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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

PATK

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

Research Detail

PATK

PATK

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
0.833
Correlation To Benchmark 1y
0.292
Inverse To Benchmark 1y
0.708
Drawdown Score 1m
0.470
Drawdown Score 3m
0.252
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
0.222
Drawdown Score 1y
0.342
Drawdown Score 2y
0.465
Drawdown Score 5y
0.502
Return 1w
-0.027
Return 1m
-0.059
Return 3m
-0.299
Return 6m
-0.262
Return 1y
-0.157
Return 2y
0.197
Return 5y
0.814
Sharpe 1m
-1.485
Sharpe 3m
-2.844
Sharpe 6m
-1.232
Sharpe 1y
-0.298
Sharpe 2y
0.429
Sharpe 5y
0.505
Trend 1w
-0.008
Trend 1m
-0.001
Trend 3m
-0.003
Trend 6m
-0.004
Trend 1y
-0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.464
Volatility 1m
0.430
Volatility 3m
0.461
Volatility 6m
0.420
Volatility 1y
0.359
Volatility 2y
0.364
Volatility 5y
0.376
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
PATK
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:54 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
0.539
Aptet Fit Raw Score
0.561
Aptet Fit Confidence
0.919
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.504
Force Fit Raw Score
0.526
Force Fit Confidence
0.916
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:54 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PATK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PATK",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "PATK",
    "hitRates": {
      "1": 0.49206349206349204,
      "5": 0.608,
      "10": 0.648
    },
    "hitRate1D": 0.49206349206349204,
    "comboQuality": 0.8482978853465806,
    "eligibleDays": 330,
    "fitnessScore": 0.7286888661674683,
    "lookbackDays": 30,
    "returnLift1D": 0.002779199753982381,
    "hitRateLift1D": 0.04829449510300571,
    "activationRate": 0.38181818181818183,
    "activationCount": 126,
    "baselineHitRates": {
      "1": 0.44376899696048633,
      "5": 0.5046153846153846,
      "10": 0.534375
    },
    "sampleConfidence": 0.998941798941799,
    "shadowSharpeLike": 1.5320826427777197,
    "avgForwardReturns": {
      "1": 0.0031493495329788642,
      "5": 0.014322620736866241,
      "10": 0.02368407970470568
    },
    "shadowMaxDrawdown": -0.12743911135198738,
    "shadowTotalReturn": 0.43704958568816,
    "avgForwardReturn1D": 0.0031493495329788642,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-06",
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-20",
      "2025-06-24"
    ],
    "horizonObservationCounts": {
      "1": 126,
      "5": 125,
      "10": 125
    },
    "baselineAvgForwardReturns": {
      "1": 0.00037014977899648343,
      "5": 0.0021503613487467,
      "10": 0.004794910581768078
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8482978853465806,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3588525494386204,
    "bestRawFitnessScore": 0.7286888661674683,
    "upperQuartileComboQuality": 0.697390875050625
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5386249794753624,
    "rawScore": 0.5612700399529487,
    "confidence": 0.9193077881745311,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0.3499967271452034,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        30,
        45
      ]
    },
    "parameterStability": 0.5806830930642857,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.49206349206349204,
        "5": 0.608,
        "10": 0.648
      },
      "hitRate1D": 0.49206349206349204,
      "comboQuality": 0.8482978853465806,
      "eligibleDays": 330,
      "fitnessScore": 0.7286888661674683,
      "lookbackDays": 30,
      "returnLift1D": 0.002779199753982381,
      "hitRateLift1D": 0.04829449510300571,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.44376899696048633,
        "5": 0.5046153846153846,
        "10": 0.534375
      },
      "sampleConfidence": 0.998941798941799,
      "shadowSharpeLike": 1.5320826427777197,
      "avgForwardReturns": {
        "1": 0.0031493495329788642,
        "5": 0.014322620736866241,
        "10": 0.02368407970470568
      },
      "shadowMaxDrawdown": -0.12743911135198738,
      "shadowTotalReturn": 0.43704958568816,
