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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

ALKT

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

ALKT

ALKT

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
1.059
Correlation To Benchmark 1y
0.263
Inverse To Benchmark 1y
0.737
Drawdown Score 1m
0.649
Drawdown Score 3m
0.425
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
0.311
Drawdown Score 1y
0.195
Drawdown Score 2y
0.182
Drawdown Score 5y
0.273
Return 1w
-0.088
Return 1m
0.133
Return 3m
0.107
Return 6m
-0.262
Return 1y
-0.433
Return 2y
-0.430
Return 5y
-0.521
Sharpe 1m
3.409
Sharpe 3m
1.068
Sharpe 6m
-0.834
Sharpe 1y
-0.867
Sharpe 2y
-0.350
Sharpe 5y
-0.063
Trend 1w
-0.020
Trend 1m
0.012
Trend 3m
0.000
Trend 6m
-0.001
Trend 1y
-0.002
Trend 2y
-0.002
Trend 5y
0.000
Volatility 1w
0.286
Volatility 1m
0.472
Volatility 3m
0.496
Volatility 6m
0.547
Volatility 1y
0.505
Volatility 2y
0.476
Volatility 5y
0.482
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
ALKT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:11 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,316
Data Start Date
2021-04-14
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.094
Aptet Fit Raw Score
0.101
Aptet Fit Confidence
0.854
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.089
Force Fit Raw Score
0.096
Force Fit Confidence
0.854
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:11 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALKT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALKT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALKT",
    "hitRates": {
      "1": 0.49473684210526314,
      "5": 0.46808510638297873,
      "10": 0.43820224719101125
    },
    "hitRate1D": 0.49473684210526314,
    "comboQuality": 0.2032202470136719,
    "eligibleDays": 352,
    "fitnessScore": 0.04941665232374249,
    "lookbackDays": 14,
    "returnLift1D": 0.0014345874948868684,
    "hitRateLift1D": 0.02045112781954883,
    "activationRate": 0.26988636363636365,
    "activationCount": 95,
    "baselineHitRates": {
      "1": 0.4742857142857143,
      "5": 0.48554913294797686,
      "10": 0.48830409356725146
    },
    "sampleConfidence": 0.9950877192982457,
    "shadowSharpeLike": 0.03202674229668184,
    "avgForwardReturns": {
      "1": 0.00027017152390825514,
      "5": -0.011773309553116488,
      "10": -0.012306154176023557
    },
    "shadowMaxDrawdown": -0.18384764577547863,
    "shadowTotalReturn": -0.022636511754039912,
    "avgForwardReturn1D": 0.00027017152390825514,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-03",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 95,
      "5": 94,
      "10": 89
    },
    "baselineAvgForwardReturns": {
      "1": -0.0011644159709786133,
      "5": -0.0032019684715630997,
      "10": -0.007995938778829615
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2032202470136719,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.012550750792874616,
    "bestRawFitnessScore": 0.04941665232374249,
    "upperQuartileComboQuality": 0.028731289726805446
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.09399797114500599,
    "rawScore": 0.10141799390803982,
    "confidence": 0.8536744323741626,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.29365917053568913,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.49473684210526314,
        "5": 0.46808510638297873,
        "10": 0.43820224719101125
      },
      "hitRate1D": 0.49473684210526314,
      "comboQuality": 0.2032202470136719,
      "eligibleDays": 352,
      "fitnessScore": 0.04941665232374249,
      "lookbackDays": 14,
      "returnLift1D": 0.0014345874948868684,
      "hitRateLift1D": 0.02045112781954883,
      "activationRate": 0.26988636363636365,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.4742857142857143,
        "5": 0.48554913294797686,
        "10": 0.48830409356725146
      },
      "sampleConfidence": 0.9950877192982457,
      "shadowSharpeLike": 0.03202674229668184,
      "avgForwardReturns": {
        "1": 0.00027017152390825514,
        "5": -0.011773309553116488,
        "10": -0.012306154176023557
      },
      "shadowMaxDrawdown": -0.18384764577547863,
      "shadowTotalReturn": -0.022636511754039912,
      "avgForwardReturn1D": 0.00027017152390825514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-03",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 94,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": -0.0011644159709786133,
        "5": -0.0032019684715630997,
