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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 251-300 of 355
Page 6 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
APHInformation Technology0.6250.5690.5831.0000.970 strong0.960 strong98%Jul 26, 12:31 AM
APGEHealth Care0.9650.8380.5040.9660.929 strong0.874 strong100%Jul 26, 12:30 AM
APGIndustrials0.4430.4280.6660.712
Ticker detail

ARDX

Unknown sector | v2 | as of 2026-07-10
Close

Research Detail

ARDX

ARDX

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
0.799
Correlation To Benchmark 1y
0.163
Inverse To Benchmark 1y
0.837
Drawdown Score 1m
0.203
Drawdown Score 3m
0.247
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
0.342
Drawdown Score 1y
0.444
Drawdown Score 2y
0.342
Drawdown Score 5y
0.062
Return 1w
0.002
Return 1m
-0.057
Return 3m
-0.139
Return 6m
-0.094
Return 1y
0.148
Return 2y
-0.002
Return 5y
-0.336
Sharpe 1m
-1.165
Sharpe 3m
-1.040
Sharpe 6m
0.022
Sharpe 1y
0.519
Sharpe 2y
0.331
Sharpe 5y
0.415
Trend 1w
0.001
Trend 1m
-0.005
Trend 3m
-0.003
Trend 6m
-0.002
Trend 1y
0.001
Trend 2y
0.000
Trend 5y
0.002
Volatility 1w
0.217
Volatility 1m
0.501
Volatility 3m
0.469
Volatility 6m
0.664
Volatility 1y
0.616
Volatility 2y
0.665
Volatility 5y
0.893
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
ARDX
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:37 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
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
0.258
Aptet Fit Raw Score
0.274
Aptet Fit Confidence
0.882
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.127
Force Fit Raw Score
0.136
Force Fit Confidence
0.859
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:37 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ARDX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ARDX",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "ARDX",
    "hitRates": {
      "1": 0.4752475247524752,
      "5": 0.5148514851485149,
      "10": 0.504950495049505
    },
    "hitRate1D": 0.4752475247524752,
    "comboQuality": 0.7398353093912771,
    "eligibleDays": 297,
    "fitnessScore": 0.5799248051425738,
    "lookbackDays": 63,
    "returnLift1D": 0.0028622296841707413,
    "hitRateLift1D": 0.012409686914637397,
    "activationRate": 0.3400673400673401,
    "activationCount": 101,
    "baselineHitRates": {
      "1": 0.46283783783783783,
      "5": 0.5,
      "10": 0.4425087108013937
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.8741393019828319,
    "avgForwardReturns": {
      "1": 0.004488767258249037,
      "5": 0.012750049976974945,
      "10": 0.016326398038004297
    },
    "shadowMaxDrawdown": -0.2521500229096536,
    "shadowTotalReturn": 0.40703105770423686,
    "avgForwardReturn1D": 0.004488767258249037,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-05",
      "2025-08-06",
      "2025-08-07",
      "2025-08-08",
      "2025-08-11",
      "2025-08-12",
      "2025-08-13",
      "2025-08-14",
      "2025-08-15",
      "2025-08-18"
    ],
    "horizonObservationCounts": {
      "1": 101,
      "5": 101,
      "10": 101
    },
    "baselineAvgForwardReturns": {
      "1": 0.0016265375740782957,
      "5": 0.007345940617684111,
      "10": 0.016066735006805156
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7398353093912771,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.06591246707598544,
    "bestRawFitnessScore": 0.5799248051425738,
    "upperQuartileComboQuality": 0.31788644665820925
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.2576637672755777,
    "rawScore": 0.2737641121679939,
    "confidence": 0.8823779730300346,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 63
    },
    "profileBreadth": 0.150029130113339,
    "recommendedRegion": {
      "topNs": [
        3,
        4
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.28476108632177916,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4752475247524752,
        "5": 0.5148514851485149,
        "10": 0.504950495049505
      },
      "hitRate1D": 0.4752475247524752,
      "comboQuality": 0.7398353093912771,
      "eligibleDays": 297,
      "fitnessScore": 0.5799248051425738,
      "lookbackDays": 63,
      "returnLift1D": 0.0028622296841707413,
      "hitRateLift1D": 0.012409686914637397,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.46283783783783783,
        "5": 0.5,
