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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

DAR

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

Research Detail

DAR

Darling Ingredients

Category

Sector: Consumer

Industry / Category: Food Products

Market Cap / ETF Type: Mid Cap

Type: Stock

Preview Performance

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

Description

Sustainable ingredients and waste conversion company with food and agriculture links.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.447
Correlation To Benchmark 1y
0.155
Inverse To Benchmark 1y
0.845
Drawdown Score 1m
0.909
Drawdown Score 3m
0.524
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
0.654
Drawdown Score 1y
0.703
Drawdown Score 2y
0.552
Drawdown Score 5y
0.317
Return 1w
0.036
Return 1m
0.201
Return 3m
0.052
Return 6m
0.523
Return 1y
0.753
Return 2y
0.674
Return 5y
-0.059
Sharpe 1m
7.851
Sharpe 3m
0.883
Sharpe 6m
3.073
Sharpe 1y
1.717
Sharpe 2y
0.832
Sharpe 5y
0.170
Trend 1w
0.008
Trend 1m
0.011
Trend 3m
-0.001
Trend 6m
0.002
Trend 1y
0.003
Trend 2y
0.001
Trend 5y
-0.001
Volatility 1w
0.301
Volatility 1m
0.286
Volatility 3m
0.272
Volatility 6m
0.288
Volatility 1y
0.366
Volatility 2y
0.409
Volatility 5y
0.402
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
DAR
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:16 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
0.908
Aptet Fit Raw Score
0.916
Aptet Fit Confidence
0.982
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.925
Force Fit Raw Score
0.937
Force Fit Confidence
0.976
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:16 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "DAR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "DAR",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "DAR",
    "hitRates": {
      "1": 0.6024096385542169,
      "5": 0.6358024691358025,
      "10": 0.6335403726708074
    },
    "hitRate1D": 0.6024096385542169,
    "comboQuality": 0.9892177957106421,
    "eligibleDays": 330,
    "fitnessScore": 1.3441838503031753,
    "lookbackDays": 30,
    "returnLift1D": 0.0014270601706512032,
    "hitRateLift1D": 0.0690763052208836,
    "activationRate": 0.503030303030303,
    "activationCount": 166,
    "baselineHitRates": {
      "1": 0.5333333333333333,
      "5": 0.5828220858895705,
      "10": 0.6012461059190031
    },
    "sampleConfidence": 0.9963855421686748,
    "shadowSharpeLike": 2.0550383361296864,
    "avgForwardReturns": {
      "1": 0.0038694078305253794,
      "5": 0.01584126394889638,
      "10": 0.02690850575569409
    },
    "shadowMaxDrawdown": -0.16731627718159015,
    "shadowTotalReturn": 0.8156749984910019,
    "avgForwardReturn1D": 0.0038694078305253794,
    "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": 166,
      "5": 162,
      "10": 161
    },
    "baselineAvgForwardReturns": {
      "1": 0.0024423476598741762,
      "5": 0.012627994934843196,
      "10": 0.026563907649669115
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9892177957106421,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8866075660605564,
    "bestRawFitnessScore": 1.3441838503031753,
    "upperQuartileComboQuality": 0.9643124254293769
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9078281428414412,
    "rawScore": 0.9162346028019758,
    "confidence": 0.9816499836726831,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0.9500878516089029,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.8606540033190637,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.6024096385542169,
        "5": 0.6358024691358025,
        "10": 0.6335403726708074
      },
      "hitRate1D": 0.6024096385542169,
      "comboQuality": 0.9892177957106421,
      "eligibleDays": 330,
      "fitnessScore": 1.3441838503031753,
      "lookbackDays": 30,
      "returnLift1D": 0.0014270601706512032,
      "hitRateLift1D": 0.0690763052208836,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5828220858895705,
        "10": 0.6012461059190031
      },
      "sampleConfidence": 0.9963855421686748,
      "shadowSharpeLike": 2.0550383361296864,
      "avgForwardReturns": {
        "1": 0.0038694078305253794,
        "5": 0.01584126394889638,
        "10": 0.02690850575569409
      },
      "shadowMaxDrawdown": -0.16731627718159015,
      "shadowTotalReturn": 0.8156749984910019,
      "avgForwardReturn1D": 0.0038694078305253794,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 162,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024423476598741762,
        "5": 0.012627994934843196,
        "10": 0.026563907649669115
      }
    },
    {
      "topN": 2,