        "10": -0.007995938778829615
      }
    },
    {
      "topN": 3,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.49122807017543857,
        "5": 0.4690265486725664,
        "10": 0.42592592592592593
      },
      "hitRate1D": 0.49122807017543857,
      "comboQuality": 0.15343568076226274,
      "eligibleDays": 352,
      "fitnessScore": -0.02573903837099504,
      "lookbackDays": 14,
      "returnLift1D": 0.0008664591733056118,
      "hitRateLift1D": 0.01694235588972426,
      "activationRate": 0.32386363636363635,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.4742857142857143,
        "5": 0.48554913294797686,
        "10": 0.48830409356725146
      },
      "sampleConfidence": 0.9959064327485381,
      "shadowSharpeLike": -0.1531926367329728,
      "avgForwardReturns": {
        "1": -0.00029795679767300154,
        "5": -0.013524554130784152,
        "10": -0.01388754753935947
      },
      "shadowMaxDrawdown": -0.2117448981855673,
      "shadowTotalReturn": -0.08669989213672902,
      "avgForwardReturn1D": -0.00029795679767300154,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 113,
        "10": 108
      },
      "baselineAvgForwardReturns": {
        "1": -0.0011644159709786133,
        "5": -0.0032019684715630997,
        "10": -0.007995938778829615
      }
    },
    {
      "topN": 4,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.4838709677419355,
        "5": 0.44715447154471544,
        "10": 0.4322033898305085
      },
      "hitRate1D": 0.4838709677419355,
      "comboQuality": 0.07084414153314164,
      "eligibleDays": 352,
      "fitnessScore": -0.2162347285062238,
      "lookbackDays": 14,
      "returnLift1D": -0.0001390051976263339,
      "hitRateLift1D": 0.009585253456221188,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.4742857142857143,
        "5": 0.48554913294797686,
        "10": 0.48830409356725146
      },
      "sampleConfidence": 0.996236559139785,
      "shadowSharpeLike": -0.5022876991355729,
      "avgForwardReturns": {
        "1": -0.0013034211686049472,
        "5": -0.014671419544910724,
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      "shadowMaxDrawdown": -0.3057818022261529,
      "shadowTotalReturn": -0.20092212209562288,
      "avgForwardReturn1D": -0.0013034211686049472,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": -0.0011644159709786133,
        "5": -0.0032019684715630997,
        "10": -0.007995938778829615
      }
    },
    {
      "topN": 5,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.47101449275362317,
        "5": 0.45255474452554745,
        "10": 0.4166666666666667
      },
      "hitRate1D": 0.47101449275362317,
      "comboQuality": 0.034334298173154476,
      "eligibleDays": 352,
      "fitnessScore": -0.3840680399051127,
      "lookbackDays": 14,
      "returnLift1D": -0.0010235750175551363,
      "hitRateLift1D": -0.0032712215320911397,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.4742857142857143,
        "5": 0.48554913294797686,
        "10": 0.48830409356725146
      },
      "sampleConfidence": 0.9966183574879228,
      "shadowSharpeLike": -0.8734026479434562,
      "avgForwardReturns": {
        "1": -0.0021879909885337495,
        "5": -0.013178122288957752,
        "10": -0.015316827076382586
      },
      "shadowMaxDrawdown": -0.34995202773000567,
      "shadowTotalReturn": -0.31276278424671444,
      "avgForwardReturn1D": -0.0021879909885337495,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-21",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": -0.0011644159709786133,
        "5": -0.0032019684715630997,
        "10": -0.007995938778829615
      }
    },
    {
      "topN": 5,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.4603174603174603,
        "5": 0.48360655737704916,
        "10": 0.38461538461538464
      },
      "hitRate1D": 0.4603174603174603,
      "comboQuality": 0.0289948530552689,
      "eligibleDays": 339,
      "fitnessScore": -0.42246695582301874,
      "lookbackDays": 21,
      "returnLift1D": -0.0016086729484300426,
      "hitRateLift1D": -0.01305532074762844,
      "activationRate": 0.3746312684365782,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.47337278106508873,
        "5": 0.48502994011976047,
        "10": 0.48936170212765956
      },
      "sampleConfidence": 0.9916010498687665,
      "shadowSharpeLike": -0.9774150053273019,
      "avgForwardReturns": {
        "1": -0.0024433515663625383,
        "5": -0.005244052350264534,
