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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

BDC

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

Research Detail

BDC

BDC

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.391
Correlation To Benchmark 1y
0.472
Inverse To Benchmark 1y
0.528
Drawdown Score 1m
0.435
Drawdown Score 3m
0.397
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
0.411
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 5y
0.634
Return 1w
-0.073
Return 1m
-0.029
Return 3m
-0.164
Return 6m
-0.054
Return 1y
-0.122
Return 2y
0.181
Return 5y
1.110
Sharpe 1m
-0.626
Sharpe 3m
-1.470
Sharpe 6m
-0.045
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 5y
0.593
Trend 1w
-0.015
Trend 1m
-0.002
Trend 3m
-0.002
Trend 6m
-0.001
Trend 1y
-0.000
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.406
Volatility 1m
0.420
Volatility 3m
0.426
Volatility 6m
0.427
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 5y
0.368
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
BDC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:42 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
-
Sector Benchmark Ticker
-
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.382
Aptet Fit Raw Score
0.400
Aptet Fit Confidence
0.911
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.362
Force Fit Raw Score
0.380
Force Fit Confidence
0.907
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:42 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
    },
    "hitRate1D": 0.5703125,
    "comboQuality": 0.9291580249478782,
    "eligibleDays": 352,
    "fitnessScore": 0.9162419693835901,
    "lookbackDays": 14,
    "returnLift1D": 0.0032214682983023025,
    "hitRateLift1D": 0.058883928571428545,
    "activationRate": 0.36363636363636365,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5114285714285715,
      "5": 0.5144508670520231,
      "10": 0.5292397660818714
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5443329467852507,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
    },
    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": 0.000255308065528413,
      "5": 0.0016016799956526128,
      "10": 0.002943866453769879
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9291580249478782,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10844462768711222,
    "bestRawFitnessScore": 0.9162419693835901,
    "upperQuartileComboQuality": 0.3753777063869577
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.3818384535163655,
    "rawScore": 0.3995955141846931,
    "confidence": 0.9111248247890976,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 14
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.6149976638546351,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5703125,
        "5": 0.5625,
        "10": 0.453125
      },
      "hitRate1D": 0.5703125,
      "comboQuality": 0.9291580249478782,
      "eligibleDays": 352,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "hitRateLift1D": 0.058883928571428545,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5443329467852507,
      "avgForwardReturns": {
        "1": 0.0034767763638307156,
        "5": 0.0023166887758897404,
        "10": -0.015665818765416506
      },
      "shadowMaxDrawdown": -0.07041692336804661,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 128,
        "10": 128
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.564625850340136,
        "5": 0.5714285714285714,
        "10": 0.47619047619047616
      },
      "hitRate1D": 0.564625850340136,
      "comboQuality": 0.8923741329205181,
      "eligibleDays": 352,
      "fitnessScore": 0.8153493805323795,
      "lookbackDays": 14,
      "returnLift1D": 0.0024701555847822187,
      "hitRateLift1D": 0.05319727891156456,
      "activationRate": 0.41761363636363635,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.2306760986168168,
      "avgForwardReturns": {
        "1": 0.0027254636503106318,
        "5": 0.005695513958973262,
        "10": -0.00836035449896858
      },
      "shadowMaxDrawdown": -0.10898913460434201,
      "shadowTotalReturn": 0.42004356654066255,
      "avgForwardReturn1D": 0.0027254636503106318,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.59,
        "5": 0.54,
        "10": 0.44
      },
      "hitRate1D": 0.59,
      "comboQuality": 0.8883099806166744,
      "eligibleDays": 352,
      "fitnessScore": 0.8061905500353141,
      "lookbackDays": 14,
      "returnLift1D": 0.003455770784297062,
      "hitRateLift1D": 0.07857142857142851,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.522733205365778,
      "avgForwardReturns": {
        "1": 0.003711078849825475,
        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
      },
      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5652173913043478,
        "5": 0.546583850931677,
        "10": 0.484472049689441
      },
      "hitRate1D": 0.5652173913043478,
      "comboQuality": 0.6719059949938296,
      "eligibleDays": 352,
      "fitnessScore": 0.5077000203647479,
      "lookbackDays": 14,
      "returnLift1D": 0.0012343904859904585,
      "hitRateLift1D": 0.05378881987577633,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.5144508670520231,
