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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

BEAM

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

Research Detail

BEAM

BEAM

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
2.070
Correlation To Benchmark 1y
0.346
Inverse To Benchmark 1y
0.654
Drawdown Score 1m
0.447
Drawdown Score 3m
0.535
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
0.306
Drawdown Score 1y
0.413
Drawdown Score 2y
0.283
Drawdown Score 5y
0.109
Return 1w
-0.061
Return 1m
0.073
Return 3m
0.241
Return 6m
0.130
Return 1y
0.523
Return 2y
0.416
Return 5y
-0.755
Sharpe 1m
1.579
Sharpe 3m
1.510
Sharpe 6m
0.692
Sharpe 1y
0.924
Sharpe 2y
0.601
Sharpe 5y
-0.001
Trend 1w
-0.009
Trend 1m
0.009
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
0.002
Trend 2y
0.000
Trend 5y
-0.001
Volatility 1w
0.949
Volatility 1m
0.668
Volatility 3m
0.762
Volatility 6m
0.792
Volatility 1y
0.750
Volatility 2y
0.749
Volatility 5y
0.754
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
BEAM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:43 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
0.103
Aptet Fit Raw Score
0.111
Aptet Fit Confidence
0.862
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.081
Force Fit Raw Score
0.087
Force Fit Confidence
0.868
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:43 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "BEAM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "BEAM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "BEAM",
    "hitRates": {
      "1": 0.4868421052631579,
      "5": 0.46710526315789475,
      "10": 0.4966442953020134
    },
    "hitRate1D": 0.4868421052631579,
    "comboQuality": 0.2950220944671865,
    "eligibleDays": 339,
    "fitnessScore": 0.1583544332242053,
    "lookbackDays": 21,
    "returnLift1D": 0.00017935619480271918,
    "hitRateLift1D": -0.004282155091871687,
    "activationRate": 0.44837758112094395,
    "activationCount": 152,
    "baselineHitRates": {
      "1": 0.4911242603550296,
      "5": 0.5,
      "10": 0.5227963525835866
    },
    "sampleConfidence": 0.9986842105263158,
    "shadowSharpeLike": 0.35522168921986985,
    "avgForwardReturns": {
      "1": 0.001724005892424795,
      "5": -0.006940621619503509,
      "10": -0.017647857891975687
    },
    "shadowMaxDrawdown": -0.4067949936414026,
    "shadowTotalReturn": 0.0713470054466494,
    "avgForwardReturn1D": 0.001724005892424795,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-30",
      "2025-05-01",
      "2025-05-02",
      "2025-05-05",
      "2025-05-06",
      "2025-05-12",
      "2025-05-13",
      "2025-06-09",
      "2025-07-01",
      "2025-07-02"
    ],
    "horizonObservationCounts": {
      "1": 152,
      "5": 152,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015446496976220757,
      "5": 0.007259133965588113,
      "10": 0.01798980009533976
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2950220944671865,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.03424518220862895,
    "bestRawFitnessScore": 0.1583544332242053,
    "upperQuartileComboQuality": 0.0815740055846612
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.10288746508077266,
    "rawScore": 0.11054235348741479,
    "confidence": 0.8615030680070761,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.1609873251885997,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4868421052631579,
        "5": 0.46710526315789475,
        "10": 0.4966442953020134
      },
      "hitRate1D": 0.4868421052631579,
      "comboQuality": 0.2950220944671865,
      "eligibleDays": 339,
      "fitnessScore": 0.1583544332242053,
      "lookbackDays": 21,
      "returnLift1D": 0.00017935619480271918,
      "hitRateLift1D": -0.004282155091871687,
      "activationRate": 0.44837758112094395,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5,
        "10": 0.5227963525835866
      },
      "sampleConfidence": 0.9986842105263158,
      "shadowSharpeLike": 0.35522168921986985,
      "avgForwardReturns": {
        "1": 0.001724005892424795,
        "5": -0.006940621619503509,
        "10": -0.017647857891975687
      },
      "shadowMaxDrawdown": -0.4067949936414026,
      "shadowTotalReturn": 0.0713470054466494,
      "avgForwardReturn1D": 0.001724005892424795,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-12",
