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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

AMR

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

Research Detail

AMR

AMR

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

Sample layoutNot live data
3M Return: Unavailable
1Y Return: Unavailable

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.730
Correlation To Benchmark 1y
0.154
Inverse To Benchmark 1y
0.846
Drawdown Score 1m
0
Drawdown Score 3m
0.183
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
0.250
Drawdown Score 1y
0.366
Drawdown Score 2y
0.139
Drawdown Score 5y
0.225
Return 1w
-0.083
Return 1m
-0.242
Return 3m
-0.208
Return 6m
-0.340
Return 1y
0.343
Return 2y
-0.517
Return 5y
4.891
Sharpe 1m
-6.693
Sharpe 3m
-1.328
Sharpe 6m
-1.195
Sharpe 1y
0.788
Sharpe 2y
-0.376
Sharpe 5y
0.894
Trend 1w
-0.017
Trend 1m
-0.015
Trend 3m
-0.003
Trend 6m
-0.002
Trend 1y
0.001
Trend 2y
-0.000
Trend 5y
0.001
Volatility 1w
0.187
Volatility 1m
0.478
Volatility 3m
0.578
Volatility 6m
0.563
Volatility 1y
0.596
Volatility 2y
0.558
Volatility 5y
0.592
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
AMR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:22 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
Feature Coverage Ratio
100%
History Coverage Days
1,361
Data Start Date
2021-02-08
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.523
Aptet Fit Raw Score
0.552
Aptet Fit Confidence
0.895
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.529
Force Fit Raw Score
0.557
Force Fit Confidence
0.899
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:22 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AMR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AMR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AMR",
    "hitRates": {
      "1": 0.5416666666666666,
      "5": 0.4375,
      "10": 0.4930555555555556
    },
    "hitRate1D": 0.5416666666666666,
    "comboQuality": 0.9297671096135122,
    "eligibleDays": 330,
    "fitnessScore": 0.9182858301304624,
    "lookbackDays": 30,
    "returnLift1D": 0.002959952024905015,
    "hitRateLift1D": 0.05230496453900707,
    "activationRate": 0.43636363636363634,
    "activationCount": 144,
    "baselineHitRates": {
      "1": 0.48936170212765956,
      "5": 0.46153846153846156,
      "10": 0.509375
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.0285923195657858,
    "avgForwardReturns": {
      "1": 0.004055230249431175,
      "5": 0.010615313108047345,
      "10": 0.008556127944090513
    },
    "shadowMaxDrawdown": -0.2249996446831558,
    "shadowTotalReturn": 0.5788910711312127,
    "avgForwardReturn1D": 0.004055230249431175,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-18",
      "2025-07-21",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30",
      "2025-08-04"
    ],
    "horizonObservationCounts": {
      "1": 144,
      "5": 144,
      "10": 144
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010952782245261601,
      "5": 0.006081028767037393,
      "10": 0.012974236968376723
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9297671096135122,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.45091086544479897,
    "bestRawFitnessScore": 0.9182858301304624,
    "upperQuartileComboQuality": 0.6120727877529323
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5225068932556833,
    "rawScore": 0.5515951720060617,
    "confidence": 0.8945303359179558,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "topNs": [
        2,
        4,
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.3937378122394108,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.4375,
        "10": 0.4930555555555556
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.9297671096135122,
      "eligibleDays": 330,
      "fitnessScore": 0.9182858301304624,
      "lookbackDays": 30,
      "returnLift1D": 0.002959952024905015,
      "hitRateLift1D": 0.05230496453900707,
      "activationRate": 0.43636363636363634,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.46153846153846156,
        "10": 0.509375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.0285923195657858,
      "avgForwardReturns": {
        "1": 0.004055230249431175,
        "5": 0.010615313108047345,
        "10": 0.008556127944090513
      },
      "shadowMaxDrawdown": -0.2249996446831558,
      "shadowTotalReturn": 0.5788910711312127,
      "avgForwardReturn1D": 0.004055230249431175,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010952782245261601,
        "5": 0.006081028767037393,
        "10": 0.012974236968376723
