Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

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

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

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

© 2026 Monstra. All rights reserved.

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

Vector V2 pipeline

Vectors

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

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

AZN

Health Care | v2 | as of 2026-07-23
Close

Research Detail

AZN

AZN

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
0.369
Correlation To Benchmark 1y
0.167
Inverse To Benchmark 1y
0.833
Drawdown Score 1m
0.372
Drawdown Score 3m
0.607
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
0.615
Drawdown Score 1y
0.675
Drawdown Score 2y
0.652
Drawdown Score 5y
0.721
Return 1w
-0.006
Return 1m
-0.070
Return 3m
-0.136
Return 6m
-0.061
Return 1y
0.215
Return 2y
0.119
Return 5y
0.641
Sharpe 1m
-1.843
Sharpe 3m
-1.722
Sharpe 6m
-0.287
Sharpe 1y
0.831
Sharpe 2y
0.346
Sharpe 5y
0.526
Trend 1w
0.000
Trend 1m
-0.007
Trend 3m
-0.001
Trend 6m
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.318
Volatility 1m
0.428
Volatility 3m
0.312
Volatility 6m
0.292
Volatility 1y
0.281
Volatility 2y
0.260
Volatility 5y
0.246
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
AZN
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:40 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
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
0.123
Aptet Fit Raw Score
0.200
Aptet Fit Confidence
0.224
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.345
Force Fit Raw Score
0.364
Force Fit Confidence
0.894
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:40 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AZN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AZN",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "AZN",
    "hitRates": {
      "1": 0.5,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0.5,
    "comboQuality": 0.1861054524033972,
    "eligibleDays": 352,
    "fitnessScore": 0.025386183497361815,
    "lookbackDays": 14,
    "returnLift1D": -0.0003892924750494558,
    "hitRateLift1D": -0.23333333333333328,
    "activationRate": 0.008522727272727272,
    "activationCount": 3,
    "baselineHitRates": {
      "1": 0.7333333333333333,
      "5": 0.7272727272727273,
      "10": 1
    },
    "sampleConfidence": 0.5074585284858524,
    "shadowSharpeLike": 0.14578148339631672,
    "avgForwardReturns": {
      "1": 0.004632954924611243,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": -0.029207291681863312,
    "shadowTotalReturn": 0.007152987068272054,
    "avgForwardReturn1D": 0.004632954924611243,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2026-04-07",
      "2026-04-08",
      "2026-04-09"
    ],
    "horizonObservationCounts": {
      "1": 2,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.005022247399660699,
      "5": 0.03525174407797322,
      "10": 0.07445131635017961
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.1861054524033972,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08171706777123394,
    "bestRawFitnessScore": 0.025386183497361815,
    "upperQuartileComboQuality": 0.08171706777123394
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.12262202304437893,
    "rawScore": 0.20031192636546252,
    "confidence": 0.224310756421553,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.5964000722682543,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1861054524033972,
      "eligibleDays": 352,
      "fitnessScore": 0.025386183497361815,
      "lookbackDays": 14,
      "returnLift1D": -0.0003892924750494558,
      "hitRateLift1D": -0.23333333333333328,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.14578148339631672,
      "avgForwardReturns": {
        "1": 0.004632954924611243,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.029207291681863312,
      "shadowTotalReturn": 0.007152987068272054,
      "avgForwardReturn1D": 0.004632954924611243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1861054524033972,
      "eligibleDays": 352,
      "fitnessScore": 0.025386183497361815,
      "lookbackDays": 14,
      "returnLift1D": -0.0003892924750494558,
      "hitRateLift1D": -0.23333333333333328,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.14578148339631672,
      "avgForwardReturns": {
        "1": 0.004632954924611243,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.029207291681863312,
      "shadowTotalReturn": 0.007152987068272054,
      "avgForwardReturn1D": 0.004632954924611243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1861054524033972,
      "eligibleDays": 352,
      "fitnessScore": 0.025386183497361815,
      "lookbackDays": 14,
      "returnLift1D": -0.0003892924750494558,
      "hitRateLift1D": -0.23333333333333328,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.14578148339631672,
      "avgForwardReturns": {
        "1": 0.004632954924611243,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.029207291681863312,
      "shadowTotalReturn": 0.007152987068272054,
