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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

GEV

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

Research Detail

GEV

GEV

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.
35 fields
Beta To Benchmark 1y
2.034
Correlation To Benchmark 1y
0.489
Inverse To Benchmark 1y
0.511
Drawdown Score 1m
0.354
Drawdown Score 3m
0.386
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
0.553
Drawdown Score 1y
0.622
Drawdown Score 2y
0.521
Drawdown Score 5y
0.617
Return 1w
-0.005
Return 1m
-0.004
Return 3m
-0.085
Return 6m
0.546
Return 1y
0.883
Return 2y
5.412
Return 5y
6.890
Sharpe 1m
0.229
Sharpe 3m
-0.377
Sharpe 6m
1.921
Sharpe 1y
1.457
Sharpe 2y
1.997
Trend 1w
-0.007
Trend 1m
-0.002
Trend 3m
-0.000
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.003
Trend 5y
0.004
Volatility 1w
0.817
Volatility 1m
0.622
Volatility 3m
0.547
Volatility 6m
0.525
Volatility 1y
0.529
Volatility 2y
0.539
Volatility 5y
0.536
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
GEV
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:27 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Industrials
Sector Benchmark Ticker
XLI
Feature Coverage Ratio
100%
History Coverage Days
582
Data Start Date
2024-03-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.978
Aptet Fit Raw Score
0.982
Aptet Fit Confidence
0.992
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.977
Force Fit Raw Score
0.986
Force Fit Confidence
0.982
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:27 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "GEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "GEV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "GEV",
    "hitRates": {
      "1": 0.5579399141630901,
      "5": 0.6508620689655172,
      "10": 0.6594827586206896
    },
    "hitRate1D": 0.5579399141630901,
    "comboQuality": 0.9990291709219071,
    "eligibleDays": 315,
    "fitnessScore": 1.8760055428662992,
    "lookbackDays": 45,
    "returnLift1D": -0.00005723639795997184,
    "hitRateLift1D": 0.018257374480550426,
    "activationRate": 0.7396825396825397,
    "activationCount": 233,
    "baselineHitRates": {
      "1": 0.5396825396825397,
      "5": 0.6141479099678456,
      "10": 0.6274509803921569
    },
    "sampleConfidence": 0.9994277539341918,
    "shadowSharpeLike": 1.7891051281914652,
    "avgForwardReturns": {
      "1": 0.004090455757537488,
      "5": 0.020406137514720264,
      "10": 0.03973392582076669
    },
    "shadowMaxDrawdown": -0.22783845304642047,
    "shadowTotalReturn": 1.3055426651066697,
    "avgForwardReturn1D": 0.004090455757537488,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 233,
      "5": 232,
      "10": 232
    },
    "baselineAvgForwardReturns": {
      "1": 0.00414769215549746,
      "5": 0.019489101865044885,
      "10": 0.03813883683831382
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9990291709219071,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9759037152638257,
    "bestRawFitnessScore": 1.8760055428662992,
    "upperQuartileComboQuality": 0.9921064338372908
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9779041336560287,
    "rawScore": 0.9817754797381124,
    "confidence": 0.992113581644723,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.9499314626092497,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9676650476748666,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5579399141630901,
        "5": 0.6508620689655172,
        "10": 0.6594827586206896
      },
      "hitRate1D": 0.5579399141630901,
      "comboQuality": 0.9990291709219071,
      "eligibleDays": 315,
      "fitnessScore": 1.8760055428662992,
      "lookbackDays": 45,
      "returnLift1D": -0.00005723639795997184,
      "hitRateLift1D": 0.018257374480550426,
      "activationRate": 0.7396825396825397,
      "activationCount": 233,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6141479099678456,
        "10": 0.6274509803921569
      },
      "sampleConfidence": 0.9994277539341918,
      "shadowSharpeLike": 1.7891051281914652,
      "avgForwardReturns": {
        "1": 0.004090455757537488,
        "5": 0.020406137514720264,
        "10": 0.03973392582076669
      },
      "shadowMaxDrawdown": -0.22783845304642047,
      "shadowTotalReturn": 1.3055426651066697,
      "avgForwardReturn1D": 0.004090455757537488,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 233,
        "5": 232,
        "10": 232
      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
        "10": 0.03813883683831382
