,
      "10": 0.5749128919860628
    },
    "sampleConfidence": 0.9875968992248062,
    "shadowSharpeLike": 1.5416498199905535,
    "avgForwardReturns": {
      "1": 0.0036793039850311062,
      "5": 0.013938805830573027,
      "10": 0.019903630978728718
    },
    "shadowMaxDrawdown": -0.07409678708764322,
    "shadowTotalReturn": 0.33613813772064427,
    "avgForwardReturn1D": 0.0036793039850311062,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-22",
      "2025-06-12",
      "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": 85,
      "5": 81,
      "10": 76
    },
    "baselineAvgForwardReturns": {
      "1": 0.001165061436322904,
      "5": 0.005040907731496821,
      "10": 0.009688732098415972
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7671851897895677,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5232033338902102,
    "bestRawFitnessScore": 0.6123466752653969,
    "upperQuartileComboQuality": 0.6032750528492354
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5374734043944638,
    "rawScore": 0.566986579334646,
    "confidence": 0.895894626025132,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.3511380931765313,
    "recommendedRegion": {
      "topNs": [
        3,
        5
      ],
      "lookbackDays": [
        14,
        63
      ]
    },
    "parameterStability": 0.45904352048908975,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.5058823529411764,
        "5": 0.7037037037037037,
        "10": 0.6578947368421053
      },
      "hitRate1D": 0.5058823529411764,
      "comboQuality": 0.7671851897895677,
      "eligibleDays": 297,
      "fitnessScore": 0.6123466752653969,
      "lookbackDays": 63,
      "returnLift1D": 0.002514242548708202,
      "hitRateLift1D": 0.019395866454689936,
      "activationRate": 0.2895622895622896,
      "activationCount": 86,
      "baselineHitRates": {
        "1": 0.4864864864864865,
        "5": 0.5513698630136986,
        "10": 0.5749128919860628
      },
      "sampleConfidence": 0.9875968992248062,
      "shadowSharpeLike": 1.5416498199905535,
      "avgForwardReturns": {
        "1": 0.0036793039850311062,
        "5": 0.013938805830573027,
        "10": 0.019903630978728718
      },
      "shadowMaxDrawdown": -0.07409678708764322,
      "shadowTotalReturn": 0.33613813772064427,
      "avgForwardReturn1D": 0.0036793039850311062,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-06-12",
        "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": 85,
        "5": 81,
        "10": 76
      },
      "baselineAvgForwardReturns": {
        "1": 0.001165061436322904,
        "5": 0.005040907731496821,
        "10": 0.009688732098415972
      }
    },
    {
      "topN": 3,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.49107142857142855,
        "5": 0.6111111111111112,
        "10": 0.625
      },
      "hitRate1D": 0.49107142857142855,
      "comboQuality": 0.6694362659838415,
      "eligibleDays": 352,
      "fitnessScore": 0.5052400260975205,
      "lookbackDays": 14,
      "returnLift1D": 0.0015471202122976176,
      "hitRateLift1D": 0.013928571428571401,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5549132947976878,
        "10": 0.5818713450292398
      },
      "sampleConfidence": 0.9894736842105264,
      "shadowSharpeLike": 1.0790603372120584,
      "avgForwardReturns": {
        "1": 0.0026812769761873573,
        "5": 0.007957665825636796,
        "10": 0.010639531453099819
      },
      "shadowMaxDrawdown": -0.1049757570614186,
      "shadowTotalReturn": 0.28666101244000397,
      "avgForwardReturn1D": 0.0026812769761873573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341567638897398,
        "5": 0.0048251146279787915,
        "10": 0.00996762181298209
      }
    },
    {
      "topN": 5,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.4779874213836478,
        "5": 0.6129032258064516,
        "10": 0.6291390728476821
      },
      "hitRate1D": 0.4779874213836478,
      "comboQuality": 0.6569707997296315,
      "eligibleDays": 352,
      "fitnessScore": 0.49296127936528766,
      "lookbackDays": 14,
      "returnLift1D": 0.0006101555426632017,