      "avgForwardReturn1D": 0.004632954924611243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.1861054524033972,
      "eligibleDays": 352,
      "fitnessScore": 0.025386183497361815,
      "lookbackDays": 14,
      "returnLift1D": -0.0003892924750494558,
      "hitRateLift1D": -0.23333333333333328,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.5074585284858524,
      "shadowSharpeLike": 0.14578148339631672,
      "avgForwardReturns": {
        "1": 0.004632954924611243,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": -0.029207291681863312,
      "shadowTotalReturn": 0.007152987068272054,
      "avgForwardReturn1D": 0.004632954924611243,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2026-04-07",
        "2026-04-08",
        "2026-04-09"
      ],
      "horizonObservationCounts": {
        "1": 2,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 339,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 21,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 339,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 21,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 339,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 21,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 339,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 21,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 330,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 30,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 330,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 30,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 330,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 30,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 330,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 30,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 315,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 45,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 315,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 45,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 315,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 45,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 315,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 45,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 297,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 63,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 297,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 63,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 297,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 63,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08171706777123394,
      "eligibleDays": 297,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 63,
      "returnLift1D": -0.005022247399660699,
      "hitRateLift1D": -0.7333333333333333,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.7333333333333333,
        "5": 0.7272727272727273,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.005022247399660699,
        "5": 0.03525174407797322,
        "10": 0.07445131635017961
      }
    }
  ],
  "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": 0.1861054524033972,
      "fitnessScore": 0.025386183497361815,
      "lookbackDays": 14,
      "returnLift1D": -0.0003892924750494558,
      "activationRate": 0.008522727272727272,
      "activationCount": 3,
      "sampleConfidence": 0.5074585284858524,
      "shadowTotalReturn": 0.007152987068272054,
      "avgForwardReturn1D": 0.004632954924611243
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08171706777123394,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 21,
      "returnLift1D": -0.005022247399660699,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08171706777123394,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 30,
      "returnLift1D": -0.005022247399660699,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08171706777123394,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 45,
      "returnLift1D": -0.005022247399660699,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08171706777123394,
      "fitnessScore": -0.18223338526180022,
      "lookbackDays": 63,
      "returnLift1D": -0.005022247399660699,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "2aaf33bd2ae34ac0708a0c6d5e335e4077cf0b1e4ee664b27501a48ac68517b1",
    "size": 13,
    "members": [
      "AZN",
      "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",
      "AZN"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AZN",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AZN",
    "hitRates": {
      "1": 0.5205479452054794,
      "5": 0.5616438356164384,
      "10": 0.4863013698630137
    },
    "hitRate1D": 0.5205479452054794,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.5009215978205166,
    "eligibleDays": 375,
    "fitnessScore": 0.35081100700048573,
    "lookbackDays": 14,
    "returnLift1D": 0.00024589871386525015,
    "hitRateLift1D": 0.008547945205479413,
    "portfolioSize": 3,
    "activationRate": 0.3893333333333333,
    "activationCount": 146,
    "baselineHitRates": {
      "1": 0.512,
      "5": 0.5390835579514824,
      "10": 0.5628415300546448
