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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

PM

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

PM

PM

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
-0.152
Correlation To Benchmark 1y
-0.069
Inverse To Benchmark 1y
0.931
Drawdown Score 1m
0.748
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
0.663
Drawdown Score 1y
0.715
Drawdown Score 2y
0.742
Drawdown Score 5y
0.772
Return 1w
0.007
Return 1m
0.078
Return 3m
0.175
Return 6m
0.152
Return 1y
0.198
Return 2y
0.915
Return 5y
1.431
Sharpe 1m
2.901
Sharpe 3m
2.141
Sharpe 6m
1.052
Sharpe 1y
0.787
Sharpe 2y
1.324
Sharpe 5y
0.884
Trend 1w
0.001
Trend 1m
0.003
Trend 3m
0.002
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.375
Volatility 1m
0.331
Volatility 3m
0.327
Volatility 6m
0.315
Volatility 1y
0.279
Volatility 2y
0.274
Volatility 5y
0.231
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
PM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:57 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.165
Aptet Fit Raw Score
0.275
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.627
Force Fit Raw Score
0.649
Force Fit Confidence
0.932
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:57 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "PM",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.09328606457675051,
    "eligibleDays": 352,
    "fitnessScore": -0.15031437910802004,
    "lookbackDays": 14,
    "returnLift1D": 0.01045363437186908,
    "hitRateLift1D": -0.3333333333333333,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.3333333333333333,
      "5": 0,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": -0.01045363437186908,
      "5": -0.06424628733697535,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.09328606457675051,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.09328606457675051,
    "bestRawFitnessScore": -0.15031437910802004,
    "upperQuartileComboQuality": 0.09328606457675051
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.16520641857756116,
    "rawScore": 0.2746288516614004,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 352,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 14,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 352,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 14,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 352,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 14,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 352,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 14,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 339,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 21,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 339,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 21,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 339,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 21,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 339,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 21,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 330,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 30,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 330,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 30,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
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      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 330,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 30,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
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        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
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      }
    },
    {
      "topN": 5,
      "ticker": "PM",
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 330,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 30,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "PM",
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 315,
      "fitnessScore": -0.15031437910802004,
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      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
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      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 315,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 45,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 315,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 45,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 315,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 45,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
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    },
    {
      "topN": 2,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 297,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 63,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
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      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
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    },
    {
      "topN": 3,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 297,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 63,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
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    },
    {
