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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

DHLGY

Industrials | v2 | as of 2026-07-23
Close

Research Detail

DHLGY

DHLGY

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.057
Correlation To Benchmark 1y
0.470
Inverse To Benchmark 1y
0.530
Drawdown Score 1m
0.868
Drawdown Score 3m
0.785
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
0.675
Drawdown Score 1y
0.725
Drawdown Score 2y
0.699
Drawdown Score 5y
0.420
Return 1w
-0.013
Return 1m
0.105
Return 3m
0.164
Return 6m
0.225
Return 1y
0.452
Return 2y
0.593
Return 5y
0.166
Sharpe 1m
4.767
Sharpe 3m
1.894
Sharpe 6m
1.403
Sharpe 1y
1.446
Sharpe 2y
0.939
Sharpe 5y
0.251
Trend 1w
-0.001
Trend 1m
0.005
Trend 3m
0.003
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.242
Volatility 1m
0.259
Volatility 3m
0.354
Volatility 6m
0.327
Volatility 1y
0.286
Volatility 2y
0.294
Volatility 5y
0.297
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
DHLGY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:17 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
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
0.157
Aptet Fit Raw Score
0.261
Aptet Fit Confidence
0.203
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.734
Force Fit Raw Score
0.751
Force Fit Confidence
0.954
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:17 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "DHLGY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "DHLGY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "DHLGY",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.07660692497111693,
    "eligibleDays": 352,
    "fitnessScore": -0.197660857399596,
    "lookbackDays": 14,
    "returnLift1D": -0.012502233890713199,
    "hitRateLift1D": -0.75,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.75,
      "5": 1,
      "10": 0
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.012502233890713199,
      "5": 0.02843678276495687,
      "10": 0
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.07660692497111693,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.07660692497111693,
    "bestRawFitnessScore": -0.197660857399596,
    "upperQuartileComboQuality": 0.07660692497111693
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.15717958264235005,
    "rawScore": 0.2612855399768936,
    "confidence": 0.203125,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 1,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 352,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 14,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 352,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 14,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 352,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 14,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 352,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 14,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 339,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 21,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 339,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 21,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 339,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 21,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 5,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 339,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 21,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 2,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 330,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 30,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 330,
      "fitnessScore": -0.197660857399596,
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      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
      "ticker": "DHLGY",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 330,
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      "lookbackDays": 30,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
      "ticker": "DHLGY",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
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      "eligibleDays": 330,
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      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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      },
      "shadowMaxDrawdown": 0,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      },
      "hitRate1D": 0,
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      "eligibleDays": 315,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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      },
      "baselineAvgForwardReturns": {
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        "10": 0
      }
    },
    {
      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
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        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 315,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 45,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
      }
    },
    {
      "topN": 4,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 315,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 45,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
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        "10": 0
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    },
    {
      "topN": 5,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 315,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 45,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
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        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
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    },
    {
      "topN": 2,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 297,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 63,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
        "10": 0
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
        "5": 0.02843678276495687,
        "10": 0
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    },
    {
      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 297,
      "fitnessScore": -0.197660857399596,
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      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.75,
        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
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        "10": 0
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      "baselineAvgForwardReturns": {
        "1": 0.012502233890713199,
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        "10": 0
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    },
    {
      "topN": 4,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 297,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 63,
      "returnLift1D": -0.012502233890713199,
      "hitRateLift1D": -0.75,
      "activationRate": 0,
      "activationCount": 0,
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        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
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        "1": 0,
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      },
      "baselineAvgForwardReturns": {
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        "10": 0
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    },
    {
      "topN": 5,
      "ticker": "DHLGY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.07660692497111693,
      "eligibleDays": 297,
      "fitnessScore": -0.197660857399596,
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      "activationRate": 0,
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        "5": 1,
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      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
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        "10": 0
      },
      "shadowMaxDrawdown": 0,
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      "riskOffActivations": 0,
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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": 2,
      "comboQuality": 0.07660692497111693,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 14,
      "returnLift1D": -0.012502233890713199,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07660692497111693,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 21,
      "returnLift1D": -0.012502233890713199,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07660692497111693,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 30,
      "returnLift1D": -0.012502233890713199,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.07660692497111693,
      "fitnessScore": -0.197660857399596,
      "lookbackDays": 45,
      "returnLift1D": -0.012502233890713199,
      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.197660857399596,
      "lookbackDays": 63,
      "returnLift1D": -0.012502233890713199,
      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "strategyOptions": {
    "shadow": "Scores the stock like a standalone trade-only-when-active strategy.",
    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
    "coverage": "Rewards stocks that activate often without giving up too much quality.",
    "precision": "Prioritizes hit rate and average return after activation."