      "avgForwardReturn1D": 0.0031493495329788642,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-20",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.00037014977899648343,
        "5": 0.0021503613487467,
        "10": 0.004794910581768078
      }
    },
    {
      "topN": 4,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.5985401459854015,
        "10": 0.6423357664233577
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.8365290557000917,
      "eligibleDays": 330,
      "fitnessScore": 0.7091777179826797,
      "lookbackDays": 30,
      "returnLift1D": 0.002464924459737979,
      "hitRateLift1D": 0.03449187260473108,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.44376899696048633,
        "5": 0.5046153846153846,
        "10": 0.534375
      },
      "sampleConfidence": 0.9990338164251208,
      "shadowSharpeLike": 1.4687439099805555,
      "avgForwardReturns": {
        "1": 0.0028350742387344622,
        "5": 0.01368712996178917,
        "10": 0.02415346124351456
      },
      "shadowMaxDrawdown": -0.13418241380566476,
      "shadowTotalReturn": 0.42957535531540136,
      "avgForwardReturn1D": 0.0028350742387344622,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.00037014977899648343,
        "5": 0.0021503613487467,
        "10": 0.004794910581768078
      }
    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.47651006711409394,
        "5": 0.5878378378378378,
        "10": 0.6283783783783784
      },
      "hitRate1D": 0.47651006711409394,
      "comboQuality": 0.8073547826934396,
      "eligibleDays": 330,
      "fitnessScore": 0.6652408508265746,
      "lookbackDays": 30,
      "returnLift1D": 0.002118983025019189,
      "hitRateLift1D": 0.03274107015360761,
      "activationRate": 0.45151515151515154,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.44376899696048633,
        "5": 0.5046153846153846,
        "10": 0.534375
      },
      "sampleConfidence": 0.9991051454138703,
      "shadowSharpeLike": 1.3011292563846202,
      "avgForwardReturns": {
        "1": 0.0024891328040156724,
        "5": 0.01205924421756458,
        "10": 0.02146900625480057
      },
      "shadowMaxDrawdown": -0.1483716820383889,
      "shadowTotalReturn": 0.3933073112226466,
      "avgForwardReturn1D": 0.0024891328040156724,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-21",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 148,
        "10": 148
      },
      "baselineAvgForwardReturns": {
        "1": 0.00037014977899648343,
        "5": 0.0021503613487467,
        "10": 0.004794910581768078
      }
    },
    {
      "topN": 4,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4728682170542636,
        "5": 0.5581395348837209,
        "10": 0.6046511627906976
      },
      "hitRate1D": 0.4728682170542636,
      "comboQuality": 0.7631621681152652,
      "eligibleDays": 315,
      "fitnessScore": 0.6074208770210023,
      "lookbackDays": 45,
      "returnLift1D": 0.002032383062436466,
      "hitRateLift1D": 0.03019305781859477,
      "activationRate": 0.4095238095238095,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.4426751592356688,
        "5": 0.5064516129032258,
        "10": 0.5442622950819672
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3462983977853114,
      "avgForwardReturns": {
        "1": 0.002572044226064163,
        "5": 0.010252871823737268,
        "10": 0.018077588372456082
      },
      "shadowMaxDrawdown": -0.12883174400559583,
      "shadowTotalReturn": 0.353262235301786,
      "avgForwardReturn1D": 0.002572044226064163,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-12",
        "2025-06-13",
        "2025-06-20",
        "2025-06-24",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005396611636276966,
        "5": 0.002987036576647239,
        "10": 0.005431698893613456
      }
    },
    {
      "topN": 3,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.46218487394957986,
        "5": 0.5798319327731093,
        "10": 0.6050420168067226
      },
      "hitRate1D": 0.46218487394957986,
      "comboQuality": 0.7309397091591705,
      "eligibleDays": 315,
      "fitnessScore": 0.5698670089284958,
      "lookbackDays": 45,
      "returnLift1D": 0.0021379708416589304,