        "2025-05-13",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 152,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015446496976220757,
        "5": 0.007259133965588113,
        "10": 0.01798980009533976
      }
    },
    {
      "topN": 5,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4911242603550296,
        "5": 0.49411764705882355,
        "10": 0.5352941176470588
      },
      "hitRate1D": 0.4911242603550296,
      "comboQuality": 0.27621853870995283,
      "eligibleDays": 352,
      "fitnessScore": 0.13807462954107055,
      "lookbackDays": 14,
      "returnLift1D": 0.00033302527177653794,
      "hitRateLift1D": -0.0031614539306846767,
      "activationRate": 0.48295454545454547,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.49421965317919075,
        "10": 0.5116959064327485
      },
      "sampleConfidence": 0.9996078431372549,
      "shadowSharpeLike": 0.3387881327924122,
      "avgForwardReturns": {
        "1": 0.0017109893660640961,
        "5": 0.0029000752617447095,
        "10": -0.003403532327936373
      },
      "shadowMaxDrawdown": -0.45724571463845465,
      "shadowTotalReturn": 0.04890702219579657,
      "avgForwardReturn1D": 0.0017109893660640961,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 170,
        "10": 170
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013779640942875582,
        "5": 0.007285093564150143,
        "10": 0.014810412611774073
      }
    },
    {
      "topN": 3,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4934210526315789,
        "5": 0.5163398692810458,
        "10": 0.5294117647058824
      },
      "hitRate1D": 0.4934210526315789,
      "comboQuality": 0.18207108235868266,
      "eligibleDays": 352,
      "fitnessScore": 0.019476782395106723,
      "lookbackDays": 14,
      "returnLift1D": -0.0002960644581879962,
      "hitRateLift1D": -0.0008646616541353458,
      "activationRate": 0.4346590909090909,
      "activationCount": 153,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.49421965317919075,
        "10": 0.5116959064327485
      },
      "sampleConfidence": 0.9995642701525055,
      "shadowSharpeLike": 0.1973991150462311,
      "avgForwardReturns": {
        "1": 0.001081899636099562,
        "5": 0.0051027284833429646,
        "10": -0.007133825347231506
      },
      "shadowMaxDrawdown": -0.4150910062219142,
      "shadowTotalReturn": -0.04186495517117961,
      "avgForwardReturn1D": 0.001081899636099562,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 152,
        "5": 153,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013779640942875582,
        "5": 0.007285093564150143,
        "10": 0.014810412611774073
      }
    },
    {
      "topN": 4,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4774193548387097,
        "5": 0.45806451612903226,
        "10": 0.4934210526315789
      },
      "hitRate1D": 0.4774193548387097,
      "comboQuality": 0.13539697956693006,
      "eligibleDays": 339,
      "fitnessScore": -0.05789307084366011,
      "lookbackDays": 21,
      "returnLift1D": -0.0008840201661117263,
      "hitRateLift1D": -0.01370490551631992,
      "activationRate": 0.45722713864306785,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5,
        "10": 0.5227963525835866
      },
      "sampleConfidence": 0.9987096774193549,
      "shadowSharpeLike": 0.12148080386903767,
      "avgForwardReturns": {
        "1": 0.0006606295315103494,
        "5": -0.008154086696652308,
        "10": -0.017614006119346465
      },
      "shadowMaxDrawdown": -0.4173509574617459,
      "shadowTotalReturn": -0.09266774747082906,
      "avgForwardReturn1D": 0.0006606295315103494,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-12",
        "2025-05-13",
        "2025-06-09",
        "2025-07-01",
        "2025-07-02"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 155,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015446496976220757,
        "5": 0.007259133965588113,
        "10": 0.01798980009533976
      }
    },
    {
      "topN": 5,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.45962732919254656,
        "10": 0.4936708860759494
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.09502956947361633,
      "eligibleDays": 339,
      "fitnessScore": -0.1458171171640886,
      "lookbackDays": 21,
      "returnLift1D": -0.0013548108388535018,
      "hitRateLift1D": -0.01286339078981219,
      "activationRate": 0.4749262536873156,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.4911242603550296,