  },
  "universeIdentity": {
    "hash": "2eb36652da9bd3fd9c8059a94fba40f4435d21f2901f518cdf1c52690e8e4465",
    "size": 13,
    "members": [
      "DHLGY",
      "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",
      "DHLGY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "DHLGY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "DHLGY",
    "hitRates": {
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      "5": 0.6602564102564102,
      "10": 0.7284768211920529
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    "hitRate1D": 0.55625,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.8515048921231595,
    "eligibleDays": 326,
    "fitnessScore": 0.73421971088087,
    "lookbackDays": 63,
    "returnLift1D": 0.0002468496855072735,
    "hitRateLift1D": 0.007170245398772979,
    "portfolioSize": 3,
    "activationRate": 0.49079754601226994,
    "activationCount": 160,
    "baselineHitRates": {
      "1": 0.549079754601227,
      "5": 0.6024844720496895,
      "10": 0.6340694006309149
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    "sampleConfidence": 0.9945833333333334,
    "shadowSharpeLike": 1.2943923138687365,
    "avgForwardReturns": {
      "1": 0.0020649809553774283,
      "5": 0.01305141023173456,
      "10": 0.026699644306583784
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    "shadowMaxDrawdown": -0.12037826077910885,
    "shadowTotalReturn": 0.3460279846443315,
    "avgForwardReturn1D": 0.0020649809553774283,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17"
    ],
    "horizonObservationCounts": {
      "1": 160,
      "5": 156,
      "10": 151
    },
    "baselineAvgForwardReturns": {
      "1": 0.0018181312698701548,
      "5": 0.01025453360167311,
      "10": 0.020034288862966636
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8515048921231595,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6931007940016878,
    "bestRawFitnessScore": 0.73421971088087,
    "upperQuartileComboQuality": 0.759906112901714
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7338816858921205,
    "rawScore": 0.751050403296164,
    "confidence": 0.954280785074625,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 3
    },
    "profileBreadth": 0.7001029438673448,
    "recommendedRegion": {
      "lookbackDays": [
        21,
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      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.780539118257933,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 3,
      "ticker": "DHLGY",
      "hitRates": {
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        "5": 0.6602564102564102,
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      "hitRate1D": 0.55625,
      "rankWeights": [
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      "comboQuality": 0.8515048921231595,
      "eligibleDays": 326,
      "fitnessScore": 0.73421971088087,
      "lookbackDays": 63,
      "returnLift1D": 0.0002468496855072735,
      "hitRateLift1D": 0.007170245398772979,
      "portfolioSize": 3,
      "activationRate": 0.49079754601226994,
      "activationCount": 160,
      "baselineHitRates": {
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      "sampleConfidence": 0.9945833333333334,
      "shadowSharpeLike": 1.2943923138687365,
      "avgForwardReturns": {
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      },
      "shadowMaxDrawdown": -0.12037826077910885,
      "shadowTotalReturn": 0.3460279846443315,
      "avgForwardReturn1D": 0.0020649809553774283,
      "riskOffActivations": 0,
      "activationDatesSample": [
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    },
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  ],
  "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": [
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      "lookbackDays": 14,
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      "shadowTotalReturn": 0.24462538988299376,