      "hitRateLift1D": 0.0008445642407906573,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5549132947976878,
        "10": 0.5818713450292398
      },
      "sampleConfidence": 0.9925465838509318,
      "shadowSharpeLike": 0.8927743476861262,
      "avgForwardReturns": {
        "1": 0.0017443123065529415,
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      },
      "shadowMaxDrawdown": -0.12355083987191628,
      "shadowTotalReturn": 0.25668647178654536,
      "avgForwardReturn1D": 0.0017443123065529415,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-04-10"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 155,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341567638897398,
        "5": 0.0048251146279787915,
        "10": 0.00996762181298209
      }
    },
    {
      "topN": 4,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.4852941176470588,
        "5": 0.6439393939393939,
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      },
      "hitRate1D": 0.4852941176470588,
      "comboQuality": 0.6201606089372503,
      "eligibleDays": 352,
      "fitnessScore": 0.4578505962350877,
      "lookbackDays": 14,
      "returnLift1D": 0.000768939717564024,
      "hitRateLift1D": 0.008151260504201674,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5549132947976878,
        "10": 0.5818713450292398
      },
      "sampleConfidence": 0.991304347826087,
      "shadowSharpeLike": 0.8754679099852203,
      "avgForwardReturns": {
        "1": 0.0019030964814537637,
        "5": 0.008266693930080816,
        "10": 0.011612933986019734
      },
      "shadowMaxDrawdown": -0.10041380104072273,
      "shadowTotalReturn": 0.2355151213913429,
      "avgForwardReturn1D": 0.0019030964814537637,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
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        "2025-04-10",
        "2025-04-14",
        "2025-04-15"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341567638897398,
        "5": 0.0048251146279787915,
        "10": 0.00996762181298209
      }
    },
    {
      "topN": 5,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.5,
        "5": 0.582089552238806,
        "10": 0.5271317829457365
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.6039434380299785,
      "eligibleDays": 330,
      "fitnessScore": 0.44282317299016183,
      "lookbackDays": 30,
      "returnLift1D": 0.0002220715140904112,
      "hitRateLift1D": 0.010638297872340441,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5661538461538461,
        "10": 0.60625
      },
      "sampleConfidence": 0.992326139088729,
      "shadowSharpeLike": 0.8674533263357366,
      "avgForwardReturns": {
        "1": 0.0017382394763698257,
        "5": 0.006834705717881785,
        "10": 0.010288878758139188
      },
      "shadowMaxDrawdown": -0.18051659001834774,
      "shadowTotalReturn": 0.2250916750971359,
      "avgForwardReturn1D": 0.0017382394763698257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015161679622794145,
        "5": 0.006627783137019659,
        "10": 0.01261864979582889
      }
    },
    {
      "topN": 4,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.49137931034482757,
        "5": 0.6071428571428571,
        "10": 0.6074766355140186
      },
      "hitRate1D": 0.49137931034482757,
      "comboQuality": 0.6030522577889877,
      "eligibleDays": 315,
      "fitnessScore": 0.4420038274450821,
      "lookbackDays": 45,
      "returnLift1D": 0.0007404561562765182,
      "hitRateLift1D": 0.0009334504722161019,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.49044585987261147,
        "5": 0.5580645161290323,
        "10": 0.5868852459016394
      },
      "sampleConfidence": 0.990883190883191,
      "shadowSharpeLike": 1.0054163783038852,
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        "1": 0.0013678018483824026,
        "5": 0.0019751023710326944,
        "10": 0.001277475327157736
      },
      "shadowMaxDrawdown": -0.17871608110599424,
      "shadowTotalReturn": 0.06939299518501407,
      "avgForwardReturn1D": 0.0013678018483824026,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 60,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015161679622794145,