      }
    },
    {
      "topN": 2,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5677966101694916,
        "5": 0.423728813559322,
        "10": 0.5084745762711864
      },
      "hitRate1D": 0.5677966101694916,
      "comboQuality": 0.8122588641701931,
      "eligibleDays": 330,
      "fitnessScore": 0.6722461023517946,
      "lookbackDays": 30,
      "returnLift1D": 0.0025297705354273173,
      "hitRateLift1D": 0.07843490804183201,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.46153846153846156,
        "10": 0.509375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8657048788007465,
      "avgForwardReturns": {
        "1": 0.0036250487599534774,
        "5": 0.012368297432986904,
        "10": 0.01574125352573916
      },
      "shadowMaxDrawdown": -0.2866817483803429,
      "shadowTotalReturn": 0.3899968849365343,
      "avgForwardReturn1D": 0.0036250487599534774,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010952782245261601,
        "5": 0.006081028767037393,
        "10": 0.012974236968376723
      }
    },
    {
      "topN": 5,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5324675324675324,
        "5": 0.44805194805194803,
        "10": 0.4935064935064935
      },
      "hitRate1D": 0.5324675324675324,
      "comboQuality": 0.7955106878193073,
      "eligibleDays": 330,
      "fitnessScore": 0.6488630858605837,
      "lookbackDays": 30,
      "returnLift1D": 0.001786934461693257,
      "hitRateLift1D": 0.043105830339872864,
      "activationRate": 0.4666666666666667,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.46153846153846156,
        "10": 0.509375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.761530012884247,
      "avgForwardReturns": {
        "1": 0.002882212686219417,
        "5": 0.011890287992169232,
        "10": 0.007421120796036093
      },
      "shadowMaxDrawdown": -0.25211356120910666,
      "shadowTotalReturn": 0.36366807985389227,
      "avgForwardReturn1D": 0.002882212686219417,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-05-06",
        "2025-05-07",
        "2025-07-14",
        "2025-07-16",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010952782245261601,
        "5": 0.006081028767037393,
        "10": 0.012974236968376723
      }
    },
    {
      "topN": 3,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5413533834586466,
        "5": 0.42857142857142855,
        "10": 0.49624060150375937
      },
      "hitRate1D": 0.5413533834586466,
      "comboQuality": 0.7146859991443364,
      "eligibleDays": 330,
      "fitnessScore": 0.5520156496667155,
      "lookbackDays": 30,
      "returnLift1D": 0.0017640626283342824,
      "hitRateLift1D": 0.05199168133098703,
      "activationRate": 0.403030303030303,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.46153846153846156,
        "10": 0.509375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6967788647431467,
      "avgForwardReturns": {
        "1": 0.0028593408528604426,
        "5": 0.010118291854803913,
        "10": 0.010448484796915451
      },
      "shadowMaxDrawdown": -0.264898917624213,
      "shadowTotalReturn": 0.30036143066309084,
      "avgForwardReturn1D": 0.0028593408528604426,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010952782245261601,
        "5": 0.006081028767037393,
        "10": 0.012974236968376723
      }
    },
    {
      "topN": 2,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.4818181818181818,
        "10": 0.5727272727272728
      },
      "hitRate1D": 0.5454545454545454,
      "comboQuality": 0.6173473322606506,
      "eligibleDays": 297,
      "fitnessScore": 0.45522690150488526,
      "lookbackDays": 63,
      "returnLift1D": 0.0012392554865635016,
      "hitRateLift1D": 0.0589680589680589,
      "activationRate": 0.37037037037037035,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.4864864864864865,
        "5": 0.4520547945205479,
        "10": 0.5017421602787456
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6324876184942606,
      "avgForwardReturns": {
        "1": 0.0023702377544356818,
        "5": 0.009194379970922081,
        "10": 0.020730395190025952
      },
      "shadowMaxDrawdown": -0.2002577875378696,
      "shadowTotalReturn": 0.20523420602127174,
      "avgForwardReturn1D": 0.0023702377544356818,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18",
        "2025-08-19",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 110,
        "5": 110,
        "10": 110
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011309822678721802,
        "5": 0.006361608445562681,