        "10": 0.4425087108013937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8741393019828319,
      "avgForwardReturns": {
        "1": 0.004488767258249037,
        "5": 0.012750049976974945,
        "10": 0.016326398038004297
      },
      "shadowMaxDrawdown": -0.2521500229096536,
      "shadowTotalReturn": 0.40703105770423686,
      "avgForwardReturn1D": 0.004488767258249037,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 101,
        "10": 101
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016265375740782957,
        "5": 0.007345940617684111,
        "10": 0.016066735006805156
      }
    },
    {
      "topN": 4,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4594594594594595,
        "5": 0.4954954954954955,
        "10": 0.4774774774774775
      },
      "hitRate1D": 0.4594594594594595,
      "comboQuality": 0.6764131765242994,
      "eligibleDays": 297,
      "fitnessScore": 0.5122140589095554,
      "lookbackDays": 63,
      "returnLift1D": 0.0021947236307461554,
      "hitRateLift1D": -0.003378378378378344,
      "activationRate": 0.37373737373737376,
      "activationCount": 111,
      "baselineHitRates": {
        "1": 0.46283783783783783,
        "5": 0.5,
        "10": 0.4425087108013937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.807534209631175,
      "avgForwardReturns": {
        "1": 0.003821261204824451,
        "5": 0.006967922147198422,
        "10": 0.009641738708621412
      },
      "shadowMaxDrawdown": -0.2604790143461605,
      "shadowTotalReturn": 0.36458463340858116,
      "avgForwardReturn1D": 0.003821261204824451,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 111,
        "5": 111,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016265375740782957,
        "5": 0.007345940617684111,
        "10": 0.016066735006805156
      }
    },
    {
      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.472,
        "5": 0.48,
        "10": 0.448
      },
      "hitRate1D": 0.472,
      "comboQuality": 0.5538135534027407,
      "eligibleDays": 330,
      "fitnessScore": 0.3975400590578304,
      "lookbackDays": 30,
      "returnLift1D": 0.0016531012524235965,
      "hitRateLift1D": 0.006954407294832821,
      "activationRate": 0.3787878787878788,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.46504559270516715,
        "5": 0.5046153846153846,
        "10": 0.45625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6828756899866797,
      "avgForwardReturns": {
        "1": 0.0026113835368000425,
        "5": 0.006175956618408411,
        "10": 0.00690616548702
      },
      "shadowMaxDrawdown": -0.2811580436017024,
      "shadowTotalReturn": 0.26659147136742223,
      "avgForwardReturn1D": 0.0026113835368000425,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009582822843764459,
        "5": 0.005312376956440348,
        "10": 0.012197074613440837
      }
    },
    {
      "topN": 5,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.45217391304347826,
        "5": 0.4782608695652174,
        "10": 0.4608695652173913
      },
      "hitRate1D": 0.45217391304347826,
      "comboQuality": 0.4576438673415237,
      "eligibleDays": 297,
      "fitnessScore": 0.3126370573341976,
      "lookbackDays": 63,
      "returnLift1D": 0.001203520685321766,
      "hitRateLift1D": -0.01066392479435957,
      "activationRate": 0.3872053872053872,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.46283783783783783,
        "5": 0.5,
        "10": 0.4425087108013937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5793913727504834,
      "avgForwardReturns": {
        "1": 0.0028300582594000616,
        "5": 0.00571441109952396,
        "10": 0.006187936608612744
      },
      "shadowMaxDrawdown": -0.28791734511977063,
      "shadowTotalReturn": 0.21683401340526176,
      "avgForwardReturn1D": 0.0028300582594000616,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016265375740782957,
        "5": 0.007345940617684111,
        "10": 0.016066735006805156
      }
    },
    {
      "topN": 2,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.46551724137931033,
        "5": 0.47413793103448276,
        "10": 0.4482758620689655
      },
      "hitRate1D": 0.46551724137931033,
      "comboQuality": 0.33565214013895506,
      "eligibleDays": 330,
      "fitnessScore": 0.19979927434437367,
      "lookbackDays": 30,
