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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 251-300 of 355
Page 6 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
APHInformation Technology0.6250.5690.5831.0000.970 strong0.960 strong98%Jul 26, 12:31 AM
APGEHealth Care0.9650.8380.5040.9660.929 strong0.874 strong100%Jul 26, 12:30 AM
APGIndustrials0.4430.4280.6660.712
Ticker detail

ACT

Financials | v2 | as of 2026-07-10
Close

Research Detail

ACT

ACT

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
0.097
Correlation To Benchmark 1y
0.055
Inverse To Benchmark 1y
0.945
Drawdown Score 1m
0.916
Drawdown Score 3m
0.809
0.834 strong
0.777 good
100%
Jul 26, 12:30 AM
APEIConsumer Staples0.6690.6520.6220.4010.789 good0.810 strong100%Jul 26, 12:30 AM
APDMaterials0.5660.4970.6320.8930.210 poor0.227 poor100%Jul 26, 12:29 AM
APAMFinancials0.5110.4550.6680.4860.250 poor0.241 poor100%Jul 26, 12:29 AM
APAEnergy0.4610.5110.5460.7670.732 good0.718 good100%Jul 26, 12:28 AM
AOSLInformation Technology0.6330.5580.2150.5090.696 good0.703 good100%Jul 26, 12:28 AM
AOSIndustrials0.4780.4200.5840.6850.135 poor0.141 poor100%Jul 26, 12:27 AM
AORTHealth Care0.4050.3690.3520.4300.659 good0.638 moderate100%Jul 26, 12:27 AM
AONFinancials0.5920.5180.6940.9200.085 poor0.113 poor100%Jul 26, 12:27 AM
ANIPHealth Care0.5380.4400.5400.4780.411 weak0.440 weak100%Jul 26, 12:26 AM
ANFConsumer Discretionary0.5590.3870.2890.6830.171 poor0.242 poor100%Jul 26, 12:26 AM
ANETInformation Technology0.6490.6110.4941.0000.704 good0.694 good98%Jul 26, 12:25 AM
ANDEConsumer Staples0.5690.6000.6760.4640.937 strong0.826 strong100%Jul 26, 12:25 AM
ANABHealth Care0.8880.8040.4750.5410.985 strong0.904 strong100%Jul 26, 12:24 AM
ANConsumer Discretionary0.4790.4150.6280.6360.393 weak0.350 poor100%Jul 26, 12:24 AM
AMSCIndustrials0.3940.3230.1620.5280.993 strong0.984 strong100%Jul 26, 12:24 AM
AMZNConsumer Discretionary0.4720.4460.5941.0000.277 poor0.272 poor100%Jul 26, 12:23 AM
AMRXHealth Care0.8000.7300.6810.5320.968 strong0.942 strong100%Jul 26, 12:23 AM
AMTReal Estate0.3930.3320.5810.9170.151 poor0.195 poor100%Jul 26, 12:23 AM
AMRCIndustrials0.4510.3250.1720.3890.935 strong0.924 strong100%Jul 26, 12:23 AM
AMRMaterials0.2500.2630.3190.5450.523 moderate0.529 moderate100%Jul 26, 12:22 AM
AMPXIndustrials0.2470.3530.2320.6700.990 strong0.986 strong100%Jul 26, 12:22 AM
AMPLInformation Technology0.7970.5660.2990.4340.069 poor0.130 poor100%Jul 26, 12:21 AM
AMPFinancials0.6330.5090.6480.8580.304 poor0.284 poor100%Jul 26, 12:21 AM
AMNHealth Care0.7300.7110.3100.5050.120 poor0.109 poor100%Jul 26, 12:20 AM
AMKRInformation Technology0.6420.6270.4410.9010.993 strong0.979 strong100%Jul 26, 12:20 AM
AMHReal Estate0.5470.5280.6570.6350.226 poor0.300 poor100%Jul 26, 12:19 AM
AMGNHealth Care0.6090.6040.7110.9730.116 poor0.243 poor100%Jul 26, 12:19 AM
AMGFinancials0.7000.6950.7030.6780.915 strong0.907 strong100%Jul 26, 12:18 AM
AMEIndustrials0.5440.5250.7600.8180.236 poor0.224 poor100%Jul 26, 12:18 AM
AMDInformation Technology0.7320.7440.4761.0000.155 poor0.998 strong100%Jul 26, 12:17 AM
AMCRConsumer Discretionary0.6110.4760.5660.7200.128 poor0.165 poor100%Jul 26, 12:17 AM
AMBAInformation Technology0.7560.5280.2060.7090.154 poor0.129 poor100%Jul 26, 12:16 AM
AMATInformation Technology0.6890.7150.5221.0000.136 poor0.996 strong100%Jul 26, 12:16 AM
AMEnergy0.5910.5940.7480.5890.407 weak0.467 weak100%Jul 26, 12:16 AM
ALVConsumer Discretionary0.4910.4040.6120.6410.640 moderate0.596 moderate100%Jul 26, 12:15 AM
ALSNConsumer Discretionary0.4650.4480.6650.7570.767 good0.727 good100%Jul 26, 12:15 AM
ALRMInformation Technology0.6480.5220.5580.4920.150 poor0.128 poor100%Jul 26, 12:15 AM
ALNYHealth Care0.3820.3520.4910.8870.122 poor0.472 weak100%Jul 26, 12:14 AM
ALNTInformation Technology0.7240.7000.5630.4910.980 strong0.976 strong100%Jul 26, 12:14 AM
ALMSHealth Care0.8560.6860.3970.5650.996 strong0.989 strong100%Jul 26, 12:14 AM
ALMMaterials0.5730.5310.3190.6720.993 strong0.999 strong100%Jul 26, 12:13 AM
ALLYFinancials0.5780.5210.6360.7130.537 moderate0.460 weak100%Jul 26, 12:12 AM
ALLEIndustrials0.5070.4550.6340.7490.655 good0.650 good100%Jul 26, 12:11 AM
ALLFinancials0.7160.6880.7290.8840.262 poor0.265 poor100%Jul 26, 12:11 AM
ALKTInformation Technology0.5870.4440.3830.5270.094 poor0.089 poor100%Jul 26, 12:11 AM
ALKSHealth Care0.8450.8120.6160.7110.756 good0.691 good100%Jul 26, 12:10 AM
ALKIndustrials0.6530.5060.3990.7400.375 weak0.418 weak100%Jul 26, 12:10 AM
PreviousPage 6 of 8Next
Drawdown Score 6m
0.843
Drawdown Score 1y
0.831
Drawdown Score 2y
0.808
Drawdown Score 5y
0.797
Return 1w
-0.013
Return 1m
0.069
Return 3m
0.053
Return 6m
0.136
Return 1y
0.261
Return 2y
0.534
Return 5y
1.726
Sharpe 1m
4.855
Sharpe 3m
1.155
Sharpe 6m
1.156
Sharpe 1y
1.159
Sharpe 2y
1.097
Sharpe 5y
0.973
Trend 1w
-0.004
Trend 1m
0.004
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.139
Volatility 1m
0.169
Volatility 3m
0.197
Volatility 6m
0.247
Volatility 1y
0.221
