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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

AMKR

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

Research Detail

AMKR

AMKR

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
3.179
Correlation To Benchmark 1y
0.566
Inverse To Benchmark 1y
0.434
Drawdown Score 1m
0
Drawdown Score 3m
0.246
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
0.452
Drawdown Score 1y
0.536
Drawdown Score 2y
0.177
Drawdown Score 5y
0.341
Return 1w
0.012
Return 1m
-0.006
Return 3m
0.279
Return 6m
0.341
Return 1y
2.222
Return 2y
0.827
Return 5y
2.242
Sharpe 1m
0.391
Sharpe 3m
1.626
Sharpe 6m
1.146
Sharpe 1y
2.009
Sharpe 2y
0.792
Sharpe 5y
0.707
Trend 1w
0.005
Trend 1m
-0.007
Trend 3m
0.003
Trend 6m
0.005
Trend 1y
0.006
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.850
Volatility 1m
0.967
Volatility 3m
0.805
Volatility 6m
0.769
Volatility 1y
0.706
Volatility 2y
0.633
Volatility 5y
0.534
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
AMKR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:20 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
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
0.993
Aptet Fit Raw Score
0.993
Aptet Fit Confidence
1.000
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.979
Force Fit Raw Score
0.981
Force Fit Confidence
0.996
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:20 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMKR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMKR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AMKR",
    "hitRates": {
      "1": 0.5473251028806584,
      "5": 0.588477366255144,
      "10": 0.6584362139917695
    },
    "hitRate1D": 0.5473251028806584,
    "comboQuality": 0.9999686798765026,
    "eligibleDays": 315,
    "fitnessScore": 2.631668053093133,
    "lookbackDays": 45,
    "returnLift1D": 0.00010418674892966485,
    "hitRateLift1D": -0.0068150245078766325,
    "activationRate": 0.7714285714285715,
    "activationCount": 243,
    "baselineHitRates": {
      "1": 0.554140127388535,
      "5": 0.603225806451613,
      "10": 0.6721311475409836
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.7776175188938126,
    "avgForwardReturns": {
      "1": 0.005503297368358457,
      "5": 0.02448211037167148,
      "10": 0.04801065535027605
    },
    "shadowMaxDrawdown": -0.2924292272791831,
    "shadowTotalReturn": 2.0340468644972773,
    "avgForwardReturn1D": 0.005503297368358457,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-09",
      "2025-06-10",
      "2025-06-11",
      "2025-06-12",
      "2025-06-13",
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23"
    ],
    "horizonObservationCounts": {
      "1": 243,
      "5": 243,
      "10": 243
    },
    "baselineAvgForwardReturns": {
      "1": 0.0053991106194287925,
      "5": 0.026408987180007875,
      "10": 0.053575768032456096
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999686798765026,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9842727407094201,
    "bestRawFitnessScore": 2.631668053093133,
    "upperQuartileComboQuality": 0.9978505539650502
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9925700292705432,
    "rawScore": 0.992739936908914,
    "confidence": 0.9996576996007636,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 1,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9978645007620406,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5473251028806584,
        "5": 0.588477366255144,
        "10": 0.6584362139917695
      },
      "hitRate1D": 0.5473251028806584,
      "comboQuality": 0.9999686798765026,
      "eligibleDays": 315,
      "fitnessScore": 2.631668053093133,
      "lookbackDays": 45,
      "returnLift1D": 0.00010418674892966485,
      "hitRateLift1D": -0.0068150245078766325,
      "activationRate": 0.7714285714285715,
      "activationCount": 243,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.603225806451613,
        "10": 0.6721311475409836
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.7776175188938126,
      "avgForwardReturns": {
        "1": 0.005503297368358457,
        "5": 0.02448211037167148,
        "10": 0.04801065535027605
      },
      "shadowMaxDrawdown": -0.2924292272791831,
      "shadowTotalReturn": 2.0340468644972773,
      "avgForwardReturn1D": 0.005503297368358457,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 243,
        "5": 243,