        "5": 0.5,
        "10": 0.5227963525835866
      },
      "sampleConfidence": 0.9987577639751554,
      "shadowSharpeLike": 0.01878918193393089,
      "avgForwardReturns": {
        "1": 0.000189838858768574,
        "5": -0.007429533928672773,
        "10": -0.01698662581550731
      },
      "shadowMaxDrawdown": -0.43969559512258305,
      "shadowTotalReturn": -0.16424757900667086,
      "avgForwardReturn1D": 0.000189838858768574,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-12",
        "2025-05-13",
        "2025-06-05",
        "2025-06-09",
        "2025-07-01"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015446496976220757,
        "5": 0.007259133965588113,
        "10": 0.01798980009533976
      }
    },
    {
      "topN": 2,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.5,
        "5": 0.5109489051094891,
        "10": 0.5255474452554745
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.07708881762167616,
      "eligibleDays": 352,
      "fitnessScore": -0.19616644941004185,
      "lookbackDays": 14,
      "returnLift1D": -0.0013975970398851173,
      "hitRateLift1D": 0.005714285714285727,
      "activationRate": 0.38920454545454547,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.4942857142857143,
        "5": 0.49421965317919075,
        "10": 0.5116959064327485
      },
      "sampleConfidence": 0.9995133819951338,
      "shadowSharpeLike": -0.03275410833994905,
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        "10": 0.5245901639344263
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6552335232586847,
      "avgForwardReturns": {
        "1": -0.0027216303224559557,
        "5": -0.00921283211983051,
        "10": -0.01961588089592762
      },
      "shadowMaxDrawdown": -0.5383791858278024,
      "shadowTotalReturn": -0.4678823712674287,
      "avgForwardReturn1D": -0.0027216303224559557,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-12",
        "2025-06-16",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 157,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.002021912143054136,
        "5": 0.009440808882703938,
        "10": 0.020955725291179592
      }
    },
    {
      "topN": 3,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.44755244755244755,
        "5": 0.42657342657342656,
        "10": 0.44755244755244755
      },
      "hitRate1D": 0.44755244755244755,
      "comboQuality": 0.008652687675659564,
      "eligibleDays": 315,
      "fitnessScore": -0.693062889620994,
      "lookbackDays": 45,
      "returnLift1D": -0.005537821175114356,
      "hitRateLift1D": -0.03652398556857156,
      "activationRate": 0.45396825396825397,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.4840764331210191,
        "5": 0.5,
        "10": 0.5245901639344263
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.7828794704748983,
      "avgForwardReturns": {
        "1": -0.00351590903206022,
        "5": -0.01090999565466922,
        "10": -0.024662051160244308
      },
      "shadowMaxDrawdown": -0.504179609465649,
      "shadowTotalReturn": -0.5008854343346176,
      "avgForwardReturn1D": -0.00351590903206022,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 143,
        "10": 143
      },
      "baselineAvgForwardReturns": {
        "1": 0.002021912143054136,
        "5": 0.009440808882703938,
        "10": 0.020955725291179592
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    },
    {
      "topN": 5,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4423076923076923,
        "5": 0.4358974358974359,
        "10": 0.4967741935483871
      },
      "hitRate1D": 0.4423076923076923,
      "comboQuality": 0.008114169840373409,
      "eligibleDays": 330,
      "fitnessScore": -0.7073191450277271,
      "lookbackDays": 30,
      "returnLift1D": -0.005270512321118205,
      "hitRateLift1D": -0.04705400981996727,
      "activationRate": 0.4727272727272727,
      "activationCount": 156,
      "baselineHitRates": {
        "1": 0.48936170212765956,
        "5": 0.5107692307692308,
        "10": 0.5375
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      "sampleConfidence": 0.9995726495726496,
      "shadowSharpeLike": -0.785733105047867,
      "avgForwardReturns": {
        "1": -0.0032789801958370834,
        "5": -0.009512580627884227,
        "10": -0.01850936098732971
