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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

AIZ

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

Research Detail

AIZ

AIZ

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
0.277
Correlation To Benchmark 1y
0.143
Inverse To Benchmark 1y
0.857
Drawdown Score 1m
0.932
Drawdown Score 3m
0.896
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
0.771
Drawdown Score 1y
0.807
Drawdown Score 2y
0.740
Drawdown Score 5y
0.554
Return 1w
-0.002
Return 1m
0.111
Return 3m
0.253
Return 6m
0.188
Return 1y
0.486
Return 2y
0.782
Return 5y
0.935
Sharpe 1m
7.935
Sharpe 3m
4.592
Sharpe 6m
1.561
Sharpe 1y
1.749
Sharpe 2y
1.290
Sharpe 5y
0.653
Trend 1w
-0.001
Trend 1m
0.005
Trend 3m
0.004
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.072
Volatility 1m
0.161
Volatility 3m
0.201
Volatility 6m
0.240
Volatility 1y
0.244
Volatility 2y
0.248
Volatility 5y
0.250
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
AIZ
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:05 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.528
Aptet Fit Raw Score
0.553
Aptet Fit Confidence
0.910
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.527
Force Fit Raw Score
0.548
Force Fit Confidence
0.925
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:05 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIZ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIZ",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AIZ",
    "hitRates": {
      "1": 0.5741935483870968,
      "5": 0.609271523178808,
      "10": 0.6232876712328768
    },
    "hitRate1D": 0.5741935483870968,
    "comboQuality": 0.8514964602842086,
    "eligibleDays": 315,
    "fitnessScore": 0.7342050406985741,
    "lookbackDays": 45,
    "returnLift1D": 0.00039564426817936035,
    "hitRateLift1D": 0.0009451407437847115,
    "activationRate": 0.49523809523809526,
    "activationCount": 156,
    "baselineHitRates": {
      "1": 0.5732484076433121,
      "5": 0.6,
      "10": 0.6032786885245902
    },
    "sampleConfidence": 0.9931623931623932,
    "shadowSharpeLike": 1.6454076812777463,
    "avgForwardReturns": {
      "1": 0.0017501016902411568,
      "5": 0.006472911713093308,
      "10": 0.013749729451519808
    },
    "shadowMaxDrawdown": -0.06875499826782816,
    "shadowTotalReturn": 0.2849017177600459,
    "avgForwardReturn1D": 0.0017501016902411568,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25"
    ],
    "horizonObservationCounts": {
      "1": 155,
      "5": 151,
      "10": 146
    },
    "baselineAvgForwardReturns": {
      "1": 0.0013544574220617964,
      "5": 0.0066391717207630215,
      "10": 0.013390010029758223
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8514964602842086,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3993672732561836,
    "bestRawFitnessScore": 0.7342050406985741,
    "upperQuartileComboQuality": 0.640958593265734
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5282373543348802,
    "rawScore": 0.5530433639234001,
    "confidence": 0.9102927140738436,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.4003696982807114,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        14,
        45,
        63
      ]
    },
    "parameterStability": 0.52666168630931,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5741935483870968,
        "5": 0.609271523178808,
        "10": 0.6232876712328768
      },
      "hitRate1D": 0.5741935483870968,
      "comboQuality": 0.8514964602842086,
      "eligibleDays": 315,
      "fitnessScore": 0.7342050406985741,
      "lookbackDays": 45,
      "returnLift1D": 0.00039564426817936035,
      "hitRateLift1D": 0.0009451407437847115,
      "activationRate": 0.49523809523809526,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.9931623931623932,
      "shadowSharpeLike": 1.6454076812777463,
      "avgForwardReturns": {
        "1": 0.0017501016902411568,
        "5": 0.006472911713093308,
        "10": 0.013749729451519808
      },
      "shadowMaxDrawdown": -0.06875499826782816,
      "shadowTotalReturn": 0.2849017177600459,