      "returnLift1D": 0.0007916408701299503,
      "hitRateLift1D": 0.0004716486741431769,
      "activationRate": 0.3515151515151515,
      "activationCount": 116,
      "baselineHitRates": {
        "1": 0.46504559270516715,
        "5": 0.5046153846153846,
        "10": 0.45625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.436560592747699,
      "avgForwardReturns": {
        "1": 0.0017499231545063962,
        "5": 0.00499458086224211,
        "10": 0.006833579694987747
      },
      "shadowMaxDrawdown": -0.2811580436017028,
      "shadowTotalReturn": 0.12759931779775524,
      "avgForwardReturn1D": 0.0017499231545063962,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-06-27",
        "2025-06-30",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17"
      ],
      "horizonObservationCounts": {
        "1": 116,
        "5": 116,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009582822843764459,
        "5": 0.005312376956440348,
        "10": 0.012197074613440837
      }
    },
    {
      "topN": 5,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4492753623188406,
        "5": 0.47101449275362317,
        "10": 0.427536231884058
      },
      "hitRate1D": 0.4492753623188406,
      "comboQuality": 0.311964548831294,
      "eligibleDays": 330,
      "fitnessScore": 0.17599082209602468,
      "lookbackDays": 30,
      "returnLift1D": 0.0006136776436239806,
      "hitRateLift1D": -0.015770230386326578,
      "activationRate": 0.41818181818181815,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.46504559270516715,
        "5": 0.5046153846153846,
        "10": 0.45625
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4165633022020235,
      "avgForwardReturns": {
        "1": 0.0015719599280004264,
        "5": 0.003736059999922954,
        "10": 0.004560609613866849
      },
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      "avgForwardReturns": {
        "1": -0.002637567594333729,
        "5": -0.013289993478345833,
        "10": -0.018752682157256124
      },
      "shadowMaxDrawdown": -0.4632715954498484,
      "shadowTotalReturn": -0.38673043545267605,
      "avgForwardReturn1D": -0.002637567594333729,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.001036819130470076,
        "5": 0.004472185765735068,
        "10": 0.009981338863986148
      }
    },
    {
      "topN": 5,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4195804195804196,
        "5": 0.3986013986013986,
        "10": 0.34965034965034963
      },
      "hitRate1D": 0.4195804195804196,
      "comboQuality": 0.013358501854423336,
      "eligibleDays": 315,
      "fitnessScore": -0.5964738193927829,
      "lookbackDays": 45,
      "returnLift1D": -0.0038222128481586225,
      "hitRateLift1D": -0.04538773328582246,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.46496815286624205,
        "5": 0.4967741935483871,
        "10": 0.4459016393442623
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.797979644599413,
      "avgForwardReturns": {
        "1": -0.0027853937176885463,
        "5": -0.012892794874143512,
        "10": -0.01659689601453118
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      "shadowMaxDrawdown": -0.4704296084649515,
      "shadowTotalReturn": -0.40537829423811356,
      "avgForwardReturn1D": -0.0027853937176885463,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.001036819130470076,
        "5": 0.004472185765735068,
        "10": 0.009981338863986148
      }
    },
    {
      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.42105263157894735,
        "5": 0.38345864661654133,
        "10": 0.3533834586466165
      },
      "hitRate1D": 0.42105263157894735,
      "comboQuality": 0.009008131319025956,
      "eligibleDays": 315,
      "fitnessScore": -0.6841273095549245,
      "lookbackDays": 45,
      "returnLift1D": -0.004513546034429496,
      "hitRateLift1D": -0.0439155212872947,
      "activationRate": 0.4222222222222222,
      "activationCount": 133,
      "baselineHitRates": {
        "1": 0.46496815286624205,
        "5": 0.4967741935483871,
        "10": 0.4459016393442623
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.9326267627713632,
      "avgForwardReturns": {
        "1": -0.0034767269039594198,
        "5": -0.014354447143221214,
        "10": -0.017068457194875767
      },
      "shadowMaxDrawdown": -0.5101810942969092,