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      "shadowMaxDrawdown": -0.5526603601607183,
      "shadowTotalReturn": -0.5020614025074079,
      "avgForwardReturn1D": -0.0032789801958370834,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-21",
        "2025-05-23",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 156,
        "5": 156,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019915321252811217,
        "5": 0.01138682426648937,
        "10": 0.026921165097959797
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.27621853870995283,
      "fitnessScore": 0.13807462954107055,
      "lookbackDays": 14,
      "returnLift1D": 0.00033302527177653794,
      "activationRate": 0.48295454545454547,
      "activationCount": 170,
      "sampleConfidence": 0.9996078431372549,
      "shadowTotalReturn": 0.04890702219579657,
      "avgForwardReturn1D": 0.0017109893660640961
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.2950220944671865,
      "fitnessScore": 0.1583544332242053,
      "lookbackDays": 21,
      "returnLift1D": 0.00017935619480271918,
      "activationRate": 0.44837758112094395,
      "activationCount": 152,
      "sampleConfidence": 0.9986842105263158,
      "shadowTotalReturn": 0.0713470054466494,
      "avgForwardReturn1D": 0.001724005892424795
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.037693506081659056,
      "fitnessScore": -0.3627659381763945,
      "lookbackDays": 30,
      "returnLift1D": -0.00314896639512551,
      "activationRate": 0.4121212121212121,
      "activationCount": 136,
      "sampleConfidence": 0.9995098039215686,
      "shadowTotalReturn": -0.27747794208282395,
      "avgForwardReturn1D": -0.0011574342698443883
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.018953895908269486,
      "fitnessScore": -0.5182541903797533,
      "lookbackDays": 45,
      "returnLift1D": -0.004629402197394135,
      "activationRate": 0.32063492063492066,
      "activationCount": 101,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.3337138223725543,
      "avgForwardReturn1D": -0.0026074900543399996
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.04346092821948516,
      "fitnessScore": -0.330121046907766,
      "lookbackDays": 63,
      "returnLift1D": -0.0034716685957033215,
      "activationRate": 0.39057239057239057,
      "activationCount": 116,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.24139480709942363,
      "avgForwardReturn1D": -0.0011963727972918523
    }
  ],
  "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": "901476190437df496aa67e5a94ea7c9239e9dfa59c2426a646e9beea35e1c66e",
    "size": 13,
    "members": [
      "BEAM",
      "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",
      "BEAM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "BEAM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "BEAM",
    "hitRates": {
      "1": 0.49079754601226994,
      "5": 0.50920245398773,
      "10": 0.5214723926380368
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    "hitRate1D": 0.49079754601226994,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.12659022823239743,
    "eligibleDays": 375,
    "fitnessScore": -0.07491889189389492,
    "lookbackDays": 14,
    "returnLift1D": -0.000529316499501601,
    "hitRateLift1D": 0.002797546012269947,
    "portfolioSize": 3,
    "activationRate": 0.43466666666666665,
    "activationCount": 163,
    "baselineHitRates": {
      "1": 0.488,
      "5": 0.49865229110512127,
      "10": 0.5081967213114754
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.09386098649370835,
    "avgForwardReturns": {
      "1": 0.0005757215829763527,
      "5": -0.00047281115843779257,
      "10": -0.007889019257617341
    },
    "shadowMaxDrawdown": -0.4150910062219133,
    "shadowTotalReturn": -0.11655978989434268,
    "avgForwardReturn1D": 0.0005757215829763527,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-04",
      "2025-02-05",
      "2025-02-06",
      "2025-02-07",
      "2025-02-10",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-18",
      "2025-02-19"
    ],
    "horizonObservationCounts": {
      "1": 163,
      "5": 163,
      "10": 163
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011050380824779537,
      "5": 0.005728877231699816,
      "10": 0.013210244310673197
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.12659022823239743,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.021723974195807398,
