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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

ANF

Consumer Discretionary | v2 | as of 2026-07-10
Close

Research Detail

ANF

ANF

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.233
Correlation To Benchmark 1y
0.250
Inverse To Benchmark 1y
0.750
Drawdown Score 1m
0.698
Drawdown Score 3m
0.205
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
0.170
Drawdown Score 1y
0.298
Drawdown Score 2y
0.208
Drawdown Score 5y
0.301
Return 1w
0.007
Return 1m
0.112
Return 3m
-0.101
Return 6m
-0.268
Return 1y
0.069
Return 2y
-0.457
Return 5y
1.011
Sharpe 1m
2.988
Sharpe 3m
-0.600
Sharpe 6m
-0.884
Sharpe 1y
0.398
Sharpe 2y
-0.193
Sharpe 5y
0.529
Trend 1w
-0.000
Trend 1m
0.002
Trend 3m
-0.000
Trend 6m
-0.002
Trend 1y
-0.000
Trend 2y
-0.001
Trend 5y
0.001
Volatility 1w
0.504
Volatility 1m
0.462
Volatility 3m
0.501
Volatility 6m
0.538
Volatility 1y
0.619
Volatility 2y
0.618
Volatility 5y
0.611
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
ANF
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:26 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.171
Aptet Fit Raw Score
0.186
Aptet Fit Confidence
0.846
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.242
Force Fit Raw Score
0.257
Force Fit Confidence
0.888
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:26 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ANF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ANF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ANF",
    "hitRates": {
      "1": 0.5036496350364964,
      "5": 0.5413533834586466,
      "10": 0.609375
    },
    "hitRate1D": 0.5036496350364964,
    "comboQuality": 0.4417768555652852,
    "eligibleDays": 339,
    "fitnessScore": 0.298530146415808,
    "lookbackDays": 21,
    "returnLift1D": 0.0004952326149641462,
    "hitRateLift1D": 0.018442534444780445,
    "activationRate": 0.40707964601769914,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.48520710059171596,
      "5": 0.5029940119760479,
      "10": 0.5106382978723404
    },
    "sampleConfidence": 0.9922705314009662,
    "shadowSharpeLike": 0.4345256730834554,
    "avgForwardReturns": {
      "1": 0.0016383326650283255,
      "5": 0.015049658265259586,
      "10": 0.034183753861445454
    },
    "shadowMaxDrawdown": -0.23443772152018072,
    "shadowTotalReturn": 0.1309205911821889,
    "avgForwardReturn1D": 0.0016383326650283255,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-10",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30"
    ],
    "horizonObservationCounts": {
      "1": 137,
      "5": 133,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011431000500641793,
      "5": 0.005789161848604228,
      "10": 0.011984326014836566
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.4417768555652852,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1454701857136736,
    "bestRawFitnessScore": 0.298530146415808,
    "upperQuartileComboQuality": 0.20514116519629785
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17130193741123276,
    "rawScore": 0.18555167594434702,
    "confidence": 0.8464067924949575,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.04905891012505182,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5036496350364964,
        "5": 0.5413533834586466,
        "10": 0.609375
      },
      "hitRate1D": 0.5036496350364964,
      "comboQuality": 0.4417768555652852,
      "eligibleDays": 339,
      "fitnessScore": 0.298530146415808,
      "lookbackDays": 21,
      "returnLift1D": 0.0004952326149641462,
      "hitRateLift1D": 0.018442534444780445,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.48520710059171596,
        "5": 0.5029940119760479,
        "10": 0.5106382978723404
      },
      "sampleConfidence": 0.9922705314009662,
      "shadowSharpeLike": 0.4345256730834554,
      "avgForwardReturns": {
        "1": 0.0016383326650283255,
        "5": 0.015049658265259586,
        "10": 0.034183753861445454
      },
      "shadowMaxDrawdown": -0.23443772152018072,
      "shadowTotalReturn": 0.1309205911821889,
      "avgForwardReturn1D": 0.0016383326650283255,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 133,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011431000500641793,
        "5": 0.005789161848604228,
        "10": 0.011984326014836566
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5431034482758621,
        "5": 0.5446428571428571,
        "10": 0.5046728971962616
      },
      "hitRate1D": 0.5431034482758621,
      "comboQuality": 0.35854631934854425,
      "eligibleDays": 315,
      "fitnessScore": 0.22203059320418028,
      "lookbackDays": 45,