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.634796375290171,
    "avgForwardReturns": {
      "1": 0.0010204152031929197,
      "5": 0.00031796957757102766,
      "10": -0.004597985141004257
    },
    "shadowMaxDrawdown": -0.140605792395758,
    "shadowTotalReturn": 0.12548041004327404,
    "avgForwardReturn1D": 0.0010204152031929197,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-01-30",
      "2025-02-03",
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13"
    ],
    "horizonObservationCounts": {
      "1": 146,
      "5": 146,
      "10": 146
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007745164893276696,
      "5": 0.0037799290198210315,
      "10": 0.007472364196283513
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.5009215978205166,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2333795917654786,
    "bestRawFitnessScore": 0.35081100700048573,
    "upperQuartileComboQuality": 0.3142358984310115
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3449179959231597,
    "rawScore": 0.36423255374165037,
    "confidence": 0.8939438135329857,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.5859175137731428,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5205479452054794,
        "5": 0.5616438356164384,
        "10": 0.4863013698630137
      },
      "hitRate1D": 0.5205479452054794,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.5009215978205166,
      "eligibleDays": 375,
      "fitnessScore": 0.35081100700048573,
      "lookbackDays": 14,
      "returnLift1D": 0.00024589871386525015,
      "hitRateLift1D": 0.008547945205479413,
      "portfolioSize": 3,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5390835579514824,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.634796375290171,
      "avgForwardReturns": {
        "1": 0.0010204152031929197,
        "5": 0.00031796957757102766,
        "10": -0.004597985141004257
      },
      "shadowMaxDrawdown": -0.140605792395758,
      "shadowTotalReturn": 0.12548041004327404,
      "avgForwardReturn1D": 0.0010204152031929197,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007745164893276696,
        "5": 0.0037799290198210315,
        "10": 0.007472364196283513
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.53125,
        "5": 0.5859375,
        "10": 0.5078125
      },
      "hitRate1D": 0.53125,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.44713844503525135,
      "eligibleDays": 375,
      "fitnessScore": 0.3033073429128441,
      "lookbackDays": 14,
      "returnLift1D": 0.00017195081432070628,
      "hitRateLift1D": 0.01924999999999999,
      "portfolioSize": 2,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5390835579514824,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5189309129365289,
      "avgForwardReturns": {
        "1": 0.0009464673036483759,
        "5": 0.0030123726133463,
        "10": -0.0028158733463050515
      },
      "shadowMaxDrawdown": -0.13033489710582913,
      "shadowTotalReturn": 0.09318738689891415,
      "avgForwardReturn1D": 0.0009464673036483759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007745164893276696,
        "5": 0.0037799290198210315,
        "10": 0.007472364196283513
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5093167701863354,
        "5": 0.5652173913043478,
        "10": 0.4906832298136646
      },
      "hitRate1D": 0.5093167701863354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3887922388757224,
      "eligibleDays": 375,
      "fitnessScore": 0.2504737984343126,
      "lookbackDays": 14,
      "returnLift1D": -0.0001233167775971846,
      "hitRateLift1D": -0.002683229813664645,
      "portfolioSize": 4,
      "activationRate": 0.42933333333333334,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5390835579514824,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.35095951220904087,
      "avgForwardReturns": {
        "1": 0.000651199711730485,
        "5": 0.0008799758861332128,
        "10": -0.00448510582766774
      },
      "shadowMaxDrawdown": -0.19752451468678345,
      "shadowTotalReturn": 0.06797014045201988,
      "avgForwardReturn1D": 0.000651199711730485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007745164893276696,
        "5": 0.0037799290198210315,
        "10": 0.007472364196283513
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5093167701863354,
        "5": 0.5652173913043478,
        "10": 0.4906832298136646
      },
      "hitRate1D": 0.5093167701863354,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3887922388757224,
      "eligibleDays": 375,
      "fitnessScore": 0.2504737984343126,
      "lookbackDays": 14,
      "returnLift1D": -0.0001233167775971846,
      "hitRateLift1D": -0.002683229813664645,
      "portfolioSize": 5,
      "activationRate": 0.42933333333333334,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.512,
        "5": 0.5390835579514824,
        "10": 0.5628415300546448
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.35095951220904087,
      "avgForwardReturns": {
        "1": 0.000651199711730485,
        "5": 0.0008799758861332128,
        "10": -0.00448510582766774
      },
