Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

AON

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

Research Detail

AON

AON

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
-0.154
Correlation To Benchmark 1y
-0.078
Inverse To Benchmark 1y
0.922
Drawdown Score 1m
0.730
Drawdown Score 3m
0.804
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
0.778
Drawdown Score 1y
0.729
Drawdown Score 2y
0.698
Drawdown Score 5y
0.746
Return 1w
-0.001
Return 1m
0.076
Return 3m
0.100
Return 6m
0.023
Return 1y
0.005
Return 2y
0.222
Return 5y
0.550
Sharpe 1m
2.965
Sharpe 3m
1.515
Sharpe 6m
0.301
Sharpe 1y
0.144
Sharpe 2y
0.546
Sharpe 5y
0.494
Trend 1w
-0.001
Trend 1m
0.004
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.099
Volatility 1m
0.314
Volatility 3m
0.276
Volatility 6m
0.292
Volatility 1y
0.248
Volatility 2y
0.234
Volatility 5y
0.232
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
AON
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.085
Aptet Fit Raw Score
0.096
Aptet Fit Confidence
0.773
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.113
Force Fit Raw Score
0.123
Force Fit Confidence
0.846
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AON"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AON",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AON",
    "hitRates": {
      "1": 0.5121951219512195,
      "5": 0.3783783783783784,
      "10": 0.3939393939393939
    },
    "hitRate1D": 0.5121951219512195,
    "comboQuality": 0.19355129896980733,
    "eligibleDays": 339,
    "fitnessScore": 0.03603850592368242,
    "lookbackDays": 21,
    "returnLift1D": 0.00012140588826331801,
    "hitRateLift1D": 0.015153701832876343,
    "activationRate": 0.12389380530973451,
    "activationCount": 42,
    "baselineHitRates": {
      "1": 0.4970414201183432,
      "5": 0.5,
      "10": 0.5197568389057751
    },
    "sampleConfidence": 0.9761904761904763,
    "shadowSharpeLike": -0.11178158301494956,
    "avgForwardReturns": {
      "1": 0.0000013685305234248853,
      "5": -0.005274547413622348,
      "10": -0.0049295397099177254
    },
    "shadowMaxDrawdown": -0.057360992904340824,
    "shadowTotalReturn": -0.015190517618803079,
    "avgForwardReturn1D": 0.0000013685305234248853,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-21",
      "2025-03-24",
      "2025-03-27",
      "2025-07-28",
      "2025-08-06",
      "2025-08-07",
      "2025-08-14",
      "2025-08-19",
      "2025-08-20",
      "2025-08-21"
    ],
    "horizonObservationCounts": {
      "1": 41,
      "5": 37,
      "10": 33
    },
    "baselineAvgForwardReturns": {
      "1": -0.00012003735773989312,
      "5": -0.0006428913795188576,
      "10": -0.0017262931879865238
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.19355129896980733,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.03196891433300991,
    "bestRawFitnessScore": 0.03603850592368242,
    "upperQuartileComboQuality": 0.08381259692613702
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08495472662643874,
    "rawScore": 0.09583415138667392,
    "confidence": 0.7729530735585354,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.16530370788232304,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.5121951219512195,
        "5": 0.3783783783783784,
        "10": 0.3939393939393939
      },
      "hitRate1D": 0.5121951219512195,
      "comboQuality": 0.19355129896980733,
      "eligibleDays": 339,
      "fitnessScore": 0.03603850592368242,
      "lookbackDays": 21,
      "returnLift1D": 0.00012140588826331801,
      "hitRateLift1D": 0.015153701832876343,
      "activationRate": 0.12389380530973451,
      "activationCount": 42,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5,
        "10": 0.5197568389057751
      },
      "sampleConfidence": 0.9761904761904763,
      "shadowSharpeLike": -0.11178158301494956,
      "avgForwardReturns": {
        "1": 0.0000013685305234248853,
        "5": -0.005274547413622348,
        "10": -0.0049295397099177254
      },
      "shadowMaxDrawdown": -0.057360992904340824,
      "shadowTotalReturn": -0.015190517618803079,
      "avgForwardReturn1D": 0.0000013685305234248853,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-27",
        "2025-07-28",
        "2025-08-06",
        "2025-08-07",
        "2025-08-14",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21"
      ],
      "horizonObservationCounts": {
        "1": 41,
        "5": 37,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012003735773989312,
        "5": -0.0006428913795188576,
        "10": -0.0017262931879865238
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4,
        "5": 0.42857142857142855,
        "10": 0.5
      },
      "hitRate1D": 0.4,
      "comboQuality": 0.13517909921465848,
      "eligibleDays": 297,
      "fitnessScore": -0.05830281235212311,
      "lookbackDays": 63,
      "returnLift1D": 0.0015871640834088693,
      "hitRateLift1D": -0.09662162162162158,
      "activationRate": 0.037037037037037035,
      "activationCount": 11,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5068493150684932,
        "10": 0.5331010452961672
      },
      "sampleConfidence": 0.7730424319417768,
      "shadowSharpeLike": 0.2421013991273664,
      "avgForwardReturns": {
        "1": 0.0016655303794418596,
        "5": 0.0007301947684687742,
        "10": -0.006935211987816714
      },
      "shadowMaxDrawdown": -0.03321086703233489,
      "shadowTotalReturn": 0.013610479740898684,
      "avgForwardReturn1D": 0.0016655303794418596,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-16",
        "2026-07-17",
        "2026-07-20",
        "2026-07-21",
        "2026-07-23"
      ],
      "horizonObservationCounts": {
        "1": 10,
        "5": 7,
        "10": 2
      },
      "baselineAvgForwardReturns": {
        "1": 0.00007836629603299029,
        "5": 0.0005259337781237843,
        "10": 0.00072679919221346
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.48333333333333334,
        "5": 0.5,
        "10": 0.4230769230769231
      },
      "hitRate1D": 0.48333333333333334,
      "comboQuality": 0.13154710856274998,
      "eligibleDays": 339,
      "fitnessScore": -0.06521662939486514,
      "lookbackDays": 21,
      "returnLift1D": -0.0005743982599066193,
      "hitRateLift1D": -0.013708086785009843,
      "activationRate": 0.17994100294985252,
      "activationCount": 61,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5,
        "10": 0.5197568389057751
      },
      "sampleConfidence": 0.9836065573770493,
      "shadowSharpeLike": -0.5082840785789322,
      "avgForwardReturns": {
        "1": -0.0006944356176465124,
        "5": -0.002360685287014921,
        "10": -0.006717584549986083
      },
      "shadowMaxDrawdown": -0.08438848263082577,
      "shadowTotalReturn": -0.06106110286747424,
      "avgForwardReturn1D": -0.0006944356176465124,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-15",
        "2025-04-17",
        "2025-07-28",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 56,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012003735773989312,
        "5": -0.0006428913795188576,
        "10": -0.0017262931879865238
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4574468085106383,
        "5": 0.5444444444444444,
        "10": 0.4823529411764706
      },
      "hitRate1D": 0.4574468085106383,
      "comboQuality": 0.10270362645172779,
      "eligibleDays": 339,
      "fitnessScore": -0.12685853277750275,
      "lookbackDays": 21,
      "returnLift1D": -0.0007081815992544299,
      "hitRateLift1D": -0.03959461160770489,
      "activationRate": 0.28023598820059,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5,
        "10": 0.5197568389057751
      },
      "sampleConfidence": 0.9887719298245614,
      "shadowSharpeLike": -0.5386327913860977,
      "avgForwardReturns": {
        "1": -0.000828218956994323,
        "5": 0.0023984226460109226,
        "10": -0.0034300681085151505
      },
      "shadowMaxDrawdown": -0.16197297679640954,
      "shadowTotalReturn": -0.10148914450666835,