        "10": -0.017720462223312163
      },
      "shadowMaxDrawdown": -0.3708397712085899,
      "shadowTotalReturn": -0.3082242750528692,
      "avgForwardReturn1D": -0.0024433515663625383,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-16",
        "2025-04-17",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 122,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008346786179324957,
        "5": -0.003692295970446185,
        "10": -0.007975275708677754
      }
    },
    {
      "topN": 5,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.4318181818181818,
        "5": 0.38636363636363635,
        "10": 0.1951219512195122
      },
      "hitRate1D": 0.4318181818181818,
      "comboQuality": 0.028643435283984293,
      "eligibleDays": 297,
      "fitnessScore": -0.4252292532244964,
      "lookbackDays": 63,
      "returnLift1D": -0.0025385774602095347,
      "hitRateLift1D": -0.027641277641277662,
      "activationRate": 0.14814814814814814,
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      "activationRate": 0.08417508417508418,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.4594594594594595,
        "5": 0.4657534246575342,
        "10": 0.4738675958188153
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.5628793984511815,
      "avgForwardReturns": {
        "1": -0.010795019602377911,
        "5": -0.05231810532445703,
        "10": -0.05843927765513959
      },
      "shadowMaxDrawdown": -0.27114688283407073,
      "shadowTotalReturn": -0.25462674731981905,
      "avgForwardReturn1D": -0.010795019602377911,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-20",
        "2025-06-25",
        "2025-06-27",
        "2025-07-01"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 25,
        "10": 25
      },
      "baselineAvgForwardReturns": {
        "1": -0.0016689329432266968,
        "5": -0.0069154304857993254,
        "10": -0.01350159850487017
      }
    },
    {
      "topN": 3,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.3448275862068966,
        "5": 0.14285714285714285,
        "10": 0.23636363636363636
      },
      "hitRate1D": 0.3448275862068966,
      "comboQuality": 0.0031479145129640995,
      "eligibleDays": 315,
      "fitnessScore": -0.9167296895353649,
      "lookbackDays": 45,
      "returnLift1D": -0.006772509544658865,
      "hitRateLift1D": -0.12650999341093783,
      "activationRate": 0.18412698412698414,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.4713375796178344,
        "5": 0.4838709677419355,
        "10": 0.4852459016393443
      },
      "sampleConfidence": 0.9942528735632185,
      "shadowSharpeLike": -1.8095247778152679,
      "avgForwardReturns": {
        "1": -0.007667440012973722,
        "5": -0.05121521053641503,
        "10": -0.0397875862653064
      },
      "shadowMaxDrawdown": -0.41806131497888954,
      "shadowTotalReturn": -0.3837777521758581,
      "avgForwardReturn1D": -0.007667440012973722,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 56,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008949304683148569,
        "5": -0.004035928372240483,
        "10": -0.008733634747061257
      }
    },
    {
      "topN": 5,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.35135135135135137,
        "5": 0.22535211267605634,
        "10": 0.23529411764705882
      },
      "hitRate1D": 0.35135135135135137,
      "comboQuality": 0.0026987852013791677,
      "eligibleDays": 315,
      "fitnessScore": -0.9506952418121611,
      "lookbackDays": 45,
      "returnLift1D": -0.0061928108441546715,
      "hitRateLift1D": -0.11998622826648303,
      "activationRate": 0.23492063492063492,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.4713375796178344,
        "5": 0.4838709677419355,
        "10": 0.4852459016393443
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      "sampleConfidence": 0.991891891891892,
      "shadowSharpeLike": -1.984852728008097,
      "avgForwardReturns": {
        "1": -0.007087741312469528,
        "5": -0.041625867767872714,
        "10": -0.04149254092917201
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      "shadowMaxDrawdown": -0.4659714545708351,
      "shadowTotalReturn": -0.4345104061011529,
      "avgForwardReturn1D": -0.007087741312469528,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 74,
        "5": 71,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008949304683148569,
        "5": -0.004035928372240483,
        "10": -0.008733634747061257