        "10": 243
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053991106194287925,
        "5": 0.026408987180007875,
        "10": 0.053575768032456096
      }
    },
    {
      "topN": 5,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5537848605577689,
        "5": 0.5856573705179283,
        "10": 0.6533864541832669
      },
      "hitRate1D": 0.5537848605577689,
      "comboQuality": 0.9996619398803634,
      "eligibleDays": 330,
      "fitnessScore": 2.1082287123008028,
      "lookbackDays": 30,
      "returnLift1D": -0.00024822766041354433,
      "hitRateLift1D": 0.0005933711960667276,
      "activationRate": 0.7606060606060606,
      "activationCount": 251,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5969230769230769,
        "10": 0.675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.522772760806181,
      "avgForwardReturns": {
        "1": 0.004661007742877369,
        "5": 0.025460628954477607,
        "10": 0.05114971773277821
      },
      "shadowMaxDrawdown": -0.30502308417611046,
      "shadowTotalReturn": 1.5609755944488155,
      "avgForwardReturn1D": 0.004661007742877369,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 251,
        "5": 251,
        "10": 251
      },
      "baselineAvgForwardReturns": {
        "1": 0.004909235403290913,
        "5": 0.025323944174772264,
        "10": 0.05245621259711708
      }
    },
    {
      "topN": 4,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5495867768595041,
        "5": 0.5867768595041323,
        "10": 0.6487603305785123
      },
      "hitRate1D": 0.5495867768595041,
      "comboQuality": 0.9994859442331394,
      "eligibleDays": 330,
      "fitnessScore": 2.0159862152159427,
      "lookbackDays": 30,
      "returnLift1D": -0.00031855056264955446,
      "hitRateLift1D": -0.003604712502198071,
      "activationRate": 0.7333333333333333,
      "activationCount": 242,
      "baselineHitRates": {
        "1": 0.5531914893617021,
        "5": 0.5969230769230769,
        "10": 0.675
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5393182687012668,
      "avgForwardReturns": {
        "1": 0.004590684840641359,
        "5": 0.02463786910196436,
        "10": 0.05030713451876499
      },
      "shadowMaxDrawdown": -0.2558506226172924,
      "shadowTotalReturn": 1.472978772996267,
      "avgForwardReturn1D": 0.004590684840641359,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-30",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 242,
        "5": 242,
        "10": 242
      },
      "baselineAvgForwardReturns": {
        "1": 0.004909235403290913,
        "5": 0.025323944174772264,
        "10": 0.05245621259711708
      }
    },
    {
      "topN": 5,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5393700787401575,
        "5": 0.5708661417322834,
        "10": 0.636
      },
      "hitRate1D": 0.5393700787401575,
      "comboQuality": 0.9994527008836994,
      "eligibleDays": 297,
      "fitnessScore": 2.0021928776164364,
      "lookbackDays": 63,
      "returnLift1D": -0.0004927254080280422,
      "hitRateLift1D": -0.007927218557139737,
      "activationRate": 0.8552188552188552,
      "activationCount": 254,
      "baselineHitRates": {
        "1": 0.5472972972972973,
        "5": 0.5924657534246576,
        "10": 0.6655052264808362
      },
      "sampleConfidence": 0.9989501312335959,
      "shadowSharpeLike": 1.494941928950209,
      "avgForwardReturns": {
        "1": 0.004492621863365614,
        "5": 0.022777918722807836,
        "10": 0.048297101674231076
      },
      "shadowMaxDrawdown": -0.32668638799845306,
      "shadowTotalReturn": 1.4471287896847378,
      "avgForwardReturn1D": 0.004492621863365614,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 254,
        "5": 254,
        "10": 250
      },
      "baselineAvgForwardReturns": {
        "1": 0.004985347271393656,
        "5": 0.025780998747797722,
        "10": 0.05365324623103759
      }
    },
    {
      "topN": 2,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5370370370370371,
        "5": 0.5972222222222222,
        "10": 0.6527777777777778
      },
      "hitRate1D": 0.5370370370370371,
      "comboQuality": 0.9986465268780734,
      "eligibleDays": 315,
      "fitnessScore": 1.8028199218308623,
      "lookbackDays": 45,
      "returnLift1D": -0.0006361713991006141,
      "hitRateLift1D": -0.01710309035149793,
      "activationRate": 0.6857142857142857,