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5550847457627118,
        "5": 0.6468085106382979,
        "10": 0.6553191489361702
      },
      "hitRate1D": 0.5550847457627118,
      "comboQuality": 0.9983352032762208,
      "eligibleDays": 315,
      "fitnessScore": 1.7572049346928227,
      "lookbackDays": 45,
      "returnLift1D": -0.000273576701047616,
      "hitRateLift1D": 0.015402206080172176,
      "activationRate": 0.7492063492063492,
      "activationCount": 236,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6141479099678456,
        "10": 0.6274509803921569
      },
      "sampleConfidence": 0.9994350282485877,
      "shadowSharpeLike": 1.707939008457389,
      "avgForwardReturns": {
        "1": 0.003874115454449844,
        "5": 0.019800988507179436,
        "10": 0.03883424999501837
      },
      "shadowMaxDrawdown": -0.2736989109948945,
      "shadowTotalReturn": 1.2174413502366255,
      "avgForwardReturn1D": 0.003874115454449844,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 236,
        "5": 235,
        "10": 235
      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
        "10": 0.03813883683831382
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.6406926406926406,
        "10": 0.6607929515418502
      },
      "hitRate1D": 0.5584415584415584,
      "comboQuality": 0.9936889271138636,
      "eligibleDays": 339,
      "fitnessScore": 1.4630060734076376,
      "lookbackDays": 21,
      "returnLift1D": -0.0004521901409099767,
      "hitRateLift1D": 0.018618549592000933,
      "activationRate": 0.6814159292035398,
      "activationCount": 231,
      "baselineHitRates": {
        "1": 0.5398230088495575,
        "5": 0.608955223880597,
        "10": 0.6333333333333333
      },
      "sampleConfidence": 0.9988455988455989,
      "shadowSharpeLike": 1.3395475855839947,
      "avgForwardReturns": {
        "1": 0.0035612639641077223,
        "5": 0.021267921979813448,
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      "shadowMaxDrawdown": -0.20923697979747813,
      "shadowTotalReturn": 0.9644035754523501,
      "avgForwardReturn1D": 0.0035612639641077223,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11"
      ],
      "horizonObservationCounts": {
        "1": 231,
        "5": 231,
        "10": 227
      },
      "baselineAvgForwardReturns": {
        "1": 0.004013454105017699,
        "5": 0.019221626751273858,
        "10": 0.03999484599361887
      }
    },
    {
      "topN": 3,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5530973451327433,
        "5": 0.6622222222222223,
        "10": 0.6622222222222223
      },
      "hitRate1D": 0.5530973451327433,
      "comboQuality": 0.9928378337939545,
      "eligibleDays": 315,
      "fitnessScore": 1.434986069943066,
      "lookbackDays": 45,
      "returnLift1D": -0.0007349618211128619,
      "hitRateLift1D": 0.013414805450203682,
      "activationRate": 0.7174603174603175,
      "activationCount": 226,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6141479099678456,
        "10": 0.6274509803921569
      },
      "sampleConfidence": 0.9994100294985251,
      "shadowSharpeLike": 1.5363025895213707,
      "avgForwardReturns": {
        "1": 0.0034127303343845982,
        "5": 0.02075797097980029,
        "10": 0.04020916295877919
      },
      "shadowMaxDrawdown": -0.26740771635070393,
      "shadowTotalReturn": 0.9429432500618258,
      "avgForwardReturn1D": 0.0034127303343845982,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 226,
        "5": 225,
        "10": 225
      },
      "baselineAvgForwardReturns": {
        "1": 0.00414769215549746,
        "5": 0.019489101865044885,
        "10": 0.03813883683831382
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5527426160337553,
        "5": 0.6394849785407726,
        "10": 0.6578947368421053
      },
      "hitRate1D": 0.5527426160337553,
      "comboQuality": 0.9922288682149374,
      "eligibleDays": 330,
      "fitnessScore": 1.416898355588033,
      "lookbackDays": 30,
      "returnLift1D": -0.000888146157060577,
      "hitRateLift1D": 0.010318373609512821,
      "activationRate": 0.7181818181818181,
      "activationCount": 237,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.6196319018404908,
        "10": 0.6417445482866043
      },
      "sampleConfidence": 0.9963431786216597,
      "shadowSharpeLike": 1.4124243492128714,
      "avgForwardReturns": {
        "1": 0.0033556218019198205,
        "5": 0.019625506523552903,
        "10": 0.04135347561757224
      },
      "shadowMaxDrawdown": -0.31027838390997464,
      "shadowTotalReturn": 0.9550508170002963,