      "returnLift1D": -0.000169364604456657,
      "hitRateLift1D": 0.049472875027454455,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.990883190883191,
      "shadowSharpeLike": 0.30391766216150046,
      "avgForwardReturns": {
        "1": 0.001137915587948682,
        "5": 0.0019933828091113722,
        "10": 0.004401465035527097
      },
      "shadowMaxDrawdown": -0.27701199198575766,
      "shadowTotalReturn": 0.05745470431577471,
      "avgForwardReturn1D": 0.001137915587948682,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-30",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 112,
        "10": 107
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.5213675213675214,
        "10": 0.4051724137931034
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.26302836790835477,
      "eligibleDays": 297,
      "fitnessScore": 0.12333674752235546,
      "lookbackDays": 63,
      "returnLift1D": -0.000726468910269759,
      "hitRateLift1D": 0.03508316008316004,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
      },
      "sampleConfidence": 0.9994301994301995,
      "shadowSharpeLike": 0.1222641066345818,
      "avgForwardReturns": {
        "1": 0.00045780584368730056,
        "5": -0.00576633806585987,
        "10": -0.017686860370744382
      },
      "shadowMaxDrawdown": -0.2954948089566798,
      "shadowTotalReturn": -0.016329226136963082,
      "avgForwardReturn1D": 0.00045780584368730056,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
      }
    },
    {
      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5309734513274337,
        "5": 0.5412844036697247,
        "10": 0.5
      },
      "hitRate1D": 0.5309734513274337,
      "comboQuality": 0.2505350686425517,
      "eligibleDays": 315,
      "fitnessScore": 0.10893266321337931,
      "lookbackDays": 45,
      "returnLift1D": -0.0007264344233718949,
      "hitRateLift1D": 0.03734287807902603,
      "activationRate": 0.3619047619047619,
      "activationCount": 114,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.9906432748538012,
      "shadowSharpeLike": 0.1443766137652859,
      "avgForwardReturns": {
        "1": 0.000580845769033444,
        "5": 0.0016923517135561288,
        "10": 0.0030581472886102652
      },
      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5277777777777778,
        "5": 0.5384615384615384,
        "10": 0.48484848484848486
      },
      "hitRate1D": 0.5277777777777778,
      "comboQuality": 0.21296094762501822,
      "eligibleDays": 315,
      "fitnessScore": 0.062422805789462965,
      "lookbackDays": 45,
      "returnLift1D": -0.0010031345380163098,
      "hitRateLift1D": 0.034147204529370145,
      "activationRate": 0.346031746031746,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.49363057324840764,
        "5": 0.5129032258064516,
        "10": 0.5344262295081967
      },
      "sampleConfidence": 0.9902140672782875,
      "shadowSharpeLike": 0.07052549303587552,
      "avgForwardReturns": {
        "1": 0.0003041456543890291,
        "5": 0.000945086245565919,
        "10": 0.0013053358577111648
      },
      "shadowMaxDrawdown": -0.2770119919857579,
      "shadowTotalReturn": -0.03706108263738439,
      "avgForwardReturn1D": 0.0003041456543890291,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 104,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.001307280192405339,
        "5": 0.007740770778350277,
        "10": 0.015948446692465583
      }
    },
    {
      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5071428571428571,
        "5": 0.5109489051094891,
        "10": 0.6060606060606061
      },
      "hitRate1D": 0.5071428571428571,
      "comboQuality": 0.20253457105339107,
      "eligibleDays": 352,
      "fitnessScore": 0.04848386393392095,
      "lookbackDays": 14,
      "returnLift1D": -0.00010643428070343942,
      "hitRateLift1D": 0.024285714285714244,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.4828571428571429,
        "5": 0.49710982658959535,
        "10": 0.49707602339181284
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      "activationRate": 0.3569023569023569,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4053360974093491,
      "avgForwardReturns": {
        "1": -0.0013144667120881773,
        "5": -0.007703659079921587,
        "10": -0.023565644127507515
      },
      "shadowMaxDrawdown": -0.33479352561194486,
      "shadowTotalReturn": -0.18544656256036784,
      "avgForwardReturn1D": -0.0013144667120881773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
      }
    },
    {
      "topN": 2,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5222222222222223,
        "5": 0.5333333333333333,
        "10": 0.3111111111111111