Volatility 2y
0.216
Volatility 5y
0.246
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
ACT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:54 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,208
Data Start Date
2021-09-16
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.462
Aptet Fit Raw Score
0.485
Aptet Fit Confidence
0.903
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.449
Force Fit Raw Score
0.473
Force Fit Confidence
0.898
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:54 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ACT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ACT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ACT",
    "hitRates": {
      "1": 0.5811965811965812,
      "5": 0.5603448275862069,
      "10": 0.631578947368421
    },
    "hitRate1D": 0.5811965811965812,
    "comboQuality": 0.6808397749441661,
    "eligibleDays": 352,
    "fitnessScore": 0.5166794249545167,
    "lookbackDays": 14,
    "returnLift1D": 0.0007730055720232118,
    "hitRateLift1D": 0.029768009768009862,
    "activationRate": 0.33238636363636365,
    "activationCount": 117,
    "baselineHitRates": {
      "1": 0.5514285714285714,
      "5": 0.5751445086705202,
      "10": 0.6140350877192983
    },
    "sampleConfidence": 0.9977207977207978,
    "shadowSharpeLike": 0.9088565885865558,
    "avgForwardReturns": {
      "1": 0.001782631112136746,
      "5": 0.00338642023992746,
      "10": 0.007994792447539088
    },
    "shadowMaxDrawdown": -0.07750581975206006,
    "shadowTotalReturn": 0.18335592514039623,
    "avgForwardReturn1D": 0.001782631112136746,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-17",
      "2025-03-18",
      "2025-03-20",
      "2025-03-25",
      "2025-03-27"
    ],
    "horizonObservationCounts": {
      "1": 117,
      "5": 116,
      "10": 114
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010096255401135343,
      "5": 0.005451149619472997,
      "10": 0.010867747745372535
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6808397749441661,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3610809167844726,
    "bestRawFitnessScore": 0.5166794249545167,
    "upperQuartileComboQuality": 0.4757336521794139
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4616329835477554,
    "rawScore": 0.4851670192036061,
    "confidence": 0.9029858390024883,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.2003580601389961,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        5
      ],
      "lookbackDays": [
        14,
        21
      ]
    },
    "parameterStability": 0.5983763660166935,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5811965811965812,
        "5": 0.5603448275862069,
        "10": 0.631578947368421
      },
      "hitRate1D": 0.5811965811965812,
      "comboQuality": 0.6808397749441661,
      "eligibleDays": 352,
      "fitnessScore": 0.5166794249545167,
      "lookbackDays": 14,
      "returnLift1D": 0.0007730055720232118,
      "hitRateLift1D": 0.029768009768009862,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5514285714285714,
        "5": 0.5751445086705202,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9977207977207978,
      "shadowSharpeLike": 0.9088565885865558,
      "avgForwardReturns": {
        "1": 0.001782631112136746,
        "5": 0.00338642023992746,
        "10": 0.007994792447539088
      },
      "shadowMaxDrawdown": -0.07750581975206006,
      "shadowTotalReturn": 0.18335592514039623,
      "avgForwardReturn1D": 0.001782631112136746,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-25",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 116,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010096255401135343,
        "5": 0.005451149619472997,
        "10": 0.010867747745372535
      }
    },
    {
      "topN": 5,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5523255813953488,
        "5": 0.5357142857142857,
        "10": 0.573170731707317
      },
      "hitRate1D": 0.5523255813953488,
      "comboQuality": 0.6206738946799769,
      "eligibleDays": 339,
      "fitnessScore": 0.4583300995358944,
      "lookbackDays": 21,
      "returnLift1D": -0.0001776708526977695,
      "hitRateLift1D": -0.000928856474473716,
      "activationRate": 0.5103244837758112,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5532544378698225,
        "5": 0.5778443113772455,
        "10": 0.60790273556231
      },
      "sampleConfidence": 0.9942196531791908,
      "shadowSharpeLike": 0.6594208495811188,
      "avgForwardReturns": {
        "1": 0.0009401683744775165,
        "5": 0.0007062477318382287,
        "10": 0.0027444586207655166
      },
      "shadowMaxDrawdown": -0.13897617105554405,
      "shadowTotalReturn": 0.13050980560358139,
      "avgForwardReturn1D": 0.0009401683744775165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 168,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.001117839227175286,
        "5": 0.005465346069055868,