    "bestRawFitnessScore": -0.07491889189389492,
    "upperQuartileComboQuality": 0.04263379537428574
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.0812032646701813,
    "rawScore": 0.08695103830887442,
    "confidence": 0.8677928694013881,
    "bestProfile": {
      "lookbackDays": 14,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        14
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.24307232776060197,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.49079754601226994,
        "5": 0.50920245398773,
        "10": 0.5214723926380368
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      "hitRate1D": 0.49079754601226994,
      "rankWeights": [
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      "comboQuality": 0.12659022823239743,
      "eligibleDays": 375,
      "fitnessScore": -0.07491889189389492,
      "lookbackDays": 14,
      "returnLift1D": -0.000529316499501601,
      "hitRateLift1D": 0.002797546012269947,
      "portfolioSize": 3,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "baselineHitRates": {
        "1": 0.488,
        "5": 0.49865229110512127,
        "10": 0.5081967213114754
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.09386098649370835,
      "avgForwardReturns": {
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        "5": -0.00047281115843779257,
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      "shadowMaxDrawdown": -0.4150910062219133,
      "shadowTotalReturn": -0.11655978989434268,
      "avgForwardReturn1D": 0.0005757215829763527,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 163,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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        "5": 0.4431137724550898,
        "10": 0.45121951219512196
      },
      "hitRate1D": 0.47904191616766467,
      "rankWeights": [
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      "comboQuality": 0.08586896536911025,
      "eligibleDays": 368,
      "fitnessScore": -0.1703333188461173,
      "lookbackDays": 21,
      "returnLift1D": -0.0009587495529686408,
      "hitRateLift1D": -0.012805909919291869,
      "portfolioSize": 3,
      "activationRate": 0.453804347826087,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.49184782608695654,
        "5": 0.4945054945054945,
        "10": 0.4986072423398329
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      "sampleConfidence": 0.9988023952095809,
      "shadowSharpeLike": 0.02410330542673192,
      "avgForwardReturns": {
        "1": 0.00023130266257633854,
        "5": -0.01364399571839688,
        "10": -0.02862181668161748
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      "shadowMaxDrawdown": -0.4726732355704777,
      "shadowTotalReturn": -0.16865747611572368,
      "avgForwardReturn1D": 0.00023130266257633854,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011900522155449793,
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        "10": 0.011805965140465315
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    },
    {
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      "comboQuality": 0.05437501168581928,
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.05071488100548196,
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      "fitnessScore": -0.294487759632321,
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      "returnLift1D": -0.0016753608209942167,
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      "portfolioSize": 4,
      "activationRate": 0.4673913043478261,
      "activationCount": 172,
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      "sampleConfidence": 0.9988372093023257,
      "shadowSharpeLike": -0.13444518316339707,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.4538655620808689,
      "shadowTotalReturn": -0.2704113336074734,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-13",
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        "2025-02-19",
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        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.47093023255813954,
      "rankWeights": [
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      "comboQuality": 0.05071488100548196,
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      "activationRate": 0.4673913043478261,
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        "10": 0.5134328358208955