        "10": 0.013640075074958211
      }
    },
    {
      "topN": 3,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5073529411764706,
        "5": 0.4485294117647059,
        "10": 0.5073529411764706
      },
      "hitRate1D": 0.5073529411764706,
      "comboQuality": 0.6103146062503595,
      "eligibleDays": 352,
      "fitnessScore": 0.44869966508151393,
      "lookbackDays": 14,
      "returnLift1D": 0.0017082972370232364,
      "hitRateLift1D": 0.015924369747899125,
      "activationRate": 0.38636363636363635,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.49142857142857144,
        "5": 0.4479768786127168,
        "10": 0.47953216374269003
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6077174419209922,
      "avgForwardReturns": {
        "1": 0.0024266160283534363,
        "5": 0.006677201884977952,
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      "avgForwardReturn1D": -0.0013949299371666156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 155,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009631230823993355,
        "5": 0.00514232707092986,
        "10": 0.010006929868429588
      }
    },
    {
      "topN": 3,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.4652777777777778,
        "5": 0.3888888888888889,
        "10": 0.4791666666666667
      },
      "hitRate1D": 0.4652777777777778,
      "comboQuality": 0.03875307261208721,
      "eligibleDays": 339,
      "fitnessScore": -0.35642468126301785,
      "lookbackDays": 21,
      "returnLift1D": -0.0025592783355146732,
      "hitRateLift1D": -0.022887902695594986,
      "activationRate": 0.4247787610619469,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4881656804733728,
        "5": 0.46107784431137727,
        "10": 0.49544072948328266
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.46349118400074585,
      "avgForwardReturns": {
        "1": -0.0015961552531153376,
        "5": -0.0031833167322217948,
        "10": 0.0026575195643700708
      },
      "shadowMaxDrawdown": -0.3706318592933828,
      "shadowTotalReturn": -0.2997864989789396,
      "avgForwardReturn1D": -0.0015961552531153376,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-07-03",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009631230823993355,
        "5": 0.00514232707092986,
        "10": 0.010006929868429588
      }
    },
    {
      "topN": 4,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.46710526315789475,
        "5": 0.3815789473684211,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.46710526315789475,
      "comboQuality": 0.03207740948071738,
      "eligibleDays": 339,
      "fitnessScore": -0.39954001929782074,
      "lookbackDays": 21,
      "returnLift1D": -0.0026821570620504027,
      "hitRateLift1D": -0.02106041731547803,
      "activationRate": 0.44837758112094395,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.4881656804733728,
        "5": 0.46107784431137727,
        "10": 0.49544072948328266
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5066419063914659,
      "avgForwardReturns": {
        "1": -0.001719033979651067,
        "5": -0.003297781205282768,
        "10": 0.0026144469768648987
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      "shadowMaxDrawdown": -0.4356427839133047,
      "shadowTotalReturn": -0.3247553187988764,
      "avgForwardReturn1D": -0.001719033979651067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009631230823993355,
        "5": 0.00514232707092986,
        "10": 0.010006929868429588
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 3,
      "comboQuality": 0.6103146062503595,
      "fitnessScore": 0.44869966508151393,
      "lookbackDays": 14,
      "returnLift1D": 0.0017082972370232364,
      "activationRate": 0.38636363636363635,
      "activationCount": 136,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.24717999013260616,
      "avgForwardReturn1D": 0.0024266160283534363
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07972014489079778,
      "fitnessScore": -0.18815421028237528,
      "lookbackDays": 21,
      "returnLift1D": -0.0015090528969763854,
      "activationRate": 0.35398230088495575,
      "activationCount": 120,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.15741115442923348,
      "avgForwardReturn1D": -0.0005459298145770499
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9297671096135122,
      "fitnessScore": 0.9182858301304624,
      "lookbackDays": 30,
      "returnLift1D": 0.002959952024905015,
      "activationRate": 0.43636363636363634,