      "shadowMaxDrawdown": -0.19752451468678345,
      "shadowTotalReturn": 0.06797014045201988,
      "avgForwardReturn1D": 0.000651199711730485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007745164893276696,
        "5": 0.0037799290198210315,
        "10": 0.007472364196283513
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5131578947368421,
        "10": 0.5592105263157895
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3142358984310115,
      "eligibleDays": 326,
      "fitnessScore": 0.1783142614706951,
      "lookbackDays": 63,
      "returnLift1D": -0.0004419381065179323,
      "hitRateLift1D": -0.0030674846625766694,
      "portfolioSize": 4,
      "activationRate": 0.4662576687116564,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.5279503105590062,
        "10": 0.5678233438485805
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.06298700909704584,
      "avgForwardReturns": {
        "1": 0.00016476951027940016,
        "5": 0.0027795799388854407,
        "10": 0.006569812958687588
      },
      "shadowMaxDrawdown": -0.1482050220328599,
      "shadowTotalReturn": -0.005254240094963225,
      "avgForwardReturn1D": 0.00016476951027940016,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006067076167973325,
        "5": 0.004391992371838057,
        "10": 0.009121376490757662
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5131578947368421,
        "10": 0.5592105263157895
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3142358984310115,
      "eligibleDays": 326,
      "fitnessScore": 0.1783142614706951,
      "lookbackDays": 63,
      "returnLift1D": -0.0004419381065179323,
      "hitRateLift1D": -0.0030674846625766694,
      "portfolioSize": 5,
      "activationRate": 0.4662576687116564,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.5279503105590062,
        "10": 0.5678233438485805
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.06298700909704584,
      "avgForwardReturns": {
        "1": 0.00016476951027940016,
        "5": 0.0027795799388854407,
        "10": 0.006569812958687588
      },
      "shadowMaxDrawdown": -0.1482050220328599,
      "shadowTotalReturn": -0.005254240094963225,
      "avgForwardReturn1D": 0.00016476951027940016,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006067076167973325,
        "5": 0.004391992371838057,
        "10": 0.009121376490757662
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4961832061068702,
        "5": 0.48854961832061067,
        "10": 0.46564885496183206
      },
      "hitRate1D": 0.4961832061068702,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2999456202987773,
      "eligibleDays": 368,
      "fitnessScore": 0.1635374985530929,
      "lookbackDays": 21,
      "returnLift1D": -0.0004329320228804355,
      "hitRateLift1D": -0.01468635911052113,
      "portfolioSize": 3,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5357142857142857,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.15068306155775998,
      "avgForwardReturns": {
        "1": 0.0003057652134089901,
        "5": -0.002632657156283595,
        "10": -0.006558093446854377
      },
      "shadowMaxDrawdown": -0.10103013307994546,
      "shadowTotalReturn": 0.016155630416603728,
      "avgForwardReturn1D": 0.0003057652134089901,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007386972362894256,
        "5": 0.0035948344404096214,
        "10": 0.006716706838199277
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.532608695652174,
        "5": 0.5869565217391305,
        "10": 0.5869565217391305
      },
      "hitRate1D": 0.532608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.28679274610297045,
      "eligibleDays": 359,
      "fitnessScore": 0.1495773069854366,
      "lookbackDays": 30,
      "returnLift1D": -0.00018505595978431972,
      "hitRateLift1D": 0.025644907351338286,
      "portfolioSize": 2,
      "activationRate": 0.2562674094707521,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.523943661971831,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.16391095175431677,
      "avgForwardReturns": {
        "1": 0.0004246381442681797,
        "5": 0.004012335833963112,
        "10": -0.0008513087217260074
      },
      "shadowMaxDrawdown": -0.14169316954286082,
      "shadowTotalReturn": 0.01755101025944583,
      "avgForwardReturn1D": 0.0004246381442681797,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 92,
        "5": 92,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006096941040524994,
        "5": 0.002975789171462997,
        "10": 0.005576140246001472
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.48344370860927155,
        "5": 0.47019867549668876,
        "10": 0.45695364238410596
      },
      "hitRate1D": 0.48344370860927155,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.23996685954212058,
      "eligibleDays": 368,
      "fitnessScore": 0.09637053388159428,
      "lookbackDays": 21,
      "returnLift1D": -0.0007363093080231348,
      "hitRateLift1D": -0.027425856608119803,
      "portfolioSize": 4,