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6937919089346726,
      "avgForwardReturns": {
        "1": -0.002981365821918064,
        "5": -0.012181405435387305,
        "10": -0.023787305588124565
      },
      "shadowMaxDrawdown": -0.5926103132326459,
      "shadowTotalReturn": -0.49901537864163326,
      "avgForwardReturn1D": -0.002981365821918064,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-25",
        "2025-06-09",
        "2025-06-10",
        "2025-06-12",
        "2025-06-16",
        "2025-07-11",
        "2025-07-14"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011698475360989214,
        "5": 0.005734636063619198,
        "10": 0.015313273645123752
      }
    },
    {
      "topN": 3,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4482758620689655,
        "5": 0.4206896551724138,
        "10": 0.4413793103448276
      },
      "hitRate1D": 0.4482758620689655,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.006572812603731605,
      "eligibleDays": 344,
      "fitnessScore": -0.7540081649200577,
      "lookbackDays": 45,
      "returnLift1D": -0.0049684478487531806,
      "hitRateLift1D": -0.04300320769847632,
      "portfolioSize": 3,
      "activationRate": 0.42151162790697677,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.49127906976744184,
        "5": 0.49117647058823527,
        "10": 0.5134328358208955
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8097259079267723,
      "avgForwardReturns": {
        "1": -0.003798600312654259,
        "5": -0.012708890314445748,
        "10": -0.026541900665897674
      },
      "shadowMaxDrawdown": -0.547080741864399,
      "shadowTotalReturn": -0.5269530669708135,
      "avgForwardReturn1D": -0.003798600312654259,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-06-16",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011698475360989214,
        "5": 0.005734636063619198,
        "10": 0.015313273645123752
      }
    },
    {
      "topN": 2,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.43703703703703706,
        "5": 0.4074074074074074,
        "10": 0.43703703703703706
      },
      "hitRate1D": 0.43703703703703706,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.005936256931240154,
      "eligibleDays": 359,
      "fitnessScore": -0.7765589596674948,
      "lookbackDays": 30,
      "returnLift1D": -0.004631272690973893,
      "hitRateLift1D": -0.05042814402145879,
      "portfolioSize": 2,
      "activationRate": 0.37604456824512533,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.48169014084507045,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.8654633066910132,
      "avgForwardReturns": {
        "1": -0.0041068555743833494,
        "5": -0.01872225699043703,
        "10": -0.039554105034799274
      },
      "shadowMaxDrawdown": -0.5362297527071607,
      "shadowTotalReturn": -0.5122753279018057,
      "avgForwardReturn1D": -0.0041068555743833494,
      "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": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005244171165905438,
        "5": 0.002422105995937661,
        "10": 0.009026570419352696
      }
    },
    {
      "topN": 4,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.42592592592592593,
        "10": 0.45962732919254656
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005629382331421557,
      "eligibleDays": 359,
      "fitnessScore": -0.7883042585320881,
      "lookbackDays": 30,
      "returnLift1D": -0.004341853565662301,
      "hitRateLift1D": -0.043020736614051425,
      "portfolioSize": 4,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.48169014084507045,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 0.9995884773662552,
      "shadowSharpeLike": -0.8717111296605735,
      "avgForwardReturns": {
        "1": -0.0038174364490717577,
        "5": -0.014971685887195258,
        "10": -0.029552364250534403
      },
      "shadowMaxDrawdown": -0.579966243207741,
      "shadowTotalReturn": -0.558270873352681,
      "avgForwardReturn1D": -0.0038174364490717577,
      "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": 162,
        "5": 162,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005244171165905438,
        "5": 0.002422105995937661,
        "10": 0.009026570419352696
      }
    },
    {
      "topN": 5,
      "ticker": "BEAM",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.42592592592592593,
        "10": 0.45962732919254656
