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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

ASML

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

ASML

ASML Holding

Category

Sector: Technology

Industry / Category: Semiconductor Equipment

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Lithography equipment leader critical to cutting-edge semiconductor manufacturing.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
2.286
Correlation To Benchmark 1y
0.646
Inverse To Benchmark 1y
0.354
Drawdown Score 1m
0.470
Drawdown Score 3m
0.669
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
0.675
Drawdown Score 1y
0.725
Drawdown Score 2y
0.542
Drawdown Score 5y
0.431
Return 1w
0.010
Return 1m
0.014
Return 3m
0.252
Return 6m
0.330
Return 1y
1.576
Return 2y
0.985
Return 5y
1.681
Sharpe 1m
0.563
Sharpe 3m
1.852
Sharpe 6m
1.368
Sharpe 1y
2.330
Sharpe 2y
0.979
Sharpe 5y
0.674
Trend 1w
0.005
Trend 1m
-0.001
Trend 3m
0.005
Trend 6m
0.003
Trend 1y
0.004
Trend 2y
0.002
Trend 5y
0.001
Volatility 1w
0.330
Volatility 1m
0.545
Volatility 3m
0.573
Volatility 6m
0.513
Volatility 1y
0.450
Volatility 2y
0.457
Volatility 5y
0.430
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
ASML
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:38 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.937
Aptet Fit Raw Score
0.947
Aptet Fit Confidence
0.978
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.870
Force Fit Raw Score
0.887
Force Fit Confidence
0.962
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:38 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ASML"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ASML",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "ASML",
    "hitRates": {
      "1": 0.5780590717299579,
      "5": 0.5793991416309013,
      "10": 0.5921052631578947
    },
    "hitRate1D": 0.5780590717299579,
    "comboQuality": 0.9957412810556902,
    "eligibleDays": 297,
    "fitnessScore": 1.549994194983503,
    "lookbackDays": 63,
    "returnLift1D": -0.00004944995231874038,
    "hitRateLift1D": 0.009035502706388865,
    "activationRate": 0.797979797979798,
    "activationCount": 237,
    "baselineHitRates": {
      "1": 0.569023569023569,
      "5": 0.6075085324232082,
      "10": 0.6423611111111112
    },
    "sampleConfidence": 0.9963431786216597,
    "shadowSharpeLike": 1.5913503165909066,
    "avgForwardReturns": {
      "1": 0.0032337338976482616,
      "5": 0.012135584742424592,
      "10": 0.025042264121222766
    },
    "shadowMaxDrawdown": -0.1786443191736502,
    "shadowTotalReturn": 0.9421820489547328,
    "avgForwardReturn1D": 0.0032337338976482616,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 237,
      "5": 233,
      "10": 228
    },
    "baselineAvgForwardReturns": {
      "1": 0.003283183849967002,
      "5": 0.01655315731347281,
      "10": 0.03363021753479394
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9957412810556902,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9181912274050956,
    "bestRawFitnessScore": 1.549994194983503,
    "upperQuartileComboQuality": 0.9640092913487754
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9368267724561697,
    "rawScore": 0.9471737075348259,
    "confidence": 0.9781519799455041,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.8001551912043826,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9476685078862012,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5780590717299579,
        "5": 0.5793991416309013,
        "10": 0.5921052631578947
      },
      "hitRate1D": 0.5780590717299579,
      "comboQuality": 0.9957412810556902,
      "eligibleDays": 297,
      "fitnessScore": 1.549994194983503,
      "lookbackDays": 63,
      "returnLift1D": -0.00004944995231874038,
      "hitRateLift1D": 0.009035502706388865,
      "activationRate": 0.797979797979798,
      "activationCount": 237,
      "baselineHitRates": {
        "1": 0.569023569023569,
        "5": 0.6075085324232082,
        "10": 0.6423611111111112
      },
      "sampleConfidence": 0.9963431786216597,
      "shadowSharpeLike": 1.5913503165909066,
      "avgForwardReturns": {