      "avgForwardReturn1D": -0.000828218956994323,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 85
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012003735773989312,
        "5": -0.0006428913795188576,
        "10": -0.0017262931879865238
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08526317315480446,
      "eligibleDays": 297,
      "fitnessScore": -0.17203663048556805,
      "lookbackDays": 63,
      "returnLift1D": -0.00007836629603299029,
      "hitRateLift1D": -0.4966216216216216,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5068493150684932,
        "10": 0.5331010452961672
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.00007836629603299029,
        "5": 0.0005259337781237843,
        "10": 0.00072679919221346
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4166666666666667,
        "5": 0.2727272727272727,
        "10": 0.1282051282051282
      },
      "hitRate1D": 0.4166666666666667,
      "comboQuality": 0.08332907151658121,
      "eligibleDays": 315,
      "fitnessScore": -0.177549234333223,
      "lookbackDays": 45,
      "returnLift1D": -0.0009608352215752372,
      "hitRateLift1D": -0.08333333333333331,
      "activationRate": 0.15555555555555556,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5096774193548387,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.9782312925170068,
      "shadowSharpeLike": -0.5101306182753399,
      "avgForwardReturns": {
        "1": -0.0009237603958122421,
        "5": -0.011856588382809684,
        "10": -0.020821920673642406
      },
      "shadowMaxDrawdown": -0.1023684825894291,
      "shadowTotalReturn": -0.05879510009520017,
      "avgForwardReturn1D": -0.0009237603958122421,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08"
      ],
      "horizonObservationCounts": {
        "1": 48,
        "5": 44,
        "10": 39
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003707482576299514,
        "5": 0.0007531861117914337,
        "10": 0.0014472278321975627
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.375,
        "5": 0.3333333333333333,
        "10": 0.42857142857142855
      },
      "hitRate1D": 0.375,
      "comboQuality": 0.07968149449355831,
      "eligibleDays": 297,
      "fitnessScore": -0.18827013734380932,
      "lookbackDays": 63,
      "returnLift1D": -0.0009590550931242627,
      "hitRateLift1D": -0.1216216216216216,
      "activationRate": 0.05723905723905724,
      "activationCount": 17,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5068493150684932,
        "10": 0.5331010452961672
      },
      "sampleConfidence": 0.8943298471118931,
      "shadowSharpeLike": -0.24753462676976581,
      "avgForwardReturns": {
        "1": -0.0008806887970912725,
        "5": -0.0023848732553855,
        "10": -0.010549008214848245
      },
      "shadowMaxDrawdown": -0.04421782843132549,
      "shadowTotalReturn": -0.019516904179920025,
      "avgForwardReturn1D": -0.0008806887970912725,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-05-13",
        "2026-05-22",
        "2026-06-10",
        "2026-06-11",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15"
      ],
      "horizonObservationCounts": {
        "1": 16,
        "5": 12,
        "10": 7
      },
      "baselineAvgForwardReturns": {
        "1": 0.00007836629603299029,
        "5": 0.0005259337781237843,
        "10": 0.00072679919221346
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.5070422535211268,
        "10": 0.45454545454545453
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.07849330690008079,
      "eligibleDays": 339,
      "fitnessScore": -0.19185926995549,
      "lookbackDays": 21,
      "returnLift1D": -0.001236301722880841,
      "hitRateLift1D": -0.030374753451676506,
      "activationRate": 0.22418879056047197,
      "activationCount": 76,
      "baselineHitRates": {
        "1": 0.4970414201183432,
        "5": 0.5,
        "10": 0.5197568389057751
      },
      "sampleConfidence": 0.9859649122807018,
      "shadowSharpeLike": -0.7729488037500134,
      "avgForwardReturns": {
        "1": -0.0013563390806207343,
        "5": -0.0010870492318110323,
        "10": -0.007094629963196905
      },
      "shadowMaxDrawdown": -0.18603320632310194,
      "shadowTotalReturn": -0.11820489477396956,
      "avgForwardReturn1D": -0.0013563390806207343,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 71,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.00012003735773989312,
        "5": -0.0006428913795188576,
        "10": -0.0017262931879865238
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0.75,
        "10": 1
      },
      "hitRate1D": 0.3333333333333333,
      "comboQuality": 0.0631437015295236,
      "eligibleDays": 297,
      "fitnessScore": -0.24336569632543387,
      "lookbackDays": 63,
      "returnLift1D": -0.0037093576736684413,
      "hitRateLift1D": -0.16328828828828829,
      "activationRate": 0.020202020202020204,
      "activationCount": 6,
      "baselineHitRates": {
        "1": 0.4966216216216216,
        "5": 0.5068493150684932,
        "10": 0.5331010452961672
      },
      "sampleConfidence": 0.6734696288500637,
      "shadowSharpeLike": -0.523731326218855,
      "avgForwardReturns": {
        "1": -0.0036309913776354508,
        "5": 0.013627941703688223,
        "10": 0.0006187457031547883
      },
      "shadowMaxDrawdown": -0.055197402736626655,
      "shadowTotalReturn": -0.02435488648249773,
      "avgForwardReturn1D": -0.0036309913776354508,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-07-10",
        "2026-07-13",
        "2026-07-14",
        "2026-07-15",
        "2026-07-20",
        "2026-07-21"
      ],
      "horizonObservationCounts": {
        "1": 6,
        "5": 4,
        "10": 1
      },
      "baselineAvgForwardReturns": {
        "1": 0.00007836629603299029,
        "5": 0.0005259337781237843,
        "10": 0.00072679919221346
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.37254901960784315,
        "5": 0.3191489361702128,
        "10": 0.4523809523809524
      },
      "hitRate1D": 0.37254901960784315,
      "comboQuality": 0.03333126299624407,
      "eligibleDays": 330,
      "fitnessScore": -0.3908192184258349,
      "lookbackDays": 30,
      "returnLift1D": -0.002323180309994545,
      "hitRateLift1D": -0.11681268251981641,
      "activationRate": 0.15454545454545454,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49538461538461537,
        "10": 0.525
      },
      "sampleConfidence": 0.9830065359477125,
      "shadowSharpeLike": -1.078972206133025,
      "avgForwardReturns": {
        "1": -0.002516982842478727,
        "5": -0.010833586415764464,
        "10": -0.0019761671337941633
      },
      "shadowMaxDrawdown": -0.14359689187770996,
      "shadowTotalReturn": -0.1356433944872586,
      "avgForwardReturn1D": -0.002516982842478727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 47,
        "10": 42
      },
      "baselineAvgForwardReturns": {
        "1": -0.00019380253248418196,
        "5": -0.0007165749123383922,
        "10": -0.0007028916730107266
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.34285714285714286,
        "5": 0.22580645161290322,
        "10": 0.11538461538461539
      },
      "hitRate1D": 0.34285714285714286,
      "comboQuality": 0.030606565669775758,
      "eligibleDays": 315,
      "fitnessScore": -0.41020032003359985,
      "lookbackDays": 45,
      "returnLift1D": -0.00278746105138346,
      "hitRateLift1D": -0.15714285714285714,
      "activationRate": 0.11428571428571428,
      "activationCount": 36,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5096774193548387,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.9703703703703704,
      "shadowSharpeLike": -1.1561481146337274,
      "avgForwardReturns": {
        "1": -0.002750386225620465,
        "5": -0.013512206611061265,
        "10": -0.026135559000260176
      },
      "shadowMaxDrawdown": -0.11236622707004018,
      "shadowTotalReturn": -0.10336868893203854,
      "avgForwardReturn1D": -0.002750386225620465,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-08-22",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10",