      "topN": 4,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 297,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 63,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
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    },
    {
      "topN": 5,
      "ticker": "PM",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.09328606457675051,
      "eligibleDays": 297,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 63,
      "returnLift1D": 0.01045363437186908,
      "hitRateLift1D": -0.3333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.3333333333333333,
        "5": 0,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": -0.01045363437186908,
        "5": -0.06424628733697535,
        "10": 0
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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": 0.09328606457675051,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 14,
      "returnLift1D": 0.01045363437186908,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09328606457675051,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 21,
      "returnLift1D": 0.01045363437186908,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09328606457675051,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 30,
      "returnLift1D": 0.01045363437186908,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09328606457675051,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 45,
      "returnLift1D": 0.01045363437186908,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.09328606457675051,
      "fitnessScore": -0.15031437910802004,
      "lookbackDays": 63,
      "returnLift1D": 0.01045363437186908,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "614a723cfd64d57005982f9564ae73f28cdc0690554256ab647a6bbcb26470c2",
    "size": 13,
    "members": [
      "PM",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "PM",
    "hitRates": {
      "1": 0.55625,
      "5": 0.6089743589743589,
      "10": 0.6064516129032258
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    "hitRate1D": 0.55625,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.8614695151966594,
    "eligibleDays": 368,
    "fitnessScore": 0.752060837491431,
    "lookbackDays": 21,
    "returnLift1D": 0.0009768669137600811,
    "hitRateLift1D": -0.006249999999999978,
    "portfolioSize": 4,
    "activationRate": 0.43478260869565216,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.5625,
      "5": 0.5879120879120879,
      "10": 0.5682451253481894
    },
    "sampleConfidence": 0.9962500000000001,
    "shadowSharpeLike": 1.2545134539193075,
    "avgForwardReturns": {
      "1": 0.0023195850566022106,
      "5": 0.009651225267743287,
      "10": 0.017367137767145487
    },
    "shadowMaxDrawdown": -0.13285929353817116,
    "shadowTotalReturn": 0.3887647281785336,
    "avgForwardReturn1D": 0.0023195850566022106,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 156,
      "10": 155
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013427181428421295,
      "5": 0.006235065378522899,
      "10": 0.010360941216024072
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8614695151966594,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4853827149267854,
    "bestRawFitnessScore": 0.752060837491431,
    "upperQuartileComboQuality": 0.7341144532816886
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.626925111454403,
    "rawScore": 0.6489850014092151,
    "confidence": 0.9320172580046969,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 4
    },
    "profileBreadth": 0.4506575741374897,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        45
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7104143741928997,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "PM",
      "hitRates": {
        "1": 0.55625,
        "5": 0.6089743589743589,
        "10": 0.6064516129032258
      },
      "hitRate1D": 0.55625,
      "rankWeights": [
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        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.8614695151966594,
      "eligibleDays": 368,
      "fitnessScore": 0.752060837491431,
      "lookbackDays": 21,
      "returnLift1D": 0.0009768669137600811,
      "hitRateLift1D": -0.006249999999999978,
      "portfolioSize": 4,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "baselineHitRates": {
        "1": 0.5625,
        "5": 0.5879120879120879,
        "10": 0.5682451253481894
      },
      "sampleConfidence": 0.9962500000000001,
      "shadowSharpeLike": 1.2545134539193075,
      "avgForwardReturns": {
        "1": 0.0023195850566022106,
        "5": 0.009651225267743287,
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  ],
  "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": [
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  "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": "614a723cfd64d57005982f9564ae73f28cdc0690554256ab647a6bbcb26470c2",
    "size": 13,
    "members": [
      "PM",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
-
Sharpe 3m
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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
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.777
Liquidity
0.997
Momentum
0.633
Relative strength
0.628
Trend quality
0.491
Stability
0.684
Aggression
0.361