        "1": 0.0032337338976482616,
        "5": 0.012135584742424592,
        "10": 0.025042264121222766
      },
      "shadowMaxDrawdown": -0.1786443191736502,
      "shadowTotalReturn": 0.9421820489547328,
      "avgForwardReturn1D": 0.0032337338976482616,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 237,
        "5": 233,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.003283183849967002,
        "5": 0.01655315731347281,
        "10": 0.03363021753479394
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5803571428571429,
        "5": 0.5945945945945946,
        "10": 0.6073059360730594
      },
      "hitRate1D": 0.5803571428571429,
      "comboQuality": 0.9931597435872761,
      "eligibleDays": 330,
      "fitnessScore": 1.445174586574174,
      "lookbackDays": 30,
      "returnLift1D": -0.000049693383264067144,
      "hitRateLift1D": 0.010660173160173203,
      "activationRate": 0.6787878787878788,
      "activationCount": 224,
      "baselineHitRates": {
        "1": 0.5696969696969697,
        "5": 0.6104294478527608,
        "10": 0.6573208722741433
      },
      "sampleConfidence": 0.9979166666666668,
      "shadowSharpeLike": 1.5355838862900946,
      "avgForwardReturns": {
        "1": 0.003351363929684512,
        "5": 0.014605989758719715,
        "10": 0.028603046534718627
      },
      "shadowMaxDrawdown": -0.19602626825966396,
      "shadowTotalReturn": 0.9050298008300859,
      "avgForwardReturn1D": 0.003351363929684512,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 224,
        "5": 222,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034010573129485792,
        "5": 0.017328377515929475,
        "10": 0.035004647612129604
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5769230769230769,
        "5": 0.6038647342995169,
        "10": 0.6176470588235294
      },
      "hitRate1D": 0.5769230769230769,
      "comboQuality": 0.9860290142759468,
      "eligibleDays": 330,
      "fitnessScore": 1.2864746709059154,
      "lookbackDays": 30,
      "returnLift1D": -0.00012384090142148266,
      "hitRateLift1D": 0.00722610722610717,
      "activationRate": 0.6303030303030303,
      "activationCount": 208,
      "baselineHitRates": {
        "1": 0.5696969696969697,
        "5": 0.6104294478527608,
        "10": 0.6573208722741433
      },
      "sampleConfidence": 0.9983974358974359,
      "shadowSharpeLike": 1.4411863848783337,
      "avgForwardReturns": {
        "1": 0.0032772164115270966,
        "5": 0.015530614820744788,
        "10": 0.02847811771205775
      },
      "shadowMaxDrawdown": -0.1928284798773685,
      "shadowTotalReturn": 0.786442131334872,
      "avgForwardReturn1D": 0.0032772164115270966,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23"
      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 207,
        "10": 204
      },
      "baselineAvgForwardReturns": {
        "1": 0.0034010573129485792,
        "5": 0.017328377515929475,
        "10": 0.035004647612129604
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5657894736842105,
        "5": 0.5758928571428571,
        "10": 0.5799086757990868
      },
      "hitRate1D": 0.5657894736842105,
      "comboQuality": 0.9793155335217635,
      "eligibleDays": 315,
      "fitnessScore": 1.1986435948256446,
      "lookbackDays": 45,
      "returnLift1D": -0.0008968839430438598,
      "hitRateLift1D": -0.0024644945697577247,
      "activationRate": 0.7238095238095238,
      "activationCount": 228,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
      },
      "sampleConfidence": 0.9961988304093568,
      "shadowSharpeLike": 1.2838582755067982,
      "avgForwardReturns": {
        "1": 0.0027222777331066114,
        "5": 0.011210567174486154,
        "10": 0.019968066448991934
      },
      "shadowMaxDrawdown": -0.17286614558232072,
      "shadowTotalReturn": 0.6841968246657393,
      "avgForwardReturn1D": 0.0027222777331066114,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-05",
        "2025-05-06",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 228,
        "5": 224,
        "10": 219