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.2032202470136719,
      "fitnessScore": 0.04941665232374249,
      "lookbackDays": 14,
      "returnLift1D": 0.0014345874948868684,
      "activationRate": 0.26988636363636365,
      "activationCount": 95,
      "sampleConfidence": 0.9950877192982457,
      "shadowTotalReturn": -0.022636511754039912,
      "avgForwardReturn1D": 0.00027017152390825514
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.0289948530552689,
      "fitnessScore": -0.42246695582301874,
      "lookbackDays": 21,
      "returnLift1D": -0.0016086729484300426,
      "activationRate": 0.3746312684365782,
      "activationCount": 127,
      "sampleConfidence": 0.9916010498687665,
      "shadowTotalReturn": -0.3082242750528692,
      "avgForwardReturn1D": -0.0024433515663625383
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.015004790622773448,
      "fitnessScore": -0.5705387955762592,
      "lookbackDays": 30,
      "returnLift1D": -0.003738279844547264,
      "activationRate": 0.2,
      "activationCount": 66,
      "sampleConfidence": 0.9888888888888889,
      "shadowTotalReturn": -0.2834258866499686,
      "avgForwardReturn1D": -0.004690852615204465
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.005400244121706113,
      "fitnessScore": -0.7974971729235834,
      "lookbackDays": 45,
      "returnLift1D": -0.006830006248191758,
      "activationRate": 0.08888888888888889,
      "activationCount": 28,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.20591548447904007,
      "avgForwardReturn1D": -0.007724936716506615
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.028643435283984293,
      "fitnessScore": -0.4252292532244964,
      "lookbackDays": 63,
      "returnLift1D": -0.0025385774602095347,
      "activationRate": 0.14814814814814814,
      "activationCount": 44,
      "sampleConfidence": 0.9954545454545455,
      "shadowTotalReturn": -0.19466444341670675,
      "avgForwardReturn1D": -0.004207510403436232
    }
  ],
  "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": "6c4ecaaeec65f5c7bef9d8a64473312993c64591d2db5c534a9072b7ea68405e",
    "size": 13,
    "members": [
      "ALKT",
      "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",
      "ALKT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALKT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALKT",
    "hitRates": {
      "1": 0.49473684210526314,
      "5": 0.46808510638297873,
      "10": 0.43820224719101125
    },
    "hitRate1D": 0.49473684210526314,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.1994327983076576,
    "eligibleDays": 375,
    "fitnessScore": 0.044234507095642514,
    "lookbackDays": 14,
    "returnLift1D": 0.0018630542407138619,
    "hitRateLift1D": 0.028070175438596467,
    "portfolioSize": 2,
    "activationRate": 0.25333333333333335,
    "activationCount": 95,
    "baselineHitRates": {
      "1": 0.4666666666666667,
      "5": 0.4609164420485175,
      "10": 0.46174863387978143
    },
    "sampleConfidence": 0.9950877192982457,
    "shadowSharpeLike": 0.031031755836763677,
    "avgForwardReturns": {
      "1": 0.00027017152390825514,
      "5": -0.011773309553116488,
      "10": -0.012306154176023557
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    "shadowMaxDrawdown": -0.18384764577547863,
    "shadowTotalReturn": -0.022636511754039912,
    "avgForwardReturn1D": 0.00027017152390825514,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-03",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01"
    ],
    "horizonObservationCounts": {
      "1": 95,
      "5": 94,
      "10": 89
    },
    "baselineAvgForwardReturns": {
      "1": -0.0015928827168056067,
      "5": -0.007066555337755593,
      "10": -0.014287481201219948
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1994327983076576,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.008483046512210081,
    "bestRawFitnessScore": 0.044234507095642514,
    "upperQuartileComboQuality": 0.01858214946413914
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08899434101372426,
    "rawScore": 0.09598180342883081,
    "confidence": 0.8544002682698569,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.2901406385588167,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.49473684210526314,
        "5": 0.46808510638297873,
        "10": 0.43820224719101125
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      "hitRate1D": 0.49473684210526314,
      "rankWeights": [
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      ],
