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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

CALM

Consumer Staples | v2 | as of 2026-07-23
Close

Research Detail

CALM

Cal-Maine Foods

Category

Sector: Consumer

Industry / Category: Agricultural Products

Market Cap / ETF Type: Mid Cap

Type: Stock

Preview Performance

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

Description

Egg producer with direct exposure to food supply dynamics and agricultural demand trends.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.013
Correlation To Benchmark 1y
0.005
Inverse To Benchmark 1y
0.995
Drawdown Score 1m
0.765
Drawdown Score 3m
0.841
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
0.696
Drawdown Score 1y
0.431
Drawdown Score 2y
0.537
Drawdown Score 5y
0.630
Return 1w
-0.002
Return 1m
0.108
Return 3m
0.151
Return 6m
0.123
Return 1y
-0.114
Return 2y
0.524
Return 5y
2.135
Sharpe 1m
3.784
Sharpe 3m
2.020
Sharpe 6m
0.921
Sharpe 1y
-0.188
Sharpe 2y
0.775
Sharpe 5y
0.861
Trend 1w
-0.001
Trend 1m
0.006
Trend 3m
0.002
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.000
Trend 5y
0.001
Volatility 1w
0.124
Volatility 1m
0.340
Volatility 3m
0.300
Volatility 6m
0.302
Volatility 1y
0.340
Volatility 2y
0.352
Volatility 5y
0.328
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
CALM
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:07 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Staples
Sector Benchmark Ticker
XLP
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.192
Aptet Fit Raw Score
0.206
Aptet Fit Confidence
0.857
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.211
Force Fit Raw Score
0.225
Force Fit Confidence
0.875
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:07 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "CALM",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "CALM",
    "hitRates": {
      "1": 0.5234375,
      "5": 0.5483870967741935,
      "10": 0.6050420168067226
    },
    "hitRate1D": 0.5234375,
    "comboQuality": 0.37470709614348463,
    "eligibleDays": 330,
    "fitnessScore": 0.23734338069260552,
    "lookbackDays": 30,
    "returnLift1D": 0.00047023706378165447,
    "hitRateLift1D": -0.0011023773006134663,
    "activationRate": 0.39090909090909093,
    "activationCount": 129,
    "baselineHitRates": {
      "1": 0.5245398773006135,
      "5": 0.5031055900621118,
      "10": 0.5488958990536278
    },
    "sampleConfidence": 0.9917312661498708,
    "shadowSharpeLike": 0.2934585416223086,
    "avgForwardReturns": {
      "1": 0.0008943838538799393,
      "5": 0.004397629532234857,
      "10": 0.0038118428216176265
    },
    "shadowMaxDrawdown": -0.20514968396429956,
    "shadowTotalReturn": 0.057038929089846535,
    "avgForwardReturn1D": 0.0008943838538799393,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 128,
      "5": 124,
      "10": 119
    },
    "baselineAvgForwardReturns": {
      "1": 0.00042414679009828484,
      "5": 0.0012144275394586255,
      "10": 0.001886601307622133
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.37470709614348463,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.12474752180527571,
    "bestRawFitnessScore": 0.23734338069260552,
    "upperQuartileComboQuality": 0.20142143878568036
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.19171364585929465,
    "rawScore": 0.2064764666316321,
    "confidence": 0.8570023885707486,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.25008016895789525,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5234375,
        "5": 0.5483870967741935,
        "10": 0.6050420168067226
      },
      "hitRate1D": 0.5234375,
      "comboQuality": 0.37470709614348463,
      "eligibleDays": 330,
      "fitnessScore": 0.23734338069260552,
      "lookbackDays": 30,
      "returnLift1D": 0.00047023706378165447,
      "hitRateLift1D": -0.0011023773006134663,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5031055900621118,
        "10": 0.5488958990536278
      },
      "sampleConfidence": 0.9917312661498708,
      "shadowSharpeLike": 0.2934585416223086,
      "avgForwardReturns": {
        "1": 0.0008943838538799393,
        "5": 0.004397629532234857,
        "10": 0.0038118428216176265