        "10": 0.5292397660818714
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6436114583112306,
      "avgForwardReturns": {
        "1": 0.0014896985515188716,
        "5": 0.003845374494239762,
        "10": -0.007749511971920682
      },
      "shadowMaxDrawdown": -0.20678653048124507,
      "shadowTotalReturn": 0.19621644807952765,
      "avgForwardReturn1D": 0.0014896985515188716,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-03",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.000255308065528413,
        "5": 0.0016016799956526128,
        "10": 0.002943866453769879
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5428571428571428,
        "5": 0.5238095238095238,
        "10": 0.5238095238095238
      },
      "hitRate1D": 0.5428571428571428,
      "comboQuality": 0.4450815375104758,
      "eligibleDays": 315,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "hitRateLift1D": 0.030118289353958105,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4773609213632257,
      "avgForwardReturns": {
        "1": 0.0012480830761485524,
        "5": -0.00024765118506225815,
        "10": -0.0065391987567037235
      },
      "shadowMaxDrawdown": -0.1913130423587147,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-19",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.5470085470085471,
        "5": 0.5299145299145299,
        "10": 0.5384615384615384
      },
      "hitRate1D": 0.5470085470085471,
      "comboQuality": 0.3521430960124517,
      "eligibleDays": 315,
      "fitnessScore": 0.21588090961254186,
      "lookbackDays": 45,
      "returnLift1D": 0.00013785644012608705,
      "hitRateLift1D": 0.03426969350536235,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5127388535031847,
        "5": 0.5161290322580645,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2599301670190038,
      "avgForwardReturns": {
        "1": 0.0006665639972190181,
        "5": 0.0022229933120739833,
        "10": -0.0025903838492710085
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        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.000528707557092931,
        "5": 0.0019779596523798,
        "10": 0.004057540214512534
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "comboQuality": 0.022686652425019507,
      "eligibleDays": 330,
      "fitnessScore": -0.47786672588481266,
      "lookbackDays": 30,
      "returnLift1D": -0.003567936047163552,
      "hitRateLift1D": -0.04052684903748738,
      "activationRate": 0.3181818181818182,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.226644908885491,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.015769859197640804,
      "eligibleDays": 330,
      "fitnessScore": -0.5594270416428128,
      "lookbackDays": 30,
      "returnLift1D": -0.0037232331924986453,
      "hitRateLift1D": -0.053302691081622056,
      "activationRate": 0.37272727272727274,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5169230769230769,
        "10": 0.553125
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      "sampleConfidence": 1,
      "shadowSharpeLike": -1.450266031609391,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
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      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003900771512386616,
        "5": 0.0023174811207269893,
        "10": 0.006134727577793051
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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": 3,
      "comboQuality": 0.9291580249478782,
      "fitnessScore": 0.9162419693835901,
      "lookbackDays": 14,
      "returnLift1D": 0.0032214682983023025,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.20319499887470713,
      "fitnessScore": 0.04938234657622467,
      "lookbackDays": 21,
      "returnLift1D": -0.0002968704087968856,
      "activationRate": 0.2743362831858407,
      "activationCount": 93,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.06922389697169855,
      "fitnessScore": -0.22170797695960234,
      "lookbackDays": 30,
      "returnLift1D": -0.0020891274210728906,
      "activationRate": 0.2,
      "activationCount": 66,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4450815375104758,
      "fitnessScore": 0.30147598758885435,
      "lookbackDays": 45,
      "returnLift1D": 0.0007193755190556214,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.1208860155908032,
      "fitnessScore": -0.08649462618684012,
      "lookbackDays": 63,
      "returnLift1D": -0.0010077286957427107,
      "activationRate": 0.29292929292929293,
      "activationCount": 87,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.10755863286185918,
      "avgForwardReturn1D": -0.0010379009526456332
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BDC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BDC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BDC",
    "hitRates": {
      "1": 0.5703125,
      "5": 0.5625,
      "10": 0.453125
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    "hitRate1D": 0.5703125,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9257929223092627,
    "eligibleDays": 375,
    "fitnessScore": 0.9052340312926666,
    "lookbackDays": 14,
    "returnLift1D": 0.0036145424681534085,