      "comboQuality": 0.1994327983076576,
      "eligibleDays": 375,
      "fitnessScore": 0.044234507095642514,
      "lookbackDays": 14,
      "returnLift1D": 0.0018630542407138619,
      "hitRateLift1D": 0.028070175438596467,
      "portfolioSize": 2,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.4666666666666667,
        "5": 0.4609164420485175,
        "10": 0.46174863387978143
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      "sampleConfidence": 0.9950877192982457,
      "shadowSharpeLike": 0.031031755836763677,
      "avgForwardReturns": {
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        "10": -0.012306154176023557
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      "shadowMaxDrawdown": -0.18384764577547863,
      "shadowTotalReturn": -0.022636511754039912,
      "avgForwardReturn1D": 0.00027017152390825514,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-03",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 94,
        "10": 89
      },
      "baselineAvgForwardReturns": {
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        "5": -0.007066555337755593,
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    },
    {
      "topN": 3,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.49122807017543857,
        "5": 0.4690265486725664,
        "10": 0.42592592592592593
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      "hitRate1D": 0.49122807017543857,
      "rankWeights": [
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      "comboQuality": 0.14956974223505218,
      "eligibleDays": 375,
      "fitnessScore": -0.032355516339508235,
      "lookbackDays": 14,
      "returnLift1D": 0.0012949259191326053,
      "hitRateLift1D": 0.024561403508771895,
      "portfolioSize": 3,
      "activationRate": 0.304,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.4666666666666667,
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        "10": 0.46174863387978143
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      "sampleConfidence": 0.9959064327485381,
      "shadowSharpeLike": -0.1484329387940091,
      "avgForwardReturns": {
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        "5": -0.013524554130784152,
        "10": -0.01388754753935947
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      "shadowMaxDrawdown": -0.2117448981855673,
      "shadowTotalReturn": -0.08669989213672902,
      "avgForwardReturn1D": -0.00029795679767300154,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 114,
        "5": 113,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.06878915214512152,
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      "hitRateLift1D": 0.017204301075268824,
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      "sampleConfidence": 0.996236559139785,
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        "2025-04-01",
        "2025-04-02",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.06878915214512152,
      "eligibleDays": 375,
      "fitnessScore": -0.22319672652870776,
      "lookbackDays": 14,
      "returnLift1D": 0.00028946154820065953,
      "hitRateLift1D": 0.017204301075268824,
      "portfolioSize": 5,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
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        "5": 0.4609164420485175,
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      "sampleConfidence": 0.996236559139785,
      "shadowSharpeLike": -0.48666802111406715,
      "avgForwardReturns": {
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        "5": -0.014671419544910724,
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      "shadowMaxDrawdown": -0.3057818022261529,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
      "ticker": "ALKT",
      "hitRates": {
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      "hitRate1D": 0.45,
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        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.005351734531163478,
      "eligibleDays": 344,
      "fitnessScore": -0.7994930596216046,
      "lookbackDays": 45,
      "returnLift1D": -0.007098108829973522,
      "hitRateLift1D": -0.19102990033222594,
      "portfolioSize": 2,
      "activationRate": 0.08139534883720931,
      "activationCount": 28,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.49411764705882355,
        "10": 0.49850746268656715
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.738963273399017,
      "avgForwardReturns": {