      },
      "shadowMaxDrawdown": -0.20514968396429956,
      "shadowTotalReturn": 0.057038929089846535,
      "avgForwardReturn1D": 0.0008943838538799393,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 124,
        "10": 119
      },
      "baselineAvgForwardReturns": {
        "1": 0.00042414679009828484,
        "5": 0.0012144275394586255,
        "10": 0.001886601307622133
      }
    },
    {
      "topN": 4,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.512396694214876,
        "5": 0.5384615384615384,
        "10": 0.6071428571428571
      },
      "hitRate1D": 0.512396694214876,
      "comboQuality": 0.28695685595730086,
      "eligibleDays": 330,
      "fitnessScore": 0.14975378847682863,
      "lookbackDays": 30,
      "returnLift1D": 0.00012182163314005946,
      "hitRateLift1D": -0.012143183085737475,
      "activationRate": 0.3696969696969697,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5245398773006135,
        "5": 0.5031055900621118,
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      },
      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": 0.15049158070070207,
      "avgForwardReturns": {
        "1": 0.0005459684232383443,
        "5": 0.003655281231948353,
        "10": 0.0033753253540435846
      },
      "shadowMaxDrawdown": -0.1990297893257712,
      "shadowTotalReturn": 0.00878084176163929,
      "avgForwardReturn1D": 0.0005459684232383443,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 121,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.00042414679009828484,
        "5": 0.0012144275394586255,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      },
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      "comboQuality": 0.2528566633131326,
      "eligibleDays": 330,
      "fitnessScore": 0.11164446063706356,
      "lookbackDays": 30,
      "returnLift1D": 0.00011692020477472182,
      "hitRateLift1D": -0.014123210633946837,
      "activationRate": 0.29393939393939394,
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      "baselineHitRates": {
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      "sampleConfidence": 0.9890034364261169,
      "shadowSharpeLike": 0.12862407019649474,
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        "1": 0.0005410669948730067,
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      "shadowMaxDrawdown": -0.17433993549709392,
      "shadowTotalReturn": 0.004184354758992592,
      "avgForwardReturn1D": 0.0005410669948730067,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-14",
        "2025-04-15",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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        "10": 0.001886601307622133
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      "topN": 4,
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      "hitRates": {
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      "comboQuality": 0.24152945331415765,
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      "fitnessScore": 0.09825124087337467,
      "lookbackDays": 63,
      "returnLift1D": -0.0003046192493551124,
      "hitRateLift1D": 0.047018142626190085,
      "activationRate": 0.25925925925925924,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5187713310580204,
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      },
      "sampleConfidence": 0.9870129870129871,
      "shadowSharpeLike": -0.13369579240352442,
      "avgForwardReturns": {
        "1": -0.0003008913640564127,
        "5": 0.002591705275487133,
        "10": 0.002017929449160242
      },
      "shadowMaxDrawdown": -0.15279697975263007,
      "shadowTotalReturn": -0.04794468872354485,
      "avgForwardReturn1D": -0.0003008913640564127,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-21",
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        "2025-05-23",
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      "horizonObservationCounts": {
        "1": 76,
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      "baselineAvgForwardReturns": {
        "1": 0.000003727885298699739,
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    },
    {
      "topN": 3,
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      },