      "avgForwardReturn1D": 0.0033556218019198205,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 237,
        "5": 233,
        "10": 228
      },
      "baselineAvgForwardReturns": {
        "1": 0.0042437679589803975,
        "5": 0.021122468955190016,
        "10": 0.04276602909005944
      }
    },
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5584415584415584,
        "5": 0.6387665198237885,
        "10": 0.6576576576576577
      },
      "hitRate1D": 0.5584415584415584,
      "comboQuality": 0.9920656223780753,
      "eligibleDays": 330,
      "fitnessScore": 1.4122885548716242,
      "lookbackDays": 30,
      "returnLift1D": -0.0008048576173687685,
      "hitRateLift1D": 0.01601731601731593,
      "activationRate": 0.7,
      "activationCount": 231,
      "baselineHitRates": {
        "1": 0.5424242424242425,
        "5": 0.6196319018404908,
        "10": 0.6417445482866043
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      },
      "sampleConfidence": 0.9985428051001822,
      "shadowSharpeLike": 0.8519196802465654,
      "avgForwardReturns": {
        "1": 0.002534829438972992,
        "5": 0.019873881237432566,
        "10": 0.03980411882639961
      },
      "shadowMaxDrawdown": -0.18070959397289987,
      "shadowTotalReturn": 0.4100502518526701,
      "avgForwardReturn1D": 0.002534829438972992,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-03",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 179
      },
      "baselineAvgForwardReturns": {
        "1": 0.004013454105017699,
        "5": 0.019221626751273858,
        "10": 0.03999484599361887
      }
    },
    {
      "topN": 3,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5364583333333334,
        "5": 0.6321243523316062,
        "10": 0.6528497409326425
      },
      "hitRate1D": 0.5364583333333334,
      "comboQuality": 0.7066349512395758,
      "eligibleDays": 352,
      "fitnessScore": 0.5434012220658662,
      "lookbackDays": 14,
      "returnLift1D": -0.0021236757257074358,
      "hitRateLift1D": -0.0048522079772079785,
      "activationRate": 0.5482954545454546,
      "activationCount": 193,
      "baselineHitRates": {
        "1": 0.5413105413105413,
        "5": 0.6109510086455331,
        "10": 0.6239067055393586
      },
      "sampleConfidence": 0.9996545768566495,
      "shadowSharpeLike": 0.6621969854819854,
      "avgForwardReturns": {
        "1": 0.0019748899298825244,
        "5": 0.020015339212122032,
        "10": 0.04135771468816463
      },
      "shadowMaxDrawdown": -0.3110568651689197,
      "shadowTotalReturn": 0.2851915470269286,
      "avgForwardReturn1D": 0.0019748899298825244,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 192,
        "5": 193,
        "10": 193
      },
      "baselineAvgForwardReturns": {
        "1": 0.00409856565558996,
        "5": 0.020367733170929877,
        "10": 0.03790423215640375
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    },
    {
      "topN": 2,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5416666666666666,
        "5": 0.6369047619047619,
        "10": 0.6488095238095238
      },
      "hitRate1D": 0.5416666666666666,
      "comboQuality": 0.46554894352619963,
      "eligibleDays": 352,
      "fitnessScore": 0.3196349566236093,
      "lookbackDays": 14,
      "returnLift1D": -0.00291286134922657,
      "hitRateLift1D": 0.00035612535612528085,
      "activationRate": 0.4772727272727273,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5413105413105413,
        "5": 0.6109510086455331,
        "10": 0.6239067055393586
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3670885228921673,
      "avgForwardReturns": {
        "1": 0.00118570430636339,
        "5": 0.019510509296739136,
        "10": 0.040625434173436815
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      "shadowMaxDrawdown": -0.23426136319871416,
      "shadowTotalReturn": 0.09827177783667018,
      "avgForwardReturn1D": 0.00118570430636339,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 168,
        "10": 168
      },
      "baselineAvgForwardReturns": {
        "1": 0.00409856565558996,
        "5": 0.020367733170929877,
        "10": 0.03790423215640375
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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": 0.9585196027663496,
      "fitnessScore": 1.0408371918699857,
      "lookbackDays": 14,
      "returnLift1D": -0.0011102344344267943,
      "activationRate": 0.6136363636363636,
      "activationCount": 216,
      "sampleConfidence": 0.9993827160493828,
      "shadowTotalReturn": 0.6521443635034565,