        "2025-12-29"
      ],
      "horizonObservationCounts": {
        "1": 35,
        "5": 31,
        "10": 26
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003707482576299514,
        "5": 0.0007531861117914337,
        "10": 0.0014472278321975627
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.43137254901960786,
        "5": 0.32323232323232326,
        "10": 0.4421052631578947
      },
      "hitRate1D": 0.43137254901960786,
      "comboQuality": 0.029812077160545316,
      "eligibleDays": 352,
      "fitnessScore": -0.416166764520385,
      "lookbackDays": 14,
      "returnLift1D": -0.0021225556312720346,
      "hitRateLift1D": -0.06005602240896357,
      "activationRate": 0.29545454545454547,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.49142857142857144,
        "5": 0.5,
        "10": 0.5233918128654971
      },
      "sampleConfidence": 0.9897435897435898,
      "shadowSharpeLike": -1.4780865230482354,
      "avgForwardReturns": {
        "1": -0.0023274972971004727,
        "5": -0.011151765912737772,
        "10": -0.007087756711404756
      },
      "shadowMaxDrawdown": -0.26459158740250743,
      "shadowTotalReturn": -0.23995137940606492,
      "avgForwardReturn1D": -0.0023274972971004727,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 99,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020494166582843816,
        "5": -0.0007336285418303647,
        "10": -0.0012254262193702762
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.30434782608695654,
        "5": 0.2631578947368421,
        "10": 0.14285714285714285
      },
      "hitRate1D": 0.30434782608695654,
      "comboQuality": 0.02852924359961022,
      "eligibleDays": 315,
      "fitnessScore": -0.4261339331801126,
      "lookbackDays": 45,
      "returnLift1D": -0.003041041254346167,
      "hitRateLift1D": -0.19565217391304346,
      "activationRate": 0.0761904761904762,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5096774193548387,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.9555555555555556,
      "shadowSharpeLike": -0.9276961857868855,
      "avgForwardReturns": {
        "1": -0.003003966428583172,
        "5": -0.009818251981335924,
        "10": -0.03062601706636178
      },
      "shadowMaxDrawdown": -0.08681334906554095,
      "shadowTotalReturn": -0.0732751072720188,
      "avgForwardReturn1D": -0.003003966428583172,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-12-30",
        "2025-12-31",
        "2026-01-02",
        "2026-04-17",
        "2026-04-20",
        "2026-06-15"
      ],
      "horizonObservationCounts": {
        "1": 23,
        "5": 19,
        "10": 14
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003707482576299514,
        "5": 0.0007531861117914337,
        "10": 0.0014472278321975627
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.425,
        "5": 0.3333333333333333,
        "10": 0.4247787610619469
      },
      "hitRate1D": 0.425,
      "comboQuality": 0.02791602635669714,
      "eligibleDays": 352,
      "fitnessScore": -0.4310530745750594,
      "lookbackDays": 14,
      "returnLift1D": -0.0020358449228516204,
      "hitRateLift1D": -0.06642857142857145,
      "activationRate": 0.3465909090909091,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.49142857142857144,
        "5": 0.5,
        "10": 0.5233918128654971
      },
      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": -1.4821017239320033,
      "avgForwardReturns": {
        "1": -0.0022407865886800585,
        "5": -0.010956579992901203,
        "10": -0.007727590989728751
      },
      "shadowMaxDrawdown": -0.2870626760951347,
      "shadowTotalReturn": -0.26317537259340307,
      "avgForwardReturn1D": -0.0022407865886800585,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 117,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020494166582843816,
        "5": -0.0007336285418303647,
        "10": -0.0012254262193702762
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.34375,
        "5": 0.2857142857142857,
        "10": 0.391304347826087
      },
      "hitRate1D": 0.34375,
      "comboQuality": 0.027498139305380337,
      "eligibleDays": 330,
      "fitnessScore": -0.4344658025689303,
      "lookbackDays": 30,
      "returnLift1D": -0.0031145404276714003,
      "hitRateLift1D": -0.14561170212765956,
      "activationRate": 0.09696969696969697,
      "activationCount": 32,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49538461538461537,
        "10": 0.525
      },
      "sampleConfidence": 0.9729166666666668,
      "shadowSharpeLike": -1.052072511685302,
      "avgForwardReturns": {
        "1": -0.0033083429601555824,
        "5": -0.011261520878683231,
        "10": -0.007441824075390952
      },
      "shadowMaxDrawdown": -0.12076053047492219,
      "shadowTotalReturn": -0.11259494961688199,
      "avgForwardReturn1D": -0.0033083429601555824,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-04",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-09-03",
        "2025-09-04",
        "2025-12-10"
      ],
      "horizonObservationCounts": {
        "1": 32,
        "5": 28,
        "10": 23
      },
      "baselineAvgForwardReturns": {
        "1": -0.00019380253248418196,
        "5": -0.0007165749123383922,
        "10": -0.0007028916730107266
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4025974025974026,
        "5": 0.3835616438356164,
        "10": 0.4852941176470588
      },
      "hitRate1D": 0.4025974025974026,
      "comboQuality": 0.025374884711924877,
      "eligibleDays": 330,
      "fitnessScore": -0.45262446130684864,
      "lookbackDays": 30,
      "returnLift1D": -0.002598333273939915,
      "hitRateLift1D": -0.08676429953025694,
      "activationRate": 0.23636363636363636,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49538461538461537,
        "10": 0.525
      },
      "sampleConfidence": 0.9863247863247864,
      "shadowSharpeLike": -1.5278391700888403,
      "avgForwardReturns": {
        "1": -0.002792135806424097,
        "5": -0.007398806700755668,
        "10": -0.0018121170935866454
      },
      "shadowMaxDrawdown": -0.222967033663371,
      "shadowTotalReturn": -0.21535833352062217,
      "avgForwardReturn1D": -0.002792135806424097,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-15",
        "2025-04-16",
        "2025-06-09",
        "2025-08-11",
        "2025-08-12",
        "2025-08-14"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 73,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": -0.00019380253248418196,
        "5": -0.0007165749123383922,
        "10": -0.0007028916730107266
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.3787878787878788,
        "5": 0.3548387096774194,
        "10": 0.47368421052631576
      },
      "hitRate1D": 0.3787878787878788,
      "comboQuality": 0.024945982985423797,
      "eligibleDays": 330,
      "fitnessScore": -0.4564716142741381,
      "lookbackDays": 30,
      "returnLift1D": -0.002624198717052631,
      "hitRateLift1D": -0.11057382333978077,
      "activationRate": 0.20303030303030303,
      "activationCount": 67,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.49538461538461537,
        "10": 0.525
      },
      "sampleConfidence": 0.9840796019900498,
      "shadowSharpeLike": -1.3559297473868348,
      "avgForwardReturns": {
        "1": -0.002818001249536813,
        "5": -0.008467240241624934,
        "10": -0.0016091164394375001
      },
      "shadowMaxDrawdown": -0.1981569346973937,
      "shadowTotalReturn": -0.19030529427833465,
      "avgForwardReturn1D": -0.002818001249536813,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-06-09",
        "2025-08-11",
        "2025-08-12",
        "2025-08-14",
        "2025-08-20",
        "2025-08-21"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 62,
        "10": 57
      },
      "baselineAvgForwardReturns": {
        "1": -0.00019380253248418196,
        "5": -0.0007165749123383922,
        "10": -0.0007028916730107266