        "5": 0.006627783137019659,
        "10": 0.01261864979582889
      }
    },
    {
      "topN": 2,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.4305555555555556,
        "5": 0.6029411764705882,
        "10": 0.625
      },
      "hitRate1D": 0.4305555555555556,
      "comboQuality": 0.22851109168957756,
      "eligibleDays": 352,
      "fitnessScore": 0.0823177402215052,
      "lookbackDays": 14,
      "returnLift1D": 0.0003779036160930279,
      "hitRateLift1D": -0.046587301587301566,
      "activationRate": 0.21022727272727273,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.47714285714285715,
        "5": 0.5549132947976878,
        "10": 0.5818713450292398
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      "sampleConfidence": 0.9837837837837838,
      "shadowSharpeLike": 0.41884958842062864,
      "avgForwardReturns": {
        "1": 0.0015120603799827677,
        "5": 0.008489839367892375,
        "10": 0.009259082116877204
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      "shadowMaxDrawdown": -0.11696897728267142,
      "shadowTotalReturn": 0.07413493661968307,
      "avgForwardReturn1D": 0.0015120603799827677,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-11",
        "2025-02-14",
        "2025-02-17",
        "2025-04-10",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 68,
        "10": 64
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011341567638897398,
        "5": 0.0048251146279787915,
        "10": 0.00996762181298209
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    },
    {
      "topN": 2,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.42857142857142855,
        "5": 0.625,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.42857142857142855,
      "comboQuality": 0.19302510104174445,
      "eligibleDays": 315,
      "fitnessScore": 0.03529608828308726,
      "lookbackDays": 45,
      "returnLift1D": 0.0010639891903585683,
      "hitRateLift1D": -0.06187443130118292,
      "activationRate": 0.09206349206349207,
      "activationCount": 29,
      "baselineHitRates": {
        "1": 0.49044585987261147,
        "5": 0.5580645161290323,
        "10": 0.5868852459016394
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      "sampleConfidence": 0.9632183908045977,
      "shadowSharpeLike": 0.43273686156793006,
      "avgForwardReturns": {
        "1": 0.0024019391317085287,
        "5": 0.007030763520212938,
        "10": 0.006455826729435653
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      "shadowMaxDrawdown": -0.06412065846518644,
      "shadowTotalReturn": 0.05540928166635495,
      "avgForwardReturn1D": 0.0024019391317085287,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 28,
        "5": 24,
        "10": 19
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013379499413499604,
        "5": 0.005607129903692936,
        "10": 0.010797379673719751
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.6694362659838415,
      "fitnessScore": 0.5052400260975205,
      "lookbackDays": 14,
      "returnLift1D": 0.0015471202122976176,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "sampleConfidence": 0.9894736842105264,
      "shadowTotalReturn": 0.28666101244000397,
      "avgForwardReturn1D": 0.0026812769761873573
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.5189349988432537,
      "fitnessScore": 0.3666707714206478,
      "lookbackDays": 21,
      "returnLift1D": 0.000058196982219847716,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 0.9918575063613232,
      "shadowTotalReturn": 0.16383544188627774,
      "avgForwardReturn1D": 0.001451175772513567
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6039434380299785,
      "fitnessScore": 0.44282317299016183,
      "lookbackDays": 30,
      "returnLift1D": 0.0002220715140904112,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "sampleConfidence": 0.992326139088729,
      "shadowTotalReturn": 0.2250916750971359,
      "avgForwardReturn1D": 0.0017382394763698257
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6030522577889877,
      "fitnessScore": 0.4420038274450821,
      "lookbackDays": 45,