      "activationRate": 0.41032608695652173,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5357142857142857,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.06767658007953543,
      "avgForwardReturns": {
        "1": 0.0000023879282662908545,
        "5": -0.004959046714449061,
        "10": -0.009848646899777925
      },
      "shadowMaxDrawdown": -0.13095897461494055,
      "shadowTotalReturn": -0.030170533347164574,
      "avgForwardReturn1D": 0.0000023879282662908545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007386972362894256,
        "5": 0.0035948344404096214,
        "10": 0.006716706838199277
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.48344370860927155,
        "5": 0.47019867549668876,
        "10": 0.45695364238410596
      },
      "hitRate1D": 0.48344370860927155,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.23996685954212058,
      "eligibleDays": 368,
      "fitnessScore": 0.09637053388159428,
      "lookbackDays": 21,
      "returnLift1D": -0.0007363093080231348,
      "hitRateLift1D": -0.027425856608119803,
      "portfolioSize": 5,
      "activationRate": 0.41032608695652173,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5357142857142857,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.06767658007953543,
      "avgForwardReturns": {
        "1": 0.0000023879282662908545,
        "5": -0.004959046714449061,
        "10": -0.009848646899777925
      },
      "shadowMaxDrawdown": -0.13095897461494055,
      "shadowTotalReturn": -0.030170533347164574,
      "avgForwardReturn1D": 0.0000023879282662908545,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007386972362894256,
        "5": 0.0035948344404096214,
        "10": 0.006716706838199277
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5,
        "5": 0.5078125,
        "10": 0.5625
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.2267923239888366,
      "eligibleDays": 326,
      "fitnessScore": 0.0801671513435064,
      "lookbackDays": 63,
      "returnLift1D": -0.0007331306551268409,
      "hitRateLift1D": -0.0030674846625766694,
      "portfolioSize": 3,
      "activationRate": 0.39263803680981596,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.5279503105590062,
        "10": 0.5678233438485805
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.155226236990761,
      "avgForwardReturns": {
        "1": -0.00012642303832950848,
        "5": 0.0005064567212583956,
        "10": 0.003819514661627917
      },
      "shadowMaxDrawdown": -0.14863091952184337,
      "shadowTotalReturn": -0.045803369863046894,
      "avgForwardReturn1D": -0.00012642303832950848,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006067076167973325,
        "5": 0.004391992371838057,
        "10": 0.009121376490757662
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.4956521739130435,
        "10": 0.48695652173913045
      },
      "hitRate1D": 0.4782608695652174,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20328802486598627,
      "eligibleDays": 368,
      "fitnessScore": 0.04950872934854371,
      "lookbackDays": 21,
      "returnLift1D": -0.0007228765585670983,
      "hitRateLift1D": -0.03260869565217395,
      "portfolioSize": 2,
      "activationRate": 0.3125,
      "activationCount": 115,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5357142857142857,
        "10": 0.5543175487465181
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.08301466022556135,
      "avgForwardReturns": {
        "1": 0.000015820677722327257,
        "5": -0.0019632006338397823,
        "10": -0.005200750393580749
      },
      "shadowMaxDrawdown": -0.11767807857152901,
      "shadowTotalReturn": -0.023878377850493848,
      "avgForwardReturn1D": 0.000015820677722327257,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 115,
        "5": 115,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007386972362894256,
        "5": 0.0035948344404096214,
        "10": 0.006716706838199277
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5035460992907801,
        "5": 0.48936170212765956,
        "10": 0.5531914893617021
      },
      "hitRate1D": 0.5035460992907801,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1636981434067677,
      "eligibleDays": 359,
      "fitnessScore": -0.00881240505392944,
      "lookbackDays": 30,
      "returnLift1D": -0.0011093945126170392,
      "hitRateLift1D": -0.003417689010055569,
      "portfolioSize": 4,
      "activationRate": 0.39275766016713093,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.523943661971831,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.465829545103984,
      "avgForwardReturns": {
        "1": -0.0004997004085645397,
        "5": -0.0010680645267191354,
        "10": -0.00021208766737775304
      },
      "shadowMaxDrawdown": -0.17936571358534914,
      "shadowTotalReturn": -0.10094940339886715,
      "avgForwardReturn1D": -0.0004997004085645397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006096941040524994,
        "5": 0.002975789171462997,
        "10": 0.005576140246001472
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5035460992907801,
        "5": 0.48936170212765956,
        "10": 0.5531914893617021