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      "comboQuality": 0.22361690087103506,
      "eligibleDays": 297,
      "fitnessScore": 0.07616341300013087,
      "lookbackDays": 63,
      "returnLift1D": -0.00048340792045873786,
      "hitRateLift1D": 0.05265724037055097,
      "activationRate": 0.23905723905723905,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.5187713310580204,
        "5": 0.48788927335640137,
        "10": 0.5352112676056338
      },
      "sampleConfidence": 0.9859154929577465,
      "shadowSharpeLike": -0.1854492348023178,
      "avgForwardReturns": {
        "1": -0.00047968003516003814,
        "5": 0.0017474660225883611,
        "10": -0.0006198965368582153
      },
      "shadowMaxDrawdown": -0.16058921864221087,
      "shadowTotalReturn": -0.05766416201270608,
      "avgForwardReturn1D": -0.00047968003516003814,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 70,
        "5": 66,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.000003727885298699739,
        "5": -0.00026079887575660565,
        "10": -0.00031824744012713305
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.5625,
        "5": 0.5263157894736842,
        "10": 0.625
      },
      "hitRate1D": 0.5625,
      "comboQuality": 0.19402295142389547,
      "eligibleDays": 297,
      "fitnessScore": 0.036702662236759324,
      "lookbackDays": 63,
      "returnLift1D": -0.00077061811018875,
      "hitRateLift1D": 0.043728668941979576,
      "activationRate": 0.2727272727272727,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5187713310580204,
        "5": 0.48788927335640137,
        "10": 0.5352112676056338
      },
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      "hitRateLift1D": -0.05984921258696474,
      "activationRate": 0.2840909090909091,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
      },
      "sampleConfidence": 0.9893333333333334,
      "shadowSharpeLike": -1.3609025145986924,
      "avgForwardReturns": {
        "1": -0.0034076911872119933,
        "5": -0.007234506112673888,
        "10": -0.012352179545010765
      },
      "shadowMaxDrawdown": -0.3660407328475763,
      "shadowTotalReturn": -0.3220012280770186,
      "avgForwardReturn1D": -0.0034076911872119933,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 95,
        "10": 90
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
      }
    },
    {
      "topN": 3,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44715447154471544,
        "5": 0.42857142857142855,
        "10": 0.4824561403508772
      },
      "hitRate1D": 0.44715447154471544,
      "comboQuality": 0.016152851058688883,
      "eligibleDays": 352,
      "fitnessScore": -0.5540622752292605,
      "lookbackDays": 14,
      "returnLift1D": -0.003285172347219831,
      "hitRateLift1D": -0.07734120568871394,
      "activationRate": 0.3522727272727273,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
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      "sampleConfidence": 0.9913978494623656,
      "shadowSharpeLike": -1.410346871970774,
      "avgForwardReturns": {
        "1": -0.0030792627025753388,
        "5": -0.006919072736449066,
        "10": -0.011543407140065558
      },
      "shadowMaxDrawdown": -0.3969436406660779,
      "shadowTotalReturn": -0.35505088068940893,
      "avgForwardReturn1D": -0.0030792627025753388,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-18",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.4421768707482993,
        "5": 0.44755244755244755,
        "10": 0.5289855072463768
      },
      "hitRate1D": 0.4421768707482993,
      "comboQuality": 0.015603099744997698,
      "eligibleDays": 352,
      "fitnessScore": -0.5618031061755564,
      "lookbackDays": 14,
      "returnLift1D": -0.0030432408225137333,
      "hitRateLift1D": -0.08231880648513007,
      "activationRate": 0.42045454545454547,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5244956772334294,
        "5": 0.5102040816326531,
        "10": 0.551622418879056
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      "sampleConfidence": 0.9927927927927929,
      "shadowSharpeLike": -1.4693378282413214,
      "avgForwardReturns": {