      "hitRateLift1D": 0.019509714713911053,
      "activationRate": 0.37777777777777777,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.4426751592356688,
        "5": 0.5064516129032258,
        "10": 0.5442622950819672
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.313938712143567,
      "avgForwardReturns": {
        "1": 0.002677632005286627,
        "5": 0.011812854614509215,
        "10": 0.020321736628493303
      },
      "shadowMaxDrawdown": -0.10536661400117764,
      "shadowTotalReturn": 0.3377665267727845,
      "avgForwardReturn1D": 0.002677632005286627,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-06-20",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005396611636276966,
        "5": 0.002987036576647239,
        "10": 0.005431698893613456
      }
    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.46616541353383456,
        "5": 0.556390977443609,
        "10": 0.5864661654135338
      },
      "hitRate1D": 0.46616541353383456,
      "comboQuality": 0.6862079303477765,
      "eligibleDays": 315,
      "fitnessScore": 0.5221390262380332,
      "lookbackDays": 45,
      "returnLift1D": 0.001661657782598645,
      "hitRateLift1D": 0.023490254298165758,
      "activationRate": 0.4222222222222222,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.4426751592356688,
        "5": 0.5064516129032258,
        "10": 0.5442622950819672
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1589964025963297,
      "avgForwardReturns": {
        "1": 0.0022013189462263415,
        "5": 0.009672981051616467,
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      "avgForwardReturn1D": 0.0003889518820418009,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-28",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002624289834666601,
        "5": 0.0015458584713018038,
        "10": 0.00249624044432706
      }
    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.5657894736842105,
        "10": 0.631578947368421
      },
      "hitRate1D": 0.4444444444444444,
      "comboQuality": 0.16781629981216933,
      "eligibleDays": 339,
      "fitnessScore": -0.002260322105353519,
      "lookbackDays": 21,
      "returnLift1D": -0.00041941545330028947,
      "hitRateLift1D": -0.0023011176857331006,
      "activationRate": 0.45132743362831856,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.4467455621301775,
        "5": 0.5029940119760479,
        "10": 0.5258358662613982
      },
      "sampleConfidence": 0.999128540305011,
      "shadowSharpeLike": -0.0677815416592318,
      "avgForwardReturns": {
        "1": -0.00001410131197922044,
        "5": 0.006567803473445679,
        "10": 0.01907399931824234
      },
      "shadowMaxDrawdown": -0.2309674523927635,
      "shadowTotalReturn": -0.0558625389986982,
      "avgForwardReturn1D": -0.00001410131197922044,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-11",
        "2025-04-15",
        "2025-05-14",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.00040531414132106904,
        "5": 0.0017746356368056376,
        "10": 0.0030799355241407445
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    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4383561643835616,
        "5": 0.5241379310344828,
        "10": 0.5586206896551724
      },
      "hitRate1D": 0.4383561643835616,
      "comboQuality": 0.1164074942046715,
      "eligibleDays": 352,
      "fitnessScore": -0.09591779620050715,
      "lookbackDays": 14,
      "returnLift1D": -0.0005490927959575472,
      "hitRateLift1D": -0.00735812133072411,
      "activationRate": 0.4147727272727273,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.44571428571428573,
        "5": 0.5028901734104047,
        "10": 0.5146198830409356
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      "sampleConfidence": 0.9990867579908677,
      "shadowSharpeLike": -0.18845084932742048,
      "avgForwardReturns": {
        "1": -0.00028666381249088717,
        "5": 0.0013857005719995895,
        "10": 0.004706497040058008
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      "shadowMaxDrawdown": -0.27504017897123545,
      "shadowTotalReturn": -0.0916403316273322,
      "avgForwardReturn1D": -0.00028666381249088717,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-25",