      "avgForwardReturn1D": 0.0017501016902411568,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 151,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013544574220617964,
        "5": 0.0066391717207630215,
        "10": 0.013390010029758223
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5984251968503937,
        "5": 0.5772357723577236,
        "10": 0.6101694915254238
      },
      "hitRate1D": 0.5984251968503937,
      "comboQuality": 0.7915961809040699,
      "eligibleDays": 297,
      "fitnessScore": 0.6436062258099994,
      "lookbackDays": 63,
      "returnLift1D": 0.00045422548734995417,
      "hitRateLift1D": 0.027479250904447805,
      "activationRate": 0.43097643097643096,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9916666666666667,
      "shadowSharpeLike": 1.4315856383370094,
      "avgForwardReturns": {
        "1": 0.001652853916420437,
        "5": 0.005357285853603285,
        "10": 0.008939956295933166
      },
      "shadowMaxDrawdown": -0.06361306672726352,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
        "2025-10-02"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5769230769230769,
        "5": 0.5723684210526315,
        "10": 0.6258503401360545
      },
      "hitRate1D": 0.5769230769230769,
      "comboQuality": 0.7705321172528777,
      "eligibleDays": 297,
      "fitnessScore": 0.6164900177041678,
      "lookbackDays": 63,
      "returnLift1D": 0.0000348353012830328,
      "hitRateLift1D": 0.005977130977130929,
      "activationRate": 0.5286195286195287,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
      },
      "sampleConfidence": 0.9932059447983015,
      "shadowSharpeLike": 1.1783428526369741,
      "avgForwardReturns": {
        "1": 0.0012334637303535157,
        "5": 0.00526474431414374,
        "10": 0.010453373900533794
      },
      "shadowMaxDrawdown": -0.0856486596963566,
      "shadowTotalReturn": 0.18954610295277363,
      "avgForwardReturn1D": 0.0012334637303535157,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 152,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.546583850931677,
        "5": 0.535031847133758,
        "10": 0.49019607843137253
      },
      "hitRate1D": 0.546583850931677,
      "comboQuality": 0.741557055211295,
      "eligibleDays": 352,
      "fitnessScore": 0.5818969732599181,
      "lookbackDays": 14,
      "returnLift1D": 0.000736566370537733,
      "hitRateLift1D": -0.01055900621118011,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5571428571428572,
        "5": 0.5751445086705202,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.9950310559006211,
      "shadowSharpeLike": 0.9967261458202563,
      "avgForwardReturns": {
        "1": 0.0015902007563496075,
        "5": 0.000590161449634452,
        "10": 0.0012161814263988257
      },
      "shadowMaxDrawdown": -0.11489389323770016,
      "shadowTotalReturn": 0.2425998498379578,
      "avgForwardReturn1D": 0.0015902007563496075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 157,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008536343858118745,
        "5": 0.004603118008412981,
        "10": 0.009544476803593842
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5602836879432624,
        "5": 0.5985401459854015,
        "10": 0.6060606060606061
      },
      "hitRate1D": 0.5602836879432624,
      "comboQuality": 0.6916334833739464,
      "eligibleDays": 315,
      "fitnessScore": 0.5277087625406439,
      "lookbackDays": 45,
      "returnLift1D": -0.00013706260388328243,
      "hitRateLift1D": -0.012964719700049643,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5732484076433121,
        "5": 0.6,
        "10": 0.6032786885245902
      },
      "sampleConfidence": 0.9924882629107982,
      "shadowSharpeLike": 1.1067138793775706,
      "avgForwardReturns": {
        "1": 0.001217394818178514,
        "5": 0.006114311448540181,
        "10": 0.012448327278676619
      },
      "shadowMaxDrawdown": -0.06898695815154099,
      "shadowTotalReturn": 0.16390155994112998,
      "avgForwardReturn1D": 0.001217394818178514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-08-14",