      },
      "hitRate1D": 0.4444444444444444,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.005629382331421557,
      "eligibleDays": 359,
      "fitnessScore": -0.7883042585320881,
      "lookbackDays": 30,
      "returnLift1D": -0.004341853565662301,
      "hitRateLift1D": -0.043020736614051425,
      "portfolioSize": 5,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.48746518105849584,
        "5": 0.48169014084507045,
        "10": 0.49142857142857144
      },
      "sampleConfidence": 0.9995884773662552,
      "shadowSharpeLike": -0.8717111296605735,
      "avgForwardReturns": {
        "1": -0.0038174364490717577,
        "5": -0.014971685887195258,
        "10": -0.029552364250534403
      },
      "shadowMaxDrawdown": -0.579966243207741,
      "shadowTotalReturn": -0.558270873352681,
      "avgForwardReturn1D": -0.0038174364490717577,
      "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": 162,
        "5": 162,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005244171165905438,
        "5": 0.002422105995937661,
        "10": 0.009026570419352696
      }
    }
  ],
  "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": 0.12659022823239743,
      "fitnessScore": -0.07491889189389492,
      "lookbackDays": 14,
      "returnLift1D": -0.000529316499501601,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.11655978989434268,
      "avgForwardReturn1D": 0.0005757215829763527
    },
    {
      "comboQuality": 0.08586896536911025,
      "fitnessScore": -0.1703333188461173,
      "lookbackDays": 21,
      "returnLift1D": -0.0009587495529686408,
      "activationRate": 0.453804347826087,
      "activationCount": 167,
      "sampleConfidence": 0.9988023952095809,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.16865747611572368,
      "avgForwardReturn1D": 0.00023130266257633854
    },
    {
      "comboQuality": 0.010371646353039636,
      "fitnessScore": -0.6528158143321423,
      "lookbackDays": 30,
      "returnLift1D": -0.003572156129851716,
      "activationRate": 0.4233983286908078,
      "activationCount": 152,
      "sampleConfidence": 0.999561403508772,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.4807670998724445,
      "avgForwardReturn1D": -0.0030477390132611724
    },
    {
      "comboQuality": 0.0141228654508401,
      "fitnessScore": -0.5840620497470022,
      "lookbackDays": 45,
      "returnLift1D": -0.004192940247153251,
      "activationRate": 0.29941860465116277,
      "activationCount": 103,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.36851245279483535,
      "avgForwardReturn1D": -0.00302309271105433
    },
    {
      "comboQuality": 0.039940100163887,
      "fitnessScore": -0.3495152653135864,
      "lookbackDays": 63,
      "returnLift1D": -0.0036921876731734237,
      "activationRate": 0.3558282208588957,
      "activationCount": 116,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.24139480709942363,
      "avgForwardReturn1D": -0.0011963727972918523
    }
  ],
  "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": "901476190437df496aa67e5a94ea7c9239e9dfa59c2426a646e9beea35e1c66e",
    "size": 13,
    "members": [
      "BEAM",
      "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
0.336
Liquidity
0.655
Momentum
0.666
Relative strength
0.690
Trend quality
0.481
Stability
0.265
Aggression
0.674
Downside risk
0.339
Drawdown state
0.585
Quality momentum
0.560
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
80 fields
Inverse To Benchmark 1y
0.654
Benchmark Independence 3m Score
0.671
Beta 1y Profile Score
0.828
Beta 3m Profile Score
0.766
Beta Change Score
0.423
Correlation Change Score
0.491
Current Drawdown Score
0
Days Since 52w High Score
0.012
Distance From 52w High Score
0.787
Distance From Sma 20 Score
0.448
Distance From Sma 200 Score
0.784
Distance From Sma 50 Score
0.559
Downside Volatility 1m Score
0.772
Downside Volatility 1y Score
0.763
Downside Volatility 2y Score
0.834
Downside Volatility 3m Score
0.931
Downside Volatility 5y Score
0.873
Downside Volatility 6m Score
0.885
Drawdown Recovery Score
1
Excess Return 1m Score
0.576
Excess Return 1y Score
0.999
Excess Return 3m Score
0.713
Excess Return 6m Score
0.548
Expected Shortfall 95 1y Score
0.185
Log Avg Dollar Volume 20d Score
0.655
Log Market Cap Score
0.336
Drawdown Score 1m
0.447
Drawdown Score 1y
0.413
Drawdown Score 2y
0.283
Drawdown Score 3m
0.535
Drawdown Score 5y
0.109