      "activationCount": 144,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.5788910711312127,
      "avgForwardReturn1D": 0.004055230249431175
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.49293808479744566,
      "fitnessScore": 0.34378510134508294,
      "lookbackDays": 45,
      "returnLift1D": 0.0005513671612057947,
      "activationRate": 0.4253968253968254,
      "activationCount": 134,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.14027644571798992,
      "avgForwardReturn1D": 0.0016821252455389642
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.6173473322606506,
      "fitnessScore": 0.45522690150488526,
      "lookbackDays": 63,
      "returnLift1D": 0.0012392554865635016,
      "activationRate": 0.37037037037037035,
      "activationCount": 110,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.20523420602127174,
      "avgForwardReturn1D": 0.0023702377544356818
    }
  ],
  "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": "a5d5df7f6315ff487d03a4e7fa8724c0f058f8e46657cba4607538b31d151e84",
    "size": 13,
    "members": [
      "AMR",
      "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",
      "AMR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AMR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AMR",
    "hitRates": {
      "1": 0.5416666666666666,
      "5": 0.4375,
      "10": 0.4930555555555556
    },
    "hitRate1D": 0.5416666666666666,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.9256307877633565,
    "eligibleDays": 359,
    "fitnessScore": 0.9047153470426301,
    "lookbackDays": 30,
    "returnLift1D": 0.003828429792662532,
    "hitRateLift1D": 0.05698700092850506,
    "portfolioSize": 4,
    "activationRate": 0.4011142061281337,
    "activationCount": 144,
    "baselineHitRates": {
      "1": 0.48467966573816157,
      "5": 0.4422535211267606,
      "10": 0.4685714285714286
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.9861261519811606,
    "avgForwardReturns": {
      "1": 0.004055230249431175,
      "5": 0.010615313108047345,
      "10": 0.008556127944090513
    },
    "shadowMaxDrawdown": -0.2249996446831558,
    "shadowTotalReturn": 0.5788910711312127,
    "avgForwardReturn1D": 0.004055230249431175,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-18",
      "2025-07-21",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30",
      "2025-08-04"
    ],
    "horizonObservationCounts": {
      "1": 144,
      "5": 144,
      "10": 144
    },
    "baselineAvgForwardReturns": {
      "1": 0.00022680045676864326,
      "5": 0.0015452176538748624,
      "10": 0.004245086694142142
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  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9256307877633565,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.44595925203987985,
    "bestRawFitnessScore": 0.9047153470426301,
    "upperQuartileComboQuality": 0.5973543347210608
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5290034399187181,
    "rawScore": 0.5571483348737046,
    "confidence": 0.8989680370798689,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.4529071610649199,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.4375,
        "10": 0.4930555555555556
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      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
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      "comboQuality": 0.9256307877633565,
      "eligibleDays": 359,
      "fitnessScore": 0.9047153470426301,
      "lookbackDays": 30,
      "returnLift1D": 0.003828429792662532,
      "hitRateLift1D": 0.05698700092850506,
      "portfolioSize": 4,
      "activationRate": 0.4011142061281337,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.48467966573816157,
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        "10": 0.4685714285714286
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9861261519811606,
      "avgForwardReturns": {
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        "10": 0.008556127944090513
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      "shadowMaxDrawdown": -0.2249996446831558,
      "shadowTotalReturn": 0.5788910711312127,
      "avgForwardReturn1D": 0.004055230249431175,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
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      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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        "5": 0.4375,
        "10": 0.4930555555555556
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      "hitRate1D": 0.5416666666666666,
      "rankWeights": [