        "2025-08-15",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013544574220617964,
        "5": 0.0066391717207630215,
        "10": 0.013390010029758223
      }
    },
    {
      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5314685314685315,
        "5": 0.5460992907801419,
        "10": 0.48905109489051096
      },
      "hitRate1D": 0.5314685314685315,
      "comboQuality": 0.6240669632296633,
      "eligibleDays": 352,
      "fitnessScore": 0.46150626116221855,
      "lookbackDays": 14,
      "returnLift1D": 0.0005755469600973733,
      "hitRateLift1D": -0.025674325674325704,
      "activationRate": 0.40625,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5571428571428572,
        "5": 0.5751445086705202,
        "10": 0.5789473684210527
      },
      "sampleConfidence": 0.9962703962703964,
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        "10": 0.5805471124620061
      },
      "sampleConfidence": 0.9935103244837759,
      "shadowSharpeLike": -0.44220914668378286,
      "avgForwardReturns": {
        "1": -0.0005986020801262834,
        "5": -0.002669454749085898,
        "10": -0.0038752733192610987
      },
      "shadowMaxDrawdown": -0.1897048592653905,
      "shadowTotalReturn": -0.08897640995181133,
      "avgForwardReturn1D": -0.0005986020801262834,
      "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": 113,
        "5": 110,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009379245227800782,
        "5": 0.004823694625577012,
        "10": 0.009929317822644952
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.40540540540540543,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5609756097560976,
      "comboQuality": 0.14446618036705486,
      "eligibleDays": 297,
      "fitnessScore": -0.04130964186649749,
      "lookbackDays": 63,
      "returnLift1D": -0.00284051028327601,
      "hitRateLift1D": -0.009970336189848328,
      "activationRate": 0.1414141414141414,
      "activationCount": 42,
      "baselineHitRates": {
        "1": 0.5709459459459459,
        "5": 0.5958904109589042,
        "10": 0.5923344947735192
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      "sampleConfidence": 0.9761904761904763,
      "shadowSharpeLike": -0.8192985452802258,
      "avgForwardReturns": {
        "1": -0.001641881854205527,
        "5": -0.004855288049331663,
        "10": -0.003337322551721794
      },
      "shadowMaxDrawdown": -0.09682721218745749,
      "shadowTotalReturn": -0.07336346554723472,
      "avgForwardReturn1D": -0.001641881854205527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-01",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 37,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.001198628429070483,
        "5": 0.006410312884729372,
        "10": 0.013103921388234314
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    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.4810126582278481,
        "5": 0.52,
        "10": 0.5142857142857142
      },
      "hitRate1D": 0.4810126582278481,
      "comboQuality": 0.043064477042475034,
      "eligibleDays": 330,
      "fitnessScore": -0.3322282623931008,
      "lookbackDays": 30,
      "returnLift1D": -0.0035733312143550622,
      "hitRateLift1D": -0.07825785848947708,
      "activationRate": 0.23939393939393938,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.5592705167173252,
        "5": 0.5907692307692308,
        "10": 0.596875
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      "sampleConfidence": 0.989029535864979,
      "shadowSharpeLike": -1.4829015286464462,
      "avgForwardReturns": {
        "1": -0.002571547688811438,
        "5": -0.0016950163829918762,
        "10": 0.005515426834242797
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      "shadowMaxDrawdown": -0.21791774587309476,
      "shadowTotalReturn": -0.2011157364355307,
      "avgForwardReturn1D": -0.002571547688811438,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-08-07",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-20"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 75,
        "10": 70
      },
      "baselineAvgForwardReturns": {