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      "hitRates": {
        "1": 0.5897435897435898,
        "5": 0.7094017094017094,
        "10": 0.7008547008547008
      },
      "hitRate1D": 0.5897435897435898,
      "comboQuality": 0.9876143101658439,
      "eligibleDays": 297,
      "fitnessScore": 1.3133251070632026,
      "lookbackDays": 63,
      "returnLift1D": 0.0029159730521437417,
      "hitRateLift1D": 0.06785806785806792,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5218855218855218,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 2.565929707527903,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10306966674398843,
      "shadowTotalReturn": 0.7775991780058038,
      "avgForwardReturn1D": 0.005166820722077311,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 117,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRate1D": 0.6015625,
      "comboQuality": 0.9845779735792087,
      "eligibleDays": 315,
      "fitnessScore": 1.264411590739464,
      "lookbackDays": 45,
      "returnLift1D": 0.0021623176432120244,
      "hitRateLift1D": 0.07140376984126984,
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      "baselineHitRates": {
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      },
      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "riskOffActivations": 0,
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        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
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      ],
      "horizonObservationCounts": {
        "1": 128,
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      },
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      }
    },
    {
      "topN": 4,
      "ticker": "DAR",
      "hitRates": {
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      "eligibleDays": 330,
      "fitnessScore": 1.1357901818724028,
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      "returnLift1D": 0.000752203713460024,
      "hitRateLift1D": 0.0485875706214689,
      "activationRate": 0.5363636363636364,
      "activationCount": 177,
      "baselineHitRates": {
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      "sampleConfidence": 0.9962335216572505,
      "shadowSharpeLike": 1.7470608850704754,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20453295121677395,
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      "avgForwardReturn1D": 0.0031945513733342003,
      "riskOffActivations": 0,
      "activationDatesSample": [
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      "horizonObservationCounts": {
        "1": 177,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0024423476598741762,
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      }
    },
    {
      "topN": 2,
      "ticker": "DAR",
      "hitRates": {
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      "comboQuality": 0.9666612337329051,
      "eligibleDays": 330,
      "fitnessScore": 1.0907679916917796,
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      "returnLift1D": 0.0013542888709764441,
      "hitRateLift1D": 0.05821596244131455,
      "activationRate": 0.4303030303030303,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.5828220858895705,
        "10": 0.6012461059190031
      },
      "sampleConfidence": 0.9962441314553991,
      "shadowSharpeLike": 1.834452868095552,
      "avgForwardReturns": {
        "1": 0.0037966365308506203,
        "5": 0.015258367610643949,
        "10": 0.02616574826000031
      },
      "shadowMaxDrawdown": -0.17440205217624027,
      "shadowTotalReturn": 0.6393060445342378,
      "avgForwardReturn1D": 0.0037966365308506203,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024423476598741762,
        "5": 0.012627994934843196,
        "10": 0.026563907649669115
      }
    },
    {
      "topN": 3,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6111111111111112,
        "10": 0.5925925925925926
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9635294893282008,
      "eligibleDays": 297,
      "fitnessScore": 1.0703017990543153,
      "lookbackDays": 63,
      "returnLift1D": 0.0009828563499907081,
      "hitRateLift1D": 0.03367003367003374,
      "activationRate": 0.5454545454545454,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5218855218855218,
        "5": 0.5699658703071673,
        "10": 0.59375
      },
      "sampleConfidence": 1,
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      "avgForwardReturns": {
        "1": 0.001954430614754633,
        "5": 0.009032022533209758,
        "10": 0.02297199146435568
      },
      "shadowMaxDrawdown": -0.2922588788641861,
      "shadowTotalReturn": 0.34381122745874126,