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5779816513761468,
        "5": 0.5700934579439252,
        "10": 0.5741626794258373
      },
      "hitRate1D": 0.5779816513761468,
      "comboQuality": 0.978273875512035,
      "eligibleDays": 315,
      "fitnessScore": 1.1876003321928987,
      "lookbackDays": 45,
      "returnLift1D": -0.0008408105239886051,
      "hitRateLift1D": 0.009727683122178532,
      "activationRate": 0.692063492063492,
      "activationCount": 218,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
      },
      "sampleConfidence": 0.9960244648318044,
      "shadowSharpeLike": 1.2873028436469531,
      "avgForwardReturns": {
        "1": 0.002778351152161866,
        "5": 0.009543174373310127,
        "10": 0.016854613078390243
      },
      "shadowMaxDrawdown": -0.15280120224962424,
      "shadowTotalReturn": 0.6645776533070347,
      "avgForwardReturn1D": 0.002778351152161866,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 218,
        "5": 214,
        "10": 209
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
      }
    },
    {
      "topN": 4,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.5663716814159292,
        "10": 0.579185520361991
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.9592544299610223,
      "eligibleDays": 297,
      "fitnessScore": 1.0449380293217025,
      "lookbackDays": 63,
      "returnLift1D": -0.0009897234487619899,
      "hitRateLift1D": -0.0038061777192212043,
      "activationRate": 0.7744107744107744,
      "activationCount": 230,
      "baselineHitRates": {
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      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.56047197640118,
        "5": 0.5940298507462687,
        "10": 0.6393939393939394
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6125385753871762,
      "avgForwardReturns": {
        "1": 0.001672739224466988,
        "5": 0.015890218854645328,
        "10": 0.03471193292357992
      },
      "shadowMaxDrawdown": -0.19831042404948795,
      "shadowTotalReturn": 0.21339727885631765,
      "avgForwardReturn1D": 0.001672739224466988,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 173,
        "10": 173
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030237175010150567,
        "5": 0.015116467344078868,
        "10": 0.03129777248981358
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.5,
        "10": 0.5483870967741935
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.6831294407277645,
      "eligibleDays": 352,
      "fitnessScore": 0.5190020198682919,
      "lookbackDays": 14,
      "returnLift1D": -0.0006091944232569993,
      "hitRateLift1D": -0.0024354379193087805,
      "activationRate": 0.35511363636363635,
      "activationCount": 125,
      "baselineHitRates": {
        "1": 0.5669515669515669,
        "5": 0.590778097982709,
        "10": 0.6268221574344023
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      "sampleConfidence": 0.9984000000000001,
      "shadowSharpeLike": 0.7542205053709947,
      "avgForwardReturns": {
        "1": 0.0024166627633965634,
        "5": 0.0062408871060892395,
        "10": 0.019764479899324304
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      "shadowMaxDrawdown": -0.20541291814058127,
      "shadowTotalReturn": 0.2594925324624173,
      "avgForwardReturn1D": 0.0024166627633965634,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-04-24",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 124
      },
      "baselineAvgForwardReturns": {
        "1": 0.0030258571866535627,
        "5": 0.015021398853844512,
        "10": 0.029379988393105728
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    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5467625899280576,
        "5": 0.562962962962963,
        "10": 0.5
      },
      "hitRate1D": 0.5467625899280576,
      "comboQuality": 0.5640358072557243,
      "eligibleDays": 315,
      "fitnessScore": 0.40666267734197525,
      "lookbackDays": 45,
      "returnLift1D": -0.002028899619566848,
      "hitRateLift1D": -0.021491378325910637,
      "activationRate": 0.44126984126984126,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6141479099678456,