        "1": 0.001001783525543624,
        "5": 0.005431260812433866,
        "10": 0.01242031229647594
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.741557055211295,
      "fitnessScore": 0.5818969732599181,
      "lookbackDays": 14,
      "returnLift1D": 0.000736566370537733,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "sampleConfidence": 0.9950310559006211,
      "shadowTotalReturn": 0.2425998498379578,
      "avgForwardReturn1D": 0.0015902007563496075
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.33990517146568955,
      "fitnessScore": 0.2039822967306387,
      "lookbackDays": 21,
      "returnLift1D": -0.0005299917919119627,
      "activationRate": 0.23303834808259588,
      "activationCount": 79,
      "sampleConfidence": 0.9957805907172996,
      "shadowTotalReturn": 0.013027596423248022,
      "avgForwardReturn1D": 0.00040793273086811544
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.3313991027325798,
      "fitnessScore": 0.19558993792749235,
      "lookbackDays": 30,
      "returnLift1D": -0.000784765845188007,
      "activationRate": 0.4212121212121212,
      "activationCount": 139,
      "sampleConfidence": 0.992326139088729,
      "shadowTotalReturn": 0.00546079386598608,
      "avgForwardReturn1D": 0.00021701768035561696
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8514964602842086,
      "fitnessScore": 0.7342050406985741,
      "lookbackDays": 45,
      "returnLift1D": 0.00039564426817936035,
      "activationRate": 0.49523809523809526,
      "activationCount": 156,
      "sampleConfidence": 0.9931623931623932,
      "shadowTotalReturn": 0.2849017177600459,
      "avgForwardReturn1D": 0.0017501016902411568
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7915961809040699,
      "fitnessScore": 0.6436062258099994,
      "lookbackDays": 63,
      "returnLift1D": 0.00045422548734995417,
      "activationRate": 0.43097643097643096,
      "activationCount": 128,
      "sampleConfidence": 0.9916666666666667,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437
    }
  ],
  "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": "8f1a96e3d391f9691e8a9bd5d03e0e98534bcc504e40c275f43f4c7e651f30e0",
    "size": 13,
    "members": [
      "AIZ",
      "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",
      "AIZ"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIZ",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIZ",
    "hitRates": {
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      "5": 0.5772357723577236,
      "10": 0.6101694915254238
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    "hitRate1D": 0.5984251968503937,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.7736333923840512,
    "eligibleDays": 326,
    "fitnessScore": 0.6203672984191396,
    "lookbackDays": 63,
    "returnLift1D": 0.0005498973302449255,
    "hitRateLift1D": 0.03707550359886003,
    "portfolioSize": 4,
    "activationRate": 0.3895705521472393,
    "activationCount": 127,
    "baselineHitRates": {
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      "5": 0.5962732919254659,
      "10": 0.6025236593059937
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    "sampleConfidence": 0.9931758530183727,
    "shadowSharpeLike": 1.366137573869271,
    "avgForwardReturns": {
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      "5": 0.005357285853603285,
      "10": 0.008939956295933166
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    "shadowMaxDrawdown": -0.06361306672726352,
    "shadowTotalReturn": 0.20844384526353865,
    "avgForwardReturn1D": 0.001652853916420437,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-08-15",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-09-26",
      "2025-09-29",
      "2025-10-01",
      "2025-10-02"
    ],
    "horizonObservationCounts": {
      "1": 127,
      "5": 123,
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    "baselineAvgForwardReturns": {
      "1": 0.0011029565861755115,
      "5": 0.00662701255641248,
      "10": 0.013330883503466655
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7736333923840512,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.35252091163799787,