        "1": -0.0028373311778692413,
        "5": -0.004429129149165565,
        "10": -0.005107295713910625
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      "shadowMaxDrawdown": -0.42374315216297953,
      "shadowTotalReturn": -0.3798139904128761,
      "avgForwardReturn1D": -0.0028373311778692413,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.00020590964464449192,
        "5": 0.0002654159705013516,
        "10": 0.00096799958230059
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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": 4,
      "comboQuality": 0.023508609545337247,
      "fitnessScore": -0.46985182748753956,
      "lookbackDays": 14,
      "returnLift1D": -0.0026723792800680624,
      "activationRate": 0.39204545454545453,
      "activationCount": 138,
      "sampleConfidence": 0.9922705314009662,
      "shadowTotalReturn": -0.32865069985309303,
      "avgForwardReturn1D": -0.0024664696354235703
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.18059948848689825,
      "fitnessScore": 0.017295940249212573,
      "lookbackDays": 21,
      "returnLift1D": -0.0006902859711011942,
      "activationRate": 0.2536873156342183,
      "activationCount": 86,
      "sampleConfidence": 0.9883720930232558,
      "shadowTotalReturn": -0.052793710995370224,
      "avgForwardReturn1D": -0.00017759688479933392
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.37470709614348463,
      "fitnessScore": 0.23734338069260552,
      "lookbackDays": 30,
      "returnLift1D": 0.00047023706378165447,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "sampleConfidence": 0.9917312661498708,
      "shadowTotalReturn": 0.057038929089846535,
      "avgForwardReturn1D": 0.0008943838538799393
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.0585572346180452,
      "fitnessScore": -0.2610299601733919,
      "lookbackDays": 45,
      "returnLift1D": -0.0021635605703074984,
      "activationRate": 0.3619047619047619,
      "activationCount": 114,
      "sampleConfidence": 0.9906432748538012,
      "shadowTotalReturn": -0.22062357829641,
      "avgForwardReturn1D": -0.0018125792187189402
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.24152945331415765,
      "fitnessScore": 0.09825124087337467,
      "lookbackDays": 63,
      "returnLift1D": -0.0003046192493551124,
      "activationRate": 0.25925925925925924,
      "activationCount": 77,
      "sampleConfidence": 0.9870129870129871,
      "shadowTotalReturn": -0.04794468872354485,
      "avgForwardReturn1D": -0.0003008913640564127
    }
  ],
  "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": "ddd31c21b567a505878ea0b8b5140e0ea99bc7feb751757723a4f5f34c02a347",
    "size": 13,
    "members": [
      "CALM",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "CALM"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "CALM",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "CALM",
    "hitRates": {
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      "5": 0.5294117647058824,
      "10": 0.6140350877192983
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    "hitRate1D": 0.5040650406504065,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.2630113745082564,
    "eligibleDays": 359,
    "fitnessScore": 0.12331746079128841,
    "lookbackDays": 30,
    "returnLift1D": 0.00025178295718131005,
    "hitRateLift1D": -0.01125529361143196,
    "portfolioSize": 4,
    "activationRate": 0.3426183844011142,
    "activationCount": 123,
    "baselineHitRates": {
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      "5": 0.5014084507042254,
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    "sampleConfidence": 0.9929539295392955,
    "shadowSharpeLike": 0.137241744668919,
    "avgForwardReturns": {
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      "5": 0.003739612463814838,
      "10": 0.0036499749972047964
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    "shadowMaxDrawdown": -0.19607258668846173,
    "shadowTotalReturn": 0.006307999087316496,
    "avgForwardReturn1D": 0.0005225387656408268,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14"
    ],
    "horizonObservationCounts": {
      "1": 123,
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    },