      "activationCount": 216,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.603225806451613,
        "10": 0.6721311475409836
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5411047672992135,
      "avgForwardReturns": {
        "1": 0.004762939220328178,
        "5": 0.02658213724317979,
        "10": 0.05156628999305872
      },
      "shadowMaxDrawdown": -0.29519898129125266,
      "shadowTotalReturn": 1.3267284605003664,
      "avgForwardReturn1D": 0.004762939220328178,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.0053991106194287925,
        "5": 0.026408987180007875,
        "10": 0.053575768032456096
      }
    },
    {
      "topN": 4,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5397489539748954,
        "5": 0.5899581589958159,
        "10": 0.6610878661087866
      },
      "hitRate1D": 0.5397489539748954,
      "comboQuality": 0.9975852296607092,
      "eligibleDays": 315,
      "fitnessScore": 1.6752213487485568,
      "lookbackDays": 45,
      "returnLift1D": -0.0011720630437536978,
      "hitRateLift1D": -0.014391173413639602,
      "activationRate": 0.7587301587301587,
      "activationCount": 239,
      "baselineHitRates": {
        "1": 0.554140127388535,
        "5": 0.603225806451613,
        "10": 0.6721311475409836
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3811354350733993,
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        "5": 0.01865899828591242,
        "10": 0.04378786775678005
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      "shadowMaxDrawdown": -0.35088966352406603,
      "shadowTotalReturn": 0.5379002867891194,
      "avgForwardReturn1D": 0.0028343144724136513,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.00455012141332113,
        "5": 0.022698164851643287,
        "10": 0.047060584032496376
      }
    },
    {
      "topN": 2,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5351351351351351,
        "5": 0.5621621621621622,
        "10": 0.6108108108108108
      },
      "hitRate1D": 0.5351351351351351,
      "comboQuality": 0.9121169607006457,
      "eligibleDays": 339,
      "fitnessScore": 0.8647475072656021,
      "lookbackDays": 21,
      "returnLift1D": -0.0013178139017620489,
      "hitRateLift1D": -0.009243563089716966,
      "activationRate": 0.5457227138643068,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5443786982248521,
        "5": 0.5838323353293413,
        "10": 0.6565349544072948
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.933014202012415,
      "avgForwardReturns": {
        "1": 0.003232307511559081,
        "5": 0.018216353173708795,
        "10": 0.037341895172649665
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      "shadowMaxDrawdown": -0.27760156809461145,
      "shadowTotalReturn": 0.5489655285668738,
      "avgForwardReturn1D": 0.003232307511559081,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.00455012141332113,
        "5": 0.022698164851643287,
        "10": 0.047060584032496376
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    },
    {
      "topN": 2,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5465116279069767,
        "5": 0.563953488372093,
        "10": 0.6104651162790697
      },
      "hitRate1D": 0.5465116279069767,
      "comboQuality": 0.9104267234781178,
      "eligibleDays": 352,
      "fitnessScore": 0.8601484067036453,
      "lookbackDays": 14,
      "returnLift1D": -0.0004765946252496805,
      "hitRateLift1D": 0.0036544850498339,
      "activationRate": 0.48863636363636365,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5428571428571428,
        "5": 0.5838150289017341,
        "10": 0.6461988304093568
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9189313870556741,
      "avgForwardReturns": {
        "1": 0.003565763222585944,
        "5": 0.011847843624479121,
        "10": 0.022367157115120398
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      "shadowMaxDrawdown": -0.30521145309187103,
      "shadowTotalReturn": 0.56022532348127,
      "avgForwardReturn1D": 0.003565763222585944,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-01",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0040423578478356245,
        "5": 0.02206330865153871,
        "10": 0.043850244206796736
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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": 0.9780753334171784,
      "fitnessScore": 1.1855543601082779,