    "bestRawFitnessScore": 0.6203672984191396,
    "upperQuartileComboQuality": 0.5635326663538542
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  "algorithmFit": {
    "label": "moderate",
    "score": 0.5273300849674311,
    "rawScore": 0.5480051163829176,
    "confidence": 0.9245443854540952,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.35033039692102486,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.750342881408236,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5984251968503937,
        "5": 0.5772357723577236,
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      "hitRate1D": 0.5984251968503937,
      "rankWeights": [
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      "comboQuality": 0.7736333923840512,
      "eligibleDays": 326,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "hitRateLift1D": 0.03707550359886003,
      "portfolioSize": 4,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
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      "shadowMaxDrawdown": -0.06361306672726352,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
        "2025-10-02"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5984251968503937,
      "rankWeights": [
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      "comboQuality": 0.7736333923840512,
      "eligibleDays": 326,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "hitRateLift1D": 0.03707550359886003,
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      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": 1.366137573869271,
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      "shadowMaxDrawdown": -0.06361306672726352,
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      "avgForwardReturn1D": 0.001652853916420437,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-20",
        "2025-08-15",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-26",
        "2025-09-29",
        "2025-10-01",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.6302397438829247,
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    },
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      "comboQuality": 0.6302397438829247,
      "eligibleDays": 344,
      "fitnessScore": 0.46731399980494726,
      "lookbackDays": 45,
      "returnLift1D": 0.000018443760555657664,
      "hitRateLift1D": -0.004085480829666865,
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      "shadowSharpeLike": 0.903006097280642,
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      "riskOffActivations": 0,
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        "2025-03-20",
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        "2025-03-27",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-08-14"
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      "horizonObservationCounts": {
        "1": 148,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "comboQuality": 0.5929159299060311,
      "eligibleDays": 326,
      "fitnessScore": 0.43272723659019335,
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        "10": 0.5793871866295265
      },
      "sampleConfidence": 0.993483709273183,
      "shadowSharpeLike": -0.41739467105667905,
      "avgForwardReturns": {
        "1": -0.0005086581483825972,
        "5": -0.002648164403388507,
        "10": -0.0009541709723574201
      },
      "shadowMaxDrawdown": -0.1986155774095235,
      "shadowTotalReturn": -0.09357824064527931,
      "avgForwardReturn1D": -0.0005086581483825972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 5,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.518796992481203,
        "5": 0.4806201550387597,
        "10": 0.47580645161290325
      },
      "hitRate1D": 0.518796992481203,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.166465266512438,
      "eligibleDays": 368,
      "fitnessScore": -0.004395512910936122,
      "lookbackDays": 21,
      "returnLift1D": -0.0013802938928911485,
      "hitRateLift1D": -0.03283344230140561,
      "portfolioSize": 5,
      "activationRate": 0.36141304347826086,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.5793871866295265