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      "lookbackDays": 21,
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      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.11895818785421586,
      "avgForwardReturn1D": 0.0013818867226340229
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      "lookbackDays": 45,
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      "lookbackDays": 63,
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  ],
  "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": "2eb36652da9bd3fd9c8059a94fba40f4435d21f2901f518cdf1c52690e8e4465",
    "size": 13,
    "members": [
      "DHLGY",
      "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
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Return 1m
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Return 1w
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Return 1y
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Return 2w
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Return 2y
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Return 3m
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Return 5y
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Return 6m
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Sharpe 1m
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Sharpe 1w
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Sharpe 1y
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Sharpe 2w
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Sharpe 2y
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Sharpe 3m
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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
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Volatility 1y
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Volatility 2w
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Volatility 2y
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Volatility 3m
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Volatility 5y
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Volatility 6m
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Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.640
Liquidity
0.344
Momentum
0.684
Relative strength
0.739
Trend quality
0.790
Stability
0.713
Aggression
0.470
Downside risk
0.625
Drawdown state
0.968
Quality momentum
0.712
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.530
Benchmark Independence 3m Score
0.509
Beta 1y Profile Score
0.423
Beta 3m Profile Score
0.531
Beta Change Score
0.635
Correlation Change Score
0.510
Current Drawdown Score
0.954
Days Since 52w High Score
0.024
Distance From 52w High Score
0.954
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.826
Distance From Sma 50 Score
0.601
Downside Volatility 1m Score
0.227
Downside Volatility 1y Score
0.296
Downside Volatility 2y Score
0.308
Downside Volatility 3m Score
0.417
Downside Volatility 5y Score
0.331
Downside Volatility 6m Score
0.398
Drawdown Recovery Score
1
Excess Return 1m Score
0.665
Excess Return 1y Score
0.941
Excess Return 3m Score
0.706
Excess Return 6m Score
0.736
Expected Shortfall 95 1y Score
0.639
Log Avg Dollar Volume 20d Score
0.344
Log Market Cap Score
0.640
Drawdown Score 1m
0.868
Drawdown Score 1y
0.725
Drawdown Score 2y
0.699
Drawdown Score 3m
0.785
Drawdown Score 5y
0.420
Drawdown Score 6m
0.675
Momentum Acceleration 1m Vs 3m Score
0.668
Momentum Acceleration 3m Vs 6m Score
0.558
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.765
Relative Strength Slope 3m Score
0.661
Relative Volume 20d Score
0.181
Return 1m Score
0.675
Return 1w Score
0.456
Return 1y Score
0.782
Return 2y Score
0.455
Return 3m Score
0.705
Return 5y Score
0.090
Return 6m Score
0.687
Return Skewness 1y Score
0.558
Sector Excess Return 1y Score
0.886
Sharpe 1m Score
1
Sharpe 1y Score