        "10": 0.010436115423480137
      }
    },
    {
      "topN": 2,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.57,
        "5": 0.5454545454545454,
        "10": 0.6494845360824743
      },
      "hitRate1D": 0.57,
      "comboQuality": 0.5915868009972707,
      "eligibleDays": 352,
      "fitnessScore": 0.4315163833704452,
      "lookbackDays": 14,
      "returnLift1D": 0.0006794265972353832,
      "hitRateLift1D": 0.018571428571428572,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5514285714285714,
        "5": 0.5751445086705202,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9973333333333334,
      "shadowSharpeLike": 0.8304011686551425,
      "avgForwardReturns": {
        "1": 0.0016890521373489175,
        "5": 0.0035907497604685946,
        "10": 0.00792874181411038
      },
      "shadowMaxDrawdown": -0.08234013031869358,
      "shadowTotalReturn": 0.14850700096337088,
      "avgForwardReturn1D": 0.0016890521373489175,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-25",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-11"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 99,
        "10": 97
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010096255401135343,
        "5": 0.005451149619472997,
        "10": 0.010867747745372535
      }
    },
    {
      "topN": 4,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5531914893617021,
        "5": 0.5217391304347826,
        "10": 0.6029411764705882
      },
      "hitRate1D": 0.5531914893617021,
      "comboQuality": 0.5613487524669531,
      "eligibleDays": 352,
      "fitnessScore": 0.40426029442317757,
      "lookbackDays": 14,
      "returnLift1D": 0.00005802054415956614,
      "hitRateLift1D": 0.0017629179331307698,
      "activationRate": 0.4034090909090909,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5514285714285714,
        "5": 0.5751445086705202,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9948356807511738,
      "shadowSharpeLike": 0.582592577282277,
      "avgForwardReturns": {
        "1": 0.0010676460842731004,
        "5": 0.0017410702056595826,
        "10": 0.006534135670728402
      },
      "shadowMaxDrawdown": -0.09324000899611407,
      "shadowTotalReturn": 0.11329249377180983,
      "avgForwardReturn1D": 0.0010676460842731004,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 138,
        "10": 136
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010096255401135343,
        "5": 0.005451149619472997,
        "10": 0.010867747745372535
      }
    },
    {
      "topN": 5,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5493827160493827,
        "5": 0.5283018867924528,
        "10": 0.6089743589743589
      },
      "hitRate1D": 0.5493827160493827,
      "comboQuality": 0.5251223801640152,
      "eligibleDays": 352,
      "fitnessScore": 0.37212632666477363,
      "lookbackDays": 14,
      "returnLift1D": -0.00030054736939577804,
      "hitRateLift1D": -0.0020458553791886658,
      "activationRate": 0.4630681818181818,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.5514285714285714,
        "5": 0.5751445086705202,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9950920245398773,
      "shadowSharpeLike": 0.38513586560263674,
      "avgForwardReturns": {
        "1": 0.0007090781707177563,
        "5": 0.0028246259267278194,
        "10": 0.00676307931991581
      },
      "shadowMaxDrawdown": -0.08509828297417832,
      "shadowTotalReturn": 0.07041045657854927,
      "avgForwardReturn1D": 0.0007090781707177563,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 159,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010096255401135343,
        "5": 0.005451149619472997,
        "10": 0.010867747745372535
      }
    },
    {
      "topN": 2,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5490196078431373,
        "5": 0.5454545454545454,
        "10": 0.6631578947368421
      },
      "hitRate1D": 0.5490196078431373,
      "comboQuality": 0.45927074285121344,
      "eligibleDays": 339,
      "fitnessScore": 0.3140786607406163,
      "lookbackDays": 21,
      "returnLift1D": -0.00002082754922375172,
      "hitRateLift1D": -0.004234830026685232,
      "activationRate": 0.3008849557522124,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.5532544378698225,
        "5": 0.5778443113772455,
        "10": 0.60790273556231
      },
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        "1": 0.5509554140127388,
        "5": 0.5774193548387097,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.993452380952381,
      "shadowSharpeLike": -0.4259460966918424,
      "avgForwardReturns": {
        "1": -0.00046660448216762876,
        "5": -0.0024417098312295364,
        "10": -0.00530476795738151
      },
      "shadowMaxDrawdown": -0.16699852363581635,
      "shadowTotalReturn": -0.07437995574969514,
      "avgForwardReturn1D": -0.00046660448216762876,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 108,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010201189066919188,