        "10": 0.6535947712418301
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      "sampleConfidence": 0.9937649880095923,
      "shadowSharpeLike": 0.5828117229318469,
      "avgForwardReturns": {
        "1": 0.0015902620565836228,
        "5": 0.006620167961009168,
        "10": 0.01136677309182161
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      "shadowMaxDrawdown": -0.23274652543551877,
      "shadowTotalReturn": 0.17276157835848305,
      "avgForwardReturn1D": 0.0015902620565836228,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 135,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.003619161676150471,
        "5": 0.017557926629034156,
        "10": 0.03534954486386976
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9502335714784663,
      "fitnessScore": 0.9988607814605727,
      "lookbackDays": 14,
      "returnLift1D": -0.00030820799884918046,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "sampleConfidence": 0.9990243902439024,
      "shadowTotalReturn": 0.5640239605432189,
      "avgForwardReturn1D": 0.0027176491878043822
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9187994970086825,
      "fitnessScore": 0.8837522259846132,
      "lookbackDays": 21,
      "returnLift1D": -0.0007365795370795581,
      "activationRate": 0.6135693215339233,
      "activationCount": 208,
      "sampleConfidence": 0.9993589743589744,
      "shadowTotalReturn": 0.4520576591769825,
      "avgForwardReturn1D": 0.0022871379639354985
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9931597435872761,
      "fitnessScore": 1.445174586574174,
      "lookbackDays": 30,
      "returnLift1D": -0.000049693383264067144,
      "activationRate": 0.6787878787878788,
      "activationCount": 224,
      "sampleConfidence": 0.9979166666666668,
      "shadowTotalReturn": 0.9050298008300859,
      "avgForwardReturn1D": 0.003351363929684512
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9793155335217635,
      "fitnessScore": 1.1986435948256446,
      "lookbackDays": 45,
      "returnLift1D": -0.0008968839430438598,
      "activationRate": 0.7238095238095238,
      "activationCount": 228,
      "sampleConfidence": 0.9961988304093568,
      "shadowTotalReturn": 0.6841968246657393,
      "avgForwardReturn1D": 0.0027222777331066114
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9957412810556902,
      "fitnessScore": 1.549994194983503,
      "lookbackDays": 63,
      "returnLift1D": -0.00004944995231874038,
      "activationRate": 0.797979797979798,
      "activationCount": 237,
      "sampleConfidence": 0.9963431786216597,
      "shadowTotalReturn": 0.9421820489547328,
      "avgForwardReturn1D": 0.0032337338976482616
    }
  ],
  "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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
    "size": 13,
    "members": [
      "ASML",
      "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
2026-07-25
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",
      "ASML"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ASML",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "ASML",
    "hitRates": {
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      "10": 0.6176470588235294
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    "hitRate1D": 0.569377990430622,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
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    "comboQuality": 0.9744681415996305,
    "eligibleDays": 359,
    "fitnessScore": 1.1512322570899334,
    "lookbackDays": 30,
    "returnLift1D": 0.00016612857264944325,
    "hitRateLift1D": 0.01227492636376959,
    "portfolioSize": 4,
    "activationRate": 0.5821727019498607,
    "activationCount": 209,
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      "10": 0.6228571428571429
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    "sampleConfidence": 0.9980861244019139,
    "shadowSharpeLike": 1.2606692773532557,
    "avgForwardReturns": {
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      "10": 0.028700328261446455