      "lookbackDays": 14,
      "returnLift1D": -0.0002799008335640325,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7816698719873347,
      "avgForwardReturn1D": 0.003762457014271592
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9742766559217173,
      "fitnessScore": 1.1495452068525769,
      "lookbackDays": 21,
      "returnLift1D": -0.0009454523242347444,
      "activationRate": 0.6017699115044248,
      "activationCount": 204,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7561529183542752,
      "avgForwardReturn1D": 0.0036046690890863854
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9996619398803634,
      "fitnessScore": 2.1082287123008028,
      "lookbackDays": 30,
      "returnLift1D": -0.00024822766041354433,
      "activationRate": 0.7606060606060606,
      "activationCount": 251,
      "sampleConfidence": 1,
      "shadowTotalReturn": 1.5609755944488155,
      "avgForwardReturn1D": 0.004661007742877369
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9999686798765026,
      "fitnessScore": 2.631668053093133,
      "lookbackDays": 45,
      "returnLift1D": 0.00010418674892966485,
      "activationRate": 0.7714285714285715,
      "activationCount": 243,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.0340468644972773,
      "avgForwardReturn1D": 0.005503297368358457
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9994527008836994,
      "fitnessScore": 2.0021928776164364,
      "lookbackDays": 63,
      "returnLift1D": -0.0004927254080280422,
      "activationRate": 0.8552188552188552,
      "activationCount": 254,
      "sampleConfidence": 0.9989501312335959,
      "shadowTotalReturn": 1.4471287896847378,
      "avgForwardReturn1D": 0.004492621863365614
    }
  ],
  "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": "75e67892d895ef6954772aa2e0ba6bcbd0783d5412e90cc56b7694156e9730c8",
    "size": 13,
    "members": [
      "AMKR",
      "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",
      "AMKR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMKR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "AMKR",
    "hitRates": {
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    "hitRate1D": 0.5495867768595041,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9994206617868291,
    "eligibleDays": 359,
    "fitnessScore": 1.9896698145416787,
    "lookbackDays": 30,
    "returnLift1D": 0.0006674657054917517,
    "hitRateLift1D": 0.011982320034991556,
    "portfolioSize": 4,
    "activationRate": 0.6740947075208914,
    "activationCount": 242,
    "baselineHitRates": {
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      "5": 0.5605633802816902,
      "10": 0.6257142857142857
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4754564844170635,
    "avgForwardReturns": {
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      "5": 0.024637872282549912,
      "10": 0.05030713712948834
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    "shadowMaxDrawdown": -0.2558506226172924,
    "shadowTotalReturn": 1.472980636471544,
    "avgForwardReturn1D": 0.004590687940740518,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-23",
      "2025-05-30",
      "2025-06-04"
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    "horizonObservationCounts": {
      "1": 242,
      "5": 242,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.003923222235248766,
      "5": 0.019406411480522915,
      "10": 0.04042939980095128
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9994206617868291,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9806417424841589,
    "bestRawFitnessScore": 1.9896698145416787,
    "upperQuartileComboQuality": 0.9967332779039038
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  "algorithmFit": {
    "label": "strong",
    "score": 0.9792991663333565,
    "rawScore": 0.9812478583329847,
    "confidence": 0.99602813502607,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
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    "profileBreadth": 1,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9494737129766039,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "AMKR",
      "hitRates": {
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      "comboQuality": 0.9994206617868291,
      "eligibleDays": 359,
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      "returnLift1D": 0.0006674657054917517,