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.40298507462686567,
        "5": 0.359375,
        "10": 0.4166666666666667
      },
      "hitRate1D": 0.40298507462686567,
      "comboQuality": 0.022739509962648508,
      "eligibleDays": 352,
      "fitnessScore": -0.4773428460753068,
      "lookbackDays": 14,
      "returnLift1D": -0.0029287487699022024,
      "hitRateLift1D": -0.08844349680170577,
      "activationRate": 0.19318181818181818,
      "activationCount": 68,
      "baselineHitRates": {
        "1": 0.49142857142857144,
        "5": 0.5,
        "10": 0.5233918128654971
      },
      "sampleConfidence": 0.9872549019607844,
      "shadowSharpeLike": -1.6244735155802876,
      "avgForwardReturns": {
        "1": -0.0031336904357306405,
        "5": -0.011756574702679747,
        "10": -0.008244911280290099
      },
      "shadowMaxDrawdown": -0.21679309384145395,
      "shadowTotalReturn": -0.20952993079962134,
      "avgForwardReturn1D": -0.0031336904357306405,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14"
      ],
      "horizonObservationCounts": {
        "1": 67,
        "5": 64,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020494166582843816,
        "5": -0.0007336285418303647,
        "10": -0.0012254262193702762
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.41379310344827586,
        "5": 0.32142857142857145,
        "10": 0.425
      },
      "hitRate1D": 0.41379310344827586,
      "comboQuality": 0.016797162231812175,
      "eligibleDays": 352,
      "fitnessScore": -0.5453132071700408,
      "lookbackDays": 14,
      "returnLift1D": -0.003082124322134952,
      "hitRateLift1D": -0.07763546798029558,
      "activationRate": 0.25,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.49142857142857144,
        "5": 0.5,
        "10": 0.5233918128654971
      },
      "sampleConfidence": 0.9901515151515152,
      "shadowSharpeLike": -1.9427003042117177,
      "avgForwardReturns": {
        "1": -0.00328706598796339,
        "5": -0.011976756058113129,
        "10": -0.00938715079574694
      },
      "shadowMaxDrawdown": -0.27925815369814544,
      "shadowTotalReturn": -0.27257426786976624,
      "avgForwardReturn1D": -0.00328706598796339,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 84,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": -0.00020494166582843816,
        "5": -0.0007336285418303647,
        "10": -0.0012254262193702762
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.17647058823529413,
        "5": 0.21428571428571427,
        "10": 0.1111111111111111
      },
      "hitRate1D": 0.17647058823529413,
      "comboQuality": 0.012541415121236146,
      "eligibleDays": 315,
      "fitnessScore": -0.6105415994044735,
      "lookbackDays": 45,
      "returnLift1D": -0.004404454841271974,
      "hitRateLift1D": -0.32352941176470584,
      "activationRate": 0.05714285714285714,
      "activationCount": 18,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5096774193548387,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 0.9199239620759307,
      "shadowSharpeLike": -1.045260751830232,
      "avgForwardReturns": {
        "1": -0.004367380015508979,
        "5": -0.007701236789322187,
        "10": -0.0300230868314258
      },
      "shadowMaxDrawdown": -0.07781230047764776,
      "shadowTotalReturn": -0.07781230047764776,
      "avgForwardReturn1D": -0.004367380015508979,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-04",
        "2025-09-05",
        "2025-12-30",
        "2025-12-31",
        "2026-01-02",
        "2026-04-17",
        "2026-07-08",
        "2026-07-09",
        "2026-07-10",
        "2026-07-13"
      ],
      "horizonObservationCounts": {
        "1": 17,
        "5": 14,
        "10": 9
      },
      "baselineAvgForwardReturns": {
        "1": 0.00003707482576299514,
        "5": 0.0007531861117914337,
        "10": 0.0014472278321975627
      }
    }
  ],
  "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": 0.029812077160545316,
      "fitnessScore": -0.416166764520385,
      "lookbackDays": 14,
      "returnLift1D": -0.0021225556312720346,
      "activationRate": 0.29545454545454547,
      "activationCount": 104,
      "sampleConfidence": 0.9897435897435898,
      "shadowTotalReturn": -0.23995137940606492,
      "avgForwardReturn1D": -0.0023274972971004727
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.19355129896980733,
      "fitnessScore": 0.03603850592368242,
      "lookbackDays": 21,
      "returnLift1D": 0.00012140588826331801,
      "activationRate": 0.12389380530973451,
      "activationCount": 42,
      "sampleConfidence": 0.9761904761904763,
      "shadowTotalReturn": -0.015190517618803079,
      "avgForwardReturn1D": 0.0000013685305234248853
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.03333126299624407,
      "fitnessScore": -0.3908192184258349,
      "lookbackDays": 30,
      "returnLift1D": -0.002323180309994545,
      "activationRate": 0.15454545454545454,
      "activationCount": 51,
      "sampleConfidence": 0.9830065359477125,
      "shadowTotalReturn": -0.1356433944872586,
      "avgForwardReturn1D": -0.002516982842478727
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.08332907151658121,
      "fitnessScore": -0.177549234333223,
      "lookbackDays": 45,
      "returnLift1D": -0.0009608352215752372,
      "activationRate": 0.15555555555555556,
      "activationCount": 49,
      "sampleConfidence": 0.9782312925170068,
      "shadowTotalReturn": -0.05879510009520017,
      "avgForwardReturn1D": -0.0009237603958122421
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.13517909921465848,
      "fitnessScore": -0.05830281235212311,
      "lookbackDays": 63,
      "returnLift1D": 0.0015871640834088693,
      "activationRate": 0.037037037037037035,
      "activationCount": 11,
      "sampleConfidence": 0.7730424319417768,
      "shadowTotalReturn": 0.013610479740898684,
      "avgForwardReturn1D": 0.0016655303794418596
    }
  ],
  "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": "14624f0bcc03f70a0f974ff0ad93b8544526935662b28cc4761f0a88af0dde80",
    "size": 13,
    "members": [
      "AON",
      "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",
      "AON"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AON",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "AON",
    "hitRates": {
      "1": 0.5362318840579711,
      "5": 0.4461538461538462,
      "10": 0.47540983606557374
    },
    "hitRate1D": 0.5362318840579711,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004
    ],
    "comboQuality": 0.2941337895821952,
    "eligibleDays": 368,
    "fitnessScore": 0.1574139832022599,
    "lookbackDays": 21,
    "returnLift1D": 0.0005263823865273098,
    "hitRateLift1D": 0.03351449275362328,
    "portfolioSize": 2,
    "activationRate": 0.1875,
    "activationCount": 69,
    "baselineHitRates": {
      "1": 0.5027173913043478,
      "5": 0.5054945054945055,
      "10": 0.5264623955431755
    },
    "sampleConfidence": 0.9884057971014494,
    "shadowSharpeLike": 0.19731946912893455,
    "avgForwardReturns": {
      "1": 0.0005270349958598225,
      "5": -0.0013911467128079574,
      "10": 0.0008644344166800689
    },
    "shadowMaxDrawdown": -0.06890356776069628,
    "shadowTotalReturn": 0.01907053918247037,
    "avgForwardReturn1D": 0.0005270349958598225,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19"
    ],
    "horizonObservationCounts": {
      "1": 69,
      "5": 65,
      "10": 61
    },
    "baselineAvgForwardReturns": {
      "1": 6.526093325127271e-7,
      "5": -0.00020836824833763158,
      "10": -0.0008037939994907825
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2941337895821952,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.04757171204503244,
    "bestRawFitnessScore": 0.1574139832022599,
    "upperQuartileComboQuality": 0.08455741354320642
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.11318539225954016,
    "rawScore": 0.12264167333683033,
    "confidence": 0.8457900839086095,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        21