      "shadowTotalReturn": -0.4403295512944798,
      "avgForwardReturn1D": -0.0034767269039594198,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16"
      ],
      "horizonObservationCounts": {
        "1": 133,
        "5": 133,
        "10": 133
      },
      "baselineAvgForwardReturns": {
        "1": 0.001036819130470076,
        "5": 0.004472185765735068,
        "10": 0.009981338863986148
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 2,
      "comboQuality": 0.0668860479105814,
      "fitnessScore": -0.2298181256033214,
      "lookbackDays": 14,
      "returnLift1D": -0.001874033144938785,
      "activationRate": 0.34375,
      "activationCount": 121,
      "sampleConfidence": 0.9988980716253444,
      "shadowTotalReturn": -0.2203043209533444,
      "avgForwardReturn1D": -0.0010608509867061021
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06821768858152892,
      "fitnessScore": -0.22516697070317004,
      "lookbackDays": 21,
      "returnLift1D": -0.0016425564550227808,
      "activationRate": 0.34513274336283184,
      "activationCount": 117,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.1907012229665318,
      "avgForwardReturn1D": -0.0009341663712701298
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.5538135534027407,
      "fitnessScore": 0.3975400590578304,
      "lookbackDays": 30,
      "returnLift1D": 0.0016531012524235965,
      "activationRate": 0.3787878787878788,
      "activationCount": 125,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.26659147136742223,
      "avgForwardReturn1D": 0.0026113835368000425
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.05640013316523511,
      "fitnessScore": -0.26979075110081563,
      "lookbackDays": 45,
      "returnLift1D": -0.002183606486094252,
      "activationRate": 0.33650793650793653,
      "activationCount": 106,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.20270244274116678,
      "avgForwardReturn1D": -0.0011467873556241762
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.7398353093912771,
      "fitnessScore": 0.5799248051425738,
      "lookbackDays": 63,
      "returnLift1D": 0.0028622296841707413,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.40703105770423686,
      "avgForwardReturn1D": 0.004488767258249037
    }
  ],
  "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": "120301bd3ced9227701de889ca8522d2ec3ac1dde95c9124e4dbf925d2d9da33",
    "size": 13,
    "members": [
      "ARDX",
      "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",
      "ARDX"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ARDX",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ARDX",
    "hitRates": {
      "1": 0.4626865671641791,
      "5": 0.4626865671641791,
      "10": 0.417910447761194
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    "hitRate1D": 0.4626865671641791,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.3935411823356949,
    "eligibleDays": 359,
    "fitnessScore": 0.25486075677578024,
    "lookbackDays": 30,
    "returnLift1D": 0.001423944467973547,
    "hitRateLift1D": 0.00029102398869162993,
    "portfolioSize": 3,
    "activationRate": 0.3732590529247911,
    "activationCount": 134,
    "baselineHitRates": {
      "1": 0.4623955431754875,
      "5": 0.49014084507042255,
      "10": 0.44285714285714284
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.471978534485456,
    "avgForwardReturns": {
      "1": 0.0019279755583934397,
      "5": 0.0012804039858709656,
      "10": 0.0006580427514577613
    },
    "shadowMaxDrawdown": -0.28115804360170216,
    "shadowTotalReturn": 0.16445593285987647,
    "avgForwardReturn1D": 0.0019279755583934397,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-03-05",
      "2025-03-06",
      "2025-03-12",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-04-30"
    ],
    "horizonObservationCounts": {
      "1": 134,
      "5": 134,
      "10": 134
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005040310904198929,
      "5": 0.0022366426749632884,
      "10": 0.006280826843002541
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.3935411823356949,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.029896284738894233,
    "bestRawFitnessScore": 0.25486075677578024,
    "upperQuartileComboQuality": 0.16859831561974092
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1268048246156439,