      "returnLift1D": 0.0007404561562765182,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "sampleConfidence": 0.990883190883191,
      "shadowTotalReturn": 0.23351185545224906,
      "avgForwardReturn1D": 0.0020784060976264786
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.7671851897895677,
      "fitnessScore": 0.6123466752653969,
      "lookbackDays": 63,
      "returnLift1D": 0.002514242548708202,
      "activationRate": 0.2895622895622896,
      "activationCount": 86,
      "sampleConfidence": 0.9875968992248062,
      "shadowTotalReturn": 0.33613813772064427,
      "avgForwardReturn1D": 0.0036793039850311062
    }
  ],
  "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": "0c2da2302f2f956a8b94e87a075ae8a6be2cf9e8179ee944a8755082791c2ecb",
    "size": 13,
    "members": [
      "PAG",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PAG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PAG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "PAG",
    "hitRates": {
      "1": 0.4888888888888889,
      "5": 0.686046511627907,
      "10": 0.6666666666666666
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    "hitRate1D": 0.4888888888888889,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.6810264668926441,
    "eligibleDays": 326,
    "fitnessScore": 0.5168684686050625,
    "lookbackDays": 63,
    "returnLift1D": 0.0015888219101616045,
    "hitRateLift1D": 0.001158827539195606,
    "portfolioSize": 3,
    "activationRate": 0.27607361963190186,
    "activationCount": 90,
    "baselineHitRates": {
      "1": 0.48773006134969327,
      "5": 0.5683229813664596,
      "10": 0.6025236593059937
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    "sampleConfidence": 0.9903703703703705,
    "shadowSharpeLike": 1.3007667433066044,
    "avgForwardReturns": {
      "1": 0.0031743724460591223,
      "5": 0.01289431082159779,
      "10": 0.020241011988753606
    },
    "shadowMaxDrawdown": -0.07409678708764333,
    "shadowTotalReturn": 0.295742449232407,
    "avgForwardReturn1D": 0.0031743724460591223,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-25",
      "2025-05-14",
      "2025-05-22",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17"
    ],
    "horizonObservationCounts": {
      "1": 90,
      "5": 86,
      "10": 81
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015855505358975178,
      "5": 0.006820635418365315,
      "10": 0.012480363485830585
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6810264668926441,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3518432955045717,
    "bestRawFitnessScore": 0.5168684686050625,
    "upperQuartileComboQuality": 0.5019467104148284
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.40488529726575867,
    "rawScore": 0.43125965771277974,
    "confidence": 0.8776868646286109,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.2004417797510045,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        63
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.3144084593667367,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.4888888888888889,
        "5": 0.686046511627907,
        "10": 0.6666666666666666
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      "hitRate1D": 0.4888888888888889,
      "rankWeights": [
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      ],
      "comboQuality": 0.6810264668926441,
      "eligibleDays": 326,
      "fitnessScore": 0.5168684686050625,
      "lookbackDays": 63,
      "returnLift1D": 0.0015888219101616045,
      "hitRateLift1D": 0.001158827539195606,
      "portfolioSize": 3,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.48773006134969327,
        "5": 0.5683229813664596,
        "10": 0.6025236593059937
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      "sampleConfidence": 0.9903703703703705,
      "shadowSharpeLike": 1.3007667433066044,
      "avgForwardReturns": {
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        "5": 0.01289431082159779,
        "10": 0.020241011988753606
      },
      "shadowMaxDrawdown": -0.07409678708764333,
      "shadowTotalReturn": 0.295742449232407,
      "avgForwardReturn1D": 0.0031743724460591223,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-25",
        "2025-05-14",