      },
      "hitRate1D": 0.5035460992907801,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1636981434067677,
      "eligibleDays": 359,
      "fitnessScore": -0.00881240505392944,
      "lookbackDays": 30,
      "returnLift1D": -0.0011093945126170392,
      "hitRateLift1D": -0.003417689010055569,
      "portfolioSize": 5,
      "activationRate": 0.39275766016713093,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.523943661971831,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.465829545103984,
      "avgForwardReturns": {
        "1": -0.0004997004085645397,
        "5": -0.0010680645267191354,
        "10": -0.00021208766737775304
      },
      "shadowMaxDrawdown": -0.17936571358534914,
      "shadowTotalReturn": -0.10094940339886715,
      "avgForwardReturn1D": -0.0004997004085645397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006096941040524994,
        "5": 0.002975789171462997,
        "10": 0.005576140246001472
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.5042735042735043,
        "5": 0.5213675213675214,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.5042735042735043,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.14183097883837223,
      "eligibleDays": 359,
      "fitnessScore": -0.04603630344849349,
      "lookbackDays": 30,
      "returnLift1D": -0.0011969246716765775,
      "hitRateLift1D": -0.002690284027331402,
      "portfolioSize": 3,
      "activationRate": 0.32590529247910865,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.523943661971831,
        "10": 0.5428571428571428
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4661025578728408,
      "avgForwardReturns": {
        "1": -0.0005872305676240782,
        "5": 0.0007821914344189661,
        "10": -0.00218401067652181
      },
      "shadowMaxDrawdown": -0.19686719119978413,
      "shadowTotalReturn": -0.09539984249814315,
      "avgForwardReturn1D": -0.0005872305676240782,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006096941040524994,
        "5": 0.002975789171462997,
        "10": 0.005576140246001472
      }
    },
    {
      "topN": 4,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4748201438848921,
        "5": 0.45323741007194246,
        "10": 0.460431654676259
      },
      "hitRate1D": 0.4748201438848921,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13040219795547128,
      "eligibleDays": 344,
      "fitnessScore": -0.06742960675215184,
      "lookbackDays": 45,
      "returnLift1D": -0.0011183818372926951,
      "hitRateLift1D": -0.022272879370921872,
      "portfolioSize": 4,
      "activationRate": 0.40406976744186046,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4936787814299733,
      "avgForwardReturns": {
        "1": -0.0006193004881439263,
        "5": -0.004501650250769268,
        "10": -0.0077909114119411906
      },
      "shadowMaxDrawdown": -0.20399562724401432,
      "shadowTotalReturn": -0.11237134099333901,
      "avgForwardReturn1D": -0.0006193004881439263,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004990813491487688,
        "5": 0.0025769245391655377,
        "10": 0.00509121974257498
      }
    },
    {
      "topN": 5,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4748201438848921,
        "5": 0.45323741007194246,
        "10": 0.460431654676259
      },
      "hitRate1D": 0.4748201438848921,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13040219795547128,
      "eligibleDays": 344,
      "fitnessScore": -0.06742960675215184,
      "lookbackDays": 45,
      "returnLift1D": -0.0011183818372926951,
      "hitRateLift1D": -0.022272879370921872,
      "portfolioSize": 5,
      "activationRate": 0.40406976744186046,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4936787814299733,
      "avgForwardReturns": {
        "1": -0.0006193004881439263,
        "5": -0.004501650250769268,
        "10": -0.0077909114119411906
      },
      "shadowMaxDrawdown": -0.20399562724401432,
      "shadowTotalReturn": -0.11237134099333901,
      "avgForwardReturn1D": -0.0006193004881439263,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004990813491487688,
        "5": 0.0025769245391655377,
        "10": 0.00509121974257498
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4659090909090909,
        "5": 0.4772727272727273,
        "10": 0.5568181818181818
      },
      "hitRate1D": 0.4659090909090909,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.08854482641919223,
      "eligibleDays": 326,
      "fitnessScore": -0.16293736497990097,
      "lookbackDays": 63,
      "returnLift1D": -0.0017129696770132323,
      "hitRateLift1D": -0.037158393753485786,
      "portfolioSize": 2,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5030674846625767,
        "5": 0.5279503105590062,
        "10": 0.5678233438485805
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7198595758275792,
      "avgForwardReturns": {
        "1": -0.0011062620602158998,
        "5": -0.00023848924932183926,
        "10": 0.00045282318134555466
      },
      "shadowMaxDrawdown": -0.17193716798631198,
      "shadowTotalReturn": -0.11684754654690321,