      },
      "sampleConfidence": 0.993483709273183,
      "shadowSharpeLike": -0.41739467105667905,
      "avgForwardReturns": {
        "1": -0.0005086581483825972,
        "5": -0.002648164403388507,
        "10": -0.0009541709723574201
      },
      "shadowMaxDrawdown": -0.1986155774095235,
      "shadowTotalReturn": -0.09357824064527931,
      "avgForwardReturn1D": -0.0005086581483825972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 129,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5609756097560976,
        "5": 0.40540540540540543,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5609756097560976,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14137925849683394,
      "eligibleDays": 326,
      "fitnessScore": -0.046853876512585775,
      "lookbackDays": 63,
      "returnLift1D": -0.0027448384403810384,
      "hitRateLift1D": -0.0003740834954361061,
      "portfolioSize": 2,
      "activationRate": 0.12576687116564417,
      "activationCount": 41,
      "baselineHitRates": {
        "1": 0.5613496932515337,
        "5": 0.5962732919254659,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 0.9804878048780488,
      "shadowSharpeLike": -0.7820332820773924,
      "avgForwardReturns": {
        "1": -0.001641881854205527,
        "5": -0.004855288049331663,
        "10": -0.003337322551721794
      },
      "shadowMaxDrawdown": -0.09682721218745749,
      "shadowTotalReturn": -0.07336346554723472,
      "avgForwardReturn1D": -0.001641881854205527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-10-01",
        "2025-10-02",
        "2025-10-03",
        "2025-10-06",
        "2025-10-07",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10",
        "2025-10-13",
        "2025-10-14"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 37,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011029565861755115,
        "5": 0.00662701255641248,
        "10": 0.013330883503466655
      }
    },
    {
      "topN": 3,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.5128205128205128,
        "5": 0.4473684210526316,
        "10": 0.44954128440366975
      },
      "hitRate1D": 0.5128205128205128,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.12277925755595537,
      "eligibleDays": 368,
      "fitnessScore": -0.08260152615377729,
      "lookbackDays": 21,
      "returnLift1D": -0.0017151111414236873,
      "hitRateLift1D": -0.03880992196209587,
      "portfolioSize": 3,
      "activationRate": 0.3179347826086957,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5686813186813187,
        "10": 0.5793871866295265
      },
      "sampleConfidence": 0.9937321937321938,
      "shadowSharpeLike": -0.5845318532172783,
      "avgForwardReturns": {
        "1": -0.0008434753969151361,
        "5": -0.003990630243482463,
        "10": -0.004964694434147425
      },
      "shadowMaxDrawdown": -0.21285600735159027,
      "shadowTotalReturn": -0.11912282789358986,
      "avgForwardReturn1D": -0.0008434753969151361,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008716357445085512,
        "5": 0.004283024236529466,
        "10": 0.009054019004480003
      }
    },
    {
      "topN": 2,
      "ticker": "AIZ",
      "hitRates": {
        "1": 0.47560975609756095,
        "5": 0.5,
        "10": 0.4931506849315068
      },
      "hitRate1D": 0.47560975609756095,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.038843028795453774,
      "eligibleDays": 359,
      "fitnessScore": -0.35589400539402855,
      "lookbackDays": 30,
      "returnLift1D": -0.003638322898707707,
      "hitRateLift1D": -0.07870779264895711,
      "portfolioSize": 2,
      "activationRate": 0.22841225626740946,
      "activationCount": 82,
      "baselineHitRates": {
        "1": 0.5543175487465181,
        "5": 0.5774647887323944,
        "10": 0.5914285714285714
      },
      "sampleConfidence": 0.9894308943089432,
      "shadowSharpeLike": -1.455158632496184,
      "avgForwardReturns": {
        "1": -0.002619885231021969,
        "5": -0.0034131114110724494,
        "10": 0.0015731928311441994
      },