    "rawScore": 0.1364418154784462,
    "confidence": 0.8587384544978496,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.11651272663799517,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4626865671641791,
        "5": 0.4626865671641791,
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      "hitRate1D": 0.4626865671641791,
      "rankWeights": [
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      ],
      "comboQuality": 0.3935411823356949,
      "eligibleDays": 359,
      "fitnessScore": 0.25486075677578024,
      "lookbackDays": 30,
      "returnLift1D": 0.001423944467973547,
      "hitRateLift1D": 0.00029102398869162993,
      "portfolioSize": 3,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.4623955431754875,
        "5": 0.49014084507042255,
        "10": 0.44285714285714284
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.471978534485456,
      "avgForwardReturns": {
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        "5": 0.0012804039858709656,
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      "shadowMaxDrawdown": -0.28115804360170216,
      "shadowTotalReturn": 0.16445593285987647,
      "avgForwardReturn1D": 0.0019279755583934397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-03-05",
        "2025-03-06",
        "2025-03-12",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 134,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0005040310904198929,
        "5": 0.0022366426749632884,
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.47413793103448276,
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      "hitRate1D": 0.46551724137931033,
      "rankWeights": [
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      "comboQuality": 0.284715568205937,
      "eligibleDays": 326,
      "fitnessScore": 0.1473382891745661,
      "lookbackDays": 63,
      "returnLift1D": 0.0008131080300254096,
      "hitRateLift1D": -0.000740427332346083,
      "portfolioSize": 4,
      "activationRate": 0.3558282208588957,
      "activationCount": 116,
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        "1": 0.4662576687116564,
        "5": 0.5093167701863354,
        "10": 0.4605678233438486
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.34437455259347444,
      "avgForwardReturns": {
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        "5": -0.005870033156653236,
        "10": -0.006430902889045829
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      "shadowMaxDrawdown": -0.2604790143461603,
      "shadowTotalReturn": 0.07037024731927022,
      "avgForwardReturn1D": 0.0018855441826647133,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-08-05",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11"
      ],
      "horizonObservationCounts": {
        "1": 116,
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      "baselineAvgForwardReturns": {
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    },
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      "returnLift1D": 0.0008131080300254096,
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.2548470632563261,
      "eligibleDays": 326,
      "fitnessScore": 0.11395630898895576,
      "lookbackDays": 63,
      "returnLift1D": 0.0008890691872186459,
      "hitRateLift1D": -0.00023825123592824404,
      "portfolioSize": 3,
      "activationRate": 0.3159509202453988,
      "activationCount": 103,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.31797853238386486,
      "avgForwardReturns": {
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        "5": 0.00607106060812531,
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      "shadowMaxDrawdown": -0.25215002290965305,
      "shadowTotalReturn": 0.05453408556547523,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-08-07",
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        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
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      "horizonObservationCounts": {
        "1": 103,
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      "baselineAvgForwardReturns": {
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        "5": 0.0061928918063292315,
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    },
    {
      "topN": 2,
      "ticker": "ARDX",
      "hitRates": {