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      "comboQuality": 0.9256307877633565,
      "eligibleDays": 359,
      "fitnessScore": 0.9047153470426301,
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      "returnLift1D": 0.003828429792662532,
      "hitRateLift1D": 0.05698700092850506,
      "portfolioSize": 5,
      "activationRate": 0.4011142061281337,
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      "baselineHitRates": {
        "1": 0.48467966573816157,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9861261519811606,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.2249996446831558,
      "shadowTotalReturn": 0.5788910711312127,
      "avgForwardReturn1D": 0.004055230249431175,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-04"
      ],
      "horizonObservationCounts": {
        "1": 144,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.8053185993272624,
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "shadowMaxDrawdown": -0.264898917624213,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-22",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.6040975169667682,
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      "fitnessScore": 0.4429648963919343,
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.22336343893636068,
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        "1": -0.00021486171546289187,
        "5": -0.0005373015191826894,
        "10": -0.0006432377318196631
      }
    },
    {
      "topN": 2,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.4,
        "10": 0.5
      },
      "hitRate1D": 0.4666666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07750024059480305,
      "eligibleDays": 368,
      "fitnessScore": -0.1948973363468183,
      "lookbackDays": 21,
      "returnLift1D": -0.0005938977188851237,
      "hitRateLift1D": -0.01974637681159419,
      "portfolioSize": 2,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.43956043956043955,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.16043818453261716,
      "avgForwardReturns": {
        "1": -0.0005459298145770499,
        "5": 0.002052697454923156,
        "10": 0.00718309053452345
      },
      "shadowMaxDrawdown": -0.32440613572291765,
      "shadowTotalReturn": -0.15741115442923348,
      "avgForwardReturn1D": -0.0005459298145770499,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-05-06",
        "2025-05-07",
        "2025-07-14",
        "2025-07-15",
        "2025-07-18",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 120,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.00004796790430807368,
        "5": 0.00009254944293522337,
        "10": 0.00028661073593898344
      }
    },
    {
      "topN": 3,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.4652777777777778,
        "5": 0.3888888888888889,
        "10": 0.4791666666666667
      },
      "hitRate1D": 0.4652777777777778,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.037249837829486855,
      "eligibleDays": 368,
      "fitnessScore": -0.3654721969768622,
      "lookbackDays": 21,
      "returnLift1D": -0.0016441231574234113,
      "hitRateLift1D": -0.021135265700483075,
      "portfolioSize": 3,
      "activationRate": 0.391304347826087,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.43956043956043955,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4448907837011433,
      "avgForwardReturns": {
        "1": -0.0015961552531153376,
        "5": -0.0031833167322217948,
        "10": 0.0026575195643700708
      },
      "shadowMaxDrawdown": -0.3706318592933828,
      "shadowTotalReturn": -0.2997864989789396,
      "avgForwardReturn1D": -0.0015961552531153376,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-07-03",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.00004796790430807368,
        "5": 0.00009254944293522337,
        "10": 0.00028661073593898344
      }
    },
    {
      "topN": 4,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.46710526315789475,
        "5": 0.3815789473684211,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.46710526315789475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03070483468030966,
      "eligibleDays": 368,
      "fitnessScore": -0.4094727910093739,
      "lookbackDays": 21,
      "returnLift1D": -0.0017670018839591407,
      "hitRateLift1D": -0.01930778032036612,
      "portfolioSize": 4,
      "activationRate": 0.41304347826086957,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.43956043956043955,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.48630662885369336,