        "2025-04-03",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002624289834666601,
        "5": 0.0015458584713018038,
        "10": 0.00249624044432706
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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": 2,
      "comboQuality": 0.43856745680570935,
      "fitnessScore": 0.29566484113668545,
      "lookbackDays": 14,
      "returnLift1D": 0.001609831428193013,
      "activationRate": 0.28125,
      "activationCount": 99,
      "sampleConfidence": 0.9986531986531988,
      "shadowTotalReturn": 0.15809522632656337,
      "avgForwardReturn1D": 0.001872260411659673
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3402970599654259,
      "fitnessScore": 0.20436644579972874,
      "lookbackDays": 21,
      "returnLift1D": 0.0006969489729070933,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.10315191566909143,
      "avgForwardReturn1D": 0.0011022631142281623
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8482978853465806,
      "fitnessScore": 0.7286888661674683,
      "lookbackDays": 30,
      "returnLift1D": 0.002779199753982381,
      "activationRate": 0.38181818181818183,
      "activationCount": 126,
      "sampleConfidence": 0.998941798941799,
      "shadowTotalReturn": 0.43704958568816,
      "avgForwardReturn1D": 0.0031493495329788642
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7631621681152652,
      "fitnessScore": 0.6074208770210023,
      "lookbackDays": 45,
      "returnLift1D": 0.002032383062436466,
      "activationRate": 0.4095238095238095,
      "activationCount": 129,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.353262235301786,
      "avgForwardReturn1D": 0.002572044226064163
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.350277697554748,
      "fitnessScore": 0.2140798677138246,
      "lookbackDays": 63,
      "returnLift1D": 0.001670810331945256,
      "activationRate": 0.25925925925925924,
      "activationCount": 77,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.13096159064192991,
      "avgForwardReturn1D": 0.0018691661083077805
    }
  ],
  "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": "1807aef934deb8a0d79149654400078f7be223d89e5053fedc2a16280ded632b",
    "size": 13,
    "members": [
      "PATK",
      "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",
      "PATK"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PATK",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "PATK",
    "hitRates": {
      "1": 0.47761194029850745,
      "5": 0.5789473684210527,
      "10": 0.6090225563909775
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    "hitRate1D": 0.47761194029850745,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.7453320350762194,
    "eligibleDays": 359,
    "fitnessScore": 0.5862512251888908,
    "lookbackDays": 30,
    "returnLift1D": 0.0024897083929798047,
    "hitRateLift1D": 0.03750051968569407,
    "portfolioSize": 3,
    "activationRate": 0.3732590529247911,
    "activationCount": 134,
    "baselineHitRates": {
      "1": 0.4401114206128134,
      "5": 0.48450704225352115,
      "10": 0.5028571428571429
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    "sampleConfidence": 0.9990049751243781,
    "shadowSharpeLike": 1.2031676275169112,
    "avgForwardReturns": {
      "1": 0.002506949227072146,
      "5": 0.011513333499449972,
      "10": 0.018634464459072735
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    "shadowMaxDrawdown": -0.12743911135198704,
    "shadowTotalReturn": 0.34919709979901326,
    "avgForwardReturn1D": 0.002506949227072146,
    "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",
      "2025-06-06",
      "2025-06-09"
    ],
    "horizonObservationCounts": {
      "1": 134,
      "5": 133,
      "10": 133
    },
    "baselineAvgForwardReturns": {
      "1": 0.00001724083409234123,
      "5": 0.0003525360781574888,
      "10": 0.0007983483392655647
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7453320350762194,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.35090108021501093,
    "bestRawFitnessScore": 0.5862512251888908,
    "upperQuartileComboQuality": 0.630289414630275
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.504169977639897,