      },
      "hitRate1D": 0.5222222222222223,
      "comboQuality": 0.0797178983717572,
      "eligibleDays": 297,
      "fitnessScore": -0.18816094703156935,
      "lookbackDays": 63,
      "returnLift1D": -0.0027287151057514493,
      "hitRateLift1D": 0.018843843843843855,
      "activationRate": 0.30303030303030304,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.5033783783783784,
        "5": 0.5136986301369864,
        "10": 0.519163763066202
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4050615734004398,
      "avgForwardReturns": {
        "1": -0.0015444403517943898,
        "5": -0.010325753232904336,
        "10": -0.03396925797570196
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      "shadowMaxDrawdown": -0.3105969829140486,
      "shadowTotalReturn": -0.17932294013847305,
      "avgForwardReturn1D": -0.0015444403517943898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011842747539570595,
        "5": 0.007161497407693324,
        "10": 0.013421643777473005
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    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5042735042735043,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.49586776859504134,
      "comboQuality": 0.07322133055730108,
      "eligibleDays": 330,
      "fitnessScore": -0.20841015943760313,
      "lookbackDays": 30,
      "returnLift1D": -0.0023635023789484247,
      "hitRateLift1D": 0.0034665527895701986,
      "activationRate": 0.3696969696969697,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.49240121580547114,
        "5": 0.5107692307692308,
        "10": 0.51875
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      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": -0.33623843598950703,
      "avgForwardReturns": {
        "1": -0.0010666069262408704,
        "5": -0.001972446250779377,
        "10": 0.009335923808385787
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      "shadowMaxDrawdown": -0.3603439316193653,
      "shadowTotalReturn": -0.19009734793329136,
      "avgForwardReturn1D": -0.0010666069262408704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0012968954527075543,
        "5": 0.006748644402353399,
        "10": 0.013918373449501014
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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": 4,
      "comboQuality": 0.20253457105339107,
      "fitnessScore": 0.04848386393392095,
      "lookbackDays": 14,
      "returnLift1D": -0.00010643428070343942,
      "activationRate": 0.4005681818181818,
      "activationCount": 141,
      "sampleConfidence": 0.9933806146572105,
      "shadowTotalReturn": -0.0073586325228740534,
      "avgForwardReturn1D": 0.0007357864146912727
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4417768555652852,
      "fitnessScore": 0.298530146415808,
      "lookbackDays": 21,
      "returnLift1D": 0.0004952326149641462,
      "activationRate": 0.40707964601769914,
      "activationCount": 138,
      "sampleConfidence": 0.9922705314009662,
      "shadowTotalReturn": 0.1309205911821889,
      "avgForwardReturn1D": 0.0016383326650283255
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1660097829616535,
      "fitnessScore": -0.005118489439148681,
      "lookbackDays": 30,
      "returnLift1D": -0.0012901286626801091,
      "activationRate": 0.31212121212121213,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "shadowTotalReturn": -0.07176948840727404,
      "avgForwardReturn1D": 0.00000676679002744531
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.35854631934854425,
      "fitnessScore": 0.22203059320418028,
      "lookbackDays": 45,
      "returnLift1D": -0.000169364604456657,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "sampleConfidence": 0.990883190883191,
      "shadowTotalReturn": 0.05745470431577471,
      "avgForwardReturn1D": 0.001137915587948682
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.26302836790835477,
      "fitnessScore": 0.12333674752235546,
      "lookbackDays": 63,
      "returnLift1D": -0.000726468910269759,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "sampleConfidence": 0.9994301994301995,
      "shadowTotalReturn": -0.016329226136963082,
      "avgForwardReturn1D": 0.00045780584368730056
    }
  ],
  "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": "8833fbc79afead16ebecd34525c2d57e798906a392bb91233865ef3a9629ee38",
    "size": 13,
    "members": [
      "ANF",
      "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",
      "ANF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ANF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ANF",
    "hitRates": {