    "hitRateLift1D": 0.06364583333333329,
    "portfolioSize": 3,
    "activationRate": 0.3413333333333333,
    "activationCount": 128,
    "baselineHitRates": {
      "1": 0.5066666666666667,
      "5": 0.48787061994609165,
      "10": 0.5027322404371585
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.4959194404404064,
    "avgForwardReturns": {
      "1": 0.0034767763638307156,
      "5": 0.0023166887758897404,
      "10": -0.015665818765416506
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    "shadowMaxDrawdown": -0.07041692336804661,
    "shadowTotalReturn": 0.49157487582850967,
    "avgForwardReturn1D": 0.0034767763638307156,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-28",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 128,
      "10": 128
    },
    "baselineAvgForwardReturns": {
      "1": -0.00013776610432269306,
      "5": -0.0004108314718364767,
      "10": -0.000043540745252265566
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9257929223092627,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.095412150907987,
    "bestRawFitnessScore": 0.9052340312926666,
    "upperQuartileComboQuality": 0.3593277771167367
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36191531773224334,
    "rawScore": 0.3795165268743991,
    "confidence": 0.9072440439571116,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0.2,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.5632539194281537,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
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        "5": 0.5625,
        "10": 0.453125
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      "hitRate1D": 0.5703125,
      "rankWeights": [
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      "comboQuality": 0.9257929223092627,
      "eligibleDays": 375,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "hitRateLift1D": 0.06364583333333329,
      "portfolioSize": 3,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "baselineHitRates": {
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4959194404404064,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07041692336804661,
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      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
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      "horizonObservationCounts": {
        "1": 128,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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      "hitRate1D": 0.59,
      "rankWeights": [
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      "comboQuality": 0.8844603906581238,
      "eligibleDays": 375,
      "fitnessScore": 0.7977801507918886,
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      "returnLift1D": 0.003848844954148168,
      "hitRateLift1D": 0.08333333333333326,
      "portfolioSize": 2,
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      "activationCount": 100,
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        "1": 0.5066666666666667,
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        "10": 0.5027322404371585
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4750087506615897,
      "avgForwardReturns": {
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        "5": -0.0004841812485349295,
        "10": -0.016503686089519055
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      "shadowMaxDrawdown": -0.0704169233680465,
      "shadowTotalReturn": 0.39778537877308584,
      "avgForwardReturn1D": 0.003711078849825475,
      "riskOffActivations": 0,
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        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 100,
        "10": 100
      },
      "baselineAvgForwardReturns": {
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    },
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      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5570469798657718,
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      "comboQuality": 0.8119688150749742,
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      "fitnessScore": 0.6718279037620877,
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    },
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      "sampleConfidence": 1,
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      "shadowMaxDrawdown": -0.1530869358797624,
      "shadowTotalReturn": 0.3373378452758016,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-27",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24",
        "2025-04-25",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.42895093413277186,
      "eligibleDays": 344,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.45684050695980194,
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      "shadowMaxDrawdown": -0.1913130423587147,
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        "2025-05-05",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15"
      ],
      "horizonObservationCounts": {
        "1": 66,
        "5": 66,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 2,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.43333333333333335,
        "5": 0.35,
        "10": 0.3
      },