      "avgForwardReturn1D": 0.001954430614754633,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 179,
        "5": 175,
        "10": 170
      },
      "baselineAvgForwardReturns": {
        "1": 0.002549752925775459,
        "5": 0.01305036198363664,
        "10": 0.025568011483451836
      }
    },
    {
      "topN": 2,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5616438356164384,
        "5": 0.6267605633802817,
        "10": 0.635036496350365
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      "hitRate1D": 0.5616438356164384,
      "comboQuality": 0.6973149352966853,
      "eligibleDays": 339,
      "fitnessScore": 0.5335997412040974,
      "lookbackDays": 21,
      "returnLift1D": -0.0006578674750486574,
      "hitRateLift1D": 0.027720531781630142,
      "activationRate": 0.4306784660766962,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5339233038348082,
        "5": 0.5880597014925373,
        "10": 0.593939393939394
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      "sampleConfidence": 0.9940639269406393,
      "shadowSharpeLike": 0.9418374042664835,
      "avgForwardReturns": {
        "1": 0.0018918854507268016,
        "5": 0.012940376980220793,
        "10": 0.028725590506980984
      },
      "shadowMaxDrawdown": -0.2676516119305893,
      "shadowTotalReturn": 0.26246155075899136,
      "avgForwardReturn1D": 0.0018918854507268016,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.002549752925775459,
        "5": 0.01305036198363664,
        "10": 0.025568011483451836
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    },
    {
      "topN": 4,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5352941176470588,
        "5": 0.5843373493975904,
        "10": 0.6149068322981367
      },
      "hitRate1D": 0.5352941176470588,
      "comboQuality": 0.6824817261534113,
      "eligibleDays": 339,
      "fitnessScore": 0.5183440835417091,
      "lookbackDays": 21,
      "returnLift1D": -0.0008670175814861941,
      "hitRateLift1D": 0.0013708138122505709,
      "activationRate": 0.5014749262536873,
      "activationCount": 170,
      "baselineHitRates": {
        "1": 0.5339233038348082,
        "5": 0.5880597014925373,
        "10": 0.593939393939394
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      "sampleConfidence": 0.9949019607843138,
      "shadowSharpeLike": 0.87717493343917,
      "avgForwardReturns": {
        "1": 0.001682735344289265,
        "5": 0.009634578114770188,
        "10": 0.024456191498735385
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      "shadowMaxDrawdown": -0.30214180449299244,
      "shadowTotalReturn": 0.26717914645282304,
      "avgForwardReturn1D": 0.001682735344289265,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 170,
        "5": 166,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.002549752925775459,
        "5": 0.01305036198363664,
        "10": 0.025568011483451836
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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": 0.8451085625205781,
      "fitnessScore": 0.7232829380053075,
      "lookbackDays": 14,
      "returnLift1D": -0.00010621731905618341,
      "activationRate": 0.5397727272727273,
      "activationCount": 190,
      "sampleConfidence": 0.9947368421052633,
      "shadowTotalReturn": 0.414534091095222,
      "avgForwardReturn1D": 0.002207676084075867
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.811398799041461,
      "fitnessScore": 0.671007485200776,
      "lookbackDays": 21,
      "returnLift1D": -0.00029805015435916413,
      "activationRate": 0.4808259587020649,
      "activationCount": 163,
      "sampleConfidence": 0.9946830265848672,
      "shadowTotalReturn": 0.37743918066028703,
      "avgForwardReturn1D": 0.002251702771416295
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.9892177957106421,
      "fitnessScore": 1.3441838503031753,
      "lookbackDays": 30,
      "returnLift1D": 0.0014270601706512032,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "sampleConfidence": 0.9963855421686748,
      "shadowTotalReturn": 0.8156749984910019,
      "avgForwardReturn1D": 0.0038694078305253794
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9845779735792087,
      "fitnessScore": 1.264411590739464,
      "lookbackDays": 45,
      "returnLift1D": 0.0021623176432120244,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7682937921833017,
      "avgForwardReturn1D": 0.004740689484825688
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9876143101658439,
      "fitnessScore": 1.3133251070632026,
      "lookbackDays": 63,