      "avgForwardReturn1D": 0.002988331221163166
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9936889271138636,
      "fitnessScore": 1.4630060734076376,
      "lookbackDays": 21,
      "returnLift1D": -0.0004521901409099767,
      "activationRate": 0.6814159292035398,
      "activationCount": 231,
      "sampleConfidence": 0.9988455988455989,
      "shadowTotalReturn": 0.9644035754523501,
      "avgForwardReturn1D": 0.0035612639641077223
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9922288682149374,
      "fitnessScore": 1.416898355588033,
      "lookbackDays": 30,
      "returnLift1D": -0.000888146157060577,
      "activationRate": 0.7181818181818181,
      "activationCount": 237,
      "sampleConfidence": 0.9963431786216597,
      "shadowTotalReturn": 0.9550508170002963,
      "avgForwardReturn1D": 0.0033556218019198205
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9990291709219071,
      "fitnessScore": 1.8760055428662992,
      "lookbackDays": 45,
      "returnLift1D": -0.00005723639795997184,
      "activationRate": 0.7396825396825397,
      "activationCount": 233,
      "sampleConfidence": 0.9994277539341918,
      "shadowTotalReturn": 1.3055426651066697,
      "avgForwardReturn1D": 0.004090455757537488
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.97563548510221,
      "fitnessScore": 1.1617914798342308,
      "lookbackDays": 63,
      "returnLift1D": -0.00013809033921335446,
      "activationRate": 0.6430976430976431,
      "activationCount": 191,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.7304642276953754,
      "avgForwardReturn1D": 0.0033233979644920397
    }
  ],
  "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": "6632c60dd51d022b678f8084510393f5edff1c2cffbcb2847719567e28545cde",
    "size": 13,
    "members": [
      "GEV",
      "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",
      "GEV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "GEV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "GEV",
    "hitRates": {
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      "5": 0.646551724137931,
      "10": 0.6594827586206896
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    "hitRate1D": 0.5603448275862069,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9997469401764355,
    "eligibleDays": 344,
    "fitnessScore": 2.1719589406839206,
    "lookbackDays": 45,
    "returnLift1D": 0.00011367660853593958,
    "hitRateLift1D": 0.013833199679230135,
    "portfolioSize": 4,
    "activationRate": 0.6744186046511628,
    "activationCount": 232,
    "baselineHitRates": {
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      "5": 0.6147058823529412,
      "10": 0.6328358208955224
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.9525802425862835,
    "avgForwardReturns": {
      "1": 0.00456833166059725,
      "5": 0.020442236533957978,
      "10": 0.039736389434304326
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    "shadowMaxDrawdown": -0.17730463235438942,
    "shadowTotalReturn": 1.5816268597178618,
    "avgForwardReturn1D": 0.00456833166059725,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 232,
      "5": 232,
      "10": 232
    },
    "baselineAvgForwardReturns": {
      "1": 0.00445465505206131,
      "5": 0.02088112123955675,
      "10": 0.040607419419994094
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9997469401764355,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9776652376303785,
    "bestRawFitnessScore": 2.1719589406839206,
    "upperQuartileComboQuality": 0.9912209655995391
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9773231587101807,
    "rawScore": 0.9860201171606919,
    "confidence": 0.9823594705642424,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.7997473061652076,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9859336984109521,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
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        "5": 0.646551724137931,
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      "hitRate1D": 0.5603448275862069,
      "rankWeights": [
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      "comboQuality": 0.9997469401764355,
      "eligibleDays": 344,
      "fitnessScore": 2.1719589406839206,
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      "returnLift1D": 0.00011367660853593958,
      "hitRateLift1D": 0.013833199679230135,
      "portfolioSize": 4,
      "activationRate": 0.6744186046511628,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowTotalReturn": 1.5816268597178618,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "comboQuality": 0.9997469401764355,