      "hitRate1D": 0.43333333333333335,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.023100980260578965,
      "eligibleDays": 344,
      "fitnessScore": -0.4737918121549741,
      "lookbackDays": 45,
      "returnLift1D": -0.0040571818542399175,
      "hitRateLift1D": -0.08120155038759691,
      "portfolioSize": 2,
      "activationRate": 0.1744186046511628,
      "activationCount": 60,
      "baselineHitRates": {
        "1": 0.5145348837209303,
        "5": 0.5176470588235295,
        "10": 0.5402985074626866
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1607862032212446,
      "avgForwardReturns": {
        "1": -0.003698785816732982,
        "5": -0.017422760842944775,
        "10": -0.04286539956742361
      },
      "shadowMaxDrawdown": -0.2651206981223969,
      "shadowTotalReturn": -0.22029829920620003,
      "avgForwardReturn1D": -0.003698785816732982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-15",
        "2025-05-19",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 60,
        "10": 60
      },
      "baselineAvgForwardReturns": {
        "1": 0.0003583960375069357,
        "5": 0.0017097124570612779,
        "10": 0.003725943214961098
      }
    },
    {
      "topN": 3,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.47619047619047616,
        "5": 0.3333333333333333,
        "10": 0.2857142857142857
      },
      "hitRate1D": 0.47619047619047616,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.021935786350200857,
      "eligibleDays": 359,
      "fitnessScore": -0.4854403074432059,
      "lookbackDays": 30,
      "returnLift1D": -0.003173129159655096,
      "hitRateLift1D": -0.030773312110359496,
      "portfolioSize": 3,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1759175920913871,
      "avgForwardReturns": {
        "1": -0.0031778588959248903,
        "5": -0.02556276843382366,
        "10": -0.04905818648226763
      },
      "shadowMaxDrawdown": -0.3663960891438828,
      "shadowTotalReturn": -0.3171358043585688,
      "avgForwardReturn1D": -0.0031778588959248903,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 4,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    },
    {
      "topN": 5,
      "ticker": "BDC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.36585365853658536,
        "10": 0.34959349593495936
      },
      "hitRate1D": 0.4634146341463415,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.015120607531613463,
      "eligibleDays": 359,
      "fitnessScore": -0.5688213405523292,
      "lookbackDays": 30,
      "returnLift1D": -0.003328426304990189,
      "hitRateLift1D": -0.043549154154494174,
      "portfolioSize": 5,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49577464788732395,
        "10": 0.5228571428571429
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3901572575184957,
      "avgForwardReturns": {
        "1": -0.0033331560412599836,
        "5": -0.020717045462569122,
        "10": -0.03763539258411191
      },
      "shadowMaxDrawdown": -0.4163456139872571,
      "shadowTotalReturn": -0.37150946532868745,
      "avgForwardReturn1D": -0.0033331560412599836,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-05",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": -0.000004729736269794255,
        "5": 0.0000076587856200922,
        "10": 0.001179309417422729
      }
    }
  ],
  "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": 0.9257929223092627,
      "fitnessScore": 0.9052340312926666,
      "lookbackDays": 14,
      "returnLift1D": 0.0036145424681534085,
      "activationRate": 0.3413333333333333,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.49157487582850967,
      "avgForwardReturn1D": 0.0034767763638307156
    },
    {
      "comboQuality": 0.19656044463305014,
      "fitnessScore": 0.040254967614196016,
      "lookbackDays": 21,
      "returnLift1D": -0.00004207895325135044,
      "activationRate": 0.25271739130434784,
      "activationCount": 93,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.03138045393065858,
      "avgForwardReturn1D": -0.0000104310700721513
    },
    {
      "comboQuality": 0.0680831552478792,
      "fitnessScore": -0.22563302697245674,
      "lookbackDays": 30,
      "returnLift1D": -0.0016943205335644346,
      "activationRate": 0.18384401114206128,
      "activationCount": 66,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.13104101453814743,
      "avgForwardReturn1D": -0.0016990502698342289
    },
    {
      "comboQuality": 0.42895093413277186,
      "fitnessScore": 0.28705082889251493,
      "lookbackDays": 45,
      "returnLift1D": 0.0008896870386416167,
      "activationRate": 0.30523255813953487,
      "activationCount": 105,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.09956816675551838,
      "avgForwardReturn1D": 0.0012480830761485524
    },
    {
      "comboQuality": 0.10413992364347693,
      "fitnessScore": -0.12345074072452525,
      "lookbackDays": 63,
      "returnLift1D": -0.0017259591159346729,
      "activationRate": 0.26993865030674846,
      "activationCount": 88,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.11612764358950745,
      "avgForwardReturn1D": -0.0011239056738064509
    }
  ],
  "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": "43f4ac9fece681b37df794f933c6466f32a27efadd44ab55e90cc55a6769d203",