      ],
      "portfolioSizes": [
        2
      ]
    },
    "parameterStability": 0.19176783347843232,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.5362318840579711,
        "5": 0.4461538461538462,
        "10": 0.47540983606557374
      },
      "hitRate1D": 0.5362318840579711,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2941337895821952,
      "eligibleDays": 368,
      "fitnessScore": 0.1574139832022599,
      "lookbackDays": 21,
      "returnLift1D": 0.0005263823865273098,
      "hitRateLift1D": 0.03351449275362328,
      "portfolioSize": 2,
      "activationRate": 0.1875,
      "activationCount": 69,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5054945054945055,
        "10": 0.5264623955431755
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": 0.19731946912893455,
      "avgForwardReturns": {
        "1": 0.0005270349958598225,
        "5": -0.0013911467128079574,
        "10": 0.0008644344166800689
      },
      "shadowMaxDrawdown": -0.06890356776069628,
      "shadowTotalReturn": 0.01907053918247037,
      "avgForwardReturn1D": 0.0005270349958598225,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 69,
        "5": 65,
        "10": 61
      },
      "baselineAvgForwardReturns": {
        "1": 6.526093325127271e-7,
        "5": -0.00020836824833763158,
        "10": -0.0008037939994907825
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.5056179775280899,
        "5": 0.5176470588235295,
        "10": 0.48148148148148145
      },
      "hitRate1D": 0.5056179775280899,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.19940514878579987,
      "eligibleDays": 368,
      "fitnessScore": 0.04419640590590038,
      "lookbackDays": 21,
      "returnLift1D": -0.00008756825935319123,
      "hitRateLift1D": 0.0029005862237421187,
      "portfolioSize": 3,
      "activationRate": 0.2418478260869565,
      "activationCount": 89,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5054945054945055,
        "10": 0.5264623955431755
      },
      "sampleConfidence": 0.9910112359550562,
      "shadowSharpeLike": -0.18326188330244345,
      "avgForwardReturns": {
        "1": -0.0000869156500206785,
        "5": -0.0002578179795305959,
        "10": -0.0013971160238500633
      },
      "shadowMaxDrawdown": -0.11349799665769389,
      "shadowTotalReturn": -0.029737368491820626,
      "avgForwardReturn1D": -0.0000869156500206785,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 89,
        "5": 85,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 6.526093325127271e-7,
        "5": -0.00020836824833763158,
        "10": -0.0008037939994907825
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.49523809523809526,
        "5": 0.5247524752475248,
        "10": 0.5
      },
      "hitRate1D": 0.49523809523809526,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13242319344397316,
      "eligibleDays": 368,
      "fitnessScore": -0.06353427290736847,
      "lookbackDays": 21,
      "returnLift1D": -0.00058077302739067,
      "hitRateLift1D": -0.007479296066252528,
      "portfolioSize": 4,
      "activationRate": 0.28532608695652173,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5054945054945055,
        "10": 0.5264623955431755
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -0.4538976742649883,
      "avgForwardReturns": {
        "1": -0.0005801204180581573,
        "5": 0.0006108829990674972,
        "10": -0.0019672621306314627
      },
      "shadowMaxDrawdown": -0.20548156757366098,
      "shadowTotalReturn": -0.08251920759591336,
      "avgForwardReturn1D": -0.0005801204180581573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 6.526093325127271e-7,
        "5": -0.00020836824833763158,
        "10": -0.0008037939994907825
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.49523809523809526,
        "5": 0.5247524752475248,
        "10": 0.5
      },
      "hitRate1D": 0.49523809523809526,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13242319344397316,
      "eligibleDays": 368,
      "fitnessScore": -0.06353427290736847,
      "lookbackDays": 21,
      "returnLift1D": -0.00058077302739067,
      "hitRateLift1D": -0.007479296066252528,
      "portfolioSize": 5,
      "activationRate": 0.28532608695652173,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5054945054945055,
        "10": 0.5264623955431755
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -0.4538976742649883,
      "avgForwardReturns": {
        "1": -0.0005801204180581573,
        "5": 0.0006108829990674972,
        "10": -0.0019672621306314627
      },
      "shadowMaxDrawdown": -0.20548156757366098,
      "shadowTotalReturn": -0.08251920759591336,
      "avgForwardReturn1D": -0.0005801204180581573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 6.526093325127271e-7,
        "5": -0.00020836824833763158,
        "10": -0.0008037939994907825
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.46774193548387094,
        "5": 0.39655172413793105,
        "10": 0.39622641509433965
      },
      "hitRate1D": 0.46774193548387094,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0916417955074366,
      "eligibleDays": 359,
      "fitnessScore": -0.15462529671402317,
      "lookbackDays": 30,
      "returnLift1D": -0.001103439633268813,
      "hitRateLift1D": -0.03086530685596195,
      "portfolioSize": 2,
      "activationRate": 0.17270194986072424,
      "activationCount": 62,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.49577464788732395,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9860215053763441,
      "shadowSharpeLike": -0.6448246636382788,
      "avgForwardReturns": {
        "1": -0.0011920164538916536,
        "5": -0.004971313025237117,
        "10": -0.010233611734803982
      },
      "shadowMaxDrawdown": -0.14230599984670989,
      "shadowTotalReturn": -0.08438561691836455,
      "avgForwardReturn1D": -0.0011920164538916536,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 62,
        "5": 58,
        "10": 53
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008857682062284057,
        "5": -0.0005800011756918305,
        "10": -0.0017032708673544326
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4567901234567901,
        "5": 0.38961038961038963,
        "10": 0.4305555555555556
      },
      "hitRate1D": 0.4567901234567901,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.08219595288846303,
      "eligibleDays": 359,
      "fitnessScore": -0.18083312603495252,
      "lookbackDays": 30,
      "returnLift1D": -0.00110159812237369,
      "hitRateLift1D": -0.04181711888304279,
      "portfolioSize": 3,
      "activationRate": 0.22562674094707522,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.49577464788732395,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9893004115226338,
      "shadowSharpeLike": -0.7287351951138992,
      "avgForwardReturns": {
        "1": -0.0011901749429965307,
        "5": -0.006262235485734443,
        "10": -0.006308590108749639
      },
      "shadowMaxDrawdown": -0.16458276384489934,
      "shadowTotalReturn": -0.10816673876556415,
      "avgForwardReturn1D": -0.0011901749429965307,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 77,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008857682062284057,
        "5": -0.0005800011756918305,
        "10": -0.0017032708673544326
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.46774193548387094,
        "5": 0.38016528925619836,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.46774193548387094,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.057376350345404684,
      "eligibleDays": 375,
      "fitnessScore": -0.26578767809876064,
      "lookbackDays": 14,
      "returnLift1D": -0.001494016471817244,
      "hitRateLift1D": -0.03625806451612906,
      "portfolioSize": 4,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5121293800539084,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9940860215053764,
      "shadowSharpeLike": -1.0481662906459241,
      "avgForwardReturns": {
        "1": -0.0014131107569736133,
        "5": -0.006739774953969742,