    "baselineAvgForwardReturns": {
      "1": 0.00027075580845951675,
      "5": 0.0014070364995836672,
      "10": 0.0029116361740754914
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.2630113745082564,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.10417601672970075,
    "bestRawFitnessScore": 0.12331746079128841,
    "upperQuartileComboQuality": 0.20797701245278885
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.21070379205176493,
    "rawScore": 0.2248083931133686,
    "confidence": 0.8745189103816882,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        4
      ]
    },
    "parameterStability": 0.4584601356602631,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "ticker": "CALM",
      "hitRates": {
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        "5": 0.5294117647058824,
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      "hitRate1D": 0.5040650406504065,
      "rankWeights": [
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      "comboQuality": 0.2630113745082564,
      "eligibleDays": 359,
      "fitnessScore": 0.12331746079128841,
      "lookbackDays": 30,
      "returnLift1D": 0.00025178295718131005,
      "hitRateLift1D": -0.01125529361143196,
      "portfolioSize": 4,
      "activationRate": 0.3426183844011142,
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      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.137241744668919,
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      "shadowMaxDrawdown": -0.19607258668846173,
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      "avgForwardReturn1D": 0.0005225387656408268,
      "riskOffActivations": 0,
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        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.2630113745082564,
      "eligibleDays": 359,
      "fitnessScore": 0.12331746079128841,
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      "returnLift1D": 0.00025178295718131005,
      "hitRateLift1D": -0.01125529361143196,
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      "activationRate": 0.3426183844011142,
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      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.137241744668919,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.19607258668846173,
      "shadowTotalReturn": 0.006307999087316496,
      "avgForwardReturn1D": 0.0005225387656408268,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.24678185301826594,
      "eligibleDays": 326,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.01802637793501481,
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      "riskOffActivations": 0,
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        "2025-05-19",
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        "2025-05-21",
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        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.24678185301826594,
      "eligibleDays": 326,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
      "hitRateLift1D": 0.032877143306591194,
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      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "baselineHitRates": {
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        "10": 0.5520504731861199
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.01802637793501481,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.14624745310058573,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 78,
        "5": 74,
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      "baselineAvgForwardReturns": {
        "1": 0.0003214636198567426,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "hitRate1D": 0.5540540540540541,
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        "10": 0.463768115942029
      },
      "hitRate1D": 0.4805194805194805,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.021905219206898304,
      "eligibleDays": 344,
      "fitnessScore": -0.4857539629641375,
      "lookbackDays": 45,
      "returnLift1D": -0.004301883893173333,
      "hitRateLift1D": -0.0369223799456358,
      "portfolioSize": 2,
      "activationRate": 0.2238372093023256,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5147058823529411,