      "returnLift1D": 0.0029159730521437417,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7775991780058038,
      "avgForwardReturn1D": 0.005166820722077311
    }
  ],
  "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": "68bc94a1579558b6835a170f25829c664d7a71a4da26aa3686dbe757940d777b",
    "size": 13,
    "members": [
      "DAR",
      "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",
      "DAR"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DAR",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "DAR",
    "hitRates": {
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      "5": 0.7094017094017094,
      "10": 0.7008547008547008
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    "hitRate1D": 0.5897435897435898,
    "rankWeights": [
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      0.30000000000000004
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    "comboQuality": 0.9863920280693166,
    "eligibleDays": 326,
    "fitnessScore": 1.2923475770696387,
    "lookbackDays": 63,
    "returnLift1D": 0.0027407317540720524,
    "hitRateLift1D": 0.06520371244297629,
    "portfolioSize": 2,
    "activationRate": 0.3588957055214724,
    "activationCount": 117,
    "baselineHitRates": {
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      "5": 0.5869565217391305,
      "10": 0.6088328075709779
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    "sampleConfidence": 1,
    "shadowSharpeLike": 2.4606214173497003,
    "avgForwardReturns": {
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      "5": 0.02219990190863677,
      "10": 0.04362497477658515
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    "shadowMaxDrawdown": -0.10363496681833029,
    "shadowTotalReturn": 0.7818260551345184,
    "avgForwardReturn1D": 0.005186420461003079,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-06-16",
      "2025-06-17",
      "2025-06-18",
      "2025-06-20",
      "2025-06-23",
      "2025-06-24",
      "2025-06-25",
      "2025-06-26",
      "2025-06-27",
      "2025-07-11"
    ],
    "horizonObservationCounts": {
      "1": 117,
      "5": 117,
      "10": 117
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    "baselineAvgForwardReturns": {
      "1": 0.002445688706931027,
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      "10": 0.027468795550708528
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9863920280693166,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8909469376922661,
    "bestRawFitnessScore": 1.2923475770696387,
    "upperQuartileComboQuality": 0.9519542451394607
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9253178293199308,
    "rawScore": 0.9366422324698764,
    "confidence": 0.9758191489613194,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 2
    },
    "profileBreadth": 0.7504653484015074,
    "recommendedRegion": {
      "lookbackDays": [
        30,
        45,
        63
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9715804594885369,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
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      "hitRates": {
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        "5": 0.7094017094017094,
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      "hitRate1D": 0.5897435897435898,
      "rankWeights": [
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      "comboQuality": 0.9863920280693166,
      "eligibleDays": 326,
      "fitnessScore": 1.2923475770696387,
      "lookbackDays": 63,
      "returnLift1D": 0.0027407317540720524,
      "hitRateLift1D": 0.06520371244297629,
      "portfolioSize": 2,
      "activationRate": 0.3588957055214724,
      "activationCount": 117,
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        "5": 0.5869565217391305,
        "10": 0.6088328075709779
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.10363496681833029,
      "shadowTotalReturn": 0.7818260551345184,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 117,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.6796875,
        "10": 0.6875
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      "hitRate1D": 0.6015625,
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      "comboQuality": 0.9834201053977797,
      "eligibleDays": 344,
      "fitnessScore": 1.2482260334928816,
      "lookbackDays": 45,
      "returnLift1D": 0.002324262676173421,
      "hitRateLift1D": 0.07539970930232553,
      "portfolioSize": 2,
      "activationRate": 0.37209302325581395,
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        "1": 0.5261627906976745,
        "5": 0.5882352941176471,
        "10": 0.5970149253731343