        "2025-05-22",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 86,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015855505358975178,
        "5": 0.006820635418365315,
        "10": 0.012480363485830585
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    },
    {
      "topN": 3,
      "ticker": "PAG",
      "hitRates": {
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        "5": 0.6083333333333333,
        "10": 0.6347826086956522
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      "hitRate1D": 0.47580645161290325,
      "rankWeights": [
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      "comboQuality": 0.5855255994640427,
      "eligibleDays": 375,
      "fitnessScore": 0.42600971216891115,
      "lookbackDays": 14,
      "returnLift1D": 0.001117634860357732,
      "hitRateLift1D": 0.0011397849462365661,
      "portfolioSize": 3,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.4746666666666667,
        "5": 0.5471698113207547,
        "10": 0.5792349726775956
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      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 0.8973621502309262,
      "avgForwardReturns": {
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        "5": 0.008163624529034894,
        "10": 0.009968895469547987
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      "shadowMaxDrawdown": -0.10497575706141848,
      "shadowTotalReturn": 0.24276865458503605,
      "avgForwardReturn1D": 0.0021742439869270476,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
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      "baselineAvgForwardReturns": {
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        "5": 0.004359869013239688,
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    },
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      "hitRates": {
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      "hitRate1D": 0.477124183006536,
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      "comboQuality": 0.5764377164871219,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.0024575163398692923,
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      "sampleConfidence": 0.9943355119825709,
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        "2025-02-03",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.5764377164871219,
      "eligibleDays": 375,
      "fitnessScore": 0.41779667944947163,
      "lookbackDays": 14,
      "returnLift1D": 0.0005787703139180219,
      "hitRateLift1D": 0.0024575163398692923,
      "portfolioSize": 5,
      "activationRate": 0.408,
      "activationCount": 153,
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      "sampleConfidence": 0.9943355119825709,
      "shadowSharpeLike": 0.7773736815599216,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12880257415093865,
      "shadowTotalReturn": 0.21881034798177823,
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      "riskOffActivations": 0,
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        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.4811320754716981,
      "rankWeights": [
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      "comboQuality": 0.5019467104148284,
      "eligibleDays": 326,
      "fitnessScore": 0.3517131138212915,
      "lookbackDays": 63,
      "returnLift1D": 0.0004044617184991602,
      "hitRateLift1D": -0.0065979858779951495,
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      "shadowSharpeLike": 0.20599595758992245,
      "avgForwardReturns": {
        "1": 0.0006263734290712444,
        "5": 0.0020405531434245826,
        "10": 0.004371670007212602
      },
      "shadowMaxDrawdown": -0.14330939842969004,
      "shadowTotalReturn": 0.02918235096728483,
      "avgForwardReturn1D": 0.0006263734290712444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 93,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010501833275855241,
        "5": 0.004134094935291216,
        "10": 0.007627326503755634
      }
    },
    {
      "topN": 2,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.4268292682926829,
        "5": 0.5897435897435898,
        "10": 0.6575342465753424