        "1": -0.007724936716506615,
        "5": -0.0440284454662392,
        "10": -0.04151714354719679
      },
      "shadowMaxDrawdown": -0.25009442552653505,
      "shadowTotalReturn": -0.20591548447904007,
      "avgForwardReturn1D": -0.007724936716506615,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 28,
        "5": 28,
        "10": 28
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006268278865330934,
        "5": -0.0024850421842182386,
        "10": -0.006104997423942188
      }
    },
    {
      "topN": 4,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.359375,
        "5": 0.16129032258064516,
        "10": 0.26666666666666666
      },
      "hitRate1D": 0.359375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004163427312352639,
      "eligibleDays": 344,
      "fitnessScore": -0.8549938014920965,
      "lookbackDays": 45,
      "returnLift1D": -0.006013117809616568,
      "hitRateLift1D": -0.11736918604651164,
      "portfolioSize": 4,
      "activationRate": 0.18604651162790697,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.49411764705882355,
        "10": 0.49850746268656715
      },
      "sampleConfidence": 0.99375,
      "shadowSharpeLike": -1.6404457645222523,
      "avgForwardReturns": {
        "1": -0.006639945696149662,
        "5": -0.047622341659635116,
        "10": -0.03790995544900565
      },
      "shadowMaxDrawdown": -0.4080516983082906,
      "shadowTotalReturn": -0.3731784422427321,
      "avgForwardReturn1D": -0.006639945696149662,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 62,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006268278865330934,
        "5": -0.0024850421842182386,
        "10": -0.006104997423942188
      }
    },
    {
      "topN": 5,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.359375,
        "5": 0.16129032258064516,
        "10": 0.26666666666666666
      },
      "hitRate1D": 0.359375,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.004163427312352639,
      "eligibleDays": 344,
      "fitnessScore": -0.8549938014920965,
      "lookbackDays": 45,
      "returnLift1D": -0.006013117809616568,
      "hitRateLift1D": -0.11736918604651164,
      "portfolioSize": 5,
      "activationRate": 0.18604651162790697,
      "activationCount": 64,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.49411764705882355,
        "10": 0.49850746268656715
      },
      "sampleConfidence": 0.99375,
      "shadowSharpeLike": -1.6404457645222523,
      "avgForwardReturns": {
        "1": -0.006639945696149662,
        "5": -0.047622341659635116,
        "10": -0.03790995544900565
      },
      "shadowMaxDrawdown": -0.4080516983082906,
      "shadowTotalReturn": -0.3731784422427321,
      "avgForwardReturn1D": -0.006639945696149662,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 64,
        "5": 62,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006268278865330934,
        "5": -0.0024850421842182386,
        "10": -0.006104997423942188
      }
    },
    {
      "topN": 3,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.32,
        "5": 0.2,
        "10": 0.16
      },
      "hitRate1D": 0.32,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.004148724389132769,
      "eligibleDays": 326,
      "fitnessScore": -0.8557753430533513,
      "lookbackDays": 63,
      "returnLift1D": -0.009955277206713558,
      "hitRateLift1D": -0.14932515337423313,
      "portfolioSize": 3,
      "activationRate": 0.07668711656441718,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.46932515337423314,
        "5": 0.4937888198757764,
        "10": 0.501577287066246
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.491325195326143,
      "avgForwardReturns": {
        "1": -0.010795019602377911,
        "5": -0.05231810532445703,
        "10": -0.05843927765513959
      },
      "shadowMaxDrawdown": -0.27114688283407073,
      "shadowTotalReturn": -0.25462674731981905,
      "avgForwardReturn1D": -0.010795019602377911,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-20",
        "2025-06-25",
        "2025-06-27",
        "2025-07-01"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 25,
        "10": 25
      },
      "baselineAvgForwardReturns": {
        "1": -0.0008397423956643532,
        "5": -0.002333340729506778,
        "10": -0.005426235921521519
      }
    },
    {
      "topN": 3,
      "ticker": "ALKT",
      "hitRates": {
        "1": 0.3448275862068966,
        "5": 0.14285714285714285,
        "10": 0.23636363636363636