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.17933333413045993,
      "shadowTotalReturn": 0.7724152587455333,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 128,
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      "baselineAvgForwardReturns": {
        "1": 0.00243422321032175,
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    },
    {
      "topN": 3,
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      "portfolioSize": 3,
      "activationRate": 0.5030674846625767,
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      "sampleConfidence": 0.9991869918699188,
      "shadowSharpeLike": 1.7643433538562412,
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      "shadowMaxDrawdown": -0.19769377336932015,
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      "avgForwardReturn1D": 0.0032415007066600838,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-06-16",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.9519542451394607,
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      "avgForwardReturn1D": 0.0015919362872535907,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 182,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018283424933038445,
        "5": 0.009173429911980547,
        "10": 0.01733488168523112
      }
    },
    {
      "topN": 5,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.532258064516129,
        "5": 0.554945054945055,
        "10": 0.5730337078651685
      },
      "hitRate1D": 0.532258064516129,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6786367078950657,
      "eligibleDays": 368,
      "fitnessScore": 0.5144530162366561,
      "lookbackDays": 21,
      "returnLift1D": -0.00023640620605025389,
      "hitRateLift1D": 0.013236325385694192,
      "portfolioSize": 5,
      "activationRate": 0.5054347826086957,
      "activationCount": 186,
      "baselineHitRates": {
        "1": 0.5190217391304348,
        "5": 0.5659340659340659,
        "10": 0.5682451253481894
      },
      "sampleConfidence": 0.9956989247311828,
      "shadowSharpeLike": 0.7778424453002687,
      "avgForwardReturns": {
        "1": 0.0015919362872535907,
        "5": 0.005705189147953477,
        "10": 0.012338033298188169
      },
      "shadowMaxDrawdown": -0.30296356055053675,
      "shadowTotalReturn": 0.26625269039607735,
      "avgForwardReturn1D": 0.0015919362872535907,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 182,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018283424933038445,
        "5": 0.009173429911980547,
        "10": 0.01733488168523112
      }
    },
    {
      "topN": 4,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5396825396825397,
        "5": 0.5621621621621622,
        "10": 0.5722222222222222
      },
      "hitRate1D": 0.5396825396825397,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6475449395566285,
      "eligibleDays": 375,
      "fitnessScore": 0.4838183153702658,
      "lookbackDays": 14,
      "returnLift1D": -0.00022874416280763295,
      "hitRateLift1D": 0.025015873015872936,
      "portfolioSize": 4,
      "activationRate": 0.504,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5741239892183289,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9954144620811288,
      "shadowSharpeLike": 0.7323269523700174,
      "avgForwardReturns": {
        "1": 0.001591817043071341,
        "5": 0.006818674779108503,
        "10": 0.01172833909590672
      },
      "shadowMaxDrawdown": -0.37486102016323186,
      "shadowTotalReturn": 0.259053547440824,
      "avgForwardReturn1D": 0.001591817043071341,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018205612058789739,
        "5": 0.009677217560330149,
        "10": 0.019135110934365655
      }
    },
    {
      "topN": 5,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5396825396825397,
        "5": 0.5621621621621622,
        "10": 0.5722222222222222
      },
      "hitRate1D": 0.5396825396825397,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.6475449395566285,
      "eligibleDays": 375,
      "fitnessScore": 0.4838183153702658,
      "lookbackDays": 14,
      "returnLift1D": -0.00022874416280763295,
      "hitRateLift1D": 0.025015873015872936,
      "portfolioSize": 5,
      "activationRate": 0.504,
      "activationCount": 189,
      "baselineHitRates": {
        "1": 0.5146666666666667,
        "5": 0.5741239892183289,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9954144620811288,
      "shadowSharpeLike": 0.7323269523700174,
      "avgForwardReturns": {
        "1": 0.001591817043071341,
        "5": 0.006818674779108503,
        "10": 0.01172833909590672
      },
      "shadowMaxDrawdown": -0.37486102016323186,