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        "10": 0.416
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      "hitRate1D": 0.456,
      "rankWeights": [
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      "comboQuality": 0.219509729537044,
      "eligibleDays": 359,
      "fitnessScore": 0.0709243423345179,
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      "activationRate": 0.34818941504178275,
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      "sampleConfidence": 1,
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      "shadowTotalReturn": -0.37328548175326814,
      "avgForwardReturn1D": -0.002012506479994025,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006220466567956591,
        "5": 0.00307591446616809,
        "10": 0.0064417619634223895
      }
    },
    {
      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4689655172413793,
        "5": 0.4,
        "10": 0.31724137931034485
      },
      "hitRate1D": 0.4689655172413793,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.020646878706100626,
      "eligibleDays": 375,
      "fitnessScore": -0.4990521858869379,
      "lookbackDays": 14,
      "returnLift1D": -0.002828463312321593,
      "hitRateLift1D": 0.007632183908045986,
      "portfolioSize": 3,
      "activationRate": 0.38666666666666666,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.4613333333333333,
        "5": 0.49326145552560646,
        "10": 0.44808743169398907
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.558704697029058,
      "avgForwardReturns": {
        "1": -0.002206416655525934,
        "5": -0.01680146962272692,
        "10": -0.03650602172394006
      },
      "shadowMaxDrawdown": -0.4608755295651449,
      "shadowTotalReturn": -0.3726682913010363,
      "avgForwardReturn1D": -0.002206416655525934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006220466567956591,
        "5": 0.00307591446616809,
        "10": 0.0064417619634223895
      }
    },
    {
      "topN": 4,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.4166666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.009743465358899158,
      "eligibleDays": 344,
      "fitnessScore": -0.6667007828448481,
      "lookbackDays": 45,
      "returnLift1D": -0.0039517972947666164,
      "hitRateLift1D": -0.0455426356589147,
      "portfolioSize": 4,
      "activationRate": 0.4186046511627907,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4622093023255814,
        "5": 0.48823529411764705,
        "10": 0.4388059701492537
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8840486907974768,
      "avgForwardReturns": {
        "1": -0.003202133901742285,
        "5": -0.014491361629514643,
        "10": -0.022005867673011617
      },
      "shadowMaxDrawdown": -0.4632715954498483,
      "shadowTotalReturn": -0.4443760111496219,
      "avgForwardReturn1D": -0.003202133901742285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.000749663393024332,
        "5": 0.0032262096715434865,
        "10": 0.007093122253289947
      }
    },
    {
      "topN": 5,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4166666666666667,
        "5": 0.375,
        "10": 0.3333333333333333
      },
      "hitRate1D": 0.4166666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.009743465358899158,
      "eligibleDays": 344,
      "fitnessScore": -0.6667007828448481,
      "lookbackDays": 45,
      "returnLift1D": -0.0039517972947666164,
      "hitRateLift1D": -0.0455426356589147,
      "portfolioSize": 5,
      "activationRate": 0.4186046511627907,
      "activationCount": 144,
      "baselineHitRates": {
        "1": 0.4622093023255814,
        "5": 0.48823529411764705,
        "10": 0.4388059701492537
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8840486907974768,
      "avgForwardReturns": {
        "1": -0.003202133901742285,
        "5": -0.014491361629514643,
        "10": -0.022005867673011617
      },
      "shadowMaxDrawdown": -0.4632715954498483,
      "shadowTotalReturn": -0.4443760111496219,
      "avgForwardReturn1D": -0.003202133901742285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 144,
        "5": 144,
        "10": 144
      },
      "baselineAvgForwardReturns": {
        "1": 0.000749663393024332,
        "5": 0.0032262096715434865,
        "10": 0.007093122253289947
      }
    },
    {
      "topN": 3,
      "ticker": "ARDX",