        "10": 0.564179104477612
      },
      "sampleConfidence": 0.9896103896103896,
      "shadowSharpeLike": -1.2427913525597678,
      "avgForwardReturns": {
        "1": -0.00378716089918723,
        "5": -0.008864755886950603,
        "10": -0.019195759724153744
      },
      "shadowMaxDrawdown": -0.36488566361749475,
      "shadowTotalReturn": -0.27628628852524384,
      "avgForwardReturn1D": -0.00378716089918723,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "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": 77,
        "5": 73,
        "10": 69
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005147229939861038,
        "5": 0.002571248788913395,
        "10": 0.004039209691727708
      }
    },
    {
      "topN": 4,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44755244755244755,
        "5": 0.4172661870503597,
        "10": 0.5298507462686567
      },
      "hitRate1D": 0.44755244755244755,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01859598806650343,
      "eligibleDays": 375,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "hitRateLift1D": -0.06978088578088576,
      "portfolioSize": 4,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -1.227257028281684,
      "avgForwardReturns": {
        "1": -0.0025565486452771573,
        "5": -0.005330059622995789,
        "10": -0.00647197748096633
      },
      "shadowMaxDrawdown": -0.42073457262538216,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 5,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.44755244755244755,
        "5": 0.4172661870503597,
        "10": 0.5298507462686567
      },
      "hitRate1D": 0.44755244755244755,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.01859598806650343,
      "eligibleDays": 375,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "hitRateLift1D": -0.06978088578088576,
      "portfolioSize": 5,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.993939393939394,
      "shadowSharpeLike": -1.227257028281684,
      "avgForwardReturns": {
        "1": -0.0025565486452771573,
        "5": -0.005330059622995789,
        "10": -0.00647197748096633
      },
      "shadowMaxDrawdown": -0.42073457262538216,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-12",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 143,
        "5": 139,
        "10": 134
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 2,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.45714285714285713,
        "5": 0.40594059405940597,
        "10": 0.4895833333333333
      },
      "hitRate1D": 0.45714285714285713,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.015396522214120769,
      "eligibleDays": 375,
      "fitnessScore": -0.5647814160837312,
      "lookbackDays": 14,
      "returnLift1D": -0.003351218303704754,
      "hitRateLift1D": -0.06019047619047618,
      "portfolioSize": 2,
      "activationRate": 0.28,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9917460317460318,
      "shadowSharpeLike": -1.3205034003479776,
      "avgForwardReturns": {
        "1": -0.00341151630909608,
        "5": -0.007691748565361491,
        "10": -0.0128164317572778
      },
      "shadowMaxDrawdown": -0.40837565279942,
      "shadowTotalReturn": -0.3383691095549596,
      "avgForwardReturn1D": -0.00341151630909608,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-18",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    },
    {
      "topN": 3,
      "ticker": "CALM",
      "hitRates": {
        "1": 0.4418604651162791,
        "5": 0.408,
        "10": 0.49166666666666664
      },
      "hitRate1D": 0.4418604651162791,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.01323072167392759,
      "eligibleDays": 375,
      "fitnessScore": -0.5986168398548585,
      "lookbackDays": 14,
      "returnLift1D": -0.0030555819576722557,
      "hitRateLift1D": -0.07547286821705423,
      "portfolioSize": 3,
      "activationRate": 0.344,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5173333333333333,
        "5": 0.49326145552560646,
        "10": 0.5355191256830601
      },
      "sampleConfidence": 0.9932816537467701,
      "shadowSharpeLike": -1.3786635031874908,