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      "5": 0.5412844036697247,
      "10": 0.5
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    "hitRate1D": 0.5309734513274337,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.23665917166259168,
    "eligibleDays": 344,
    "fitnessScore": 0.09236160474837171,
    "lookbackDays": 45,
    "returnLift1D": -0.0006072707151829362,
    "hitRateLift1D": 0.045508335048363935,
    "portfolioSize": 4,
    "activationRate": 0.32848837209302323,
    "activationCount": 113,
    "baselineHitRates": {
      "1": 0.48546511627906974,
      "5": 0.5058823529411764,
      "10": 0.5074626865671642
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    "sampleConfidence": 0.992330383480826,
    "shadowSharpeLike": 0.138175065698636,
    "avgForwardReturns": {
      "1": 0.000580845769033444,
      "5": 0.0016923517135561288,
      "10": 0.0030581472886102652
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    "shadowMaxDrawdown": -0.28602646896756967,
    "shadowTotalReturn": -0.009364663621765246,
    "avgForwardReturn1D": 0.000580845769033444,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-29",
      "2025-05-30",
      "2025-06-09",
      "2025-07-01",
      "2025-07-02",
      "2025-07-03",
      "2025-07-07",
      "2025-07-08",
      "2025-07-09",
      "2025-07-10"
    ],
    "horizonObservationCounts": {
      "1": 113,
      "5": 109,
      "10": 104
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011881164842163802,
      "5": 0.0062419824238775,
      "10": 0.011417167826427557
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.23665917166259168,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14300363811090105,
    "bestRawFitnessScore": 0.09236160474837171,
    "upperQuartileComboQuality": 0.17984232394058527
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.24244076054389718,
    "rawScore": 0.2567791997177821,
    "confidence": 0.8883208671913934,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.5955914386944332,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5309734513274337,
        "5": 0.5412844036697247,
        "10": 0.5
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      "hitRate1D": 0.5309734513274337,
      "rankWeights": [
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      "comboQuality": 0.23665917166259168,
      "eligibleDays": 344,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "hitRateLift1D": 0.045508335048363935,
      "portfolioSize": 4,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.48546511627906974,
        "5": 0.5058823529411764,
        "10": 0.5074626865671642
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": 0.138175065698636,
      "avgForwardReturns": {
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        "10": 0.0030581472886102652
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      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
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        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 109,
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      "baselineAvgForwardReturns": {
        "1": 0.0011881164842163802,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.5309734513274337,
      "rankWeights": [
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      "comboQuality": 0.23665917166259168,
      "eligibleDays": 344,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "hitRateLift1D": 0.045508335048363935,
      "portfolioSize": 5,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
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      "sampleConfidence": 0.992330383480826,
      "shadowSharpeLike": 0.138175065698636,
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      "shadowMaxDrawdown": -0.28602646896756967,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10"
      ],
      "horizonObservationCounts": {
        "1": 113,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.20118816945726065,
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      "sampleConfidence": 0.9919753086419754,
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        "2025-07-09",
        "2025-07-10"
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.1976444937077416,
      "eligibleDays": 375,
      "fitnessScore": 0.041761992169383054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008321939049896831,
      "hitRateLift1D": 0.03514285714285714,
      "portfolioSize": 4,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
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      "sampleConfidence": 0.9947619047619048,
      "shadowSharpeLike": 0.16063216444228703,