      "eligibleDays": 344,
      "fitnessScore": 2.1719589406839206,
      "lookbackDays": 45,
      "returnLift1D": 0.00011367660853593958,
      "hitRateLift1D": 0.013833199679230135,
      "portfolioSize": 5,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.17730463235438942,
      "shadowTotalReturn": 1.5816268597178618,
      "avgForwardReturn1D": 0.00456833166059725,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
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      "horizonObservationCounts": {
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        "5": 232,
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      "baselineAvgForwardReturns": {
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    },
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    },
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      "comboQuality": 0.9921659813281662,
      "eligibleDays": 359,
      "fitnessScore": 1.4151112547898725,
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      "returnLift1D": 0.00004536185113914728,
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      "portfolioSize": 4,
      "activationRate": 0.6462395543175488,
      "activationCount": 232,
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      "sampleConfidence": 0.9962643678160921,
      "shadowSharpeLike": 1.3858389387533752,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.32720209937828826,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-04-17",
        "2025-04-21",
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      ],
      "horizonObservationCounts": {
        "1": 232,
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        "10": 223
      },
      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.9921659813281662,
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      "fitnessScore": 1.4151112547898725,
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      "returnLift1D": 0.00004536185113914728,
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      },
      "shadowMaxDrawdown": -0.18189193670402837,
      "shadowTotalReturn": 0.41992110262156657,
      "avgForwardReturn1D": 0.0025745515188050406,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-03",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 183,
        "5": 183,
        "10": 178
      },
      "baselineAvgForwardReturns": {
        "1": 0.003416324087931616,
        "5": 0.01661708285887187,
        "10": 0.03358425886603358
      }
    },
    {
      "topN": 4,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5380952380952381,
        "5": 0.6238095238095238,
        "10": 0.6476190476190476
      },
      "hitRate1D": 0.5380952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5262821729137982,
      "eligibleDays": 375,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "hitRateLift1D": 0.002095238095238039,
      "portfolioSize": 4,
      "activationRate": 0.56,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4444081946006468,
      "avgForwardReturns": {
        "1": 0.0014861253297612934,
        "5": 0.017162767077368,
        "10": 0.03808174689486294
      },
      "shadowMaxDrawdown": -0.3886287485504326,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 210,
        "5": 210,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 5,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5380952380952381,
        "5": 0.6238095238095238,
        "10": 0.6476190476190476
      },
      "hitRate1D": 0.5380952380952381,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.5262821729137982,
      "eligibleDays": 375,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "hitRateLift1D": 0.002095238095238039,
      "portfolioSize": 5,
      "activationRate": 0.56,
      "activationCount": 210,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4444081946006468,
      "avgForwardReturns": {
        "1": 0.0014861253297612934,
        "5": 0.017162767077368,
        "10": 0.03808174689486294
      },
      "shadowMaxDrawdown": -0.3886287485504326,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 210,
        "5": 210,
        "10": 210
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 3,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.6173469387755102,
        "10": 0.6428571428571429
      },
      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.29710022538541253,
      "eligibleDays": 375,
      "fitnessScore": 0.1605481500621511,
      "lookbackDays": 14,
      "returnLift1D": -0.0021810444120034175,