    "rawScore": 0.5263279267026226,
    "confidence": 0.9158017352355123,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0.29996290348269283,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        45
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5829766784880829,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.47761194029850745,
        "5": 0.5789473684210527,
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      "hitRate1D": 0.47761194029850745,
      "rankWeights": [
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      "comboQuality": 0.7453320350762194,
      "eligibleDays": 359,
      "fitnessScore": 0.5862512251888908,
      "lookbackDays": 30,
      "returnLift1D": 0.0024897083929798047,
      "hitRateLift1D": 0.03750051968569407,
      "portfolioSize": 3,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "baselineHitRates": {
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        "10": 0.5028571428571429
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      "sampleConfidence": 0.9990049751243781,
      "shadowSharpeLike": 1.2031676275169112,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12743911135198704,
      "shadowTotalReturn": 0.34919709979901326,
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      "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",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 134,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.4657534246575342,
      "rankWeights": [
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      "comboQuality": 0.7313274548874107,
      "eligibleDays": 359,
      "fitnessScore": 0.5703009557054983,
      "lookbackDays": 30,
      "returnLift1D": 0.002245453687946607,
      "hitRateLift1D": 0.025642004044720834,
      "portfolioSize": 4,
      "activationRate": 0.40668523676880225,
      "activationCount": 146,
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        "5": 0.48450704225352115,
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      "sampleConfidence": 0.9990867579908677,
      "shadowSharpeLike": 1.1532133914856293,
      "avgForwardReturns": {
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        "5": 0.011145397021266771,
        "10": 0.01949584827813764
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      "shadowMaxDrawdown": -0.13418241380566454,
      "shadowTotalReturn": 0.3421797984876431,
      "avgForwardReturn1D": 0.002262694522038948,
      "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",
        "2025-06-06",
        "2025-06-09"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.7313274548874107,
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      "sampleConfidence": 0.9990867579908677,
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      "riskOffActivations": 0,
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        "2025-02-20",
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    },
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      "comboQuality": 0.6687635801665404,
      "eligibleDays": 344,
      "fitnessScore": 0.5045716095141372,
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      "returnLift1D": 0.002151285171094094,
      "hitRateLift1D": 0.018042475494906784,
      "portfolioSize": 3,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1306533715693678,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10536661400117764,
      "shadowTotalReturn": 0.2994089872306007,
      "avgForwardReturn1D": 0.0024049911207603943,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-06-13",
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        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 121,
        "10": 121
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002537059496663004,
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.46616541353383456,
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      "comboQuality": 0.630289414630275,
      "eligibleDays": 344,
      "fitnessScore": 0.46736089295604305,
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      "returnLift1D": 0.0017534455271398944,
      "hitRateLift1D": 0.02139797167336943,
      "portfolioSize": 4,
      "activationRate": 0.3866279069767442,