      "avgForwardReturns": {
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        "5": 0.005146885293796004,
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      "shadowMaxDrawdown": -0.4254667641221006,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-14",
        "2025-04-15",
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        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 137,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": -0.0000964074902984103,
        "5": 0.000003763749301385233,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "comboQuality": 0.1976444937077416,
      "eligibleDays": 375,
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      "hitRateLift1D": 0.011789297658862885,
      "portfolioSize": 4,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.47527472527472525,
        "10": 0.4735376044568245
      },
      "sampleConfidence": 0.9943589743589745,
      "shadowSharpeLike": -0.2700463941139308,
      "avgForwardReturns": {
        "1": -0.0008351523025180095,
        "5": 0.012937279663456015,
        "10": 0.03351064762540699
      },
      "shadowMaxDrawdown": -0.2715563770039331,
      "shadowTotalReturn": -0.1779259357067704,
      "avgForwardReturn1D": -0.0008351523025180095,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009250588904962917,
        "5": 0.0008374998087784573,
        "10": 0.001807085350594939
      }
    },
    {
      "topN": 5,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.4846153846153846,
        "5": 0.5396825396825397,
        "10": 0.5934959349593496
      },
      "hitRate1D": 0.4846153846153846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.08752707437407918,
      "eligibleDays": 368,
      "fitnessScore": -0.16572625446074676,
      "lookbackDays": 21,
      "returnLift1D": -0.0009276581915676386,
      "hitRateLift1D": 0.011789297658862885,
      "portfolioSize": 5,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.47282608695652173,
        "5": 0.47527472527472525,
        "10": 0.4735376044568245
      },
      "sampleConfidence": 0.9943589743589745,
      "shadowSharpeLike": -0.2700463941139308,
      "avgForwardReturns": {
        "1": -0.0008351523025180095,
        "5": 0.012937279663456015,
        "10": 0.03351064762540699
      },
      "shadowMaxDrawdown": -0.2715563770039331,
      "shadowTotalReturn": -0.1779259357067704,
      "avgForwardReturn1D": -0.0008351523025180095,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-23",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 126,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.00009250588904962917,
        "5": 0.0008374998087784573,
        "10": 0.001807085350594939
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5188679245283019,
        "5": 0.5377358490566038,
        "10": 0.37735849056603776
      },
      "hitRate1D": 0.5188679245283019,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07735074280789117,
      "eligibleDays": 326,
      "fitnessScore": -0.19535777539397023,
      "lookbackDays": 63,
      "returnLift1D": -0.0028299692405160367,
      "hitRateLift1D": 0.028070378516031946,
      "portfolioSize": 3,
      "activationRate": 0.32515337423312884,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.515527950310559,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.38693438025608773,
      "avgForwardReturns": {
        "1": -0.0013144667120881773,
        "5": -0.007703659079921587,
        "10": -0.023565644127507515
      },
      "shadowMaxDrawdown": -0.33479352561194486,
      "shadowTotalReturn": -0.18544656256036784,
      "avgForwardReturn1D": -0.0013144667120881773,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 106,
        "10": 106
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015155025284278596,
        "5": 0.007656173258550245,
        "10": 0.015057052876137511
      }
    },
    {
      "topN": 2,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.5222222222222223,
        "5": 0.5333333333333333,
        "10": 0.3111111111111111
      },
      "hitRate1D": 0.5222222222222223,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07456813266209138,
      "eligibleDays": 326,
      "fitnessScore": -0.20408039991306254,
      "lookbackDays": 63,
      "returnLift1D": -0.0030599428802222496,
      "hitRateLift1D": 0.03142467620995232,
      "portfolioSize": 2,
      "activationRate": 0.27607361963190186,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.49079754601226994,
        "5": 0.515527950310559,
        "10": 0.5236593059936908
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.38667233450421873,
      "avgForwardReturns": {