      "avgForwardReturns": {
        "1": -0.003115879963063582,
        "5": -0.0069693555967340675,
        "10": -0.010956384611710664
      },
      "shadowMaxDrawdown": -0.4385359700955118,
      "shadowTotalReturn": -0.3720982785506919,
      "avgForwardReturn1D": -0.003115879963063582,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-12",
        "2025-03-18",
        "2025-03-20",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 125,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": -0.000060298005391326014,
        "5": -0.0007255714202057597,
        "10": -0.0018572281714121623
      }
    }
  ],
  "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": 0.01859598806650343,
      "fitnessScore": -0.522528436892836,
      "lookbackDays": 14,
      "returnLift1D": -0.002496250639885831,
      "activationRate": 0.38133333333333336,
      "activationCount": 143,
      "sampleConfidence": 0.993939393939394,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.34929122612204255,
      "avgForwardReturn1D": -0.0025565486452771573
    },
    {
      "comboQuality": 0.1363303120465051,
      "fitnessScore": -0.05614413047916435,
      "lookbackDays": 21,
      "returnLift1D": -0.000500635796783148,
      "activationRate": 0.24456521739130435,
      "activationCount": 90,
      "sampleConfidence": 0.9911111111111112,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.08552464901467749,
      "avgForwardReturn1D": -0.0005157697636697736
    },
    {
      "comboQuality": 0.2630113745082564,
      "fitnessScore": 0.12331746079128841,
      "lookbackDays": 30,
      "returnLift1D": 0.00025178295718131005,
      "activationRate": 0.3426183844011142,
      "activationCount": 123,
      "sampleConfidence": 0.9929539295392955,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.006307999087316496,
      "avgForwardReturn1D": 0.0005225387656408268
    },
    {
      "comboQuality": 0.05192233774859226,
      "fitnessScore": -0.2890312112247986,
      "lookbackDays": 45,
      "returnLift1D": -0.0022971467275307634,
      "activationRate": 0.32558139534883723,
      "activationCount": 112,
      "sampleConfidence": 0.9922619047619048,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.21444122536189847,
      "avgForwardReturn1D": -0.0017824237335446597
    },
    {
      "comboQuality": 0.24678185301826594,
      "fitnessScore": 0.10451297152266766,
      "lookbackDays": 63,
      "returnLift1D": -0.00031636152951373844,
      "activationRate": 0.2392638036809816,
      "activationCount": 78,
      "sampleConfidence": 0.9888888888888889,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.024294529337071324,
      "avgForwardReturn1D": 0.000005102090343004151
    }
  ],
  "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": "ddd31c21b567a505878ea0b8b5140e0ea99bc7feb751757723a4f5f34c02a347",
    "size": 13,
    "members": [
      "CALM",
      "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
0.364
Liquidity
0.649
Momentum
0.635
Relative strength
0.552
Trend quality
0.502
Stability
0.572
Aggression
0.375
Downside risk
0.577
Drawdown state
0.641
Quality momentum
0.569
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.415
Correlation Change Score
0.463
Current Drawdown Score
0.657
Days Since 52w High Score
0.897
Distance From 52w High Score
0.657
Distance From Sma 20 Score
0.569
Distance From Sma 200 Score
0.627
Distance From Sma 50 Score
0.664
Downside Volatility 1m Score
0.356
Downside Volatility 1y Score
0.382
Downside Volatility 2y Score
0.416
Downside Volatility 3m Score
0.280
Downside Volatility 5y Score
0.378
Downside Volatility 6m Score
0.336
Drawdown Recovery Score
0.815
Excess Return 1m Score
0.669
Excess Return 1y Score
0
Excess Return 3m Score
0.683
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.545
Log Avg Dollar Volume 20d Score
0.649
Log Market Cap Score
0.364
Drawdown Score 1m
0.765
Drawdown Score 1y
0.431
Drawdown Score 2y
0.537
Drawdown Score 3m
0.841
Drawdown Score 5y
0.630
Drawdown Score 6m
0.696
Momentum Acceleration 1m Vs 3m Score
0.692
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.900
Relative Strength Slope 3m Score
0.601
Relative Volume 20d Score
0.351
Return 1m Score
0.680
Return 1w Score