      },
      "hitRate1D": 0.3448275862068966,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0030607755299211946,
      "eligibleDays": 344,
      "fitnessScore": -0.9229247266327766,
      "lookbackDays": 45,
      "returnLift1D": -0.007040612126440629,
      "hitRateLift1D": -0.13191659983961507,
      "portfolioSize": 3,
      "activationRate": 0.1686046511627907,
      "activationCount": 58,
      "baselineHitRates": {
        "1": 0.47674418604651164,
        "5": 0.49411764705882355,
        "10": 0.49850746268656715
      },
      "sampleConfidence": 0.9942528735632185,
      "shadowSharpeLike": -1.7308538340914825,
      "avgForwardReturns": {
        "1": -0.007667440012973722,
        "5": -0.05121521053641503,
        "10": -0.0397875862653064
      },
      "shadowMaxDrawdown": -0.41806131497888954,
      "shadowTotalReturn": -0.3837777521758581,
      "avgForwardReturn1D": -0.007667440012973722,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 58,
        "5": 56,
        "10": 55
      },
      "baselineAvgForwardReturns": {
        "1": -0.0006268278865330934,
        "5": -0.0024850421842182386,
        "10": -0.006104997423942188
      }
    }
  ],
  "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": 0.1994327983076576,
      "fitnessScore": 0.044234507095642514,
      "lookbackDays": 14,
      "returnLift1D": 0.0018630542407138619,
      "activationRate": 0.25333333333333335,
      "activationCount": 95,
      "sampleConfidence": 0.9950877192982457,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.022636511754039912,
      "avgForwardReturn1D": 0.00027017152390825514
    },
    {
      "comboQuality": 0.026620957350771992,
      "fitnessScore": -0.4417964540655292,
      "lookbackDays": 21,
      "returnLift1D": -0.0015921099831425736,
      "activationRate": 0.21739130434782608,
      "activationCount": 80,
      "sampleConfidence": 0.9891666666666667,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.24992657171980237,
      "avgForwardReturn1D": -0.003176331514118233
    },
    {
      "comboQuality": 0.0147143834780604,
      "fitnessScore": -0.5749033380091811,
      "lookbackDays": 30,
      "returnLift1D": -0.003237809388700462,
      "activationRate": 0.181058495821727,
      "activationCount": 65,
      "sampleConfidence": 0.9917948717948719,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2834258866499686,
      "avgForwardReturn1D": -0.004690852615204465
    },
    {
      "comboQuality": 0.005351734531163478,
      "fitnessScore": -0.7994930596216046,
      "lookbackDays": 45,
      "returnLift1D": -0.007098108829973522,
      "activationRate": 0.08139534883720931,
      "activationCount": 28,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.20591548447904007,
      "avgForwardReturn1D": -0.007724936716506615
    },
    {
      "comboQuality": 0.015902546835261523,
      "fitnessScore": -0.5575540441440082,
      "lookbackDays": 63,
      "returnLift1D": -0.01609661494513258,
      "activationRate": 0.012269938650306749,
      "activationCount": 4,
      "sampleConfidence": 0.6959674775249769,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06762136091432269,
      "avgForwardReturn1D": -0.01693635734079693
    }
  ],
  "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": "6c4ecaaeec65f5c7bef9d8a64473312993c64591d2db5c534a9072b7ea68405e",
    "size": 13,
    "members": [
      "ALKT",
      "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
0.286
Liquidity
0.527
Momentum
0.587
Relative strength
0.351
Trend quality
0.387
Stability
0.383
Aggression
0.543
Downside risk
0.417
Drawdown state
0.282
Quality momentum
0.444
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.737
Benchmark Independence 3m Score
0.854
Beta 1y Profile Score
0.424
Beta 3m Profile Score
0.221
Beta Change Score
0.246
Correlation Change Score
0.441
Current Drawdown Score
0.021
Days Since 52w High Score
0.996
Distance From 52w High Score
0.346
Distance From Sma 20 Score
0.577
Distance From Sma 200 Score
0.340
Distance From Sma 50 Score
0.564
Downside Volatility 1m Score
0.409
Downside Volatility 1y Score
0.656
Downside Volatility 2y Score
0.604
Downside Volatility 3m Score
0.579
Downside Volatility 5y Score
0.602
Downside Volatility 6m Score
0.720
Drawdown Recovery Score
0.683
Excess Return 1m Score
0.677
Excess Return 1y Score
0
Excess Return 3m Score
0.490
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.212
Log Avg Dollar Volume 20d Score
0.527
Log Market Cap Score
0.286
Drawdown Score 1m