      "shadowTotalReturn": 0.259053547440824,
      "avgForwardReturn1D": 0.001591817043071341,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 189,
        "5": 185,
        "10": 180
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018205612058789739,
        "5": 0.009677217560330149,
        "10": 0.019135110934365655
      }
    },
    {
      "topN": 2,
      "ticker": "DAR",
      "hitRates": {
        "1": 0.5527950310559007,
        "5": 0.5796178343949044,
        "10": 0.5686274509803921
      },
      "hitRate1D": 0.5527950310559007,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5370837990051136,
      "eligibleDays": 368,
      "fitnessScore": 0.38269377898370177,
      "lookbackDays": 21,
      "returnLift1D": -0.0005540067439269241,
      "hitRateLift1D": 0.033773291925465854,
      "portfolioSize": 2,
      "activationRate": 0.4375,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5190217391304348,
        "5": 0.5659340659340659,
        "10": 0.5682451253481894
      },
      "sampleConfidence": 0.9950310559006211,
      "shadowSharpeLike": 0.587935839087055,
      "avgForwardReturns": {
        "1": 0.0012743357493769205,
        "5": 0.006610495641558102,
        "10": 0.011774297737290058
      },
      "shadowMaxDrawdown": -0.3108428376539071,
      "shadowTotalReturn": 0.16568207934079715,
      "avgForwardReturn1D": 0.0012743357493769205,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 157,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018283424933038445,
        "5": 0.009173429911980547,
        "10": 0.01733488168523112
      }
    }
  ],
  "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": 0.7396630916253584,
      "fitnessScore": 0.5797280056078493,
      "lookbackDays": 14,
      "returnLift1D": 0.0005020929258308931,
      "activationRate": 0.4,
      "activationCount": 150,
      "sampleConfidence": 0.9942222222222222,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3284237392554872,
      "avgForwardReturn1D": 0.002322654131709867
    },
    {
      "comboQuality": 0.7464251241800376,
      "fitnessScore": 0.5875199556177567,
      "lookbackDays": 21,
      "returnLift1D": 0.000006224994513313268,
      "activationRate": 0.483695652173913,
      "activationCount": 178,
      "sampleConfidence": 0.9955056179775281,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.31259319165804755,
      "avgForwardReturn1D": 0.0018345674878171578
    },
    {
      "comboQuality": 0.9782664237709888,
      "fitnessScore": 1.187523212569179,
      "lookbackDays": 30,
      "returnLift1D": 0.0019081910178390144,
      "activationRate": 0.4763231197771588,
      "activationCount": 171,
      "sampleConfidence": 0.9972709551656921,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.7115530520879183,
      "avgForwardReturn1D": 0.0034421892579160488
    },
    {
      "comboQuality": 0.9834201053977797,
      "fitnessScore": 1.2482260334928816,
      "lookbackDays": 45,
      "returnLift1D": 0.002324262676173421,
      "activationRate": 0.37209302325581395,
      "activationCount": 128,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7724152587455333,
      "avgForwardReturn1D": 0.004758485886495171
    },
    {
      "comboQuality": 0.9863920280693166,
      "fitnessScore": 1.2923475770696387,
      "lookbackDays": 63,
      "returnLift1D": 0.0027407317540720524,
      "activationRate": 0.3588957055214724,
      "activationCount": 117,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.7818260551345184,
      "avgForwardReturn1D": 0.005186420461003079
    }
  ],
  "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": "68bc94a1579558b6835a170f25829c664d7a71a4da26aa3686dbe757940d777b",
    "size": 13,
    "members": [
      "DAR",
      "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
0.446
Liquidity
0.714
Momentum
0.738
Relative strength
0.785
Trend quality
0.530
Stability
0.611
Aggression
0.412
Downside risk
0.582
Drawdown state
0.821
Quality momentum
0.667
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.968
Beta 1y Profile Score
0.179
Beta 3m Profile Score
0.026
Beta Change Score
0.310
Correlation Change Score
0.438
Current Drawdown Score
0.580
Days Since 52w High Score
0.214
Distance From 52w High Score
0.966
Distance From Sma 20 Score
0.611
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.628
Downside Volatility 1m Score
0.206
Downside Volatility 1y Score
0.354
Downside Volatility 2y Score
0.417
Downside Volatility 3m Score
0.263
Downside Volatility 5y Score
0.451
Downside Volatility 6m Score
0.275
Drawdown Recovery Score
1
Excess Return 1m Score
0.825
Excess Return 1y Score
1
Excess Return 3m Score