    "size": 13,
    "members": [
      "BDC",
      "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
0.356
Liquidity
0.616
Momentum
0.420
Relative strength
0.205
Trend quality
0.260
Stability
0.504
Aggression
0.513
Downside risk
0.523
Drawdown state
0.563
Quality momentum
0.347
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Days Since 52w High Score
0.401
Distance From 52w High Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Distance From Sma 50 Score
0.428
Downside Volatility 1m Score
0.437
Downside Volatility 1y Score
0.433
Downside Volatility 2y Score
0.421
Downside Volatility 3m Score
0.554
Downside Volatility 5y Score
0.429
Downside Volatility 6m Score
0.539
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1m
0.435
Drawdown Score 1y
0.501
Drawdown Score 2y
0.579
Drawdown Score 3m
0.397
Drawdown Score 5y
0.634
Drawdown Score 6m
0.411
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Strength Slope 3m Score
0.297
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1w Score
0.256
Return 1y Score
0.424
Return 2y Score
0.337
Return 3m Score
0.295
Return 5y Score
0.162
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sharpe 1m Score
0.275
Sharpe 1y Score
0.367
Sharpe 2y Score
0.482
Sharpe 3m Score
0.106
Sharpe 5y Score
0.519
Sharpe 6m Score
0.391
Sortino 1m Score
0.288
Sortino 1y Score
0.355
Sortino 2y Score
0.427
Sortino 3m Score
0.207
Sortino 5y Score
0.448
Sortino 6m Score
0.370
Trend R2 1m Score
0.056
Trend R2 1w Score
0.670
Trend R2 1y Score
0.077
Trend R2 2y Score
0.189
Trend R2 3m Score
0.234
Trend R2 5y Score
0.843
Trend R2 6m Score
0.229
Trend Slope 1m Score
0.388
Trend Slope 1w Score
0
Trend Slope 1y Score
0.481
Trend Slope 2y Score
0.518
Trend Slope 3m Score
0.371
Trend Slope 5y Score
0.546
Trend Slope 6m Score
0.421
Volatility 1m Score
0.494
Volatility 1w Score
0.475
Volatility 1y Score
0.427
Volatility 2y Score
0.426
Volatility 3m Score
0.501
Volatility 5y Score
0.424
Volatility 6m Score
0.503
Worst Day 1y Score
0.411
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
70,346,036.304
Best Day 1y
0.063
Beta To Benchmark 1y
1.391
Beta 3m
1.090
Beta Change
-0.300
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.472
Correlation 3m
0.335
Correlation Change
-0.137
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.528
Benchmark Independence 3m Score
0.665
Beta 1y Profile Score
0.556
Beta 3m Profile Score
0.436
Beta Change Score
0.350
Correlation Change Score
0.432
Current Drawdown Score
0.553
Distance From Sma 20 Score
0.373
Distance From Sma 200 Score
0.326
Current Drawdown
-0.291
Days Since 52w High
101
Distance From 52w High
-0.291
Distance From Sma 20
-0.076
Distance From Sma 200
-0.104
Distance From Sma 50
-0.043
Downside Capture 1y
0.625
Downside Volatility 1m
0.378
Downside Volatility 1w
-
Downside Volatility 1y
0.375
Downside Volatility 2y
0.366
Downside Volatility 3m
0.465
Downside Volatility 5y
0.372
Downside Volatility 6m
0.455
Drawdown Recovery
0.153
Excess Return 1m
-0.055
Excess Return 1y
-0.345
Excess Return 3m
-0.277
Excess Return 6m
-0.154
Expected Shortfall 95 1y
-0.052
Market Cap
3,939,092,250.246
Max Drawdown 1m
-0.141
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.324
Max Drawdown 2y
-0.337
Max Drawdown 3m
-0.241
Max Drawdown 5y
-0.366
Max Drawdown 6m
-0.324
Momentum Acceleration 1m Vs 3m
0.026
Momentum Acceleration 3m Vs 6m
-0.046
Moving Average Alignment
0
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
-0.003
Relative Volume 20d
1.083
Return 1m
-0.029
Return 1w
-0.073
Return 1y
-0.122
Return 2y
0.181
Return 3m
-0.164
Return 5y
1.110
Return 6m
-0.054
Return Skewness 1y
-0.212
Sector Excess Return 1y
-
Sharpe 1m
-0.626
Sharpe 1y
-0.166
Sharpe 2y
0.409
Sharpe 3m
-1.470
Sharpe 5y
0.593
Sharpe 6m
-0.045
Sortino 1m
-0.697
Sortino 1y
-0.164
Sortino 2y
0.413
Sortino 3m
-1.344
Sortino 5y
0.587
Sortino 6m
-0.042
Trend R2 1m
0.056
Trend R2 1w
0.670
Trend R2 1y
0.077
Trend R2 2y
0.189
Trend R2 3m
0.234
Trend R2 5y
0.843
Trend R2 6m
0.229
Trend 1m
-0.002
Trend 1w
-0.015
Trend 1y
-0.000
Trend 2y
0.000
Trend 3m
-0.002
Trend 5y
0.001
Trend 6m
-0.001
Upside Capture 1y
1.148
Value At Risk 95 1y
-0.036
Volatility 1m
0.420
Volatility 1w
0.406
Volatility 1y
0.370
Volatility 2y
0.369
Volatility 3m
0.426
Volatility 5y
0.368
Volatility 6m
0.427
Worst Day 1y
-0.118
Distance From Sma 50 Score
0.428
Downside Volatility 1y Score
0.433
Downside Volatility 3m Score
0.554
Drawdown Recovery Score
0.576
Excess Return 1m Score
0.408
Excess Return 1y Score
0
Excess Return 3m Score
0.038
Excess Return 6m Score
0.243
Expected Shortfall 95 1y Score
0.482
Log Avg Dollar Volume 20d Score
0.616
Log Market Cap Score
0.356
Drawdown Score 1y
0.501
Drawdown Score 5y
0.634
Momentum Acceleration 1m Vs 3m Score
0.587
Momentum Acceleration 3m Vs 6m Score
0.347
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.470
Relative Volume 20d Score
0.290
Return 1m Score
0.452
Return 1y Score
0.424
Return 3m Score
0.295
Return 6m Score
0.455
Return Skewness 1y Score
0.465
Sortino 1y Score
0.355
Sortino 3m Score
0.207
Trend R2 1y Score
0.077
Trend R2 3m Score
0.234
Trend Slope 1y Score
0.481
Trend Slope 3m Score
0.371
Volatility 1y Score
0.427
Volatility 3m Score
0.501