        "5": 0.005205339636613035,
        "10": 0.009782262704732723
      }
    },
    {
      "topN": 3,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.45614035087719296,
        "5": 0.375,
        "10": 0.2222222222222222
      },
      "hitRate1D": 0.45614035087719296,
      "comboQuality": 0.08281518963675955,
      "eligibleDays": 297,
      "fitnessScore": -0.17903344905037386,
      "lookbackDays": 63,
      "returnLift1D": -0.002317557993713474,
      "hitRateLift1D": -0.0945353247984827,
      "activationRate": 0.1919191919191919,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
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      "sampleConfidence": 0.9953216374269006,
      "shadowSharpeLike": -0.8032864694032797,
      "avgForwardReturns": {
        "1": -0.0013654133922238055,
        "5": -0.003620266322105494,
        "10": -0.011297171866242418
      },
      "shadowMaxDrawdown": -0.11950322384380918,
      "shadowTotalReturn": -0.09078494085659727,
      "avgForwardReturn1D": -0.0013654133922238055,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 56,
        "10": 54
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009521446014896687,
        "5": 0.0049562699774247905,
        "10": 0.010139904834140666
      }
    },
    {
      "topN": 2,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.35,
        "5": 0.25,
        "10": 0.1
      },
      "hitRate1D": 0.35,
      "comboQuality": 0.02134702885369913,
      "eligibleDays": 297,
      "fitnessScore": -0.4915581989493284,
      "lookbackDays": 63,
      "returnLift1D": -0.005960645757811356,
      "hitRateLift1D": -0.20067567567567568,
      "activationRate": 0.06734006734006734,
      "activationCount": 20,
      "baselineHitRates": {
        "1": 0.5506756756756757,
        "5": 0.5753424657534246,
        "10": 0.6097560975609756
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3015436377651566,
      "avgForwardReturns": {
        "1": -0.005008501156321688,
        "5": -0.011705954634709253,
        "10": -0.0222466412867869
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      "shadowMaxDrawdown": -0.10973133445226013,
      "shadowTotalReturn": -0.10236575609591936,
      "avgForwardReturn1D": -0.005008501156321688,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 20,
        "5": 20,
        "10": 20
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009521446014896687,
        "5": 0.0049562699774247905,
        "10": 0.010139904834140666
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.6808397749441661,
      "fitnessScore": 0.5166794249545167,
      "lookbackDays": 14,
      "returnLift1D": 0.0007730055720232118,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "sampleConfidence": 0.9977207977207978,
      "shadowTotalReturn": 0.18335592514039623,
      "avgForwardReturn1D": 0.001782631112136746
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.6206738946799769,
      "fitnessScore": 0.4583300995358944,
      "lookbackDays": 21,
      "returnLift1D": -0.0001776708526977695,
      "activationRate": 0.5103244837758112,
      "activationCount": 173,
      "sampleConfidence": 0.9942196531791908,
      "shadowTotalReturn": 0.13050980560358139,
      "avgForwardReturn1D": 0.0009401683744775165
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.4415061987986588,
      "fitnessScore": 0.29828867898142747,
      "lookbackDays": 30,
      "returnLift1D": -0.0006518259220696193,
      "activationRate": 0.3939393939393939,
      "activationCount": 130,
      "sampleConfidence": 0.9917948717948719,
      "shadowTotalReturn": 0.024417991114249693,
      "avgForwardReturn1D": 0.00038784544784429946
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2982486688616006,
      "fitnessScore": 0.16175666684975,
      "lookbackDays": 45,
      "returnLift1D": -0.0009762878561776539,
      "activationRate": 0.4253968253968254,
      "activationCount": 134,
      "sampleConfidence": 0.9935323383084578,
      "shadowTotalReturn": -0.02329945913200715,
      "avgForwardReturn1D": 0.00004383105051426489
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.3784954511019112,
      "fitnessScore": 0.24089338137501765,
      "lookbackDays": 63,
      "returnLift1D": -0.00033016396901215607,
      "activationRate": 0.39057239057239057,
      "activationCount": 116,
      "sampleConfidence": 0.9908045977011495,
      "shadowTotalReturn": 0.040355651105145496,
      "avgForwardReturn1D": 0.0006219806324775126
    }
  ],
  "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": "3de981252fe6e150d67bd0b3063a94a8e5a1484679cfc9d9299908f7f0690783",
    "size": 13,
    "members": [
      "ACT",
      "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",
      "ACT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ACT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ACT",
    "hitRates": {