      "hitRateLift1D": -0.00028571428571433355,
      "portfolioSize": 3,
      "activationRate": 0.5226666666666666,
      "activationCount": 196,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.19394807848295378,
      "avgForwardReturns": {
        "1": 0.0007558673941311146,
        "5": 0.017157834668157047,
        "10": 0.03830074344338433
      },
      "shadowMaxDrawdown": -0.36365107251784834,
      "shadowTotalReturn": -0.009425987867352714,
      "avgForwardReturn1D": 0.0007558673941311146,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 196,
        "5": 196,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    },
    {
      "topN": 2,
      "ticker": "GEV",
      "hitRates": {
        "1": 0.5321637426900585,
        "5": 0.6198830409356725,
        "10": 0.6432748538011696
      },
      "hitRate1D": 0.5321637426900585,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.12941402599533897,
      "eligibleDays": 375,
      "fitnessScore": -0.06935294489608573,
      "lookbackDays": 14,
      "returnLift1D": -0.0030604709351692385,
      "hitRateLift1D": -0.0038362573099415265,
      "portfolioSize": 2,
      "activationRate": 0.456,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.536,
        "5": 0.5956873315363881,
        "10": 0.6065573770491803
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.08641051269924073,
      "avgForwardReturns": {
        "1": -0.00012355912903470642,
        "5": 0.016901444866445278,
        "10": 0.038377414763359874
      },
      "shadowMaxDrawdown": -0.40536253991079085,
      "shadowTotalReturn": -0.1444925255457944,
      "avgForwardReturn1D": -0.00012355912903470642,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-02-14",
        "2025-02-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 171,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.002936911806134532,
        "5": 0.016022521156332525,
        "10": 0.03286328865925007
      }
    }
  ],
  "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": 0.5262821729137982,
      "fitnessScore": 0.37314964880342655,
      "lookbackDays": 14,
      "returnLift1D": -0.0014507864763732385,
      "activationRate": 0.56,
      "activationCount": 210,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1561120840595851,
      "avgForwardReturn1D": 0.0014861253297612934
    },
    {
      "comboQuality": 0.9706156444796863,
      "fitnessScore": 1.1194429924817388,
      "lookbackDays": 21,
      "returnLift1D": -0.0003932679716830488,
      "activationRate": 0.6114130434782609,
      "activationCount": 225,
      "sampleConfidence": 0.9985185185185186,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7028219457696689,
      "avgForwardReturn1D": 0.0030230561162485673
    },
    {
      "comboQuality": 0.9921659813281662,
      "fitnessScore": 1.4151112547898725,
      "lookbackDays": 30,
      "returnLift1D": 0.00004536185113914728,
      "activationRate": 0.6462395543175488,
      "activationCount": 232,
      "sampleConfidence": 0.9962643678160921,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9845307710202185,
      "avgForwardReturn1D": 0.0034980832918500853
    },
    {
      "comboQuality": 0.9997469401764355,
      "fitnessScore": 2.1719589406839206,
      "lookbackDays": 45,
      "returnLift1D": 0.00011367660853593958,
      "activationRate": 0.6744186046511628,
      "activationCount": 232,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.5816268597178618,
      "avgForwardReturn1D": 0.00456833166059725
    },
    {
      "comboQuality": 0.9909059603566633,
      "fitnessScore": 1.3820200927217678,
      "lookbackDays": 63,
      "returnLift1D": -0.0007052945156849747,
      "activationRate": 0.6288343558282209,
      "activationCount": 205,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.9268279249850604,
      "avgForwardReturn1D": 0.0036430516026431862
    }
  ],
  "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": "6632c60dd51d022b678f8084510393f5edff1c2cffbcb2847719567e28545cde",
    "size": 13,
    "members": [
      "GEV",
      "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
0.767
Liquidity
1
Momentum
0.567
Relative strength
0.622
Trend quality
0.569
Stability
0.553
Aggression
0.592
Downside risk
0.546
Drawdown state
0.871
Quality momentum
0.577
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
79 fields
Inverse To Benchmark 1y
0.511
Benchmark Independence 3m Score
0.531
Beta 1y Profile Score
0.814
Beta 3m Profile Score
0.785
Beta Change Score
0.464
Correlation Change Score
0.490
Current Drawdown Score
0.812
Days Since 52w High Score