      },
      "hitRate1D": 0.4268292682926829,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20532896822081442,
      "eligibleDays": 375,
      "fitnessScore": 0.052270740361598664,
      "lookbackDays": 14,
      "returnLift1D": 0.00014749635670483407,
      "hitRateLift1D": -0.047837398373983764,
      "portfolioSize": 2,
      "activationRate": 0.21866666666666668,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.4746666666666667,
        "5": 0.5471698113207547,
        "10": 0.5792349726775956
      },
      "sampleConfidence": 0.9894308943089432,
      "shadowSharpeLike": 0.3390979693607461,
      "avgForwardReturns": {
        "1": 0.0012041054832741497,
        "5": 0.008439552082061125,
        "10": 0.010855885350905307
      },
      "shadowMaxDrawdown": -0.13229435293613767,
      "shadowTotalReturn": 0.06024985559991891,
      "avgForwardReturn1D": 0.0012041054832741497,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010566091265693156,
        "5": 0.004359869013239688,
        "10": 0.007967366908575347
      }
    },
    {
      "topN": 3,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.45652173913043476,
        "5": 0.5597014925373134,
        "10": 0.5658914728682171
      },
      "hitRate1D": 0.45652173913043476,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.19995676625049766,
      "eligibleDays": 368,
      "fitnessScore": 0.04495578932838525,
      "lookbackDays": 21,
      "returnLift1D": -0.0007649948741799005,
      "hitRateLift1D": -0.01902173913043481,
      "portfolioSize": 3,
      "activationRate": 0.375,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.47554347826086957,
        "5": 0.5467032967032966,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": 0.07822708429617953,
      "avgForwardReturns": {
        "1": 0.00028518845340562367,
        "5": 0.0018556000668207308,
        "10": 0.004020587252883396
      },
      "shadowMaxDrawdown": -0.21549952214254797,
      "shadowTotalReturn": -0.0018683497476421618,
      "avgForwardReturn1D": 0.00028518845340562367,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010501833275855241,
        "5": 0.004134094935291216,
        "10": 0.007627326503755634
      }
    },
    {
      "topN": 2,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.44,
        "5": 0.49295774647887325,
        "10": 0.36363636363636365
      },
      "hitRate1D": 0.44,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.10500905346305128,
      "eligibleDays": 359,
      "fitnessScore": -0.12140874719936622,
      "lookbackDays": 30,
      "returnLift1D": -0.0011075369745949678,
      "hitRateLift1D": -0.0363231197771588,
      "portfolioSize": 2,
      "activationRate": 0.20891364902506965,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.4763231197771588,
        "5": 0.543661971830986,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9884444444444445,
      "shadowSharpeLike": -0.1367257611837461,
      "avgForwardReturns": {
        "1": -0.00021391335732896534,
        "5": -0.0022935797601435414,
        "10": -0.00575101431976861
      },
      "shadowMaxDrawdown": -0.21178662280659566,
      "shadowTotalReturn": -0.040594622365130006,
      "avgForwardReturn1D": -0.00021391335732896534,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-03-03",
        "2025-03-10"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 71,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008936236172660025,
        "5": 0.004039641026966923,
        "10": 0.007748610220294308
      }
    },
    {
      "topN": 2,
      "ticker": "PAG",
      "hitRates": {
        "1": 0.3870967741935484,
        "5": 0.5555555555555556,
        "10": 0.4090909090909091
      },
      "hitRate1D": 0.3870967741935484,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05291220852158574,
      "eligibleDays": 344,
      "fitnessScore": -0.28464669324744274,
      "lookbackDays": 45,
      "returnLift1D": -0.0025092066637128563,
      "hitRateLift1D": -0.09255438859714932,
      "portfolioSize": 2,
      "activationRate": 0.09011627906976744,
      "activationCount": 31,
      "baselineHitRates": {
        "1": 0.4796511627906977,