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    "shadowMaxDrawdown": -0.18339634910307578,
    "shadowTotalReturn": 0.6969655360921907,
    "avgForwardReturn1D": 0.0030364997926556354,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-03-10",
      "2025-03-12",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19"
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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      "10": 0.028720194715094988
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9744681415996305,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8188297398269355,
    "bestRawFitnessScore": 1.1512322570899334,
    "upperQuartileComboQuality": 0.9518882008464796
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  "algorithmFit": {
    "label": "strong",
    "score": 0.8699873794819403,
    "rawScore": 0.8869790416886327,
    "confidence": 0.9616864403597548,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6496862565520243,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8765243715314697,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "hitRates": {
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      "hitRate1D": 0.569377990430622,
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      "comboQuality": 0.9744681415996305,
      "eligibleDays": 359,
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      "lookbackDays": 30,
      "returnLift1D": 0.00016612857264944325,
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      "riskOffActivations": 0,
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        "2025-03-10",
        "2025-03-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
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        "2025-05-16",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.9744681415996305,
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      "shadowMaxDrawdown": -0.18339634910307578,
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      "avgForwardReturn1D": 0.0030364997926556354,
      "riskOffActivations": 0,
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        "2025-03-10",
        "2025-03-12",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
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    },
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      "comboQuality": 0.9643202821896789,
      "eligibleDays": 344,
      "fitnessScore": 1.0753050383894607,
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      "returnLift1D": -0.0006383164843582886,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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        "1": 0.5573333333333333,
        "5": 0.5849056603773585,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9993055555555556,
      "shadowSharpeLike": 0.5406353955754868,
      "avgForwardReturns": {
        "1": 0.0014804269651107888,
        "5": 0.007715183897110553,
        "10": 0.02402976629072597
      },
      "shadowMaxDrawdown": -0.23361795565073895,
      "shadowTotalReturn": 0.19654127041047764,
      "avgForwardReturn1D": 0.0014804269651107888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-27",
        "2025-03-10",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027857815817139233,
        "5": 0.01404760361336093,
        "10": 0.02793515491289847
      }
    },
    {
      "topN": 5,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5364583333333334,
        "5": 0.5078534031413613,
        "10": 0.6073298429319371
      },
      "hitRate1D": 0.5364583333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.621529921843048,
      "eligibleDays": 375,
      "fitnessScore": 0.45913034843571526,
      "lookbackDays": 14,
      "returnLift1D": -0.0013053546166031345,
      "hitRateLift1D": -0.020874999999999977,
      "portfolioSize": 5,
      "activationRate": 0.512,
      "activationCount": 192,
      "baselineHitRates": {
        "1": 0.5573333333333333,
        "5": 0.5849056603773585,
        "10": 0.6202185792349727
      },
      "sampleConfidence": 0.9993055555555556,
      "shadowSharpeLike": 0.5406353955754868,
      "avgForwardReturns": {