        "10": -0.003207521438364173
      },
      "shadowMaxDrawdown": -0.2696092233330619,
      "shadowTotalReturn": -0.19241334935336452,
      "avgForwardReturn1D": -0.0014131107569736133,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 121,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008090571484363066,
        "5": 0.00023795330111011284,
        "10": 0.00008530579150886877
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.46774193548387094,
        "5": 0.38016528925619836,
        "10": 0.4827586206896552
      },
      "hitRate1D": 0.46774193548387094,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.057376350345404684,
      "eligibleDays": 375,
      "fitnessScore": -0.26578767809876064,
      "lookbackDays": 14,
      "returnLift1D": -0.001494016471817244,
      "hitRateLift1D": -0.03625806451612906,
      "portfolioSize": 5,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5121293800539084,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9940860215053764,
      "shadowSharpeLike": -1.0481662906459241,
      "avgForwardReturns": {
        "1": -0.0014131107569736133,
        "5": -0.006739774953969742,
        "10": -0.003207521438364173
      },
      "shadowMaxDrawdown": -0.2696092233330619,
      "shadowTotalReturn": -0.19241334935336452,
      "avgForwardReturn1D": -0.0014131107569736133,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 121,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008090571484363066,
        "5": 0.00023795330111011284,
        "10": 0.00008530579150886877
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4479166666666667,
        "5": 0.40217391304347827,
        "10": 0.4482758620689655
      },
      "hitRate1D": 0.4479166666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.054999062732087683,
      "eligibleDays": 359,
      "fitnessScore": -0.275651350600903,
      "lookbackDays": 30,
      "returnLift1D": -0.0015158620115202173,
      "hitRateLift1D": -0.050690575673166205,
      "portfolioSize": 4,
      "activationRate": 0.26740947075208915,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.49577464788732395,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9909722222222223,
      "shadowSharpeLike": -1.0254570713563125,
      "avgForwardReturns": {
        "1": -0.001604438832143058,
        "5": -0.00541285288958009,
        "10": -0.00532113914090295
      },
      "shadowMaxDrawdown": -0.21780583104845208,
      "shadowTotalReturn": -0.16498397875393267,
      "avgForwardReturn1D": -0.001604438832143058,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008857682062284057,
        "5": -0.0005800011756918305,
        "10": -0.0017032708673544326
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4479166666666667,
        "5": 0.40217391304347827,
        "10": 0.4482758620689655
      },
      "hitRate1D": 0.4479166666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.054999062732087683,
      "eligibleDays": 359,
      "fitnessScore": -0.275651350600903,
      "lookbackDays": 30,
      "returnLift1D": -0.0015158620115202173,
      "hitRateLift1D": -0.050690575673166205,
      "portfolioSize": 5,
      "activationRate": 0.26740947075208915,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.49577464788732395,
        "10": 0.5142857142857142
      },
      "sampleConfidence": 0.9909722222222223,
      "shadowSharpeLike": -1.0254570713563125,
      "avgForwardReturns": {
        "1": -0.001604438832143058,
        "5": -0.00541285288958009,
        "10": -0.00532113914090295
      },
      "shadowMaxDrawdown": -0.21780583104845208,
      "shadowTotalReturn": -0.16498397875393267,
      "avgForwardReturn1D": -0.001604438832143058,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 87
      },
      "baselineAvgForwardReturns": {
        "1": -0.00008857682062284057,
        "5": -0.0005800011756918305,
        "10": -0.0017032708673544326
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4470588235294118,
        "5": 0.4146341463414634,
        "10": 0.45454545454545453
      },
      "hitRate1D": 0.4470588235294118,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.04014436135797719,
      "eligibleDays": 375,
      "fitnessScore": -0.34834619923469085,
      "lookbackDays": 14,
      "returnLift1D": -0.0021731588786576316,
      "hitRateLift1D": -0.05694117647058822,
      "portfolioSize": 2,
      "activationRate": 0.22666666666666666,
      "activationCount": 85,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5121293800539084,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9913725490196079,
      "shadowSharpeLike": -1.2933366098428318,
      "avgForwardReturns": {
        "1": -0.002092253163814001,
        "5": -0.007204148834269013,
        "10": -0.005027288785526964
      },
      "shadowMaxDrawdown": -0.22794195675122797,
      "shadowTotalReturn": -0.1860056328448927,
      "avgForwardReturn1D": -0.002092253163814001,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-02-05",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 85,
        "5": 82,
        "10": 77
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008090571484363066,
        "5": 0.00023795330111011284,
        "10": 0.00008530579150886877
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.35714285714285715,
        "5": 0.21428571428571427,
        "10": 0.21428571428571427
      },
      "hitRate1D": 0.35714285714285715,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.03413474271996659,
      "eligibleDays": 326,
      "fitnessScore": -0.38539589762260806,
      "lookbackDays": 63,
      "returnLift1D": -0.005037424529589993,
      "hitRateLift1D": -0.13672217353198945,
      "portfolioSize": 2,
      "activationRate": 0.04294478527607362,
      "activationCount": 14,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9101630145937416,
      "shadowSharpeLike": -0.6981541557779201,
      "avgForwardReturns": {
        "1": -0.0051959985013281095,
        "5": -0.022425969072994063,
        "10": -0.04076481642914131
      },
      "shadowMaxDrawdown": -0.09771166254116248,
      "shadowTotalReturn": -0.07510708022072698,
      "avgForwardReturn1D": -0.0051959985013281095,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 14,
        "5": 14,
        "10": 14
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001585739717381163,
        "5": 0.000025207223514353166,
        "10": -0.0002522485594218169
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.4537037037037037,
        "5": 0.38095238095238093,
        "10": 0.47
      },
      "hitRate1D": 0.4537037037037037,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0318114398970372,
      "eligibleDays": 375,
      "fitnessScore": -0.4014321961340458,
      "lookbackDays": 14,
      "returnLift1D": -0.00228967730123799,
      "hitRateLift1D": -0.05029629629629628,
      "portfolioSize": 3,
      "activationRate": 0.288,
      "activationCount": 108,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5121293800539084,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9932098765432099,
      "shadowSharpeLike": -1.5272348373628717,
      "avgForwardReturns": {
        "1": -0.0022087715863943593,
        "5": -0.00725819201127119,
        "10": -0.0050616525562555284
      },
      "shadowMaxDrawdown": -0.28417572075708764,
      "shadowTotalReturn": -0.23945608538487861,
      "avgForwardReturn1D": -0.0022087715863943593,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-28",
        "2025-01-29",
        "2025-01-31",
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 108,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.00008090571484363066,
        "5": 0.00023795330111011284,
        "10": 0.00008530579150886877
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.38095238095238093,
        "5": 0.2542372881355932,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.38095238095238093,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.022596619247346853,
      "eligibleDays": 344,
      "fitnessScore": -0.4787618106880991,
      "lookbackDays": 45,