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      "sampleConfidence": 1,
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        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005238180691301168,
        "5": 0.003053356522823316,
        "10": 0.005487976774091415
      }
    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4152542372881356,
        "5": 0.5254237288135594,
        "10": 0.5169491525423728
      },
      "hitRate1D": 0.4152542372881356,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.23025032422071784,
      "eligibleDays": 326,
      "fitnessScore": 0.08448237788459494,
      "lookbackDays": 63,
      "returnLift1D": 0.00021525767562963476,
      "hitRateLift1D": -0.02646355412290735,
      "portfolioSize": 5,
      "activationRate": 0.3619631901840491,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.44171779141104295,
        "5": 0.5093167701863354,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.349132054888154,
      "avgForwardReturns": {
        "1": 0.0007390757447597515,
        "5": 0.00507395988547454,
        "10": 0.007962263130582958
      },
      "shadowMaxDrawdown": -0.19766107169885228,
      "shadowTotalReturn": 0.0634024936205777,
      "avgForwardReturn1D": 0.0007390757447597515,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-13",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005238180691301168,
        "5": 0.003053356522823316,
        "10": 0.005487976774091415
      }
    },
    {
      "topN": 2,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.39603960396039606,
        "5": 0.5445544554455446,
        "10": 0.5346534653465347
      },
      "hitRate1D": 0.39603960396039606,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20325228567290182,
      "eligibleDays": 368,
      "fitnessScore": 0.049460180076777084,
      "lookbackDays": 21,
      "returnLift1D": 0.0009207044260123774,
      "hitRateLift1D": -0.04689517864829962,
      "portfolioSize": 2,
      "activationRate": 0.27445652173913043,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.4429347826086957,
        "5": 0.4835164835164835,
        "10": 0.49025069637883006
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3425754448886872,
      "avgForwardReturns": {
        "1": 0.000940558490431909,
        "5": 0.0034483890653678943,
        "10": 0.008405501221941192
      },
      "shadowMaxDrawdown": -0.1238988563397907,
      "shadowTotalReturn": 0.06234382757558765,
      "avgForwardReturn1D": 0.000940558490431909,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-05-28",
        "2025-05-29"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.000019854064419531612,
        "5": 0.00008433911280857244,
        "10": 0.00010742085325477368
      }
    },
    {
      "topN": 4,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4295774647887324,
        "5": 0.524822695035461,
        "10": 0.5177304964539007
      },
      "hitRate1D": 0.4295774647887324,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17624144343540296,
      "eligibleDays": 375,
      "fitnessScore": 0.010755032297711261,
      "lookbackDays": 14,
      "returnLift1D": 0.00031782355386694657,
      "hitRateLift1D": -0.010422535211267625,
      "portfolioSize": 4,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.44,
        "5": 0.48517520215633425,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.9990610328638498,
      "shadowSharpeLike": 0.09019593047154283,
      "avgForwardReturns": {
        "1": 0.0003528338706924532,
        "5": 0.001369849362817302,
        "10": 0.0024247105289577063
      },
      "shadowMaxDrawdown": -0.23376023289857106,
      "shadowTotalReturn": -0.003690439852712113,
      "avgForwardReturn1D": 0.0003528338706924532,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003501031682550663,
        "5": 0.00014173764501944602,
        "10": -0.0002508647652790654
      }
    },
    {
      "topN": 5,
      "ticker": "PATK",
      "hitRates": {
        "1": 0.4295774647887324,
        "5": 0.524822695035461,
        "10": 0.5177304964539007
      },
      "hitRate1D": 0.4295774647887324,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17624144343540296,
      "eligibleDays": 375,