        "1": 0.0014804269651107888,
        "5": 0.007715183897110553,
        "10": 0.02402976629072597
      },
      "shadowMaxDrawdown": -0.23361795565073895,
      "shadowTotalReturn": 0.19654127041047764,
      "avgForwardReturn1D": 0.0014804269651107888,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-27",
        "2025-03-10",
        "2025-03-17",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 191,
        "10": 191
      },
      "baselineAvgForwardReturns": {
        "1": 0.0027857815817139233,
        "5": 0.01404760361336093,
        "10": 0.02793515491289847
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5507246376811594,
        "5": 0.5522388059701493,
        "10": 0.5038759689922481
      },
      "hitRate1D": 0.5507246376811594,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5890104506383104,
      "eligibleDays": 344,
      "fitnessScore": 0.4291727507305351,
      "lookbackDays": 45,
      "returnLift1D": -0.0014811106957820068,
      "hitRateLift1D": -0.013228850690933602,
      "portfolioSize": 2,
      "activationRate": 0.4011627906976744,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.563953488372093,
        "5": 0.5970588235294118,
        "10": 0.6388059701492538
      },
      "sampleConfidence": 0.9937198067632851,
      "shadowSharpeLike": 0.6218363107519306,
      "avgForwardReturns": {
        "1": 0.001771281524413645,
        "5": 0.00663903528032712,
        "10": 0.011605142421612183
      },
      "shadowMaxDrawdown": -0.23222659833198245,
      "shadowTotalReturn": 0.20104806823534283,
      "avgForwardReturn1D": 0.001771281524413645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-09-18",
        "2025-09-19",
        "2025-09-22",
        "2025-09-23",
        "2025-09-24",
        "2025-09-25",
        "2025-09-26",
        "2025-09-29",
        "2025-09-30"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.003252392220195652,
        "5": 0.015569446733108743,
        "10": 0.030832346121825307
      }
    },
    {
      "topN": 2,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5547445255474452,
        "5": 0.6204379562043796,
        "10": 0.6058394160583942
      },
      "hitRate1D": 0.5547445255474452,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5723233449476757,
      "eligibleDays": 368,
      "fitnessScore": 0.41409407154049827,
      "lookbackDays": 21,
      "returnLift1D": -0.0011085629689809248,
      "hitRateLift1D": -0.005038083148206973,
      "portfolioSize": 2,
      "activationRate": 0.37228260869565216,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5597826086956522,
        "5": 0.5824175824175825,
        "10": 0.6183844011142061
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5503975424321084,
      "avgForwardReturns": {
        "1": 0.001776606623651723,
        "5": 0.016461298569788986,
        "10": 0.033667546286063034
      },
      "shadowMaxDrawdown": -0.20500683098125616,
      "shadowTotalReturn": 0.1829868726685011,
      "avgForwardReturn1D": 0.001776606623651723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-26",
        "2025-02-27",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 137,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028851695926326477,
        "5": 0.013888999975355778,
        "10": 0.027629861124054016
      }
    },
    {
      "topN": 3,
      "ticker": "ASML",
      "hitRates": {
        "1": 0.5423728813559322,
        "5": 0.5988700564971752,
        "10": 0.6214689265536724
      },
      "hitRate1D": 0.5423728813559322,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4628310498719424,
      "eligibleDays": 368,
      "fitnessScore": 0.3172308725966131,
      "lookbackDays": 21,
      "returnLift1D": -0.0017958387146427496,
      "hitRateLift1D": -0.017409727339720016,
      "portfolioSize": 3,
      "activationRate": 0.48097826086956524,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5597826086956522,
        "5": 0.5824175824175825,
        "10": 0.6183844011142061
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.354289503521831,
      "avgForwardReturns": {