      "1": 0.5692307692307692,
      "5": 0.5348837209302325,
      "10": 0.5826771653543307
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    "hitRate1D": 0.5692307692307692,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.6294672173430952,
    "eligibleDays": 375,
    "fitnessScore": 0.46658500739756453,
    "lookbackDays": 14,
    "returnLift1D": 0.0004232748694619228,
    "hitRateLift1D": 0.022564102564102573,
    "portfolioSize": 3,
    "activationRate": 0.3466666666666667,
    "activationCount": 130,
    "baselineHitRates": {
      "1": 0.5466666666666666,
      "5": 0.5714285714285714,
      "10": 0.6038251366120219
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    "sampleConfidence": 0.997948717948718,
    "shadowSharpeLike": 0.7827177708805819,
    "avgForwardReturns": {
      "1": 0.0014747349015925353,
      "5": 0.0017086407700875289,
      "10": 0.005825992449779832
    },
    "shadowMaxDrawdown": -0.0936838352825653,
    "shadowTotalReturn": 0.16239466582598472,
    "avgForwardReturn1D": 0.0014747349015925353,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-28",
      "2025-01-29",
      "2025-01-30",
      "2025-01-31",
      "2025-02-03",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-03-03"
    ],
    "horizonObservationCounts": {
      "1": 130,
      "5": 129,
      "10": 127
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010514600321306126,
      "5": 0.005118049711616671,
      "10": 0.010028770087746533
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6294672173430952,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3696653080707897,
    "bestRawFitnessScore": 0.46658500739756453,
    "upperQuartileComboQuality": 0.47471760955784065
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.44929687703354027,
    "rawScore": 0.473341874528182,
    "confidence": 0.8984032523274671,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.15022474262552832,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5618813315447081,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5692307692307692,
        "5": 0.5348837209302325,
        "10": 0.5826771653543307
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      "hitRate1D": 0.5692307692307692,
      "rankWeights": [
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      ],
      "comboQuality": 0.6294672173430952,
      "eligibleDays": 375,
      "fitnessScore": 0.46658500739756453,
      "lookbackDays": 14,
      "returnLift1D": 0.0004232748694619228,
      "hitRateLift1D": 0.022564102564102573,
      "portfolioSize": 3,
      "activationRate": 0.3466666666666667,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5714285714285714,
        "10": 0.6038251366120219
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      "sampleConfidence": 0.997948717948718,
      "shadowSharpeLike": 0.7827177708805819,
      "avgForwardReturns": {
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        "5": 0.0017086407700875289,
        "10": 0.005825992449779832
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      "shadowMaxDrawdown": -0.0936838352825653,
      "shadowTotalReturn": 0.16239466582598472,
      "avgForwardReturn1D": 0.0014747349015925353,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 129,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010514600321306126,
        "5": 0.005118049711616671,
        "10": 0.010028770087746533
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    },
    {
      "topN": 4,
      "ticker": "ACT",
      "hitRates": {
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        "5": 0.5,
        "10": 0.5695364238410596
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      "hitRate1D": 0.5512820512820513,
      "rankWeights": [
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      ],
      "comboQuality": 0.5648859032961153,
      "eligibleDays": 375,
      "fitnessScore": 0.40742340597732973,
      "lookbackDays": 14,
      "returnLift1D": -0.0000749143360080296,
      "hitRateLift1D": 0.004615384615384688,
      "portfolioSize": 4,
      "activationRate": 0.416,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5466666666666666,
        "5": 0.5714285714285714,
        "10": 0.6038251366120219
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      "sampleConfidence": 0.997008547008547,
      "shadowSharpeLike": 0.5619621798523262,
      "avgForwardReturns": {
        "1": 0.000976545696122583,
        "5": 0.00044428806670557876,
        "10": 0.004693947956279308
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      "shadowMaxDrawdown": -0.0932400089961144,
      "shadowTotalReturn": 0.11461053384189879,
      "avgForwardReturn1D": 0.000976545696122583,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10"
      ],
      "horizonObservationCounts": {
        "1": 156,
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        "10": 151
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.5648859032961153,