      "shadowMaxDrawdown": -0.22107168571612812,
      "shadowTotalReturn": -0.21035862112430215,
      "avgForwardReturn1D": -0.002619885231021969,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-08-07",
        "2025-08-14",
        "2025-08-15"
      ],
      "horizonObservationCounts": {
        "1": 82,
        "5": 78,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.001018437667685738,
        "5": 0.005237021820633321,
        "10": 0.010255992056542707
      }
    }
  ],
  "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": 0.5537382451697953,
      "fitnessScore": 0.3974730122562453,
      "lookbackDays": 14,
      "returnLift1D": 0.00026270256521526074,
      "activationRate": 0.4,
      "activationCount": 150,
      "sampleConfidence": 0.9968888888888889,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14889137067266534,
      "avgForwardReturn1D": 0.0011936366200179925
    },
    {
      "comboQuality": 0.3421305696123196,
      "fitnessScore": 0.20616091320661514,
      "lookbackDays": 21,
      "returnLift1D": -0.000389952101373246,
      "activationRate": 0.22010869565217392,
      "activationCount": 81,
      "sampleConfidence": 0.9958847736625515,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.019748445472613785,
      "avgForwardReturn1D": 0.0004816836431353052
    },
    {
      "comboQuality": 0.30846652566537064,
      "fitnessScore": 0.1723943899444236,
      "lookbackDays": 30,
      "returnLift1D": -0.0008403389786479935,
      "activationRate": 0.3955431754874652,
      "activationCount": 142,
      "sampleConfidence": 0.9938967136150235,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.0003093949270269736,
      "avgForwardReturn1D": 0.00017809868903774447
    },
    {
      "comboQuality": 0.6302397438829247,
      "fitnessScore": 0.46731399980494726,
      "lookbackDays": 45,
      "returnLift1D": 0.000018443760555657664,
      "activationRate": 0.43023255813953487,
      "activationCount": 148,
      "sampleConfidence": 0.9941441441441442,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.14126034984044833,
      "avgForwardReturn1D": 0.0010443440910506373
    },
    {
      "comboQuality": 0.7736333923840512,
      "fitnessScore": 0.6203672984191396,
      "lookbackDays": 63,
      "returnLift1D": 0.0005498973302449255,
      "activationRate": 0.3895705521472393,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.20844384526353865,
      "avgForwardReturn1D": 0.001652853916420437
    }
  ],
  "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": "8f1a96e3d391f9691e8a9bd5d03e0e98534bcc504e40c275f43f4c7e651f30e0",
    "size": 13,
    "members": [
      "AIZ",
      "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
0.479
Liquidity
0.675
Momentum
0.708
Relative strength
0.715
Trend quality
0.772
Stability
0.742
Aggression
0.319
Downside risk
0.701
Drawdown state
0.994
Quality momentum
0.724
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.857
Benchmark Independence 3m Score
0.912
Beta 1y Profile Score
0.111
Beta 3m Profile Score
0
Beta Change Score
0.294
Correlation Change Score
0.385
Current Drawdown Score
0.993
Days Since 52w High Score
0.012
Distance From 52w High Score
0.993
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
0.842
Distance From Sma 50 Score
0.655
Downside Volatility 1m Score
0.079
Downside Volatility 1y Score
0.254
Downside Volatility 2y Score
0.270
Downside Volatility 3m Score
0.128
Downside Volatility 5y Score
0.277
Downside Volatility 6m Score
0.279
Drawdown Recovery Score
1
Excess Return 1m Score
0.640
Excess Return 1y Score
0.938
Excess Return 3m Score
0.734
Excess Return 6m Score
0.646
Expected Shortfall 95 1y Score
0.680
Log Avg Dollar Volume 20d Score
0.675
Log Market Cap Score
0.479
Drawdown Score 1m
0.932
Drawdown Score 1y
0.807
Drawdown Score 2y
0.740
Drawdown Score 3m
0.896
Drawdown Score 5y
0.554
Drawdown Score 6m
0.771
Momentum Acceleration 1m Vs 3m Score
0.589
Momentum Acceleration 3m Vs 6m Score
0.677
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.718
Relative Strength Slope 3m Score
0.650
Relative Volume 20d Score
0.224
Return 1m Score
0.685
Return 1w Score