0.689
Sharpe 2y Score
0.588
Sharpe 3m Score
0.779
Sharpe 5y Score
0.450
Sharpe 6m Score
0.681
Sortino 1m Score
1
Sortino 1y Score
0.565
Sortino 2y Score
0.497
Sortino 3m Score
0.606
Sortino 5y Score
0.406
Sortino 6m Score
0.539
Trend R2 1m Score
0.732
Trend R2 1w Score
0.052
Trend R2 1y Score
0.808
Trend R2 2y Score
0.797
Trend R2 3m Score
0.853
Trend R2 5y Score
0.094
Trend R2 6m Score
0.497
Trend Slope 1m Score
0.839
Trend Slope 1w Score
0.433
Trend Slope 1y Score
0.593
Trend Slope 2y Score
0.572
Trend Slope 3m Score
0.702
Trend Slope 5y Score
0.510
Trend Slope 6m Score
0.593
Volatility 1m Score
0.279
Volatility 1w Score
0.256
Volatility 1y Score
0.315
Volatility 2y Score
0.325
Volatility 3m Score
0.405
Volatility 5y Score
0.329
Volatility 6m Score
0.369
Worst Day 1y Score
0.570
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
10,732,613.97
Best Day 1y
0.089
Beta To Benchmark 1y
1.057
Beta 3m
1.327
Beta Change
0.271
Beta To Sector 1y
0.889
Correlation To Benchmark 1y
0.470
Correlation 3m
0.491
Correlation Change
0.021
Correlation To Sector 1y
0.520
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.530
Benchmark Independence 3m Score
0.509
Beta 1y Profile Score
0.423
Beta 3m Profile Score
0.531
Beta Change Score
0.635
Correlation Change Score
0.510
Current Drawdown Score
0.954
Distance From Sma 20 Score
0.517
Distance From Sma 200 Score
0.826
Current Drawdown
-0.030
Days Since 52w High
6
Distance From 52w High
-0.030
Distance From Sma 20
0.010
Distance From Sma 200
0.196
Distance From Sma 50
0.061
Downside Capture 1y
0.977
Downside Volatility 1m
0.220
Downside Volatility 1w
-
Downside Volatility 1y
0.272
Downside Volatility 2y
0.281
Downside Volatility 3m
0.363
Downside Volatility 5y
0.298
Downside Volatility 6m
0.349
Drawdown Recovery
1
Excess Return 1m
0.099
Excess Return 1y
0.265
Excess Return 3m
0.123
Excess Return 6m
0.142
Expected Shortfall 95 1y
-0.036
Market Cap
73,630,184,228.06
Max Drawdown 1m
-0.033
Max Drawdown 1w
-0.017
Max Drawdown 1y
-0.179
Max Drawdown 2y
-0.241
Max Drawdown 3m
-0.086
Max Drawdown 5y
-0.580
Max Drawdown 6m
-0.179
Momentum Acceleration 1m Vs 3m
0.051
Momentum Acceleration 3m Vs 6m
0.017
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.003
Relative Volume 20d
0.789
Return 1m
0.105
Return 1w
-0.013
Return 1y
0.452
Return 2y
0.593
Return 3m
0.164
Return 5y
0.166
Return 6m
0.225
Return Skewness 1y
0.350
Sector Excess Return 1y
0.231
Sharpe 1m
4.767
Sharpe 1y
1.446
Sharpe 2y
0.939
Sharpe 3m
1.894
Sharpe 5y
0.251
Sharpe 6m
1.403
Sortino 1m
5.612
Sortino 1y
1.522
Sortino 2y
0.980
Sortino 3m
1.847
Sortino 5y
0.250
Sortino 6m
1.315
Trend R2 1m
0.732
Trend R2 1w
0.052
Trend R2 1y
0.808
Trend R2 2y
0.797
Trend R2 3m
0.853
Trend R2 5y
0.094
Trend R2 6m
0.497
Trend 1m
0.005
Trend 1w
-0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
1.252
Value At Risk 95 1y
-0.025
Volatility 1m
0.259
Volatility 1w
0.242
Volatility 1y
0.286
Volatility 2y
0.294
Volatility 3m
0.354
Volatility 5y
0.297
Volatility 6m
0.327
Worst Day 1y
-0.086
Distance From Sma 50 Score
0.601
Downside Volatility 1y Score
0.296
Downside Volatility 3m Score
0.417
Drawdown Recovery Score
1
Excess Return 1m Score
0.665
Excess Return 1y Score
0.941
Excess Return 3m Score
0.706
Excess Return 6m Score
0.736
Expected Shortfall 95 1y Score
0.639
Log Avg Dollar Volume 20d Score
0.344
Log Market Cap Score
0.640
Drawdown Score 1y
0.725
Drawdown Score 5y
0.420
Momentum Acceleration 1m Vs 3m Score
0.668
Momentum Acceleration 3m Vs 6m Score
0.558
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.765
Relative Volume 20d Score
0.181
Return 1m Score
0.675
Return 1y Score
0.782
Return 3m Score
0.705
Return 6m Score
0.687
Return Skewness 1y Score
0.558
Sortino 1y Score
0.565
Sortino 3m Score
0.606
Trend R2 1y Score
0.808
Trend R2 3m Score
0.853
Trend Slope 1y Score
0.593
Trend Slope 3m Score
0.702
Volatility 1y Score
0.315
Volatility 3m Score
0.405