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      "sampleConfidence": 0.997008547008547,
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.47661228119147386,
      "eligibleDays": 359,
      "fitnessScore": 0.3294037775639772,
      "lookbackDays": 30,
      "returnLift1D": -0.0006036293903614292,
      "hitRateLift1D": 0.026595947647575002,
      "portfolioSize": 4,
      "activationRate": 0.40668523676880225,
      "activationCount": 146,
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      "sampleConfidence": 0.9940639269406393,
      "shadowSharpeLike": 0.27584466125110085,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10051535115207433,
      "shadowTotalReturn": 0.040375879824271044,
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      "riskOffActivations": 0,
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        "2025-02-27",
        "2025-02-28",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07",
        "2025-03-10",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010667658210321478,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5753424657534246,
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      "comboQuality": 0.47661228119147386,
      "eligibleDays": 359,
      "fitnessScore": 0.3294037775639772,
      "lookbackDays": 30,
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        "1": 0.5523255813953488,
        "5": 0.5823529411764706,
        "10": 0.6149253731343284
      },
      "sampleConfidence": 0.9961352657004832,
      "shadowSharpeLike": -0.08363803466320012,
      "avgForwardReturns": {
        "1": -0.000003167767648162,
        "5": -0.0015924369196678035,
        "10": -0.0007601282918445442
      },
      "shadowMaxDrawdown": -0.1669985236358168,
      "shadowTotalReturn": -0.030128447436156502,
      "avgForwardReturn1D": -0.000003167767648162,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 135,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010955789295879455,
        "5": 0.005700356332323079,
        "10": 0.011006450546676975
      }
    },
    {
      "topN": 4,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.4936708860759494,
        "10": 0.577922077922078
      },
      "hitRate1D": 0.5308641975308642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2653409052794007,
      "eligibleDays": 368,
      "fitnessScore": 0.125953949055754,
      "lookbackDays": 21,
      "returnLift1D": -0.0011681052884622658,
      "hitRateLift1D": -0.020766237251744424,
      "portfolioSize": 4,
      "activationRate": 0.44021739130434784,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.6100278551532033
      },
      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": -0.2501499006913425,
      "avgForwardReturns": {
        "1": -0.00010987600975986284,
        "5": -0.0018802576686423327,
        "10": 0.003077478588476989
      },
      "shadowMaxDrawdown": -0.13416889284876143,
      "shadowTotalReturn": -0.06358564327783267,
      "avgForwardReturn1D": -0.00010987600975986284,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.001058229278702403,
        "5": 0.005150098920583144,
        "10": 0.010234686069922533
      }
    },
    {
      "topN": 5,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.4936708860759494,
        "10": 0.577922077922078
      },
      "hitRate1D": 0.5308641975308642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.2653409052794007,
      "eligibleDays": 368,
      "fitnessScore": 0.125953949055754,
      "lookbackDays": 21,
      "returnLift1D": -0.0011681052884622658,
      "hitRateLift1D": -0.020766237251744424,
      "portfolioSize": 5,
      "activationRate": 0.44021739130434784,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.6100278551532033
      },
      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": -0.2501499006913425,
      "avgForwardReturns": {
        "1": -0.00010987600975986284,
        "5": -0.0018802576686423327,
        "10": 0.003077478588476989
      },
      "shadowMaxDrawdown": -0.13416889284876143,
      "shadowTotalReturn": -0.06358564327783267,
      "avgForwardReturn1D": -0.00010987600975986284,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-03",
        "2025-03-04",
        "2025-03-05",
        "2025-03-06",
        "2025-03-07"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 158,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.001058229278702403,
        "5": 0.005150098920583144,
        "10": 0.010234686069922533
      }
    },
    {
      "topN": 3,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.4827586206896552,
        "5": 0.45348837209302323,
        "10": 0.36904761904761907
      },
      "hitRate1D": 0.4827586206896552,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.16473122833979809,
      "eligibleDays": 326,
      "fitnessScore": -0.0071564323072038334,
      "lookbackDays": 63,
      "returnLift1D": -0.0013063567660003216,