Downside risk
0.624
Drawdown state
0.983
Quality momentum
0.594
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.931
Benchmark Independence 3m Score
0.737
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.248
Correlation Change Score
0.403
Current Drawdown Score
0.975
Days Since 52w High Score
0.004
Distance From 52w High Score
0.975
Distance From Sma 20 Score
0.559
Distance From Sma 200 Score
0.748
Distance From Sma 50 Score
0.583
Downside Volatility 1m Score
0.314
Downside Volatility 1y Score
0.307
Downside Volatility 2y Score
0.307
Downside Volatility 3m Score
0.333
Downside Volatility 5y Score
0.254
Downside Volatility 6m Score
0.352
Drawdown Recovery Score
1
Excess Return 1m Score
0.620
Excess Return 1y Score
0.519
Excess Return 3m Score
0.725
Excess Return 6m Score
0.615
Expected Shortfall 95 1y Score
0.639
Log Avg Dollar Volume 20d Score
0.997
Log Market Cap Score
0.777
Drawdown Score 1m
0.748
Drawdown Score 1y
0.715
Drawdown Score 2y
0.742
Drawdown Score 3m
0.750
Drawdown Score 5y
0.772
Drawdown Score 6m
0.663
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.699
Relative Strength Slope 3m Score
0.563
Relative Volume 20d Score
0.280
Return 1m Score
0.631
Return 1w Score
0.522
Return 1y Score
0.624
Return 2y Score
0.547
Return 3m Score
0.719
Return 5y Score
0.187
Return 6m Score
0.626
Return Skewness 1y Score
0.524
Sector Excess Return 1y Score
0.751
Sharpe 1m Score
0.980
Sharpe 1y Score
0.557
Sharpe 2y Score
0.665
Sharpe 3m Score
0.828
Sharpe 5y Score
0.577
Sharpe 6m Score
0.610
Sortino 1m Score
0.795
Sortino 1y Score
0.473
Sortino 2y Score
0.537
Sortino 3m Score
0.666
Sortino 5y Score
0.481
Sortino 6m Score
0.507
Trend R2 1m Score
0.521
Trend R2 1w Score
0.017
Trend R2 1y Score
0.462
Trend R2 2y Score
0.729
Trend R2 3m Score
0.397
Trend R2 5y Score
0.811
Trend R2 6m Score
0.105
Trend Slope 1m Score
0.712
Trend Slope 1w Score
0.553
Trend Slope 1y Score
0.544
Trend Slope 2y Score
0.562
Trend Slope 3m Score
0.604
Trend Slope 5y Score
0.548
Trend Slope 6m Score
0.532
Volatility 1m Score
0.374
Volatility 1w Score
0.433
Volatility 1y Score
0.305
Volatility 2y Score
0.298
Volatility 3m Score
0.369
Volatility 5y Score
0.242
Volatility 6m Score
0.354
Worst Day 1y Score
0.739
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
979,815,211.864
Best Day 1y
0.070
Beta To Benchmark 1y
-0.152
Beta 3m
-0.657
Beta Change
-0.504
Beta To Sector 1y
1.127
Correlation To Benchmark 1y
-0.069
Correlation 3m
-0.263
Correlation Change
-0.193
Correlation To Sector 1y
0.558
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.931
Benchmark Independence 3m Score
0.737
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.248
Correlation Change Score
0.403
Current Drawdown Score
0.975
Distance From Sma 20 Score
0.559
Distance From Sma 200 Score
0.748
Current Drawdown
-0.016
Days Since 52w High
1
Distance From 52w High
-0.016
Distance From Sma 20
0.035
Distance From Sma 200
0.149
Distance From Sma 50
0.050
Downside Capture 1y
2.823
Downside Volatility 1m
0.286
Downside Volatility 1w
-
Downside Volatility 1y
0.280
Downside Volatility 2y
0.280
Downside Volatility 3m
0.300
Downside Volatility 5y
0.240
Downside Volatility 6m
0.314
Drawdown Recovery
1
Excess Return 1m
0.072
Excess Return 1y
0.011
Excess Return 3m
0.135
Excess Return 6m
0.069
Expected Shortfall 95 1y
-0.036
Market Cap
300,801,857,278
Max Drawdown 1m
-0.063
Max Drawdown 1w
-0.026
Max Drawdown 1y
-0.185
Max Drawdown 2y
-0.206
Max Drawdown 3m
-0.100
Max Drawdown 5y
-0.228
Max Drawdown 6m
-0.185
Momentum Acceleration 1m Vs 3m
0.020
Momentum Acceleration 3m Vs 6m
0.033
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.001
Relative Volume 20d
1.056
Return 1m
0.078
Return 1w
0.007
Return 1y
0.198
Return 2y
0.915
Return 3m
0.175
Return 5y
1.431
Return 6m
0.152
Return Skewness 1y
0.146
Sector Excess Return 1y
0.151
Sharpe 1m
2.901
Sharpe 1y
0.787
Sharpe 2y
1.324
Sharpe 3m
2.141
Sharpe 5y
0.884
Sharpe 6m
1.052
Sortino 1m
3.358
Sortino 1y
0.783
Sortino 2y
1.293
Sortino 3m
2.332
Sortino 5y
0.850
Sortino 6m
1.056
Trend R2 1m
0.521
Trend R2 1w
0.017
Trend R2 1y
0.462
Trend R2 2y
0.729
Trend R2 3m
0.397
Trend R2 5y
0.811
Trend R2 6m
0.105
Trend 1m
0.003
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.358
Value At Risk 95 1y
-0.028
Volatility 1m
0.331
Volatility 1w
0.375
Volatility 1y
0.279
Volatility 2y
0.274
Volatility 3m
0.327
Volatility 5y
0.231
Volatility 6m
0.315
Worst Day 1y
-0.052
Distance From Sma 50 Score
0.583
Downside Volatility 1y Score
0.307
Downside Volatility 3m Score
0.333
Drawdown Recovery Score
1
Excess Return 1m Score
0.620
Excess Return 1y Score
0.519
Excess Return 3m Score
0.725
Excess Return 6m Score
0.615
Expected Shortfall 95 1y Score
0.639
Log Avg Dollar Volume 20d Score
0.997
Log Market Cap Score
0.777
Drawdown Score 1y
0.715
Drawdown Score 5y
0.772
Momentum Acceleration 1m Vs 3m Score
0.567
Momentum Acceleration 3m Vs 6m Score
0.611
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.699
Relative Volume 20d Score
0.280
Return 1m Score
0.631
Return 1y Score
0.624
Return 3m Score
0.719
Return 6m Score
0.626
Return Skewness 1y Score
0.524
Sortino 1y Score
0.473
Sortino 3m Score
0.666
Trend R2 1y Score
0.462
Trend R2 3m Score
0.397
Trend Slope 1y Score
0.544
Trend Slope 3m Score
0.604
Volatility 1y Score
0.305
Volatility 3m Score
0.369