        "1": 0.0010893308779898981,
        "5": 0.014734188374144346,
        "10": 0.03192903642699063
      },
      "shadowMaxDrawdown": -0.2558929634362068,
      "shadowTotalReturn": 0.09462925065495043,
      "avgForwardReturn1D": 0.0010893308779898981,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-26",
        "2025-02-27",
        "2025-03-21",
        "2025-03-26",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 177,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.0028851695926326477,
        "5": 0.013888999975355778,
        "10": 0.027629861124054016
      }
    }
  ],
  "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": 0.6755434749188003,
      "fitnessScore": 0.5113405118314799,
      "lookbackDays": 14,
      "returnLift1D": -0.0008875122781439029,
      "activationRate": 0.44266666666666665,
      "activationCount": 166,
      "sampleConfidence": 0.9991967871485944,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.2534001255366123,
      "avgForwardReturn1D": 0.0018982693035700204
    },
    {
      "comboQuality": 0.7367975513203974,
      "fitnessScore": 0.57646572489988,
      "lookbackDays": 21,
      "returnLift1D": -0.0013165393406261137,
      "activationRate": 0.5788043478260869,
      "activationCount": 213,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.2477191390050999,
      "avgForwardReturn1D": 0.001568630252006534
    },
    {
      "comboQuality": 0.9744681415996305,
      "fitnessScore": 1.1512322570899334,
      "lookbackDays": 30,
      "returnLift1D": 0.00016612857264944325,
      "activationRate": 0.5821727019498607,
      "activationCount": 209,
      "sampleConfidence": 0.9980861244019139,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6969655360921907,
      "avgForwardReturn1D": 0.0030364997926556354
    },
    {
      "comboQuality": 0.9643202821896789,
      "fitnessScore": 1.0753050383894607,
      "lookbackDays": 45,
      "returnLift1D": -0.0006383164843582886,
      "activationRate": 0.6366279069767442,
      "activationCount": 219,
      "sampleConfidence": 0.9960426179604263,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.6087907590882997,
      "avgForwardReturn1D": 0.0026140757358373633
    },
    {
      "comboQuality": 0.9517332637311209,
      "fitnessScore": 1.0059392789528767,
      "lookbackDays": 63,
      "returnLift1D": -0.0014331182078281463,
      "activationRate": 0.7208588957055214,
      "activationCount": 235,
      "sampleConfidence": 0.9963120567375887,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.5429479943811213,
      "avgForwardReturn1D": 0.002265059591354439
    }
  ],
  "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": "ac43334ad3a7999d4ecd1e2f329fe84c9659831a0e15235206cf490e51b233a0",
    "size": 13,
    "members": [
      "ASML",
      "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
0.855
Liquidity
1
Momentum
0.662
Relative strength
0.781
Trend quality
0.837
Stability
0.621
Aggression
0.592
Downside risk
0.555
Drawdown state
0.900
Quality momentum
0.714
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.354
Benchmark Independence 3m Score
0.299
Beta 1y Profile Score
0.914
Beta 3m Profile Score
1
Beta Change Score
0.892
Correlation Change Score
0.528
Current Drawdown Score
0.856
Days Since 52w High Score
0.063
Distance From 52w High Score
0.856
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.563
Downside Volatility 1m Score
0.663
Downside Volatility 1y Score
0.504
Downside Volatility 2y Score
0.546
Downside Volatility 3m Score
0.648
Downside Volatility 5y Score
0.502
Downside Volatility 6m Score
0.588
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.913
Expected Shortfall 95 1y Score
0.454
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.855
Drawdown Score 1m
0.470
Drawdown Score 1y
0.725
Drawdown Score 2y
0.542
Drawdown Score 3m
0.669
Drawdown Score 5y
0.431
Drawdown Score 6m
0.675
Momentum Acceleration 1m Vs 3m Score
0.266
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.262
Relative Strength Slope 3m Score
0.743
Relative Volume 20d Score
0.284
Return 1m Score
0.523
Return 1w Score
0.534
Return 1y Score
1
Return 2y Score