0.519
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.581
Log Avg Dollar Volume 20d Score
0.714
Log Market Cap Score
0.446
Drawdown Score 1m
0.909
Drawdown Score 1y
0.703
Drawdown Score 2y
0.552
Drawdown Score 3m
0.524
Drawdown Score 5y
0.317
Drawdown Score 6m
0.654
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.267
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Strength Slope 3m Score
0.401
Relative Volume 20d Score
0.262
Return 1m Score
0.835
Return 1w Score
0.621
Return 1y Score
0.971
Return 2y Score
0.478
Return 3m Score
0.565
Return 5y Score
0.072
Return 6m Score
0.936
Return Skewness 1y Score
0.628
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.743
Sharpe 2y Score
0.566
Sharpe 3m Score
0.577
Sharpe 5y Score
0.434
Sharpe 6m Score
1
Sortino 1m Score
1
Sortino 1y Score
0.624
Sortino 2y Score
0.492
Sortino 3m Score
0.497
Sortino 5y Score
0.397
Sortino 6m Score
0.806
Trend R2 1m Score
0.926
Trend R2 1w Score
0.548
Trend R2 1y Score
0.856
Trend R2 2y Score
0.363
Trend R2 3m Score
0.088
Trend R2 5y Score
0.521
Trend R2 6m Score
0.424
Trend Slope 1m Score
1
Trend Slope 1w Score
0.971
Trend Slope 1y Score
0.718
Trend Slope 2y Score
0.559
Trend Slope 3m Score
0.441
Trend Slope 5y Score
0.462
Trend Slope 6m Score
0.616
Volatility 1m Score
0.315
Volatility 1w Score
0.335
Volatility 1y Score
0.421
Volatility 2y Score
0.478
Volatility 3m Score
0.296
Volatility 5y Score
0.469
Volatility 6m Score
0.317
Worst Day 1y Score
0.707
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
139,119,328.798
Best Day 1y
0.114
Beta To Benchmark 1y
0.447
Beta 3m
0.066
Beta Change
-0.381
Beta To Sector 1y
0.325
Correlation To Benchmark 1y
0.155
Correlation 3m
0.032
Correlation Change
-0.124
Correlation To Sector 1y
0.123
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.845
Benchmark Independence 3m Score
0.968
Beta 1y Profile Score
0.179
Beta 3m Profile Score
0.026
Beta Change Score
0.310
Correlation Change Score
0.438
Current Drawdown Score
0.580
Distance From Sma 20 Score
0.611
Distance From Sma 200 Score
1
Current Drawdown
-0.273
Days Since 52w High
54
Distance From 52w High
-0.022
Distance From Sma 20
0.066
Distance From Sma 200
0.300
Distance From Sma 50
0.077
Downside Capture 1y
2.108
Downside Volatility 1m
0.204
Downside Volatility 1w
-
Downside Volatility 1y
0.315
Downside Volatility 2y
0.363
Downside Volatility 3m
0.247
Downside Volatility 5y
0.389
Downside Volatility 6m
0.257
Drawdown Recovery
1
Excess Return 1m
0.195
Excess Return 1y
0.566
Excess Return 3m
0.012
Excess Return 6m
0.441
Expected Shortfall 95 1y
-0.042
Market Cap
9,932,960,187.5
Max Drawdown 1m
-0.023
Max Drawdown 1w
-0.021
Max Drawdown 1y
-0.193
Max Drawdown 2y
-0.358
Max Drawdown 3m
-0.190
Max Drawdown 5y
-0.683
Max Drawdown 6m
-0.190
Momentum Acceleration 1m Vs 3m
0.184
Momentum Acceleration 3m Vs 6m
-0.070
Moving Average Alignment
0.500
Relative Strength Acceleration
0.009
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.006
Return 1m
0.201
Return 1w
0.036
Return 1y
0.753
Return 2y
0.674
Return 3m
0.052
Return 5y
-0.059
Return 6m
0.523
Return Skewness 1y
0.767
Sector Excess Return 1y
0.706
Sharpe 1m
7.851
Sharpe 1y
1.717
Sharpe 2y
0.832
Sharpe 3m
0.883
Sharpe 5y
0.170
Sharpe 6m
3.073
Sortino 1m
11.009
Sortino 1y
1.990
Sortino 2y
0.937
Sortino 3m
0.973
Sortino 5y
0.176
Sortino 6m
3.445
Trend R2 1m
0.926
Trend R2 1w
0.548
Trend R2 1y
0.856
Trend R2 2y
0.363
Trend R2 3m
0.088
Trend R2 5y
0.521
Trend R2 6m
0.424
Trend 1m
0.011
Trend 1w
0.008
Trend 1y
0.003
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
-0.001
Trend 6m
0.002
Upside Capture 1y
0.701
Value At Risk 95 1y
-0.032
Volatility 1m
0.286
Volatility 1w
0.301
Volatility 1y
0.366
Volatility 2y
0.409
Volatility 3m
0.272
Volatility 5y
0.402
Volatility 6m
0.288
Worst Day 1y
-0.059
Distance From Sma 50 Score
0.628
Downside Volatility 1y Score
0.354
Downside Volatility 3m Score
0.263
Drawdown Recovery Score
1
Excess Return 1m Score
0.825
Excess Return 1y Score
1
Excess Return 3m Score
0.519
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.581
Log Avg Dollar Volume 20d Score
0.714
Log Market Cap Score
0.446
Drawdown Score 1y
0.703
Drawdown Score 5y
0.317
Momentum Acceleration 1m Vs 3m Score
1
Momentum Acceleration 3m Vs 6m Score
0.267
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
1
Relative Volume 20d Score
0.262
Return 1m Score
0.835
Return 1y Score
0.971
Return 3m Score
0.565
Return 6m Score
0.936
Return Skewness 1y Score
0.628
Sortino 1y Score
0.624
Sortino 3m Score
0.497
Trend R2 1y Score
0.856
Trend R2 3m Score
0.088
Trend Slope 1y Score
0.718
Trend Slope 3m Score
0.441
Volatility 1y Score
0.421
Volatility 3m Score
0.296