      "avgForwardReturns": {
        "1": -0.001719033979651067,
        "5": -0.003297781205282768,
        "10": 0.0026144469768648987
      },
      "shadowMaxDrawdown": -0.4356427839133047,
      "shadowTotalReturn": -0.3247553187988764,
      "avgForwardReturn1D": -0.001719033979651067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.00004796790430807368,
        "5": 0.00009254944293522337,
        "10": 0.00028661073593898344
      }
    },
    {
      "topN": 5,
      "ticker": "AMR",
      "hitRates": {
        "1": 0.46710526315789475,
        "5": 0.3815789473684211,
        "10": 0.4868421052631579
      },
      "hitRate1D": 0.46710526315789475,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.03070483468030966,
      "eligibleDays": 368,
      "fitnessScore": -0.4094727910093739,
      "lookbackDays": 21,
      "returnLift1D": -0.0017670018839591407,
      "hitRateLift1D": -0.01930778032036612,
      "portfolioSize": 5,
      "activationRate": 0.41304347826086957,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.48641304347826086,
        "5": 0.43956043956043955,
        "10": 0.4568245125348189
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.48630662885369336,
      "avgForwardReturns": {
        "1": -0.001719033979651067,
        "5": -0.003297781205282768,
        "10": 0.0026144469768648987
      },
      "shadowMaxDrawdown": -0.4356427839133047,
      "shadowTotalReturn": -0.3247553187988764,
      "avgForwardReturn1D": -0.001719033979651067,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.00004796790430807368,
        "5": 0.00009254944293522337,
        "10": 0.00028661073593898344
      }
    }
  ],
  "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": 0.6040975169667682,
      "fitnessScore": 0.4429648963919343,
      "lookbackDays": 14,
      "returnLift1D": 0.002641477743816328,
      "activationRate": 0.3626666666666667,
      "activationCount": 136,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.24717999013260616,
      "avgForwardReturn1D": 0.0024266160283534363
    },
    {
      "comboQuality": 0.07750024059480305,
      "fitnessScore": -0.1948973363468183,
      "lookbackDays": 21,
      "returnLift1D": -0.0005938977188851237,
      "activationRate": 0.32608695652173914,
      "activationCount": 120,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.15741115442923348,
      "avgForwardReturn1D": -0.0005459298145770499
    },
    {
      "comboQuality": 0.9256307877633565,
      "fitnessScore": 0.9047153470426301,
      "lookbackDays": 30,
      "returnLift1D": 0.003828429792662532,
      "activationRate": 0.4011142061281337,
      "activationCount": 144,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5788910711312127,
      "avgForwardReturn1D": 0.004055230249431175
    },
    {
      "comboQuality": 0.47331117829802255,
      "fitnessScore": 0.3264914933142129,
      "lookbackDays": 45,
      "returnLift1D": 0.0008642236421665259,
      "activationRate": 0.38953488372093026,
      "activationCount": 134,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.14027644571798992,
      "avgForwardReturn1D": 0.0016821252455389642
    },
    {
      "comboQuality": 0.595106607305825,
      "fitnessScore": 0.43472568651765764,
      "lookbackDays": 63,
      "returnLift1D": 0.0010337770970021186,
      "activationRate": 0.3374233128834356,
      "activationCount": 110,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.20523420602127174,
      "avgForwardReturn1D": 0.0023702377544356818
    }
  ],
  "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": "a5d5df7f6315ff487d03a4e7fa8724c0f058f8e46657cba4607538b31d151e84",
    "size": 13,
    "members": [
      "AMR",
      "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
0.284
Liquidity
0.545
Momentum
0.250
Relative strength
0.140
Trend quality
0.318
Stability
0.319
Aggression
0.441
Downside risk
0.367
Drawdown state
0.412
Quality momentum
0.263
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
82 fields
Inverse To Benchmark 1y
0.846
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.292
Beta 3m Profile Score
0.205
Beta Change Score
0.391
Correlation Change Score
0.481
Current Drawdown Score
0
Days Since 52w High Score
0.476
Distance From 52w High Score
0.366
Distance From Sma 20 Score
0.276
Distance From Sma 200 Score
0.144
Distance From Sma 50 Score
0.169
Downside Volatility 1m Score
0.617
Downside Volatility 1w Score
0.360
Downside Volatility 1y Score
0.638
Downside Volatility 2y Score
0.630
Downside Volatility 3m Score
0.673
Downside Volatility 5y Score
0.677