      "avgForwardReturn1D": -0.0011062620602158998,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-10",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 88,
        "5": 88,
        "10": 88
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006067076167973325,
        "5": 0.004391992371838057,
        "10": 0.009121376490757662
      }
    },
    {
      "topN": 3,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.4444444444444444,
        "10": 0.46153846153846156
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.0750989960749863,
      "eligibleDays": 344,
      "fitnessScore": -0.20239349399599849,
      "lookbackDays": 45,
      "returnLift1D": -0.0015462527391283155,
      "hitRateLift1D": -0.05264857881136953,
      "portfolioSize": 3,
      "activationRate": 0.34011627906976744,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7187653971178013,
      "avgForwardReturns": {
        "1": -0.0010471713899795469,
        "5": -0.005173023501042123,
        "10": -0.008745535904537829
      },
      "shadowMaxDrawdown": -0.23743769531274406,
      "shadowTotalReturn": -0.13712671845723268,
      "avgForwardReturn1D": -0.0010471713899795469,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004990813491487688,
        "5": 0.0025769245391655377,
        "10": 0.00509121974257498
      }
    },
    {
      "topN": 2,
      "ticker": "AZN",
      "hitRates": {
        "1": 0.42424242424242425,
        "5": 0.40404040404040403,
        "10": 0.42424242424242425
      },
      "hitRate1D": 0.42424242424242425,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.048774590039481154,
      "eligibleDays": 344,
      "fitnessScore": -0.3035191469984148,
      "lookbackDays": 45,
      "returnLift1D": -0.0021707616327585277,
      "hitRateLift1D": -0.0728505990133897,
      "portfolioSize": 2,
      "activationRate": 0.2877906976744186,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.49709302325581395,
        "5": 0.5147058823529411,
        "10": 0.5373134328358209
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1077240168918194,
      "avgForwardReturns": {
        "1": -0.001671680283609759,
        "5": -0.009493271610895368,
        "10": -0.015785660659048524
      },
      "shadowMaxDrawdown": -0.18738806386432383,
      "shadowTotalReturn": -0.17059588630760658,
      "avgForwardReturn1D": -0.001671680283609759,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 99,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004990813491487688,
        "5": 0.0025769245391655377,
        "10": 0.00509121974257498
      }
    }
  ],
  "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": 0.5009215978205166,
      "fitnessScore": 0.35081100700048573,
      "lookbackDays": 14,
      "returnLift1D": 0.00024589871386525015,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.12548041004327404,
      "avgForwardReturn1D": 0.0010204152031929197
    },
    {
      "comboQuality": 0.2999456202987773,
      "fitnessScore": 0.1635374985530929,
      "lookbackDays": 21,
      "returnLift1D": -0.0004329320228804355,
      "activationRate": 0.35597826086956524,
      "activationCount": 131,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.016155630416603728,
      "avgForwardReturn1D": 0.0003057652134089901
    },
    {
      "comboQuality": 0.28679274610297045,
      "fitnessScore": 0.1495773069854366,
      "lookbackDays": 30,
      "returnLift1D": -0.00018505595978431972,
      "activationRate": 0.2562674094707521,
      "activationCount": 92,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.01755101025944583,
      "avgForwardReturn1D": 0.0004246381442681797
    },
    {
      "comboQuality": 0.13040219795547128,
      "fitnessScore": -0.06742960675215184,
      "lookbackDays": 45,
      "returnLift1D": -0.0011183818372926951,
      "activationRate": 0.40406976744186046,
      "activationCount": 139,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.11237134099333901,
      "avgForwardReturn1D": -0.0006193004881439263
    },
    {
      "comboQuality": 0.3142358984310115,
      "fitnessScore": 0.1783142614706951,
      "lookbackDays": 63,
      "returnLift1D": -0.0004419381065179323,
      "activationRate": 0.4662576687116564,
      "activationCount": 152,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.005254240094963225,
      "avgForwardReturn1D": 0.00016476951027940016
    }
  ],
  "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": "2aaf33bd2ae34ac0708a0c6d5e335e4077cf0b1e4ee664b27501a48ac68517b1",
    "size": 13,
    "members": [
      "AZN",
      "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
0.764
Liquidity
0.896
Momentum
0.416
Relative strength
0.318
Trend quality
0.353
Stability
0.645
Aggression
0.366
Downside risk
0.578
Drawdown state
0.765
Quality momentum
0.408
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.833
Benchmark Independence 3m Score
0.953
Beta 1y Profile Score
0.147
Beta 3m Profile Score
0
Beta Change Score
0.259
Correlation Change Score
0.393
Current Drawdown Score
0.702
Days Since 52w High Score
0.421
Distance From 52w High Score
0.702
Distance From Sma 20 Score
0.405