0.649
Drawdown Score 1y
0.195
Drawdown Score 2y
0.182
Drawdown Score 3m
0.425
Drawdown Score 5y
0.273
Drawdown Score 6m
0.311
Momentum Acceleration 1m Vs 3m Score
0.825
Momentum Acceleration 3m Vs 6m Score
0.765
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.433
Relative Volume 20d Score
0.331
Return 1m Score
0.722
Return 1w Score
0.207
Return 1y Score
0.229
Return 2y Score
0.163
Return 3m Score
0.634
Return 5y Score
0.037
Return 6m Score
0.282
Return Skewness 1y Score
0.396
Sector Excess Return 1y Score
0
Sharpe 1m Score
1
Sharpe 1y Score
0.227
Sharpe 2y Score
0.330
Sharpe 3m Score
0.614
Sharpe 5y Score
0.387
Sharpe 6m Score
0.233
Sortino 1m Score
0.939
Sortino 1y Score
0.274
Sortino 2y Score
0.334
Sortino 3m Score
0.512
Sortino 5y Score
0.367
Sortino 6m Score
0.278
Trend R2 1m Score
0.702
Trend R2 1w Score
0.930
Trend R2 1y Score
0.768
Trend R2 2y Score
0.821
Trend R2 3m Score
0.001
Trend R2 5y Score
0.092
Trend R2 6m Score
0.278
Trend Slope 1m Score
1
Trend Slope 1w Score
0
Trend Slope 1y Score
0.363
Trend Slope 2y Score
0.391
Trend Slope 3m Score
0.507
Trend Slope 5y Score
0.518
Trend Slope 6m Score
0.410
Volatility 1m Score
0.563
Volatility 1w Score
0.314
Volatility 1y Score
0.606
Volatility 2y Score
0.568
Volatility 3m Score
0.594
Volatility 5y Score
0.576
Volatility 6m Score
0.662
Worst Day 1y Score
0.260
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
38,117,574.183
Best Day 1y
0.088
Beta To Benchmark 1y
1.059
Beta 3m
0.552
Beta Change
-0.508
Beta To Sector 1y
0.458
Correlation To Benchmark 1y
0.263
Correlation 3m
0.146
Correlation Change
-0.118
Correlation To Sector 1y
0.220
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.737
Benchmark Independence 3m Score
0.854
Beta 1y Profile Score
0.424
Beta 3m Profile Score
0.221
Beta Change Score
0.246
Correlation Change Score
0.441
Current Drawdown Score
0.021
Distance From Sma 20 Score
0.577
Distance From Sma 200 Score
0.340
Current Drawdown
-0.636
Days Since 52w High
251
Distance From 52w High
-0.425
Distance From Sma 20
0.046
Distance From Sma 200
-0.096
Distance From Sma 50
0.039
Downside Capture 1y
0.679
Downside Volatility 1m
0.357
Downside Volatility 1w
-
Downside Volatility 1y
0.542
Downside Volatility 2y
0.503
Downside Volatility 3m
0.484
Downside Volatility 5y
0.502
Downside Volatility 6m
0.590
Drawdown Recovery
0.366
Excess Return 1m
0.106
Excess Return 1y
-0.656
Excess Return 3m
-0.006
Excess Return 6m
-0.362
Expected Shortfall 95 1y
-0.079
Market Cap
1,907,081,648.02
Max Drawdown 1m
-0.088
Max Drawdown 1w
-0.088
Max Drawdown 1y
-0.523
Max Drawdown 2y
-0.654
Max Drawdown 3m
-0.230
Max Drawdown 5y
-0.727
Max Drawdown 6m
-0.379
Momentum Acceleration 1m Vs 3m
0.098
Momentum Acceleration 3m Vs 6m
0.079
Moving Average Alignment
0
Relative Strength Acceleration
0.013
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.193
Return 1m
0.133
Return 1w
-0.088
Return 1y
-0.433
Return 2y
-0.430
Return 3m
0.107
Return 5y
-0.521
Return 6m
-0.262
Return Skewness 1y
-0.625
Sector Excess Return 1y
-0.882
Sharpe 1m
3.409
Sharpe 1y
-0.867
Sharpe 2y
-0.350
Sharpe 3m
1.068
Sharpe 5y
-0.063
Sharpe 6m
-0.834
Sortino 1m
4.512
Sortino 1y
-0.807
Sortino 2y
-0.331
Sortino 3m
1.092
Sortino 5y
-0.060
Sortino 6m
-0.773
Trend R2 1m
0.702
Trend R2 1w
0.930
Trend R2 1y
0.768
Trend R2 2y
0.821
Trend R2 3m
0.001
Trend R2 5y
0.092
Trend R2 6m
0.278
Trend 1m
0.012
Trend 1w
-0.020
Trend 1y
-0.002
Trend 2y
-0.002
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.682
Value At Risk 95 1y
-0.055
Volatility 1m
0.472
Volatility 1w
0.286
Volatility 1y
0.505
Volatility 2y
0.476
Volatility 3m
0.496
Volatility 5y
0.482
Volatility 6m
0.547
Worst Day 1y
-0.148
Distance From Sma 50 Score
0.564
Downside Volatility 1y Score
0.656
Downside Volatility 3m Score
0.579
Drawdown Recovery Score
0.683
Excess Return 1m Score
0.677
Excess Return 1y Score
0
Excess Return 3m Score
0.490
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.212
Log Avg Dollar Volume 20d Score
0.527
Log Market Cap Score
0.286
Drawdown Score 1y
0.195
Drawdown Score 5y
0.273
Momentum Acceleration 1m Vs 3m Score
0.825
Momentum Acceleration 3m Vs 6m Score
0.765
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.331
Return 1m Score
0.722
Return 1y Score
0.229
Return 3m Score
0.634
Return 6m Score
0.282
Return Skewness 1y Score
0.396
Sortino 1y Score
0.274
Sortino 3m Score
0.512
Trend R2 1y Score
0.768
Trend R2 3m Score
0.001
Trend Slope 1y Score
0.363
Trend Slope 3m Score
0.507
Volatility 1y Score
0.606
Volatility 3m Score
0.594