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      "riskOffActivations": 0,
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        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-30",
        "2025-06-04"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9994206617868291,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.2558506226172924,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9972476672892583,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9972476672892583,
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      "sampleConfidence": 1,
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        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 201,
        "5": 201,
        "10": 201
      },
      "baselineAvgForwardReturns": {
        "1": 0.003923222235248766,
        "5": 0.019406411480522915,
        "10": 0.04042939980095128
      }
    },
    {
      "topN": 4,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5601851851851852,
        "10": 0.6342592592592593
      },
      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9062307247265002,
      "eligibleDays": 368,
      "fitnessScore": 0.8490604718090006,
      "lookbackDays": 21,
      "returnLift1D": -0.0008422042790829022,
      "hitRateLift1D": 0.0009057971014492239,
      "portfolioSize": 4,
      "activationRate": 0.5869565217391305,
      "activationCount": 216,
      "baselineHitRates": {
        "1": 0.5407608695652174,
        "5": 0.5576923076923077,
        "10": 0.6128133704735376
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8587410724032146,
      "avgForwardReturns": {
        "1": 0.0028343131648568545,
        "5": 0.01865899911323868,
        "10": 0.043787869365906895
      },
      "shadowMaxDrawdown": -0.3508896026556121,
      "shadowTotalReturn": 0.5378998504893617,
      "avgForwardReturn1D": 0.0028343131648568545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036765174439397567,
        "5": 0.017986440084481182,
        "10": 0.0378812903045998
      }
    },
    {
      "topN": 5,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.5601851851851852,
        "10": 0.6342592592592593
      },
      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.9062307247265002,
      "eligibleDays": 368,
      "fitnessScore": 0.8490604718090006,
      "lookbackDays": 21,
      "returnLift1D": -0.0008422042790829022,
      "hitRateLift1D": 0.0009057971014492239,
      "portfolioSize": 5,
      "activationRate": 0.5869565217391305,
      "activationCount": 216,
      "baselineHitRates": {
        "1": 0.5407608695652174,
        "5": 0.5576923076923077,
        "10": 0.6128133704735376
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8587410724032146,
      "avgForwardReturns": {
        "1": 0.0028343131648568545,
        "5": 0.01865899911323868,
        "10": 0.043787869365906895
      },
      "shadowMaxDrawdown": -0.3508896026556121,
      "shadowTotalReturn": 0.5378998504893617,
      "avgForwardReturn1D": 0.0028343131648568545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 216,
        "10": 216
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036765174439397567,
        "5": 0.017986440084481182,
        "10": 0.0378812903045998
      }
    },
    {
      "topN": 2,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5465116279069767,
        "5": 0.563953488372093,
        "10": 0.6104651162790697
      },
      "hitRate1D": 0.5465116279069767,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9058602412660033,
      "eligibleDays": 375,
      "fitnessScore": 0.8481030036242528,
      "lookbackDays": 14,
      "returnLift1D": 0.0001528592241940457,
      "hitRateLift1D": 0.007844961240310089,
      "portfolioSize": 2,
      "activationRate": 0.45866666666666667,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5386666666666666,
        "5": 0.555256064690027,
        "10": 0.6038251366120219
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8902903413975531,
      "avgForwardReturns": {
        "1": 0.0035657611713420553,
        "5": 0.011847839525457088,
        "10": 0.02236715388149003
      },
      "shadowMaxDrawdown": -0.3052114439167244,
      "shadowTotalReturn": 0.5602247186456433,
      "avgForwardReturn1D": 0.0035657611713420553,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-01",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034129019471480096,
        "5": 0.017459232067221258,