      "hitRates": {
        "1": 0.4057971014492754,
        "5": 0.3695652173913043,
        "10": 0.34057971014492755
      },
      "hitRate1D": 0.4057971014492754,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.005677547283774199,
      "eligibleDays": 344,
      "fitnessScore": -0.7864192905834574,
      "lookbackDays": 45,
      "returnLift1D": -0.004785098642771459,
      "hitRateLift1D": -0.056412200876305996,
      "portfolioSize": 3,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.4622093023255814,
        "5": 0.48823529411764705,
        "10": 0.4388059701492537
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0707242929990268,
      "avgForwardReturns": {
        "1": -0.004035435249747127,
        "5": -0.01556948153049608,
        "10": -0.02052410820270687
      },
      "shadowMaxDrawdown": -0.5101810942969096,
      "shadowTotalReturn": -0.49293696421902666,
      "avgForwardReturn1D": -0.004035435249747127,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.000749663393024332,
        "5": 0.0032262096715434865,
        "10": 0.007093122253289947
      }
    }
  ],
  "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": 0.02862018359477358,
      "fitnessScore": -0.42541317982376603,
      "lookbackDays": 14,
      "returnLift1D": -0.00253879444016482,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.32051594583728604,
      "avgForwardReturn1D": -0.001916747783369161
    },
    {
      "comboQuality": 0.031172385883014887,
      "fitnessScore": -0.4060418932433257,
      "lookbackDays": 21,
      "returnLift1D": -0.0023184015150369205,
      "activationRate": 0.38858695652173914,
      "activationCount": 143,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.3042212006566618,
      "avgForwardReturn1D": -0.0015748326776810976
    },
    {
      "comboQuality": 0.3935411823356949,
      "fitnessScore": 0.25486075677578024,
      "lookbackDays": 30,
      "returnLift1D": 0.001423944467973547,
      "activationRate": 0.3732590529247911,
      "activationCount": 134,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.16445593285987647,
      "avgForwardReturn1D": 0.0019279755583934397
    },
    {
      "comboQuality": 0.0311977506105363,
      "fitnessScore": -0.4058571938866302,
      "lookbackDays": 45,
      "returnLift1D": -0.0026960133563996773,
      "activationRate": 0.3226744186046512,
      "activationCount": 111,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2776461206063475,
      "avgForwardReturn1D": -0.0019463499633753454
    },
    {
      "comboQuality": 0.284715568205937,
      "fitnessScore": 0.1473382891745661,
      "lookbackDays": 63,
      "returnLift1D": 0.0008131080300254096,
      "activationRate": 0.3558282208588957,
      "activationCount": 116,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.07037024731927022,
      "avgForwardReturn1D": 0.0018855441826647133
    }
  ],
  "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": "120301bd3ced9227701de889ca8522d2ec3ac1dde95c9124e4dbf925d2d9da33",
    "size": 13,
    "members": [
      "ARDX",
      "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
0.245
Liquidity
0.479
Momentum
0.410
Relative strength
0.231
Trend quality
0.254
Stability
0.330
Aggression
0.449
Downside risk
0.493
Drawdown state
0.550
Quality momentum
0.343
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.837
Benchmark Independence 3m Score
0.926
Beta 1y Profile Score
0.319
Beta 3m Profile Score
0.107
Beta Change Score
0.234
Correlation Change Score
0.456
Current Drawdown Score
0.296
Days Since 52w High Score
0.464
Distance From 52w High Score
0.478
Distance From Sma 20 Score
0.396
Distance From Sma 200 Score
0.287
Distance From Sma 50 Score
0.303
Downside Volatility 1m Score
0.699
Downside Volatility 1y Score
0.584
Downside Volatility 2y Score
0.778
Downside Volatility 3m Score
0.550
Downside Volatility 5y Score
1
Downside Volatility 6m Score
0.654
Drawdown Recovery Score
1
Excess Return 1m Score
0.360
Excess Return 1y Score
0.374
Excess Return 3m Score
0.080
Excess Return 6m Score
0.175
Expected Shortfall 95 1y Score
0.329
Log Avg Dollar Volume 20d Score
0.479
Log Market Cap Score
0.245
Drawdown Score 1m
0.203
Drawdown Score 1y
0.444
Drawdown Score 2y
0.342
Drawdown Score 3m
0.247
Drawdown Score 5y
0.062
Drawdown Score 6m
0.342
Momentum Acceleration 1m Vs 3m Score
0.464