      "fitnessScore": 0.010755032297711261,
      "lookbackDays": 14,
      "returnLift1D": 0.00031782355386694657,
      "hitRateLift1D": -0.010422535211267625,
      "portfolioSize": 5,
      "activationRate": 0.37866666666666665,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.44,
        "5": 0.48517520215633425,
        "10": 0.48360655737704916
      },
      "sampleConfidence": 0.9990610328638498,
      "shadowSharpeLike": 0.09019593047154283,
      "avgForwardReturns": {
        "1": 0.0003528338706924532,
        "5": 0.001369849362817302,
        "10": 0.0024247105289577063
      },
      "shadowMaxDrawdown": -0.23376023289857106,
      "shadowTotalReturn": -0.003690439852712113,
      "avgForwardReturn1D": 0.0003528338706924532,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003501031682550663,
        "5": 0.00014173764501944602,
        "10": -0.0002508647652790654
      }
    }
  ],
  "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": 0.42508920443173437,
      "fitnessScore": 0.2835785127933151,
      "lookbackDays": 14,
      "returnLift1D": 0.001654113921368239,
      "activationRate": 0.2906666666666667,
      "activationCount": 109,
      "sampleConfidence": 0.998776758409786,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.15374717543400251,
      "avgForwardReturn1D": 0.0016891242381937457
    },
    {
      "comboQuality": 0.34315149651727883,
      "fitnessScore": 0.2071580979121475,
      "lookbackDays": 21,
      "returnLift1D": 0.0010195266800885141,
      "activationRate": 0.3804347826086957,
      "activationCount": 140,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.10239939912762153,
      "avgForwardReturn1D": 0.0010393807445080458
    },
    {
      "comboQuality": 0.7453320350762194,
      "fitnessScore": 0.5862512251888908,
      "lookbackDays": 30,
      "returnLift1D": 0.0024897083929798047,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "sampleConfidence": 0.9990049751243781,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.34919709979901326,
      "avgForwardReturn1D": 0.002506949227072146
    },
    {
      "comboQuality": 0.6687635801665404,
      "fitnessScore": 0.5045716095141372,
      "lookbackDays": 45,
      "returnLift1D": 0.002151285171094094,
      "activationRate": 0.35174418604651164,
      "activationCount": 121,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2994089872306007,
      "avgForwardReturn1D": 0.0024049911207603943
    },
    {
      "comboQuality": 0.3334076144013236,
      "fitnessScore": 0.19758115443816,
      "lookbackDays": 63,
      "returnLift1D": 0.0013453480391776638,
      "activationRate": 0.2361963190184049,
      "activationCount": 77,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.13096159064192991,
      "avgForwardReturn1D": 0.0018691661083077805
    }
  ],
  "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": "1807aef934deb8a0d79149654400078f7be223d89e5053fedc2a16280ded632b",
    "size": 13,
    "members": [
      "PATK",
      "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
0.322
Liquidity
0.632
Momentum
0.344
Relative strength
0.129
Trend quality
0.372
Stability
0.455
Aggression
0.505
Downside risk
0.470
Drawdown state
0.407
Quality momentum
0.322
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.838
Beta 1y Profile Score
0.333
Beta 3m Profile Score
0.229
Beta Change Score
0.370
Correlation Change Score
0.435
Current Drawdown Score
0.342
Days Since 52w High Score
0.405
Distance From 52w High Score
0.342
Distance From Sma 20 Score
0.411
Distance From Sma 200 Score
0.132
Distance From Sma 50 Score
0.377
Downside Volatility 1m Score
0.605
Downside Volatility 1y Score
0.381
Downside Volatility 2y Score
0.381
Downside Volatility 3m Score
0.563
Downside Volatility 5y Score
0.421
Downside Volatility 6m Score
0.470
Drawdown Recovery Score
0.500
Excess Return 1m Score
0.357
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.493
Log Avg Dollar Volume 20d Score
0.632
Log Market Cap Score
0.322
Drawdown Score 1m
0.470
Drawdown Score 1y
0.342
Drawdown Score 2y
0.465
Drawdown Score 3m
0.252
Drawdown Score 5y
0.502
Drawdown Score 6m
0.222
Momentum Acceleration 1m Vs 3m Score
0.636
Momentum Acceleration 3m Vs 6m Score
0.313