        "5": 0.5558823529411765,
        "10": 0.5880597014925373
      },
      "sampleConfidence": 0.9720430107526883,
      "shadowSharpeLike": -0.3076088932080177,
      "avgForwardReturns": {
        "1": -0.0014821394400977813,
        "5": -0.001958049073169502,
        "10": -0.0018140881560825021
      },
      "shadowMaxDrawdown": -0.1652854414946462,
      "shadowTotalReturn": -0.06091338828466564,
      "avgForwardReturn1D": -0.0014821394400977813,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 31,
        "5": 27,
        "10": 22
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010270672236150752,
        "5": 0.005242945459226662,
        "10": 0.010674334041776552
      }
    }
  ],
  "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": 0.5855255994640427,
      "fitnessScore": 0.42600971216891115,
      "lookbackDays": 14,
      "returnLift1D": 0.001117634860357732,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "sampleConfidence": 0.9930107526881721,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24276865458503605,
      "avgForwardReturn1D": 0.0021742439869270476
    },
    {
      "comboQuality": 0.41456502457482125,
      "fitnessScore": 0.27407243803203146,
      "lookbackDays": 21,
      "returnLift1D": -0.000039149025511744885,
      "activationRate": 0.4157608695652174,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11557844133496453,
      "avgForwardReturn1D": 0.0010110343020737792
    },
    {
      "comboQuality": 0.3565220394974301,
      "fitnessScore": 0.22009182221143073,
      "lookbackDays": 30,
      "returnLift1D": 0.0000026548540076759292,
      "activationRate": 0.38997214484679665,
      "activationCount": 140,
      "sampleConfidence": 0.9938095238095239,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09459824923557592,
      "avgForwardReturn1D": 0.0008962784712736784
    },
    {
      "comboQuality": 0.3471645515117133,
      "fitnessScore": 0.21106423049980425,
      "lookbackDays": 45,
      "returnLift1D": 0.00004767638137485354,
      "activationRate": 0.34593023255813954,
      "activationCount": 119,
      "sampleConfidence": 0.9927170868347339,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09755948613453924,
      "avgForwardReturn1D": 0.0010747436049899288
    },
    {
      "comboQuality": 0.6810264668926441,
      "fitnessScore": 0.5168684686050625,
      "lookbackDays": 63,
      "returnLift1D": 0.0015888219101616045,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "sampleConfidence": 0.9903703703703705,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.295742449232407,
      "avgForwardReturn1D": 0.0031743724460591223
    }
  ],
  "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": "0c2da2302f2f956a8b94e87a075ae8a6be2cf9e8179ee944a8755082791c2ecb",
    "size": 13,
    "members": [
      "PAG",
      "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
0.470
Liquidity
0.577
Momentum
0.656
Relative strength
0.615
Trend quality
0.540
Stability
0.639
Aggression
0.407
Downside risk
0.637
Drawdown state
1
Quality momentum
0.613
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.701
Benchmark Independence 3m Score
0.696
Beta 1y Profile Score
0.256
Beta 3m Profile Score
0.285
Beta Change Score
0.536
Correlation Change Score
0.502
Current Drawdown Score
1
Days Since 52w High Score
0
Distance From 52w High Score
1
Distance From Sma 20 Score
0.621
Distance From Sma 200 Score
0.829
Distance From Sma 50 Score
0.703
Downside Volatility 1m Score
0.324
Downside Volatility 1y Score
0.255
Downside Volatility 2y Score
0.259
Downside Volatility 3m Score
0.290
Downside Volatility 5y Score
0.346
Downside Volatility 6m Score
0.268
Drawdown Recovery Score
1
Excess Return 1m Score
0.585
Excess Return 1y Score
0.305
Excess Return 3m Score
0.750
Excess Return 6m Score
0.703
Expected Shortfall 95 1y Score
0.653
Log Avg Dollar Volume 20d Score
0.577
Log Market Cap Score
0.470
Drawdown Score 1m
0.786
Drawdown Score 1y
0.630
Drawdown Score 2y
0.700
Drawdown Score 3m
0.750
Drawdown Score 5y
0.760
Drawdown Score 6m
0.637
Momentum Acceleration 1m Vs 3m Score
0.468
Momentum Acceleration 3m Vs 6m Score
0.669
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.582