Distance From Sma 200 Score
0.358
Distance From Sma 50 Score
0.385
Downside Volatility 1m Score
0.523
Downside Volatility 1y Score
0.267
Downside Volatility 2y Score
0.285
Downside Volatility 3m Score
0.351
Downside Volatility 5y Score
0.270
Downside Volatility 6m Score
0.306
Drawdown Recovery Score
1
Excess Return 1m Score
0.372
Excess Return 1y Score
0.546
Excess Return 3m Score
0.205
Excess Return 6m Score
0.260
Expected Shortfall 95 1y Score
0.665
Log Avg Dollar Volume 20d Score
0.896
Log Market Cap Score
0.764
Drawdown Score 1m
0.372
Drawdown Score 1y
0.675
Drawdown Score 2y
0.652
Drawdown Score 3m
0.607
Drawdown Score 5y
0.721
Drawdown Score 6m
0.615
Momentum Acceleration 1m Vs 3m Score
0.417
Momentum Acceleration 3m Vs 6m Score
0.383
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.137
Relative Strength Slope 3m Score
0.380
Relative Volume 20d Score
0.340
Return 1m Score
0.383
Return 1w Score
0.480
Return 1y Score
0.634
Return 2y Score
0.320
Return 3m Score
0.330
Return 5y Score
0.126
Return 6m Score
0.449
Return Skewness 1y Score
0.629
Sector Excess Return 1y Score
0.474
Sharpe 1m Score
0.031
Sharpe 1y Score
0.566
Sharpe 2y Score
0.469
Sharpe 3m Score
0.056
Sharpe 5y Score
0.505
Sharpe 6m Score
0.343
Sortino 1m Score
0.152
Sortino 1y Score
0.492
Sortino 2y Score
0.418
Sortino 3m Score
0.161
Sortino 5y Score
0.439
Sortino 6m Score
0.338
Trend R2 1m Score
0.605
Trend R2 1w Score
0.004
Trend R2 1y Score
0.484
Trend R2 2y Score
0.548
Trend R2 3m Score
0.334
Trend R2 5y Score
0.776
Trend R2 6m Score
0.343
Trend Slope 1m Score
0.063
Trend Slope 1w Score
0.524
Trend Slope 1y Score
0.556
Trend Slope 2y Score
0.545
Trend Slope 3m Score
0.420
Trend Slope 5y Score
0.527
Trend Slope 6m Score
0.445
Volatility 1m Score
0.503
Volatility 1w Score
0.358
Volatility 1y Score
0.308
Volatility 2y Score
0.280
Volatility 3m Score
0.349
Volatility 5y Score
0.261
Volatility 6m Score
0.322
Worst Day 1y Score
0.715
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
486,083,539.798
Best Day 1y
0.100
Beta To Benchmark 1y
0.369
Beta 3m
-0.113
Beta Change
-0.481
Beta To Sector 1y
1.037
Correlation To Benchmark 1y
0.167
Correlation 3m
-0.047
Correlation Change
-0.214
Correlation To Sector 1y
0.582
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.833
Benchmark Independence 3m Score
0.953
Beta 1y Profile Score
0.147
Beta 3m Profile Score
0
Beta Change Score
0.259
Correlation Change Score
0.393
Current Drawdown Score
0.702
Distance From Sma 20 Score
0.405
Distance From Sma 200 Score
0.358
Current Drawdown
-0.193
Days Since 52w High
106
Distance From 52w High
-0.193
Distance From Sma 20
-0.057
Distance From Sma 200
-0.085
Distance From Sma 50
-0.069
Downside Capture 1y
1.836
Downside Volatility 1m
0.442
Downside Volatility 1w
-
Downside Volatility 1y
0.250
Downside Volatility 2y
0.263
Downside Volatility 3m
0.313
Downside Volatility 5y
0.252
Downside Volatility 6m
0.280
Drawdown Recovery
1
Excess Return 1m
-0.077
Excess Return 1y
0.028
Excess Return 3m
-0.177
Excess Return 6m
-0.144
Expected Shortfall 95 1y
-0.033
Market Cap
262,501,438,819.62
Max Drawdown 1m
-0.157
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.211
Max Drawdown 2y
-0.279
Max Drawdown 3m
-0.157
Max Drawdown 5y
-0.279
Max Drawdown 6m
-0.211
Momentum Acceleration 1m Vs 3m
-0.025
Momentum Acceleration 3m Vs 6m
-0.035
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.006
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.219
Return 1m
-0.070
Return 1w
-0.006
Return 1y
0.215
Return 2y
0.119
Return 3m
-0.136
Return 5y
0.641
Return 6m
-0.061
Return Skewness 1y
0.776
Sector Excess Return 1y
-0.016
Sharpe 1m
-1.843
Sharpe 1y
0.831
Sharpe 2y
0.346
Sharpe 3m
-1.722
Sharpe 5y
0.526
Sharpe 6m
-0.287
Sortino 1m
-1.783
Sortino 1y
0.934
Sortino 2y
0.341
Sortino 3m
-1.715
Sortino 5y
0.512
Sortino 6m
-0.300
Trend R2 1m
0.605
Trend R2 1w
0.004
Trend R2 1y
0.484
Trend R2 2y
0.548
Trend R2 3m
0.334
Trend R2 5y
0.776
Trend R2 6m
0.343
Trend 1m
-0.007
Trend 1w
0.000
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
-0.001
Upside Capture 1y
0.557
Value At Risk 95 1y
-0.024
Volatility 1m
0.428
Volatility 1w
0.318
Volatility 1y
0.281
Volatility 2y
0.260
Volatility 3m
0.312
Volatility 5y
0.246
Volatility 6m
0.292
Worst Day 1y
-0.057
Distance From Sma 50 Score
0.385
Downside Volatility 1y Score
0.267
Downside Volatility 3m Score
0.351
Drawdown Recovery Score
1
Excess Return 1m Score
0.372
Excess Return 1y Score
0.546
Excess Return 3m Score
0.205
Excess Return 6m Score
0.260
Expected Shortfall 95 1y Score
0.665
Log Avg Dollar Volume 20d Score
0.896
Log Market Cap Score
0.764
Drawdown Score 1y
0.675
Drawdown Score 5y
0.721
Momentum Acceleration 1m Vs 3m Score
0.417
Momentum Acceleration 3m Vs 6m Score
0.383
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.137
Relative Volume 20d Score
0.340
Return 1m Score
0.383
Return 1y Score
0.634
Return 3m Score
0.330
Return 6m Score
0.449
Return Skewness 1y Score
0.629
Sortino 1y Score
0.492
Sortino 3m Score
0.161
Trend R2 1y Score
0.484
Trend R2 3m Score
0.334
Trend Slope 1y Score
0.556
Trend Slope 3m Score
0.420
Volatility 1y Score
0.308
Volatility 3m Score
0.349