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.718
Relative Strength Slope 3m Score
0.216
Relative Volume 20d Score
0.387
Return 1m Score
0.402
Return 1w Score
0.409
Return 1y Score
0.402
Return 2y Score
0.342
Return 3m Score
0.126
Return 5y Score
0.140
Return 6m Score
0.282
Return Skewness 1y Score
0.496
Sharpe 1m Score
0.103
Sharpe 1y Score
0.340
Sharpe 2y Score
0.486
Sharpe 3m Score
0
Sharpe 5y Score
0.501
Sharpe 6m Score
0.154
Sortino 1m Score
0.217
Sortino 1y Score
0.335
Sortino 2y Score
0.433
Sortino 3m Score
0.028
Sortino 5y Score
0.440
Sortino 6m Score
0.214
Trend R2 1m Score
0.012
Trend R2 1w Score
0.418
Trend R2 1y Score
0.039
Trend R2 2y Score
0.381
Trend R2 3m Score
0.610
Trend R2 5y Score
0.777
Trend R2 6m Score
0.839
Trend Slope 1m Score
0.461
Trend Slope 1w Score
0.012
Trend Slope 1y Score
0.479
Trend Slope 2y Score
0.538
Trend Slope 3m Score
0.290
Trend Slope 5y Score
0.562
Trend Slope 6m Score
0.246
Volatility 1m Score
0.507
Volatility 1w Score
0.551
Volatility 1y Score
0.411
Volatility 2y Score
0.418
Volatility 3m Score
0.548
Volatility 5y Score
0.434
Volatility 6m Score
0.494
Worst Day 1y Score
0.456
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
78,488,546.957
Best Day 1y
0.085
Beta To Benchmark 1y
0.833
Beta 3m
0.572
Beta Change
-0.261
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.292
Correlation 3m
0.162
Correlation Change
-0.129
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.708
Benchmark Independence 3m Score
0.838
Beta 1y Profile Score
0.333
Beta 3m Profile Score
0.229
Beta Change Score
0.370
Correlation Change Score
0.435
Current Drawdown Score
0.342
Distance From Sma 20 Score
0.411
Distance From Sma 200 Score
0.132
Current Drawdown
-0.428
Days Since 52w High
102
Distance From 52w High
-0.428
Distance From Sma 20
-0.053
Distance From Sma 200
-0.221
Distance From Sma 50
-0.074
Downside Capture 1y
1.042
Downside Volatility 1m
0.504
Downside Volatility 1w
-
Downside Volatility 1y
0.336
Downside Volatility 2y
0.336
Downside Volatility 3m
0.473
Downside Volatility 5y
0.366
Downside Volatility 6m
0.402
Drawdown Recovery
0
Excess Return 1m
-0.086
Excess Return 1y
-0.381
Excess Return 3m
-0.412
Excess Return 6m
-0.362
Expected Shortfall 95 1y
-0.051
Market Cap
2,765,612,312.644
Max Drawdown 1m
-0.132
Max Drawdown 1w
-0.057
Max Drawdown 1y
-0.428
Max Drawdown 2y
-0.428
Max Drawdown 3m
-0.299
Max Drawdown 5y
-0.498
Max Drawdown 6m
-0.428
Momentum Acceleration 1m Vs 3m
0.041
Momentum Acceleration 3m Vs 6m
-0.056
Moving Average Alignment
-1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.005
Relative Volume 20d
1.344
Return 1m
-0.059
Return 1w
-0.027
Return 1y
-0.157
Return 2y
0.197
Return 3m
-0.299
Return 5y
0.814
Return 6m
-0.262
Return Skewness 1y
-0.026
Sector Excess Return 1y
-
Sharpe 1m
-1.485
Sharpe 1y
-0.298
Sharpe 2y
0.429
Sharpe 3m
-2.844
Sharpe 5y
0.505
Sharpe 6m
-1.232
Sortino 1m
-1.268
Sortino 1y
-0.318
Sortino 2y
0.465
Sortino 3m
-2.774
Sortino 5y
0.518
Sortino 6m
-1.289
Trend R2 1m
0.012
Trend R2 1w
0.418
Trend R2 1y
0.039
Trend R2 2y
0.381
Trend R2 3m
0.610
Trend R2 5y
0.777
Trend R2 6m
0.839
Trend 1m
-0.001
Trend 1w
-0.008
Trend 1y
-0.000
Trend 2y
0.001
Trend 3m
-0.003
Trend 5y
0.001
Trend 6m
-0.004
Upside Capture 1y
0.661
Value At Risk 95 1y
-0.035
Volatility 1m
0.430
Volatility 1w
0.464
Volatility 1y
0.359
Volatility 2y
0.364
Volatility 3m
0.461
Volatility 5y
0.376
Volatility 6m
0.420
Worst Day 1y
-0.109
Distance From Sma 50 Score
0.377
Downside Volatility 1y Score
0.381
Downside Volatility 3m Score
0.563
Drawdown Recovery Score
0.500
Excess Return 1m Score
0.357
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.493
Log Avg Dollar Volume 20d Score
0.632
Log Market Cap Score
0.322
Drawdown Score 1y
0.342
Drawdown Score 5y
0.502
Momentum Acceleration 1m Vs 3m Score
0.636
Momentum Acceleration 3m Vs 6m Score
0.313
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.718
Relative Volume 20d Score
0.387
Return 1m Score
0.402
Return 1y Score
0.402
Return 3m Score
0.126
Return 6m Score
0.282
Return Skewness 1y Score
0.496
Sortino 1y Score
0.335
Sortino 3m Score
0.028
Trend R2 1y Score
0.039
Trend R2 3m Score
0.610
Trend Slope 1y Score
0.479
Trend Slope 3m Score
0.290
Volatility 1y Score
0.411
Volatility 3m Score
0.548