      "hitRateLift1D": -0.06632113391157185,
      "portfolioSize": 3,
      "activationRate": 0.2668711656441718,
      "activationCount": 87,
      "baselineHitRates": {
        "1": 0.549079754601227,
        "5": 0.577639751552795,
        "10": 0.61198738170347
      },
      "sampleConfidence": 0.9969348659003832,
      "shadowSharpeLike": -0.20811421911630348,
      "avgForwardReturns": {
        "1": -0.00027702485488872807,
        "5": 0.003320463459488886,
        "10": -0.0004957686069183022
      },
      "shadowMaxDrawdown": -0.1195032238438094,
      "shadowTotalReturn": -0.04661101017542435,
      "avgForwardReturn1D": -0.00027702485488872807,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 86,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010293319111115936,
        "5": 0.006010949083732891,
        "10": 0.01097336089966664
      }
    },
    {
      "topN": 2,
      "ticker": "ACT",
      "hitRates": {
        "1": 0.46,
        "5": 0.46,
        "10": 0.42
      },
      "hitRate1D": 0.46,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.10201868081566393,
      "eligibleDays": 326,
      "fitnessScore": -0.1284985311983663,
      "lookbackDays": 63,
      "returnLift1D": -0.001958184354011517,
      "hitRateLift1D": -0.08907975460122702,
      "portfolioSize": 2,
      "activationRate": 0.15337423312883436,
      "activationCount": 50,
      "baselineHitRates": {
        "1": 0.549079754601227,
        "5": 0.577639751552795,
        "10": 0.61198738170347
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3352785665041113,
      "avgForwardReturns": {
        "1": -0.0009288524428999234,
        "5": 0.005083513577195335,
        "10": 0.002469397841204304
      },
      "shadowMaxDrawdown": -0.11755956961746827,
      "shadowTotalReturn": -0.058754475718950094,
      "avgForwardReturn1D": -0.0009288524428999234,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 50,
        "5": 50,
        "10": 50
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010293319111115936,
        "5": 0.006010949083732891,
        "10": 0.01097336089966664
      }
    }
  ],
  "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": 0.6294672173430952,
      "fitnessScore": 0.46658500739756453,
      "lookbackDays": 14,
      "returnLift1D": 0.0004232748694619228,
      "activationRate": 0.3466666666666667,
      "activationCount": 130,
      "sampleConfidence": 0.997948717948718,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.16239466582598472,
      "avgForwardReturn1D": 0.0014747349015925353
    },
    {
      "comboQuality": 0.4740860523466296,
      "fitnessScore": 0.3271752746734894,
      "lookbackDays": 21,
      "returnLift1D": 0.00004818644896496544,
      "activationRate": 0.29347826086956524,
      "activationCount": 108,
      "sampleConfidence": 0.9938271604938272,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.09158042636816699,
      "avgForwardReturn1D": 0.0011064157276673683
    },
    {
      "comboQuality": 0.47661228119147386,
      "fitnessScore": 0.3294037775639772,
      "lookbackDays": 30,
      "returnLift1D": -0.0006036293903614292,
      "activationRate": 0.40668523676880225,
      "activationCount": 146,
      "sampleConfidence": 0.9940639269406393,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.040375879824271044,
      "avgForwardReturn1D": 0.0004631364306707185
    },
    {
      "comboQuality": 0.3710018609282631,
      "fitnessScore": 0.23385733169425565,
      "lookbackDays": 45,
      "returnLift1D": 0.00009110169391814333,
      "activationRate": 0.22093023255813954,
      "activationCount": 76,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.07417354674146992,
      "avgForwardReturn1D": 0.0011866806235060888
    },
    {
      "comboQuality": 0.46825610380867433,
      "fitnessScore": 0.3220277482874026,
      "lookbackDays": 63,
      "returnLift1D": 0.0001897558597634603,
      "activationRate": 0.3343558282208589,
      "activationCount": 109,
      "sampleConfidence": 0.9957186544342509,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.10585541674522836,
      "avgForwardReturn1D": 0.0012190877708750539
    }
  ],
  "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": "3de981252fe6e150d67bd0b3063a94a8e5a1484679cfc9d9299908f7f0690783",
    "size": 13,
    "members": [
      "ACT",
      "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
0.403
Liquidity
0.384
Momentum
0.599
Relative strength
0.522
Trend quality
0.641
Stability
0.766
Aggression
0.324
Downside risk
0.662
Drawdown state
0.976
Quality momentum
0.603
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.945
Benchmark Independence 3m Score
0.898
Beta 1y Profile Score
0.039
Beta 3m Profile Score
0
Beta Change Score
0.374
Correlation Change Score
0.421
Current Drawdown Score
0.968
Days Since 52w High Score
0.028
Distance From 52w High Score
0.968
Distance From Sma 20 Score
0.523
Distance From Sma 200 Score
0.690
Distance From Sma 50 Score
0.565