      "returnLift1D": -0.0029279546071512047,
      "hitRateLift1D": -0.11323366555924697,
      "portfolioSize": 4,
      "activationRate": 0.18313953488372092,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.49411764705882355,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9862433862433863,
      "shadowSharpeLike": -1.4472608645074685,
      "avgForwardReturns": {
        "1": -0.0031108272282916027,
        "5": -0.0179113697226153,
        "10": -0.03200186152992614
      },
      "shadowMaxDrawdown": -0.20159214678155268,
      "shadowTotalReturn": -0.19266179647294757,
      "avgForwardReturn1D": -0.0031108272282916027,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 59,
        "10": 54
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001828726211403978,
        "5": -0.0008739087234928572,
        "10": -0.0017070240625382835
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.38095238095238093,
        "5": 0.2542372881355932,
        "10": 0.16666666666666666
      },
      "hitRate1D": 0.38095238095238093,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.022596619247346853,
      "eligibleDays": 344,
      "fitnessScore": -0.4787618106880991,
      "lookbackDays": 45,
      "returnLift1D": -0.0029279546071512047,
      "hitRateLift1D": -0.11323366555924697,
      "portfolioSize": 5,
      "activationRate": 0.18313953488372092,
      "activationCount": 63,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.49411764705882355,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9862433862433863,
      "shadowSharpeLike": -1.4472608645074685,
      "avgForwardReturns": {
        "1": -0.0031108272282916027,
        "5": -0.0179113697226153,
        "10": -0.03200186152992614
      },
      "shadowMaxDrawdown": -0.20159214678155268,
      "shadowTotalReturn": -0.19266179647294757,
      "avgForwardReturn1D": -0.0031108272282916027,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 63,
        "5": 59,
        "10": 54
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001828726211403978,
        "5": -0.0008739087234928572,
        "10": -0.0017070240625382835
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.3673469387755102,
        "5": 0.28888888888888886,
        "10": 0.175
      },
      "hitRate1D": 0.3673469387755102,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.021472354697857278,
      "eligibleDays": 344,
      "fitnessScore": -0.49024220707507865,
      "lookbackDays": 45,
      "returnLift1D": -0.0033463581379144483,
      "hitRateLift1D": -0.12683910773611767,
      "portfolioSize": 3,
      "activationRate": 0.14244186046511628,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.49411764705882355,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9823129251700681,
      "shadowSharpeLike": -1.4618672564731192,
      "avgForwardReturns": {
        "1": -0.0035292307590548463,
        "5": -0.015632874828549012,
        "10": -0.03624536937493261
      },
      "shadowMaxDrawdown": -0.17810283492457546,
      "shadowTotalReturn": -0.16890975200062175,
      "avgForwardReturn1D": -0.0035292307590548463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 45,
        "10": 40
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001828726211403978,
        "5": -0.0008739087234928572,
        "10": -0.0017070240625382835
      }
    },
    {
      "topN": 4,
      "ticker": "AON",
      "hitRates": {
        "1": 0.36,
        "5": 0.2727272727272727,
        "10": 0.23529411764705882
      },
      "hitRate1D": 0.36,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.021337804979324262,
      "eligibleDays": 326,
      "fitnessScore": -0.49165535317658987,
      "lookbackDays": 63,
      "returnLift1D": -0.005284532516974596,
      "hitRateLift1D": -0.13386503067484662,
      "portfolioSize": 4,
      "activationRate": 0.07668711656441718,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9706666666666668,
      "shadowSharpeLike": -0.9000483081383495,
      "avgForwardReturns": {
        "1": -0.005443106488712712,
        "5": -0.01562883669320903,
        "10": -0.035545286683994474
      },
      "shadowMaxDrawdown": -0.15513038080377062,
      "shadowTotalReturn": -0.13750701187775283,
      "avgForwardReturn1D": -0.005443106488712712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 22,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001585739717381163,
        "5": 0.000025207223514353166,
        "10": -0.0002522485594218169
      }
    },
    {
      "topN": 5,
      "ticker": "AON",
      "hitRates": {
        "1": 0.36,
        "5": 0.2727272727272727,
        "10": 0.23529411764705882
      },
      "hitRate1D": 0.36,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.021337804979324262,
      "eligibleDays": 326,
      "fitnessScore": -0.49165535317658987,
      "lookbackDays": 63,
      "returnLift1D": -0.005284532516974596,
      "hitRateLift1D": -0.13386503067484662,
      "portfolioSize": 5,
      "activationRate": 0.07668711656441718,
      "activationCount": 25,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9706666666666668,
      "shadowSharpeLike": -0.9000483081383495,
      "avgForwardReturns": {
        "1": -0.005443106488712712,
        "5": -0.01562883669320903,
        "10": -0.035545286683994474
      },
      "shadowMaxDrawdown": -0.15513038080377062,
      "shadowTotalReturn": -0.13750701187775283,
      "avgForwardReturn1D": -0.005443106488712712,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 25,
        "5": 22,
        "10": 17
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001585739717381163,
        "5": 0.000025207223514353166,
        "10": -0.0002522485594218169
      }
    },
    {
      "topN": 3,
      "ticker": "AON",
      "hitRates": {
        "1": 0.3333333333333333,
        "5": 0.3157894736842105,
        "10": 0.25
      },
      "hitRate1D": 0.3333333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.010827133490239029,
      "eligibleDays": 326,
      "fitnessScore": -0.6432590276186839,
      "lookbackDays": 63,
      "returnLift1D": -0.008151850517692794,
      "hitRateLift1D": -0.1605316973415133,
      "portfolioSize": 3,
      "activationRate": 0.06441717791411043,
      "activationCount": 21,
      "baselineHitRates": {
        "1": 0.4938650306748466,
        "5": 0.5,
        "10": 0.5299684542586751
      },
      "sampleConfidence": 0.9777777777777779,
      "shadowSharpeLike": -1.207257549585366,
      "avgForwardReturns": {
        "1": -0.00831042448943091,
        "5": -0.01549652651658564,
        "10": -0.036861293996819866
      },
      "shadowMaxDrawdown": -0.16981218513083807,
      "shadowTotalReturn": -0.16981218513083807,
      "avgForwardReturn1D": -0.00831042448943091,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 21,
        "5": 19,
        "10": 16
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001585739717381163,
        "5": 0.000025207223514353166,
        "10": -0.0002522485594218169
      }
    },
    {
      "topN": 2,
      "ticker": "AON",
      "hitRates": {
        "1": 0.3,
        "5": 0.2972972972972973,
        "10": 0.1875
      },
      "hitRate1D": 0.3,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.009299472145603224,
      "eligibleDays": 344,
      "fitnessScore": -0.677060024491,
      "lookbackDays": 45,
      "returnLift1D": -0.004933862862062655,
      "hitRateLift1D": -0.1941860465116279,
      "portfolioSize": 2,
      "activationRate": 0.11627906976744186,
      "activationCount": 40,
      "baselineHitRates": {
        "1": 0.4941860465116279,
        "5": 0.49411764705882355,
        "10": 0.5164179104477612
      },
      "sampleConfidence": 0.9816666666666667,
      "shadowSharpeLike": -1.86236461067222,
      "avgForwardReturns": {
        "1": -0.005116735483203053,
        "5": -0.014742342683688441,
        "10": -0.03309478069019091
      },
      "shadowMaxDrawdown": -0.19577006940782515,
      "shadowTotalReturn": -0.19466047572355794,
      "avgForwardReturn1D": -0.005116735483203053,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 40,