Relative Strength Slope 3m Score
0.601
Relative Volume 20d Score
0.258
Return 1m Score
0.630
Return 1w Score
0.776
Return 1y Score
0.566
Return 2y Score
0.411
Return 3m Score
0.829
Return 5y Score
0.216
Return 6m Score
0.685
Return Skewness 1y Score
0.553
Sharpe 1m Score
0.974
Sharpe 1y Score
0.502
Sharpe 2y Score
0.559
Sharpe 3m Score
1
Sharpe 5y Score
0.561
Sharpe 6m Score
0.703
Sortino 1m Score
0.783
Sortino 1y Score
0.446
Sortino 2y Score
0.488
Sortino 3m Score
0.834
Sortino 5y Score
0.479
Sortino 6m Score
0.596
Trend R2 1m Score
0.317
Trend R2 1w Score
0.815
Trend R2 1y Score
0.014
Trend R2 2y Score
0.259
Trend R2 3m Score
0.784
Trend R2 5y Score
0.810
Trend R2 6m Score
0.363
Trend Slope 1m Score
0.650
Trend Slope 1w Score
1
Trend Slope 1y Score
0.494
Trend Slope 2y Score
0.515
Trend Slope 3m Score
0.675
Trend Slope 5y Score
0.537
Trend Slope 6m Score
0.572
Volatility 1m Score
0.378
Volatility 1w Score
0.413
Volatility 1y Score
0.291
Volatility 2y Score
0.303
Volatility 3m Score
0.343
Volatility 5y Score
0.363
Volatility 6m Score
0.324
Worst Day 1y Score
0.680
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
53,879,884.488
Best Day 1y
0.063
Beta To Benchmark 1y
0.640
Beta 3m
0.713
Beta Change
0.072
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.299
Correlation 3m
0.304
Correlation Change
0.004
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.701
Benchmark Independence 3m Score
0.696
Beta 1y Profile Score
0.256
Beta 3m Profile Score
0.285
Beta Change Score
0.536
Correlation Change Score
0.502
Current Drawdown Score
1
Distance From Sma 20 Score
0.621
Distance From Sma 200 Score
0.829
Current Drawdown
0
Days Since 52w High
0
Distance From 52w High
0
Distance From Sma 20
0.073
Distance From Sma 200
0.198
Distance From Sma 50
0.122
Downside Capture 1y
1.367
Downside Volatility 1m
0.293
Downside Volatility 1w
-
Downside Volatility 1y
0.242
Downside Volatility 2y
0.244
Downside Volatility 3m
0.268
Downside Volatility 5y
0.310
Downside Volatility 6m
0.251
Drawdown Recovery
1
Excess Return 1m
0.051
Excess Return 1y
-0.117
Excess Return 3m
0.150
Excess Return 6m
0.122
Expected Shortfall 95 1y
-0.035
Market Cap
12,753,511,433.327
Max Drawdown 1m
-0.054
Max Drawdown 1w
-0.013
Max Drawdown 1y
-0.240
Max Drawdown 2y
-0.240
Max Drawdown 3m
-0.100
Max Drawdown 5y
-0.240
Max Drawdown 6m
-0.200
Momentum Acceleration 1m Vs 3m
-0.010
Momentum Acceleration 3m Vs 6m
0.051
Moving Average Alignment
1
Relative Strength Acceleration
0.001
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.998
Return 1m
0.078
Return 1w
0.083
Return 1y
0.106
Return 2y
0.439
Return 3m
0.263
Return 5y
1.812
Return 6m
0.222
Return Skewness 1y
0.320
Sector Excess Return 1y
-
Sharpe 1m
2.871
Sharpe 1y
0.509
Sharpe 2y
0.794
Sharpe 3m
3.197
Sharpe 5y
0.804
Sharpe 6m
1.517
Sortino 1m
3.262
Sortino 1y
0.566
Sortino 2y
0.902
Sortino 3m
3.669
Sortino 5y
0.836
Sortino 6m
1.771
Trend R2 1m
0.317
Trend R2 1w
0.815
Trend R2 1y
0.014
Trend R2 2y
0.259
Trend R2 3m
0.784
Trend R2 5y
0.810
Trend R2 6m
0.363
Trend 1m
0.002
Trend 1w
0.015
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.662
Value At Risk 95 1y
-0.025
Volatility 1m
0.333
Volatility 1w
0.360
Volatility 1y
0.269
Volatility 2y
0.277
Volatility 3m
0.307
Volatility 5y
0.322
Volatility 6m
0.293
Worst Day 1y
-0.064
Distance From Sma 50 Score
0.703
Downside Volatility 1y Score
0.255
Downside Volatility 3m Score
0.290
Drawdown Recovery Score
1
Excess Return 1m Score
0.585
Excess Return 1y Score
0.305
Excess Return 3m Score
0.750
Excess Return 6m Score
0.703
Expected Shortfall 95 1y Score
0.653
Log Avg Dollar Volume 20d Score
0.577
Log Market Cap Score
0.470
Drawdown Score 1y
0.630
Drawdown Score 5y
0.760
Momentum Acceleration 1m Vs 3m Score
0.468
Momentum Acceleration 3m Vs 6m Score
0.669
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.582
Relative Volume 20d Score
0.258
Return 1m Score
0.630
Return 1y Score
0.566
Return 3m Score
0.829
Return 6m Score
0.685
Return Skewness 1y Score
0.553
Sortino 1y Score
0.446
Sortino 3m Score
0.834
Trend R2 1y Score
0.014
Trend R2 3m Score
0.784
Trend Slope 1y Score
0.494
Trend Slope 3m Score
0.675
Volatility 1y Score
0.291
Volatility 3m Score
0.343