        "10": 0.03584326106966203
      }
    },
    {
      "topN": 2,
      "ticker": "AMKR",
      "hitRates": {
        "1": 0.5351351351351351,
        "5": 0.5621621621621622,
        "10": 0.6108108108108108
      },
      "hitRate1D": 0.5351351351351351,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.9055897248961904,
      "eligibleDays": 368,
      "fitnessScore": 0.8474060184575333,
      "lookbackDays": 21,
      "returnLift1D": -0.000444210976959806,
      "hitRateLift1D": -0.0056257344300822965,
      "portfolioSize": 2,
      "activationRate": 0.5027173913043478,
      "activationCount": 185,
      "baselineHitRates": {
        "1": 0.5407608695652174,
        "5": 0.5576923076923077,
        "10": 0.6128133704735376
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8954789360938858,
      "avgForwardReturns": {
        "1": 0.0032323064669799507,
        "5": 0.018216355001489173,
        "10": 0.03734189693852554
      },
      "shadowMaxDrawdown": -0.27760150933358396,
      "shadowTotalReturn": 0.5489652128799363,
      "avgForwardReturn1D": 0.0032323064669799507,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-21",
        "2025-06-17"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.0036765174439397567,
        "5": 0.017986440084481182,
        "10": 0.0378812903045998
      }
    }
  ],
  "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": 0.9624431837697275,
      "fitnessScore": 1.063596432719475,
      "lookbackDays": 14,
      "returnLift1D": 0.00023295580886443373,
      "activationRate": 0.528,
      "activationCount": 198,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6990184612032797,
      "avgForwardReturn1D": 0.0036458577560124434
    },
    {
      "comboQuality": 0.971891297910461,
      "fitnessScore": 1.1294962457659463,
      "lookbackDays": 21,
      "returnLift1D": -0.00007184896038208051,
      "activationRate": 0.5543478260869565,
      "activationCount": 204,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.7561526902964384,
      "avgForwardReturn1D": 0.003604668483557676
    },
    {
      "comboQuality": 0.9994206617868291,
      "fitnessScore": 1.9896698145416787,
      "lookbackDays": 30,
      "returnLift1D": 0.0006674657054917517,
      "activationRate": 0.6740947075208914,
      "activationCount": 242,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.472980636471544,
      "avgForwardReturn1D": 0.004590687940740518
    },
    {
      "comboQuality": 0.9984770188600789,
      "fitnessScore": 1.7768235182512917,
      "lookbackDays": 45,
      "returnLift1D": 0.00031615237765921476,
      "activationRate": 0.627906976744186,
      "activationCount": 216,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.326729915753421,
      "avgForwardReturn1D": 0.004762942184459046
    },
    {
      "comboQuality": 0.9965618147754522,
      "fitnessScore": 1.5972608254564151,
      "lookbackDays": 63,
      "returnLift1D": -0.0013538832285865934,
      "activationRate": 0.7730061349693251,
      "activationCount": 252,
      "sampleConfidence": 0.998941798941799,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.1305314187747881,
      "avgForwardReturn1D": 0.003961694203695714
    }
  ],
  "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": "75e67892d895ef6954772aa2e0ba6bcbd0783d5412e90cc56b7694156e9730c8",
    "size": 13,
    "members": [
      "AMKR",
      "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
0.494
Liquidity
0.901
Momentum
0.642
Relative strength
0.720
Trend quality
0.660
Stability
0.441
Aggression
0.666
Downside risk
0.449
Drawdown state
0.748
Quality momentum
0.627
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.434
Benchmark Independence 3m Score
0.435
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.649
Correlation Change Score
0.500
Current Drawdown Score
0.620
Days Since 52w High Score
0.052
Distance From 52w High Score
0.620
Distance From Sma 20 Score
0.303
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.405
Downside Volatility 1m Score
1
Downside Volatility 1y Score
0.796
Downside Volatility 2y Score
0.760
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.631
Downside Volatility 6m Score
0.956
Drawdown Recovery Score
1
Excess Return 1m Score
0.445
Excess Return 1y Score
1
Excess Return 3m Score
0.777
Excess Return 6m Score
0.900
Expected Shortfall 95 1y Score
0.149
Log Avg Dollar Volume 20d Score
0.901
Log Market Cap Score
0.494