        "5": 37,
        "10": 32
      },
      "baselineAvgForwardReturns": {
        "1": -0.0001828726211403978,
        "5": -0.0008739087234928572,
        "10": -0.0017070240625382835
      }
    }
  ],
  "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": 0.057376350345404684,
      "fitnessScore": -0.26578767809876064,
      "lookbackDays": 14,
      "returnLift1D": -0.001494016471817244,
      "activationRate": 0.33066666666666666,
      "activationCount": 124,
      "sampleConfidence": 0.9940860215053764,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.19241334935336452,
      "avgForwardReturn1D": -0.0014131107569736133
    },
    {
      "comboQuality": 0.2941337895821952,
      "fitnessScore": 0.1574139832022599,
      "lookbackDays": 21,
      "returnLift1D": 0.0005263823865273098,
      "activationRate": 0.1875,
      "activationCount": 69,
      "sampleConfidence": 0.9884057971014494,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.01907053918247037,
      "avgForwardReturn1D": 0.0005270349958598225
    },
    {
      "comboQuality": 0.0916417955074366,
      "fitnessScore": -0.15462529671402317,
      "lookbackDays": 30,
      "returnLift1D": -0.001103439633268813,
      "activationRate": 0.17270194986072424,
      "activationCount": 62,
      "sampleConfidence": 0.9860215053763441,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08438561691836455,
      "avgForwardReturn1D": -0.0011920164538916536
    },
    {
      "comboQuality": 0.022596619247346853,
      "fitnessScore": -0.4787618106880991,
      "lookbackDays": 45,
      "returnLift1D": -0.0029279546071512047,
      "activationRate": 0.18313953488372092,
      "activationCount": 63,
      "sampleConfidence": 0.9862433862433863,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.19266179647294757,
      "avgForwardReturn1D": -0.0031108272282916027
    },
    {
      "comboQuality": 0.03413474271996659,
      "fitnessScore": -0.38539589762260806,
      "lookbackDays": 63,
      "returnLift1D": -0.005037424529589993,
      "activationRate": 0.04294478527607362,
      "activationCount": 14,
      "sampleConfidence": 0.9101630145937416,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.07510708022072698,
      "avgForwardReturn1D": -0.0051959985013281095
    }
  ],
  "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": "14624f0bcc03f70a0f974ff0ad93b8544526935662b28cc4761f0a88af0dde80",
    "size": 13,
    "members": [
      "AON",
      "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
0.646
Liquidity
0.920
Momentum
0.592
Relative strength
0.437
Trend quality
0.409
Stability
0.694
Aggression
0.346
Downside risk
0.644
Drawdown state
0.812
Quality momentum
0.518
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.922
Benchmark Independence 3m Score
0.669
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.228
Correlation Change Score
0.374
Current Drawdown Score
0.812
Days Since 52w High Score
0.877
Distance From 52w High Score
0.929
Distance From Sma 20 Score
0.602
Distance From Sma 200 Score
0.607
Distance From Sma 50 Score
0.658
Downside Volatility 1m Score
0.260
Downside Volatility 1y Score
0.275
Downside Volatility 2y Score
0.250
Downside Volatility 3m Score
0.256
Downside Volatility 5y Score
0.256
Downside Volatility 6m Score
0.346
Drawdown Recovery Score
0.948
Excess Return 1m Score
0.583
Excess Return 1y Score
0.136
Excess Return 3m Score
0.478
Excess Return 6m Score
0.370
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.920
Log Market Cap Score
0.646
Drawdown Score 1m
0.730
Drawdown Score 1y
0.729
Drawdown Score 2y
0.698
Drawdown Score 3m
0.804
Drawdown Score 5y
0.746
Drawdown Score 6m
0.778
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.598
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.784
Relative Strength Slope 3m Score
0.493
Relative Volume 20d Score
0.305
Return 1m Score
0.627
Return 1w Score
0.495
Return 1y Score
0.503
Return 2y Score
0.349
Return 3m Score
0.625
Return 5y Score
0.119
Return 6m Score
0.519
Return Skewness 1y Score
0.388
Sector Excess Return 1y Score
0.375
Sharpe 1m Score
0.993
Sharpe 1y Score
0.429
Sharpe 2y Score
0.509
Sharpe 3m Score
0.703
Sharpe 5y Score
0.499
Sharpe 6m Score
0.460
Sortino 1m Score
0.851
Sortino 1y Score
0.392
Sortino 2y Score
0.442
Sortino 3m Score
0.591
Sortino 5y Score
0.434
Sortino 6m Score
0.411
Trend R2 1m Score
0.402
Trend R2 1w Score
0.119
Trend R2 1y Score
0.579
Trend R2 2y Score
0.083
Trend R2 3m Score
0.281
Trend R2 5y Score
0.563
Trend R2 6m Score
0.027
Trend Slope 1m Score
0.770
Trend Slope 1w Score
0.455
Trend Slope 1y Score
0.467
Trend Slope 2y Score
0.492
Trend Slope 3m Score
0.567
Trend Slope 5y Score
0.515
Trend Slope 6m Score
0.490
Volatility 1m Score
0.353
Volatility 1w Score
0.065
Volatility 1y Score
0.265
Volatility 2y Score
0.245
Volatility 3m Score
0.301
Volatility 5y Score
0.243
Volatility 6m Score
0.323
Worst Day 1y Score
0.537
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
573,944,978.895
Best Day 1y
0.046
Beta To Benchmark 1y
-0.154
Beta 3m
-0.698
Beta Change
-0.544
Beta To Sector 1y
0.675
Correlation To Benchmark 1y
-0.078
Correlation 3m
-0.331
Correlation Change
-0.253
Correlation To Sector 1y
0.402
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.922
Benchmark Independence 3m Score
0.669
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.228
Correlation Change Score
0.374
Current Drawdown Score
0.812
Distance From Sma 20 Score
0.602
Distance From Sma 200 Score
0.607
Current Drawdown
-0.122
Days Since 52w High
221
Distance From 52w High
-0.046
Distance From Sma 20
0.061
Distance From Sma 200
0.064
Distance From Sma 50
0.095
Downside Capture 1y
2.222
Downside Volatility 1m
0.245
Downside Volatility 1w
-
Downside Volatility 1y
0.256
Downside Volatility 2y
0.238
Downside Volatility 3m
0.242
Downside Volatility 5y
0.242
Downside Volatility 6m
0.309
Drawdown Recovery
0.895
Excess Return 1m
0.050
Excess Return 1y
-0.218
Excess Return 3m
-0.013
Excess Return 6m
-0.078
Expected Shortfall 95 1y
-0.036
Market Cap
78,273,813,953.298
Max Drawdown 1m
-0.067
Max Drawdown 1w
-0.012
Max Drawdown 1y
-0.176
Max Drawdown 2y
-0.242
Max Drawdown 3m
-0.078
Max Drawdown 5y
-0.254
Max Drawdown 6m
-0.122
Momentum Acceleration 1m Vs 3m
0.043
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
0.500
Relative Strength Acceleration
0.005
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.122
Return 1m
0.076
Return 1w
-0.001
Return 1y
0.005
Return 2y
0.222
Return 3m
0.100
Return 5y
0.550
Return 6m
0.023
Return Skewness 1y
-0.669
Sector Excess Return 1y
-0.075
Sharpe 1m
2.965
Sharpe 1y
0.144
Sharpe 2y
0.546
Sharpe 3m
1.515
Sharpe 5y
0.494
Sharpe 6m
0.301
Sortino 1m
3.809
Sortino 1y
0.139
Sortino 2y
0.537
Sortino 3m
1.729
Sortino 5y
0.474
Sortino 6m
0.284
Trend R2 1m
0.402
Trend R2 1w
0.119
Trend R2 1y
0.579
Trend R2 2y
0.083
Trend R2 3m
0.281
Trend R2 5y
0.563
Trend R2 6m
0.027
Trend 1m
0.004
Trend 1w
-0.001
Trend 1y
-0.001
Trend 2y
-0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.370
Value At Risk 95 1y
-0.024
Volatility 1m
0.314
Volatility 1w
0.099
Volatility 1y
0.248
Volatility 2y
0.234
Volatility 3m
0.276
Volatility 5y
0.232
Volatility 6m
0.292
Worst Day 1y
-0.093
Distance From Sma 50 Score
0.658
Downside Volatility 1y Score
0.275
Downside Volatility 3m Score
0.256
Drawdown Recovery Score
0.948
Excess Return 1m Score
0.583
Excess Return 1y Score
0.136
Excess Return 3m Score
0.478
Excess Return 6m Score
0.370
Expected Shortfall 95 1y Score
0.638
Log Avg Dollar Volume 20d Score
0.920
Log Market Cap Score
0.646
Drawdown Score 1y
0.729
Drawdown Score 5y
0.746
Momentum Acceleration 1m Vs 3m Score
0.644
Momentum Acceleration 3m Vs 6m Score
0.598
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.784
Relative Volume 20d Score
0.305
Return 1m Score
0.627
Return 1y Score
0.503
Return 3m Score
0.625
Return 6m Score
0.519
Return Skewness 1y Score
0.388
Sortino 1y Score
0.392
Sortino 3m Score
0.591
Trend R2 1y Score
0.579
Trend R2 3m Score
0.281
Trend Slope 1y Score
0.467
Trend Slope 3m Score
0.567
Volatility 1y Score
0.265
Volatility 3m Score
0.301