        "1": -0.0015444403517943898,
        "5": -0.010325753232904336,
        "10": -0.03396925797570196
      },
      "shadowMaxDrawdown": -0.3105969829140486,
      "shadowTotalReturn": -0.17932294013847305,
      "avgForwardReturn1D": -0.0015444403517943898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-07-31",
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 90,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015155025284278596,
        "5": 0.007656173258550245,
        "10": 0.015057052876137511
      }
    },
    {
      "topN": 3,
      "ticker": "ANF",
      "hitRates": {
        "1": 0.49586776859504134,
        "5": 0.5042735042735043,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.49586776859504134,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.07095392596270653,
      "eligibleDays": 359,
      "fitnessScore": -0.21586807125102847,
      "lookbackDays": 30,
      "returnLift1D": -0.0012437652949037709,
      "hitRateLift1D": 0.019544648817882537,
      "portfolioSize": 3,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.4763231197771588,
        "5": 0.48732394366197185,
        "10": 0.4857142857142857
      },
      "sampleConfidence": 0.9928374655647384,
      "shadowSharpeLike": -0.3224055573302702,
      "avgForwardReturns": {
        "1": -0.0010666069262408704,
        "5": -0.001972446250779377,
        "10": 0.009335923808385787
      },
      "shadowMaxDrawdown": -0.3603439316193653,
      "shadowTotalReturn": -0.19009734793329136,
      "avgForwardReturn1D": -0.0010666069262408704,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-29",
        "2025-05-30",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0001771583686629005,
        "5": 0.0019718233114363755,
        "10": 0.00403488701278832
      }
    }
  ],
  "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": 0.1976444937077416,
      "fitnessScore": 0.041761992169383054,
      "lookbackDays": 14,
      "returnLift1D": 0.0008321939049896831,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "sampleConfidence": 0.9947619047619048,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0073586325228740534,
      "avgForwardReturn1D": 0.0007357864146912727
    },
    {
      "comboQuality": 0.17390826735153317,
      "fitnessScore": 0.007200870192201685,
      "lookbackDays": 21,
      "returnLift1D": -0.0000023557859390917755,
      "activationRate": 0.2907608695652174,
      "activationCount": 107,
      "sampleConfidence": 0.9931464174454829,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.06367183956784095,
      "avgForwardReturn1D": 0.0000901501031105374
    },
    {
      "comboQuality": 0.16389854948599836,
      "fitnessScore": -0.00849051090487138,
      "lookbackDays": 30,
      "returnLift1D": -0.00017039157863545519,
      "activationRate": 0.28690807799442897,
      "activationCount": 103,
      "sampleConfidence": 0.9915857605177995,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07130514097776297,
      "avgForwardReturn1D": 0.00000676679002744531
    },
    {
      "comboQuality": 0.23665917166259168,
      "fitnessScore": 0.09236160474837171,
      "lookbackDays": 45,
      "returnLift1D": -0.0006072707151829362,
      "activationRate": 0.32848837209302323,
      "activationCount": 113,
      "sampleConfidence": 0.992330383480826,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.009364663621765246,
      "avgForwardReturn1D": 0.000580845769033444
    },
    {
      "comboQuality": 0.17110775460399483,
      "fitnessScore": 0.0028847340673172905,
      "lookbackDays": 63,
      "returnLift1D": -0.001539729740771263,
      "activationRate": 0.3374233128834356,
      "activationCount": 110,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.06980268926958733,
      "avgForwardReturn1D": -0.000024227212343403366
    }
  ],
  "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": "8833fbc79afead16ebecd34525c2d57e798906a392bb91233865ef3a9629ee38",
    "size": 13,
    "members": [
      "ANF",
      "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
0.361
Liquidity
0.683
Momentum
0.559
Relative strength
0.281
Trend quality
0.226
Stability
0.289
Aggression
0.577
Downside risk
0.462
Drawdown state
0.542
Quality momentum
0.387
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.827
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.266
Beta Change Score
0.216
Correlation Change Score
0.462
Current Drawdown Score
0.206
Days Since 52w High Score
0.496
Distance From 52w High Score
0.564
Distance From Sma 20 Score
0.571
Distance From Sma 200 Score
0.563
Distance From Sma 50 Score
0.720
Downside Volatility 1m Score
0.458
Downside Volatility 1y Score
0.625
Downside Volatility 2y Score