Downside Volatility 6m Score
0.665
Drawdown Recovery Score
1
Excess Return 1m Score
0.051
Excess Return 1y Score
0.700
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.333
Log Avg Dollar Volume 20d Score
0.545
Log Market Cap Score
0.284
Drawdown Score 1m
0
Drawdown Score 1y
0.366
Drawdown Score 2y
0.139
Drawdown Score 3m
0.183
Drawdown Score 5y
0.225
Drawdown Score 6m
0.250
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.251
Relative Volume 20d Score
0.256
Return 1m Score
0.096
Return 1w Score
0.223
Return 1y Score
0.714
Return 2y Score
0.138
Return 3m Score
0.240
Return 5y Score
0.453
Return 6m Score
0.217
Return Skewness 1y Score
0.599
Sector Excess Return 1y Score
0.857
Sharpe 1m Score
0
Sharpe 1y Score
0.558
Sharpe 2y Score
0.325
Sharpe 3m Score
0.134
Sharpe 5y Score
0.579
Sharpe 6m Score
0.161
Sortino 1m Score
0
Sortino 1y Score
0.486
Sortino 2y Score
0.325
Sortino 3m Score
0.202
Sortino 5y Score
0.494
Sortino 6m Score
0.222
Trend R2 1m Score
0.926
Trend R2 1w Score
0.946
Trend R2 1y Score
0.399
Trend R2 2y Score
0.053
Trend R2 3m Score
0.304
Trend R2 5y Score
0.306
Trend R2 6m Score
0.318
Trend Slope 1m Score
0
Trend Slope 1w Score
0
Trend Slope 1y Score
0.591
Trend Slope 2y Score
0.474
Trend Slope 3m Score
0.326
Trend Slope 5y Score
0.554
Trend Slope 6m Score
0.392
Volatility 1m Score
0.570
Volatility 1w Score
0.183
Volatility 1y Score
0.727
Volatility 2y Score
0.678
Volatility 3m Score
0.704
Volatility 5y Score
0.723
Volatility 6m Score
0.684
Worst Day 1y Score
0.592
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
43,269,536.775
Best Day 1y
0.158
Beta To Benchmark 1y
0.730
Beta 3m
0.512
Beta Change
-0.218
Beta To Sector 1y
0.763
Correlation To Benchmark 1y
0.154
Correlation 3m
0.116
Correlation Change
-0.038
Correlation To Sector 1y
0.226
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.846
Benchmark Independence 3m Score
0.884
Beta 1y Profile Score
0.292
Beta 3m Profile Score
0.205
Beta Change Score
0.391
Correlation Change Score
0.481
Current Drawdown Score
0
Distance From Sma 20 Score
0.276
Distance From Sma 200 Score
0.144
Current Drawdown
-0.668
Days Since 52w High
120
Distance From 52w High
-0.412
Distance From Sma 20
-0.134
Distance From Sma 200
-0.214
Distance From Sma 50
-0.199
Downside Capture 1y
0.919
Downside Volatility 1m
0.512
Downside Volatility 1w
0.320
Downside Volatility 1y
0.529
Downside Volatility 2y
0.522
Downside Volatility 3m
0.555
Downside Volatility 5y
0.558
Downside Volatility 6m
0.549
Drawdown Recovery
1
Excess Return 1m
-0.269
Excess Return 1y
0.120
Excess Return 3m
-0.321
Excess Return 6m
-0.441
Expected Shortfall 95 1y
-0.067
Market Cap
1,860,149,530.002
Max Drawdown 1m
-0.270
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.412
Max Drawdown 2y
-0.689
Max Drawdown 3m
-0.327
Max Drawdown 5y
-0.775
Max Drawdown 6m
-0.412
Momentum Acceleration 1m Vs 3m
-0.173
Momentum Acceleration 3m Vs 6m
-0.013
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.013
Relative Strength Slope 3m
-0.004
Relative Volume 20d
0.990
Return 1m
-0.242
Return 1w
-0.083
Return 1y
0.343
Return 2y
-0.517
Return 3m
-0.208
Return 5y
4.891
Return 6m
-0.340
Return Skewness 1y
0.595
Sector Excess Return 1y
0.214
Sharpe 1m
-6.693
Sharpe 1y
0.788
Sharpe 2y
-0.376
Sharpe 3m
-1.328
Sharpe 5y
0.894
Sharpe 6m
-1.195
Sortino 1m
-6.240
Sortino 1y
0.887
Sortino 2y
-0.402
Sortino 3m
-1.383
Sortino 5y
0.949
Sortino 6m
-1.225
Trend R2 1m
0.926
Trend R2 1w
0.946
Trend R2 1y
0.399
Trend R2 2y
0.053
Trend R2 3m
0.304
Trend R2 5y
0.306
Trend R2 6m
0.318
Trend 1m
-0.015
Trend 1w
-0.017
Trend 1y
0.001
Trend 2y
-0.000
Trend 3m
-0.003
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
1.195
Value At Risk 95 1y
-0.058
Volatility 1m
0.478
Volatility 1w
0.187
Volatility 1y
0.596
Volatility 2y
0.558
Volatility 3m
0.578
Volatility 5y
0.592
Volatility 6m
0.563
Worst Day 1y
-0.082
Distance From Sma 50 Score
0.169
Downside Volatility 1y Score
0.638
Downside Volatility 3m Score
0.673
Drawdown Recovery Score
1
Excess Return 1m Score
0.051
Excess Return 1y Score
0.700
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.333
Log Avg Dollar Volume 20d Score
0.545
Log Market Cap Score
0.284
Drawdown Score 1y
0.366
Drawdown Score 5y
0.225
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.256
Return 1m Score
0.096
Return 1y Score
0.714
Return 3m Score
0.240
Return 6m Score
0.217
Return Skewness 1y Score
0.599
Sortino 1y Score
0.486
Sortino 3m Score
0.202
Trend R2 1y Score
0.399
Trend R2 3m Score
0.304
Trend Slope 1y Score
0.591
Trend Slope 3m Score
0.326
Volatility 1y Score
0.727
Volatility 3m Score
0.704