Momentum Acceleration 3m Vs 6m Score
0.398
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.307
Relative Strength Slope 3m Score
0.241
Relative Volume 20d Score
0.333
Return 1m Score
0.405
Return 1w Score
0.506
Return 1y Score
0.592
Return 2y Score
0.285
Return 3m Score
0.327
Return 5y Score
0.051
Return 6m Score
0.421
Return Skewness 1y Score
0.780
Sharpe 1m Score
0.167
Sharpe 1y Score
0.504
Sharpe 2y Score
0.466
Sharpe 3m Score
0.192
Sharpe 5y Score
0.483
Sharpe 6m Score
0.404
Sortino 1m Score
0.248
Sortino 1y Score
0.457
Sortino 2y Score
0.418
Sortino 3m Score
0.243
Sortino 5y Score
0.430
Sortino 6m Score
0.378
Trend R2 1m Score
0.280
Trend R2 1w Score
0.035
Trend R2 1y Score
0.134
Trend R2 2y Score
0.053
Trend R2 3m Score
0.436
Trend R2 5y Score
0.592
Trend R2 6m Score
0.447
Trend Slope 1m Score
0.175
Trend Slope 1w Score
0.573
Trend Slope 1y Score
0.542
Trend Slope 2y Score
0.516
Trend Slope 3m Score
0.315
Trend Slope 5y Score
0.603
Trend Slope 6m Score
0.371
Volatility 1m Score
0.601
Volatility 1w Score
0.223
Volatility 1y Score
0.754
Volatility 2y Score
0.819
Volatility 3m Score
0.559
Volatility 5y Score
1
Volatility 6m Score
0.819
Worst Day 1y Score
0.251
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,320,340.705
Best Day 1y
0.210
Beta To Benchmark 1y
0.799
Beta 3m
0.267
Beta Change
-0.532
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.163
Correlation 3m
0.074
Correlation Change
-0.089
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.837
Benchmark Independence 3m Score
0.926
Beta 1y Profile Score
0.319
Beta 3m Profile Score
0.107
Beta Change Score
0.234
Correlation Change Score
0.456
Current Drawdown Score
0.296
Distance From Sma 20 Score
0.396
Distance From Sma 200 Score
0.287
Current Drawdown
-0.458
Days Since 52w High
117
Distance From 52w High
-0.339
Distance From Sma 20
-0.063
Distance From Sma 200
-0.128
Distance From Sma 50
-0.118
Downside Capture 1y
1.132
Downside Volatility 1m
0.574
Downside Volatility 1w
-
Downside Volatility 1y
0.488
Downside Volatility 2y
0.633
Downside Volatility 3m
0.463
Downside Volatility 5y
0.847
Downside Volatility 6m
0.540
Drawdown Recovery
1
Excess Return 1m
-0.084
Excess Return 1y
-0.075
Excess Return 3m
-0.252
Excess Return 6m
-0.195
Expected Shortfall 95 1y
-0.067
Market Cap
1,247,498,451.467
Max Drawdown 1m
-0.199
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.362
Max Drawdown 2y
-0.527
Max Drawdown 3m
-0.301
Max Drawdown 5y
-0.938
Max Drawdown 6m
-0.362
Momentum Acceleration 1m Vs 3m
-0.011
Momentum Acceleration 3m Vs 6m
-0.030
Moving Average Alignment
-1
Relative Strength Acceleration
-0.003
Relative Strength Slope 3m
-0.004
Relative Volume 20d
1.200
Return 1m
-0.057
Return 1w
0.002
Return 1y
0.148
Return 2y
-0.002
Return 3m
-0.139
Return 5y
-0.336
Return 6m
-0.094
Return Skewness 1y
1.679
Sector Excess Return 1y
-
Sharpe 1m
-1.165
Sharpe 1y
0.519
Sharpe 2y
0.331
Sharpe 3m
-1.040
Sharpe 5y
0.415
Sharpe 6m
0.022
Sortino 1m
-1.016
Sortino 1y
0.655
Sortino 2y
0.348
Sortino 3m
-1.054
Sortino 5y
0.438
Sortino 6m
0.027
Trend R2 1m
0.280
Trend R2 1w
0.035
Trend R2 1y
0.134
Trend R2 2y
0.053
Trend R2 3m
0.436
Trend R2 5y
0.592
Trend R2 6m
0.447
Trend 1m
-0.005
Trend 1w
0.001
Trend 1y
0.001
Trend 2y
0.000
Trend 3m
-0.003
Trend 5y
0.002
Trend 6m
-0.002
Upside Capture 1y
0.829
Value At Risk 95 1y
-0.049
Volatility 1m
0.501
Volatility 1w
0.217
Volatility 1y
0.616
Volatility 2y
0.665
Volatility 3m
0.469
Volatility 5y
0.893
Volatility 6m
0.664
Worst Day 1y
-0.150
Distance From Sma 50 Score
0.303
Downside Volatility 1y Score
0.584
Downside Volatility 3m Score
0.550
Drawdown Recovery Score
1
Excess Return 1m Score
0.360
Excess Return 1y Score
0.374
Excess Return 3m Score
0.080
Excess Return 6m Score
0.175
Expected Shortfall 95 1y Score
0.329
Log Avg Dollar Volume 20d Score
0.479
Log Market Cap Score
0.245
Drawdown Score 1y
0.444
Drawdown Score 5y
0.062
Momentum Acceleration 1m Vs 3m Score
0.464
Momentum Acceleration 3m Vs 6m Score
0.398
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.307
Relative Volume 20d Score
0.333
Return 1m Score
0.405
Return 1y Score
0.592
Return 3m Score
0.327
Return 6m Score
0.421
Return Skewness 1y Score
0.780
Sortino 1y Score
0.457
Sortino 3m Score
0.243
Trend R2 1y Score
0.134
Trend R2 3m Score
0.436
Trend Slope 1y Score
0.542
Trend Slope 3m Score
0.315
Volatility 1y Score
0.754
Volatility 3m Score
0.559