Downside Volatility 1m Score
0.112
Downside Volatility 1y Score
0.218
Downside Volatility 2y Score
0.227
Downside Volatility 3m Score
0.196
Downside Volatility 5y Score
0.266
Downside Volatility 6m Score
0.235
Drawdown Recovery Score
1
Excess Return 1m Score
0.571
Excess Return 1y Score
0.562
Excess Return 3m Score
0.400
Excess Return 6m Score
0.559
Expected Shortfall 95 1y Score
0.740
Log Avg Dollar Volume 20d Score
0.384
Log Market Cap Score
0.403
Drawdown Score 1m
0.916
Drawdown Score 1y
0.831
Drawdown Score 2y
0.808
Drawdown Score 3m
0.809
Drawdown Score 5y
0.797
Drawdown Score 6m
0.843
Momentum Acceleration 1m Vs 3m Score
0.672
Momentum Acceleration 3m Vs 6m Score
0.484
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.722
Relative Strength Slope 3m Score
0.472
Relative Volume 20d Score
0.282
Return 1m Score
0.615
Return 1w Score
0.457
Return 1y Score
0.663
Return 2y Score
0.438
Return 3m Score
0.567
Return 5y Score
0.210
Return 6m Score
0.613
Return Skewness 1y Score
0.646
Sector Excess Return 1y Score
0.802
Sharpe 1m Score
1
Sharpe 1y Score
0.632
Sharpe 2y Score
0.619
Sharpe 3m Score
0.631
Sharpe 5y Score
0.595
Sharpe 6m Score
0.631
Sortino 1m Score
1
Sortino 1y Score
0.525
Sortino 2y Score
0.510
Sortino 3m Score
0.519
Sortino 5y Score
0.495
Sortino 6m Score
0.533
Trend R2 1m Score
0.774
Trend R2 1w Score
0.639
Trend R2 1y Score
0.817
Trend R2 2y Score
0.806
Trend R2 3m Score
0.222
Trend R2 5y Score
0.968
Trend R2 6m Score
0.525
Trend Slope 1m Score
0.771
Trend Slope 1w Score
0.272
Trend Slope 1y Score
0.560
Trend Slope 2y Score
0.540
Trend Slope 3m Score
0.547
Trend Slope 5y Score
0.549
Trend Slope 6m Score
0.553
Volatility 1m Score
0.158
Volatility 1w Score
0.118
Volatility 1y Score
0.228
Volatility 2y Score
0.222
Volatility 3m Score
0.196
Volatility 5y Score
0.262
Volatility 6m Score
0.262
Worst Day 1y Score
0.774
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
14,215,973.463
Best Day 1y
0.093
Beta To Benchmark 1y
0.097
Beta 3m
-0.154
Beta Change
-0.251
Beta To Sector 1y
0.604
Correlation To Benchmark 1y
0.055
Correlation 3m
-0.102
Correlation Change
-0.158
Correlation To Sector 1y
0.405
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.945
Benchmark Independence 3m Score
0.898
Beta 1y Profile Score
0.039
Beta 3m Profile Score
0
Beta Change Score
0.374
Correlation Change Score
0.421
Current Drawdown Score
0.968
Distance From Sma 20 Score
0.523
Distance From Sma 200 Score
0.690
Current Drawdown
-0.021
Days Since 52w High
7
Distance From 52w High
-0.021
Distance From Sma 20
0.014
Distance From Sma 200
0.114
Distance From Sma 50
0.039
Downside Capture 1y
2.019
Downside Volatility 1m
0.134
Downside Volatility 1w
-
Downside Volatility 1y
0.214
Downside Volatility 2y
0.220
Downside Volatility 3m
0.197
Downside Volatility 5y
0.250
Downside Volatility 6m
0.226
Drawdown Recovery
1
Excess Return 1m
0.042
Excess Return 1y
0.037
Excess Return 3m
-0.060
Excess Return 6m
0.035
Expected Shortfall 95 1y
-0.026
Market Cap
6,365,793,758.986
Max Drawdown 1m
-0.021
Max Drawdown 1w
-0.021
Max Drawdown 1y
-0.110
Max Drawdown 2y
-0.153
Max Drawdown 3m
-0.077
Max Drawdown 5y
-0.203
Max Drawdown 6m
-0.086
Momentum Acceleration 1m Vs 3m
0.051
Momentum Acceleration 3m Vs 6m
-0.005
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.061
Return 1m
0.069
Return 1w
-0.013
Return 1y
0.261
Return 2y
0.534
Return 3m
0.053
Return 5y
1.726
Return 6m
0.136
Return Skewness 1y
0.878
Sector Excess Return 1y
0.181
Sharpe 1m
4.855
Sharpe 1y
1.159
Sharpe 2y
1.097
Sharpe 3m
1.155
Sharpe 5y
0.973
Sharpe 6m
1.156
Sortino 1m
6.097
Sortino 1y
1.197
Sortino 2y
1.079
Sortino 3m
1.154
Sortino 5y
0.960
Sortino 6m
1.261
Trend R2 1m
0.774
Trend R2 1w
0.639
Trend R2 1y
0.817
Trend R2 2y
0.806
Trend R2 3m
0.222
Trend R2 5y
0.968
Trend R2 6m
0.525
Trend 1m
0.004
Trend 1w
-0.004
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.001
Upside Capture 1y
0.511
Value At Risk 95 1y
-0.021
Volatility 1m
0.169
Volatility 1w
0.139
Volatility 1y
0.221
Volatility 2y
0.216
Volatility 3m
0.197
Volatility 5y
0.246
Volatility 6m
0.247
Worst Day 1y
-0.045
Distance From Sma 50 Score
0.565
Downside Volatility 1y Score
0.218
Downside Volatility 3m Score
0.196
Drawdown Recovery Score
1
Excess Return 1m Score
0.571
Excess Return 1y Score
0.562
Excess Return 3m Score
0.400
Excess Return 6m Score
0.559
Expected Shortfall 95 1y Score
0.740
Log Avg Dollar Volume 20d Score
0.384
Log Market Cap Score
0.403
Drawdown Score 1y
0.831
Drawdown Score 5y
0.797
Momentum Acceleration 1m Vs 3m Score
0.672
Momentum Acceleration 3m Vs 6m Score
0.484
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.722
Relative Volume 20d Score
0.282
Return 1m Score
0.615
Return 1y Score
0.663
Return 3m Score
0.567
Return 6m Score
0.613
Return Skewness 1y Score
0.646
Sortino 1y Score
0.525
Sortino 3m Score
0.519
Trend R2 1y Score
0.817
Trend R2 3m Score
0.222
Trend Slope 1y Score
0.560
Trend Slope 3m Score
0.547
Volatility 1y Score
0.228
Volatility 3m Score
0.196