0.699
Downside Volatility 3m Score
0.596
Downside Volatility 5y Score
0.703
Downside Volatility 6m Score
0.732
Drawdown Recovery Score
1
Excess Return 1m Score
0.642
Excess Return 1y Score
0.244
Excess Return 3m Score
0.143
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.683
Log Market Cap Score
0.361
Drawdown Score 1m
0.698
Drawdown Score 1y
0.298
Drawdown Score 2y
0.208
Drawdown Score 3m
0.205
Drawdown Score 5y
0.301
Drawdown Score 6m
0.170
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.755
Relative Strength Slope 3m Score
0.420
Relative Volume 20d Score
0.235
Return 1m Score
0.687
Return 1w Score
0.523
Return 1y Score
0.543
Return 2y Score
0.155
Return 3m Score
0.374
Return 5y Score
0.155
Return 6m Score
0.276
Return Skewness 1y Score
1
Sharpe 1m Score
0.998
Sharpe 1y Score
0.480
Sharpe 2y Score
0.361
Sharpe 3m Score
0.280
Sharpe 5y Score
0.506
Sharpe 6m Score
0.223
Sortino 1m Score
0.814
Sortino 1y Score
0.434
Sortino 2y Score
0.349
Sortino 3m Score
0.299
Sortino 5y Score
0.445
Sortino 6m Score
0.276
Trend R2 1m Score
0.200
Trend R2 1w Score
0.000
Trend R2 1y Score
0.009
Trend R2 2y Score
0.429
Trend R2 3m Score
0.000
Trend R2 5y Score
0.518
Trend R2 6m Score
0.395
Trend Slope 1m Score
0.633
Trend Slope 1w Score
0.487
Trend Slope 1y Score
0.488
Trend Slope 2y Score
0.424
Trend Slope 3m Score
0.495
Trend Slope 5y Score
0.586
Trend Slope 6m Score
0.382
Volatility 1m Score
0.550
Volatility 1w Score
0.606
Volatility 1y Score
0.759
Volatility 2y Score
0.758
Volatility 3m Score
0.602
Volatility 5y Score
0.747
Volatility 6m Score
0.651
Worst Day 1y Score
0.115
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
112,037,241.282
Best Day 1y
0.375
Beta To Benchmark 1y
1.233
Beta 3m
0.664
Beta Change
-0.569
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.250
Correlation 3m
0.173
Correlation Change
-0.076
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.827
Beta 1y Profile Score
0.493
Beta 3m Profile Score
0.266
Beta Change Score
0.216
Correlation Change Score
0.462
Current Drawdown Score
0.206
Distance From Sma 20 Score
0.571
Distance From Sma 200 Score
0.563
Current Drawdown
-0.516
Days Since 52w High
125
Distance From 52w High
-0.283
Distance From Sma 20
0.043
Distance From Sma 200
0.038
Distance From Sma 50
0.132
Downside Capture 1y
1.037
Downside Volatility 1m
0.394
Downside Volatility 1w
-
Downside Volatility 1y
0.518
Downside Volatility 2y
0.574
Downside Volatility 3m
0.497
Downside Volatility 5y
0.577
Downside Volatility 6m
0.599
Drawdown Recovery
1
Excess Return 1m
0.085
Excess Return 1y
-0.154
Excess Return 3m
-0.214
Excess Return 6m
-0.369
Expected Shortfall 95 1y
-0.071
Market Cap
4,130,816,132.938
Max Drawdown 1m
-0.076
Max Drawdown 1w
-0.060
Max Drawdown 1y
-0.457
Max Drawdown 2y
-0.634
Max Drawdown 3m
-0.318
Max Drawdown 5y
-0.699
Max Drawdown 6m
-0.457
Momentum Acceleration 1m Vs 3m
0.146
Momentum Acceleration 3m Vs 6m
0.011
Moving Average Alignment
0
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.933
Return 1m
0.112
Return 1w
0.007
Return 1y
0.069
Return 2y
-0.457
Return 3m
-0.101
Return 5y
1.011
Return 6m
-0.268
Return Skewness 1y
3.193
Sector Excess Return 1y
-
Sharpe 1m
2.988
Sharpe 1y
0.398
Sharpe 2y
-0.193
Sharpe 3m
-0.600
Sharpe 5y
0.529
Sharpe 6m
-0.884
Sortino 1m
3.510
Sortino 1y
0.475
Sortino 2y
-0.208
Sortino 3m
-0.605
Sortino 5y
0.560
Sortino 6m
-0.795
Trend R2 1m
0.200
Trend R2 1w
0.000
Trend R2 1y
0.009
Trend R2 2y
0.429
Trend R2 3m
0.000
Trend R2 5y
0.518
Trend R2 6m
0.395
Trend 1m
0.002
Trend 1w
-0.000
Trend 1y
-0.000
Trend 2y
-0.001
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
0.843
Value At Risk 95 1y
-0.049
Volatility 1m
0.462
Volatility 1w
0.504
Volatility 1y
0.619
Volatility 2y
0.618
Volatility 3m
0.501
Volatility 5y
0.611
Volatility 6m
0.538
Worst Day 1y
-0.177
Distance From Sma 50 Score
0.720
Downside Volatility 1y Score
0.625
Downside Volatility 3m Score
0.596
Drawdown Recovery Score
1
Excess Return 1m Score
0.642
Excess Return 1y Score
0.244
Excess Return 3m Score
0.143
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.288
Log Avg Dollar Volume 20d Score
0.683
Log Market Cap Score
0.361
Drawdown Score 1y
0.298
Drawdown Score 5y
0.301
Momentum Acceleration 1m Vs 3m Score
0.986
Momentum Acceleration 3m Vs 6m Score
0.537
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.755
Relative Volume 20d Score
0.235
Return 1m Score
0.687
Return 1y Score
0.543
Return 3m Score
0.374
Return 6m Score
0.276
Return Skewness 1y Score
1
Sortino 1y Score
0.434
Sortino 3m Score
0.299
Trend R2 1y Score
0.009
Trend R2 3m Score
0.000
Trend Slope 1y Score
0.488
Trend Slope 3m Score
0.495
Volatility 1y Score
0.759
Volatility 3m Score
0.602