0.567
Return 3m Score
0.815
Return 5y Score
0.206
Return 6m Score
0.775
Return Skewness 1y Score
0.522
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.513
Sharpe 1y Score
0.866
Sharpe 2y Score
0.596
Sharpe 3m Score
0.770
Sharpe 5y Score
0.535
Sharpe 6m Score
0.674
Sortino 1m Score
0.445
Sortino 1y Score
0.681
Sortino 2y Score
0.497
Sortino 3m Score
0.622
Sortino 5y Score
0.460
Sortino 6m Score
0.553
Trend R2 1m Score
0.097
Trend R2 1w Score
0.335
Trend R2 1y Score
0.932
Trend R2 2y Score
0.698
Trend R2 3m Score
0.725
Trend R2 5y Score
0.479
Trend R2 6m Score
0.690
Trend Slope 1m Score
0.409
Trend Slope 1w Score
0.817
Trend Slope 1y Score
0.736
Trend Slope 2y Score
0.615
Trend Slope 3m Score
0.783
Trend Slope 5y Score
0.538
Trend Slope 6m Score
0.665
Volatility 1m Score
0.661
Volatility 1w Score
0.373
Volatility 1y Score
0.533
Volatility 2y Score
0.543
Volatility 3m Score
0.697
Volatility 5y Score
0.507
Volatility 6m Score
0.617
Worst Day 1y Score
0.609
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,720,228,792.959
Best Day 1y
0.095
Beta To Benchmark 1y
2.286
Beta 3m
3.070
Beta Change
0.784
Beta To Sector 1y
1.282
Correlation To Benchmark 1y
0.646
Correlation 3m
0.701
Correlation Change
0.055
Correlation To Sector 1y
0.704
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.354
Benchmark Independence 3m Score
0.299
Beta 1y Profile Score
0.914
Beta 3m Profile Score
1
Beta Change Score
0.892
Correlation Change Score
0.528
Current Drawdown Score
0.856
Distance From Sma 20 Score
0.500
Distance From Sma 200 Score
1
Current Drawdown
-0.094
Days Since 52w High
16
Distance From 52w High
-0.094
Distance From Sma 20
0.000
Distance From Sma 200
0.316
Distance From Sma 50
0.038
Downside Capture 1y
0.460
Downside Volatility 1m
0.547
Downside Volatility 1w
-
Downside Volatility 1y
0.428
Downside Volatility 2y
0.460
Downside Volatility 3m
0.536
Downside Volatility 5y
0.427
Downside Volatility 6m
0.491
Drawdown Recovery
1
Excess Return 1m
0.008
Excess Return 1y
1.389
Excess Return 3m
0.211
Excess Return 6m
0.248
Expected Shortfall 95 1y
-0.055
Market Cap
674,898,269,000
Max Drawdown 1m
-0.132
Max Drawdown 1w
-0.026
Max Drawdown 1y
-0.179
Max Drawdown 2y
-0.366
Max Drawdown 3m
-0.132
Max Drawdown 5y
-0.569
Max Drawdown 6m
-0.179
Momentum Acceleration 1m Vs 3m
-0.070
Momentum Acceleration 3m Vs 6m
0.029
Moving Average Alignment
1
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
0.004
Relative Volume 20d
1.067
Return 1m
0.014
Return 1w
0.010
Return 1y
1.576
Return 2y
0.985
Return 3m
0.252
Return 5y
1.681
Return 6m
0.330
Return Skewness 1y
0.130
Sector Excess Return 1y
1.189
Sharpe 1m
0.563
Sharpe 1y
2.330
Sharpe 2y
0.979
Sharpe 3m
1.852
Sharpe 5y
0.674
Sharpe 6m
1.368
Sortino 1m
0.561
Sortino 1y
2.448
Sortino 2y
0.974
Sortino 3m
1.977
Sortino 5y
0.679
Sortino 6m
1.428
Trend R2 1m
0.097
Trend R2 1w
0.335
Trend R2 1y
0.932
Trend R2 2y
0.698
Trend R2 3m
0.725
Trend R2 5y
0.479
Trend R2 6m
0.690
Trend 1m
-0.001
Trend 1w
0.005
Trend 1y
0.004
Trend 2y
0.002
Trend 3m
0.005
Trend 5y
0.001
Trend 6m
0.003
Upside Capture 1y
4.717
Value At Risk 95 1y
-0.042
Volatility 1m
0.545
Volatility 1w
0.330
Volatility 1y
0.450
Volatility 2y
0.457
Volatility 3m
0.573
Volatility 5y
0.430
Volatility 6m
0.513
Worst Day 1y
-0.078
Distance From Sma 50 Score
0.563
Downside Volatility 1y Score
0.504
Downside Volatility 3m Score
0.648
Drawdown Recovery Score
1
Excess Return 1m Score
0.513
Excess Return 1y Score
1
Excess Return 3m Score
0.852
Excess Return 6m Score
0.913
Expected Shortfall 95 1y Score
0.454
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.855
Drawdown Score 1y
0.725
Drawdown Score 5y
0.431
Momentum Acceleration 1m Vs 3m Score
0.266
Momentum Acceleration 3m Vs 6m Score
0.596
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.262
Relative Volume 20d Score
0.284
Return 1m Score
0.523
Return 1y Score
1
Return 3m Score
0.815
Return 6m Score
0.775
Return Skewness 1y Score
0.522
Sortino 1y Score
0.681
Sortino 3m Score
0.622
Trend R2 1y Score
0.932
Trend R2 3m Score
0.725
Trend Slope 1y Score
0.736
Trend Slope 3m Score
0.783
Volatility 1y Score
0.533
Volatility 3m Score
0.697