0.493
Return 1y Score
0.804
Return 2y Score
0.509
Return 3m Score
0.817
Return 5y Score
0.149
Return 6m Score
0.657
Return Skewness 1y Score
0.600
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.750
Sharpe 2y Score
0.658
Sharpe 3m Score
1
Sharpe 5y Score
0.531
Sharpe 6m Score
0.712
Sortino 1m Score
1
Sortino 1y Score
0.596
Sortino 2y Score
0.533
Sortino 3m Score
1
Sortino 5y Score
0.454
Sortino 6m Score
0.555
Trend R2 1m Score
0.885
Trend R2 1w Score
0.167
Trend R2 1y Score
0.698
Trend R2 2y Score
0.661
Trend R2 3m Score
0.930
Trend R2 5y Score
0.595
Trend R2 6m Score
0.462
Trend Slope 1m Score
0.801
Trend Slope 1w Score
0.466
Trend Slope 1y Score
0.566
Trend Slope 2y Score
0.538
Trend Slope 3m Score
0.725
Trend Slope 5y Score
0.529
Trend Slope 6m Score
0.586
Volatility 1m Score
0.148
Volatility 1w Score
0.029
Volatility 1y Score
0.258
Volatility 2y Score
0.264
Volatility 3m Score
0.202
Volatility 5y Score
0.267
Volatility 6m Score
0.253
Worst Day 1y Score
0.568
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
105,659,341.167
Best Day 1y
0.112
Beta To Benchmark 1y
0.277
Beta 3m
-0.136
Beta Change
-0.412
Beta To Sector 1y
0.733
Correlation To Benchmark 1y
0.143
Correlation 3m
-0.088
Correlation Change
-0.231
Correlation To Sector 1y
0.445
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.857
Benchmark Independence 3m Score
0.912
Beta 1y Profile Score
0.111
Beta 3m Profile Score
0
Beta Change Score
0.294
Correlation Change Score
0.385
Current Drawdown Score
0.993
Distance From Sma 20 Score
0.567
Distance From Sma 200 Score
0.842
Current Drawdown
-0.004
Days Since 52w High
3
Distance From 52w High
-0.004
Distance From Sma 20
0.040
Distance From Sma 200
0.205
Distance From Sma 50
0.093
Downside Capture 1y
1.682
Downside Volatility 1m
0.109
Downside Volatility 1w
-
Downside Volatility 1y
0.241
Downside Volatility 2y
0.252
Downside Volatility 3m
0.146
Downside Volatility 5y
0.258
Downside Volatility 6m
0.259
Drawdown Recovery
1
Excess Return 1m
0.084
Excess Return 1y
0.263
Excess Return 3m
0.140
Excess Return 6m
0.087
Expected Shortfall 95 1y
-0.032
Market Cap
13,898,608,138.734
Max Drawdown 1m
-0.017
Max Drawdown 1w
-0.007
Max Drawdown 1y
-0.126
Max Drawdown 2y
-0.208
Max Drawdown 3m
-0.042
Max Drawdown 5y
-0.446
Max Drawdown 6m
-0.126
Momentum Acceleration 1m Vs 3m
0.027
Momentum Acceleration 3m Vs 6m
0.053
Moving Average Alignment
1
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.906
Return 1m
0.111
Return 1w
-0.002
Return 1y
0.486
Return 2y
0.782
Return 3m
0.253
Return 5y
0.935
Return 6m
0.188
Return Skewness 1y
0.600
Sector Excess Return 1y
0.407
Sharpe 1m
7.935
Sharpe 1y
1.749
Sharpe 2y
1.290
Sharpe 3m
4.592
Sharpe 5y
0.653
Sharpe 6m
1.561
Sortino 1m
11.729
Sortino 1y
1.769
Sortino 2y
1.266
Sortino 3m
6.329
Sortino 5y
0.634
Sortino 6m
1.441
Trend R2 1m
0.885
Trend R2 1w
0.167
Trend R2 1y
0.698
Trend R2 2y
0.661
Trend R2 3m
0.930
Trend R2 5y
0.595
Trend R2 6m
0.462
Trend 1m
0.005
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.004
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.722
Value At Risk 95 1y
-0.020
Volatility 1m
0.161
Volatility 1w
0.072
Volatility 1y
0.244
Volatility 2y
0.248
Volatility 3m
0.201
Volatility 5y
0.250
Volatility 6m
0.240
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.655
Downside Volatility 1y Score
0.254
Downside Volatility 3m Score
0.128
Drawdown Recovery Score
1
Excess Return 1m Score
0.640
Excess Return 1y Score
0.938
Excess Return 3m Score
0.734
Excess Return 6m Score
0.646
Expected Shortfall 95 1y Score
0.680
Log Avg Dollar Volume 20d Score
0.675
Log Market Cap Score
0.479
Drawdown Score 1y
0.807
Drawdown Score 5y
0.554
Momentum Acceleration 1m Vs 3m Score
0.589
Momentum Acceleration 3m Vs 6m Score
0.677
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.718
Relative Volume 20d Score
0.224
Return 1m Score
0.685
Return 1y Score
0.804
Return 3m Score
0.817
Return 6m Score
0.657
Return Skewness 1y Score
0.600
Sortino 1y Score
0.596
Sortino 3m Score
1
Trend R2 1y Score
0.698
Trend R2 3m Score
0.930
Trend Slope 1y Score
0.566
Trend Slope 3m Score
0.725
Volatility 1y Score
0.258
Volatility 3m Score
0.202