Drawdown Score 1m
0
Drawdown Score 1y
0.536
Drawdown Score 2y
0.177
Drawdown Score 3m
0.246
Drawdown Score 5y
0.341
Drawdown Score 6m
0.452
Momentum Acceleration 1m Vs 3m Score
0.169
Momentum Acceleration 3m Vs 6m Score
0.621
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.617
Relative Volume 20d Score
0.299
Return 1m Score
0.490
Return 1w Score
0.539
Return 1y Score
1
Return 2y Score
0.522
Return 3m Score
0.849
Return 5y Score
0.249
Return 6m Score
0.784
Return Skewness 1y Score
0.563
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.478
Sharpe 1y Score
0.802
Sharpe 2y Score
0.558
Sharpe 3m Score
0.725
Sharpe 5y Score
0.541
Sharpe 6m Score
0.629
Sortino 1m Score
0.419
Sortino 1y Score
0.649
Sortino 2y Score
0.476
Sortino 3m Score
0.575
Sortino 5y Score
0.465
Sortino 6m Score
0.519
Trend R2 1m Score
0.171
Trend R2 1w Score
0.069
Trend R2 1y Score
0.936
Trend R2 2y Score
0.430
Trend R2 3m Score
0.282
Trend R2 5y Score
0.386
Trend R2 6m Score
0.674
Trend Slope 1m Score
0.072
Trend Slope 1w Score
0.819
Trend Slope 1y Score
0.844
Trend Slope 2y Score
0.622
Trend Slope 3m Score
0.692
Trend Slope 5y Score
0.537
Trend Slope 6m Score
0.819
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
0.874
Volatility 2y Score
0.777
Volatility 3m Score
1
Volatility 5y Score
0.645
Volatility 6m Score
0.959
Worst Day 1y Score
0.354
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
503,529,240.469
Best Day 1y
0.181
Beta To Benchmark 1y
3.179
Beta 3m
3.477
Beta Change
0.299
Beta To Sector 1y
1.907
Correlation To Benchmark 1y
0.566
Correlation 3m
0.565
Correlation Change
-0.001
Correlation To Sector 1y
0.655
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.434
Benchmark Independence 3m Score
0.435
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.649
Correlation Change Score
0.500
Current Drawdown Score
0.620
Distance From Sma 20 Score
0.303
Distance From Sma 200 Score
1
Current Drawdown
-0.247
Days Since 52w High
13
Distance From 52w High
-0.247
Distance From Sma 20
-0.118
Distance From Sma 200
0.373
Distance From Sma 50
-0.057
Downside Capture 1y
0.295
Downside Volatility 1m
1.071
Downside Volatility 1w
-
Downside Volatility 1y
0.647
Downside Volatility 2y
0.620
Downside Volatility 3m
0.820
Downside Volatility 5y
0.524
Downside Volatility 6m
0.767
Drawdown Recovery
1
Excess Return 1m
-0.033
Excess Return 1y
1.999
Excess Return 3m
0.166
Excess Return 6m
0.240
Expected Shortfall 95 1y
-0.085
Market Cap
16,311,251,122.635
Max Drawdown 1m
-0.302
Max Drawdown 1w
-0.065
Max Drawdown 1y
-0.302
Max Drawdown 2y
-0.659
Max Drawdown 3m
-0.302
Max Drawdown 5y
-0.659
Max Drawdown 6m
-0.302
Momentum Acceleration 1m Vs 3m
-0.099
Momentum Acceleration 3m Vs 6m
0.036
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.012
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.107
Return 1m
-0.006
Return 1w
0.012
Return 1y
2.222
Return 2y
0.827
Return 3m
0.279
Return 5y
2.242
Return 6m
0.341
Return Skewness 1y
0.376
Sector Excess Return 1y
1.773
Sharpe 1m
0.391
Sharpe 1y
2.009
Sharpe 2y
0.792
Sharpe 3m
1.626
Sharpe 5y
0.707
Sharpe 6m
1.146
Sortino 1m
0.353
Sortino 1y
2.191
Sortino 2y
0.808
Sortino 3m
1.597
Sortino 5y
0.722
Sortino 6m
1.149
Trend R2 1m
0.171
Trend R2 1w
0.069
Trend R2 1y
0.936
Trend R2 2y
0.430
Trend R2 3m
0.282
Trend R2 5y
0.386
Trend R2 6m
0.674
Trend 1m
-0.007
Trend 1w
0.005
Trend 1y
0.006
Trend 2y
0.002
Trend 3m
0.003
Trend 5y
0.001
Trend 6m
0.005
Upside Capture 1y
8.932
Value At Risk 95 1y
-0.068
Volatility 1m
0.967
Volatility 1w
0.850
Volatility 1y
0.706
Volatility 2y
0.633
Volatility 3m
0.805
Volatility 5y
0.534
Volatility 6m
0.769
Worst Day 1y
-0.129
Distance From Sma 50 Score
0.405
Downside Volatility 1y Score
0.796
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.445
Excess Return 1y Score
1
Excess Return 3m Score
0.777
Excess Return 6m Score
0.900
Expected Shortfall 95 1y Score
0.149
Log Avg Dollar Volume 20d Score
0.901
Log Market Cap Score
0.494
Drawdown Score 1y
0.536
Drawdown Score 5y
0.341
Momentum Acceleration 1m Vs 3m Score
0.169
Momentum Acceleration 3m Vs 6m Score
0.621
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.299
Return 1m Score
0.490
Return 1y Score
1
Return 3m Score
0.849
Return 6m Score
0.784
Return Skewness 1y Score
0.563
Sortino 1y Score
0.649
Sortino 3m Score
0.575
Trend R2 1y Score
0.936
Trend R2 3m Score
0.282
Trend Slope 1y Score
0.844
Trend Slope 3m Score
0.692
Volatility 1y Score
0.874
Volatility 3m Score
1