0.495
Return 1y Score
0.429
Return 2y Score
0.435
Return 3m Score
0.688
Return 5y Score
0.241
Return 6m Score
0.603
Return Skewness 1y Score
0.578
Sector Excess Return 1y Score
0.230
Sharpe 1m Score
1
Sharpe 1y Score
0.362
Sharpe 2y Score
0.555
Sharpe 3m Score
0.804
Sharpe 5y Score
0.572
Sharpe 6m Score
0.584
Sortino 1m Score
0.882
Sortino 1y Score
0.351
Sortino 2y Score
0.469
Sortino 3m Score
0.666
Sortino 5y Score
0.481
Sortino 6m Score
0.490
Trend R2 1m Score
0.797
Trend R2 1w Score
0.198
Trend R2 1y Score
0.581
Trend R2 2y Score
0.033
Trend R2 3m Score
0.654
Trend R2 5y Score
0.845
Trend R2 6m Score
0.025
Trend Slope 1m Score
0.866
Trend Slope 1w Score
0.420
Trend Slope 1y Score
0.426
Trend Slope 2y Score
0.511
Trend Slope 3m Score
0.641
Trend Slope 5y Score
0.564
Trend Slope 6m Score
0.486
Volatility 1m Score
0.386
Volatility 1w Score
0.099
Volatility 1y Score
0.387
Volatility 2y Score
0.402
Volatility 3m Score
0.333
Volatility 5y Score
0.371
Volatility 6m Score
0.336
Worst Day 1y Score
0.443
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
88,547,937.907
Best Day 1y
0.138
Beta To Benchmark 1y
0.013
Beta 3m
-0.156
Beta Change
-0.169
Beta To Sector 1y
0.574
Correlation To Benchmark 1y
0.005
Correlation 3m
-0.068
Correlation Change
-0.073
Correlation To Sector 1y
0.233
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.995
Benchmark Independence 3m Score
0.932
Beta 1y Profile Score
0.005
Beta 3m Profile Score
0
Beta Change Score
0.415
Correlation Change Score
0.463
Current Drawdown Score
0.657
Distance From Sma 20 Score
0.569
Distance From Sma 200 Score
0.627
Current Drawdown
-0.223
Days Since 52w High
226
Distance From 52w High
-0.223
Distance From Sma 20
0.042
Distance From Sma 200
0.076
Distance From Sma 50
0.098
Downside Capture 1y
2.056
Downside Volatility 1m
0.317
Downside Volatility 1w
-
Downside Volatility 1y
0.336
Downside Volatility 2y
0.362
Downside Volatility 3m
0.260
Downside Volatility 5y
0.334
Downside Volatility 6m
0.302
Drawdown Recovery
0.630
Excess Return 1m
0.101
Excess Return 1y
-0.301
Excess Return 3m
0.110
Excess Return 6m
0.041
Expected Shortfall 95 1y
-0.045
Market Cap
4,279,053,518.48
Max Drawdown 1m
-0.059
Max Drawdown 1w
-0.015
Max Drawdown 1y
-0.370
Max Drawdown 2y
-0.370
Max Drawdown 3m
-0.064
Max Drawdown 5y
-0.370
Max Drawdown 6m
-0.167
Momentum Acceleration 1m Vs 3m
0.058
Momentum Acceleration 3m Vs 6m
0.030
Moving Average Alignment
0.500
Relative Strength Acceleration
0.006
Relative Strength Slope 3m
0.002
Relative Volume 20d
1.248
Return 1m
0.108
Return 1w
-0.002
Return 1y
-0.114
Return 2y
0.524
Return 3m
0.151
Return 5y
2.135
Return 6m
0.123
Return Skewness 1y
0.470
Sector Excess Return 1y
-0.162
Sharpe 1m
3.784
Sharpe 1y
-0.188
Sharpe 2y
0.775
Sharpe 3m
2.020
Sharpe 5y
0.861
Sharpe 6m
0.921
Sortino 1m
4.056
Sortino 1y
-0.190
Sortino 2y
0.753
Sortino 3m
2.329
Sortino 5y
0.847
Sortino 6m
0.921
Trend R2 1m
0.797
Trend R2 1w
0.198
Trend R2 1y
0.581
Trend R2 2y
0.033
Trend R2 3m
0.654
Trend R2 5y
0.845
Trend R2 6m
0.025
Trend 1m
0.006
Trend 1w
-0.001
Trend 1y
-0.001
Trend 2y
0.000
Trend 3m
0.002
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.363
Value At Risk 95 1y
-0.027
Volatility 1m
0.340
Volatility 1w
0.124
Volatility 1y
0.340
Volatility 2y
0.352
Volatility 3m
0.300
Volatility 5y
0.328
Volatility 6m
0.302
Worst Day 1y
-0.111
Distance From Sma 50 Score
0.664
Downside Volatility 1y Score
0.382
Downside Volatility 3m Score
0.280
Drawdown Recovery Score
0.815
Excess Return 1m Score
0.669
Excess Return 1y Score
0
Excess Return 3m Score
0.683
Excess Return 6m Score
0.568
Expected Shortfall 95 1y Score
0.545
Log Avg Dollar Volume 20d Score
0.649
Log Market Cap Score
0.364
Drawdown Score 1y
0.431
Drawdown Score 5y
0.630
Momentum Acceleration 1m Vs 3m Score
0.692
Momentum Acceleration 3m Vs 6m Score
0.599
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.900
Relative Volume 20d Score
0.351
Return 1m Score
0.680
Return 1y Score
0.429
Return 3m Score
0.688
Return 6m Score
0.603
Return Skewness 1y Score
0.578
Sortino 1y Score
0.351
Sortino 3m Score
0.666
Trend R2 1y Score
0.581
Trend R2 3m Score
0.654
Trend Slope 1y Score
0.426
Trend Slope 3m Score
0.641
Volatility 1y Score
0.387
Volatility 3m Score
0.333