Drawdown Score 6m
0.306
Momentum Acceleration 1m Vs 3m Score
0.474
Momentum Acceleration 3m Vs 6m Score
0.696
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.999
Relative Strength Slope 3m Score
0.596
Relative Volume 20d Score
0.330
Return 1m Score
0.621
Return 1w Score
0.298
Return 1y Score
0.827
Return 2y Score
0.405
Return 3m Score
0.801
Return 5y Score
0.019
Return 6m Score
0.608
Return Skewness 1y Score
0.665
Sharpe 1m Score
0.716
Sharpe 1y Score
0.585
Sharpe 2y Score
0.520
Sharpe 3m Score
0.702
Sharpe 5y Score
0.400
Sharpe 6m Score
0.538
Sortino 1m Score
0.585
Sortino 1y Score
0.514
Sortino 2y Score
0.458
Sortino 3m Score
0.567
Sortino 5y Score
0.375
Sortino 6m Score
0.471
Trend R2 1m Score
0.645
Trend R2 1w Score
0.097
Trend R2 1y Score
0.627
Trend R2 2y Score
0.062
Trend R2 3m Score
0.376
Trend R2 5y Score
0.630
Trend R2 6m Score
0.169
Trend Slope 1m Score
1
Trend Slope 1w Score
0
Trend Slope 1y Score
0.630
Trend Slope 2y Score
0.521
Trend Slope 3m Score
0.671
Trend Slope 5y Score
0.435
Trend Slope 6m Score
0.580
Volatility 1m Score
0.824
Volatility 1w Score
1
Volatility 1y Score
0.934
Volatility 2y Score
0.932
Volatility 3m Score
0.949
Volatility 5y Score
0.939
Volatility 6m Score
0.989
Worst Day 1y Score
0.476
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
92,479,574.622
Best Day 1y
0.223
Beta To Benchmark 1y
2.070
Beta 3m
1.916
Beta Change
-0.154
Beta To Sector 1y
-
Correlation To Benchmark 1y
0.346
Correlation 3m
0.329
Correlation Change
-0.017
Correlation To Sector 1y
-
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.654
Benchmark Independence 3m Score
0.671
Beta 1y Profile Score
0.828
Beta 3m Profile Score
0.766
Beta Change Score
0.423
Correlation Change Score
0.491
Current Drawdown Score
0
Distance From Sma 20 Score
0.448
Distance From Sma 200 Score
0.784
Current Drawdown
-0.755
Days Since 52w High
3
Distance From 52w High
-0.138
Distance From Sma 20
-0.031
Distance From Sma 200
0.170
Distance From Sma 50
0.035
Downside Capture 1y
0.410
Downside Volatility 1m
0.629
Downside Volatility 1w
-
Downside Volatility 1y
0.623
Downside Volatility 2y
0.675
Downside Volatility 3m
0.748
Downside Volatility 5y
0.705
Downside Volatility 6m
0.714
Drawdown Recovery
1
Excess Return 1m
0.046
Excess Return 1y
0.300
Excess Return 3m
0.128
Excess Return 6m
0.029
Expected Shortfall 95 1y
-0.082
Market Cap
3,192,342,081.062
Max Drawdown 1m
-0.138
Max Drawdown 1w
-0.138
Max Drawdown 1y
-0.382
Max Drawdown 2y
-0.573
Max Drawdown 3m
-0.186
Max Drawdown 5y
-0.891
Max Drawdown 6m
-0.382
Momentum Acceleration 1m Vs 3m
-0.008
Momentum Acceleration 3m Vs 6m
0.059
Moving Average Alignment
0.500
Relative Strength Acceleration
0.008
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.190
Return 1m
0.073
Return 1w
-0.061
Return 1y
0.523
Return 2y
0.416
Return 3m
0.241
Return 5y
-0.755
Return 6m
0.130
Return Skewness 1y
0.992
Sector Excess Return 1y
-
Sharpe 1m
1.579
Sharpe 1y
0.924
Sharpe 2y
0.601
Sharpe 3m
1.510
Sharpe 5y
-0.001
Sharpe 6m
0.692
Sortino 1m
1.677
Sortino 1y
1.114
Sortino 2y
0.667
Sortino 3m
1.538
Sortino 5y
-0.001
Sortino 6m
0.768
Trend R2 1m
0.645
Trend R2 1w
0.097
Trend R2 1y
0.627
Trend R2 2y
0.062
Trend R2 3m
0.376
Trend R2 5y
0.630
Trend R2 6m
0.169
Trend 1m
0.009
Trend 1w
-0.009
Trend 1y
0.002
Trend 2y
0.000
Trend 3m
0.003
Trend 5y
-0.001
Trend 6m
0.001
Upside Capture 1y
3.036
Value At Risk 95 1y
-0.064
Volatility 1m
0.668
Volatility 1w
0.949
Volatility 1y
0.750
Volatility 2y
0.749
Volatility 3m
0.762
Volatility 5y
0.754
Volatility 6m
0.792
Worst Day 1y
-0.105
Distance From Sma 50 Score
0.559
Downside Volatility 1y Score
0.763
Downside Volatility 3m Score
0.931
Drawdown Recovery Score
1
Excess Return 1m Score
0.576
Excess Return 1y Score
0.999
Excess Return 3m Score
0.713
Excess Return 6m Score
0.548
Expected Shortfall 95 1y Score
0.185
Log Avg Dollar Volume 20d Score
0.655
Log Market Cap Score
0.336
Drawdown Score 1y
0.413
Drawdown Score 5y
0.109
Momentum Acceleration 1m Vs 3m Score
0.474
Momentum Acceleration 3m Vs 6m Score
0.696
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.999
Relative Volume 20d Score
0.330
Return 1m Score
0.621
Return 1y Score
0.827
Return 3m Score
0.801
Return 6m Score
0.608
Return Skewness 1y Score
0.665
Sortino 1y Score
0.514
Sortino 3m Score
0.567
Trend R2 1y Score
0.627
Trend R2 3m Score
0.376
Trend Slope 1y Score
0.630
Trend Slope 3m Score
0.671
Volatility 1y Score
0.934
Volatility 3m Score
0.949