0.063
Distance From 52w High Score
0.812
Distance From Sma 20 Score
0.428
Distance From Sma 200 Score
0.916
Distance From Sma 50 Score
0.495
Downside Volatility 1m Score
0.811
Downside Volatility 1y Score
0.552
Downside Volatility 2y Score
0.636
Downside Volatility 3m Score
0.696
Downside Volatility 5y Score
0.618
Downside Volatility 6m Score
0.586
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
1
Excess Return 3m Score
0.291
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.357
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.767
Drawdown Score 1m
0.354
Drawdown Score 1y
0.622
Drawdown Score 2y
0.521
Drawdown Score 3m
0.386
Drawdown Score 5y
0.617
Drawdown Score 6m
0.553
Momentum Acceleration 1m Vs 3m Score
0.582
Momentum Acceleration 3m Vs 6m Score
0.102
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.163
Relative Strength Slope 3m Score
0.444
Relative Volume 20d Score
0.268
Return 1m Score
0.494
Return 1w Score
0.484
Return 1y Score
1
Return 2y Score
1
Return 3m Score
0.394
Return 5y Score
0.607
Return 6m Score
0.955
Return Skewness 1y Score
0.615
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.446
Sharpe 1y Score
0.691
Sharpe 2y Score
0.799
Sharpe 3m Score
0.325
Sharpe 6m Score
0.784
Sortino 1m Score
0.402
Sortino 1y Score
0.583
Sortino 2y Score
0.630
Sortino 3m Score
0.330
Sortino 6m Score
0.632
Trend R2 1m Score
0.166
Trend R2 1w Score
0.137
Trend R2 1y Score
0.817
Trend R2 2y Score
0.937
Trend R2 3m Score
0.006
Trend R2 5y Score
0.957
Trend R2 6m Score
0.703
Trend Slope 1m Score
0.345
Trend Slope 1w Score
0.074
Trend Slope 1y Score
0.681
Trend Slope 2y Score
0.715
Trend Slope 3m Score
0.484
Trend Slope 5y Score
0.725
Trend Slope 6m Score
0.701
Volatility 1m Score
0.762
Volatility 1w Score
1
Volatility 1y Score
0.638
Volatility 2y Score
0.652
Volatility 3m Score
0.663
Volatility 5y Score
0.647
Volatility 6m Score
0.633
Worst Day 1y Score
0.475
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
3,154,030,734.559
Best Day 1y
0.156
Beta To Benchmark 1y
2.034
Beta 3m
1.962
Beta Change
-0.072
Beta To Sector 1y
1.825
Correlation To Benchmark 1y
0.489
Correlation 3m
0.469
Correlation Change
-0.020
Correlation To Sector 1y
0.577
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.511
Benchmark Independence 3m Score
0.531
Beta 1y Profile Score
0.814
Beta 3m Profile Score
0.785
Beta Change Score
0.464
Correlation Change Score
0.490
Current Drawdown Score
0.812
Distance From Sma 20 Score
0.428
Distance From Sma 200 Score
0.916
Current Drawdown
-0.122
Days Since 52w High
16
Distance From 52w High
-0.122
Distance From Sma 20
-0.043
Distance From Sma 200
0.250
Distance From Sma 50
-0.003
Downside Capture 1y
0.452
Downside Volatility 1m
0.658
Downside Volatility 1w
-
Downside Volatility 1y
0.464
Downside Volatility 2y
0.527
Downside Volatility 3m
0.572
Downside Volatility 5y
0.514
Downside Volatility 6m
0.490
Drawdown Recovery
1
Excess Return 1m
-0.010
Excess Return 1y
0.696
Excess Return 3m
-0.126
Excess Return 6m
0.463
Expected Shortfall 95 1y
-0.064
Market Cap
270,262,001,319.75
Max Drawdown 1m
-0.162
Max Drawdown 1w
-0.087
Max Drawdown 1y
-0.246
Max Drawdown 2y
-0.383
Max Drawdown 3m
-0.246
Max Drawdown 5y
-0.383
Max Drawdown 6m
-0.246
Momentum Acceleration 1m Vs 3m
0.025
Momentum Acceleration 3m Vs 6m
-0.119
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.005
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.024
Return 1m
-0.004
Return 1w
-0.005
Return 1y
0.883
Return 2y
5.412
Return 3m
-0.085
Return 5y
6.890
Return 6m
0.546
Return Skewness 1y
0.691
Sector Excess Return 1y
0.662
Sharpe 1m
0.229
Sharpe 1y
1.457
Sharpe 2y
1.997
Sharpe 3m
-0.377
Sharpe 5y
-
Sharpe 6m
1.921
Sortino 1m
0.216
Sortino 1y
1.661
Sortino 2y
2.044
Sortino 3m
-0.361
Sortino 5y
-
Sortino 6m
2.059
Trend R2 1m
0.166
Trend R2 1w
0.137
Trend R2 1y
0.817
Trend R2 2y
0.937
Trend R2 3m
0.006
Trend R2 5y
0.957
Trend R2 6m
0.703
Trend 1m
-0.002
Trend 1w
-0.007
Trend 1y
0.003
Trend 2y
0.003
Trend 3m
-0.000
Trend 5y
0.004
Trend 6m
0.003
Upside Capture 1y
3.506
Value At Risk 95 1y
-0.045
Volatility 1m
0.622
Volatility 1w
0.817
Volatility 1y
0.529
Volatility 2y
0.539
Volatility 3m
0.547
Volatility 5y
0.536
Volatility 6m
0.525
Worst Day 1y
-0.105
Distance From Sma 50 Score
0.495
Downside Volatility 1y Score
0.552
Downside Volatility 3m Score
0.696
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
1
Excess Return 3m Score
0.291
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.357
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.767
Drawdown Score 1y
0.622
Drawdown Score 5y
0.617
Momentum Acceleration 1m Vs 3m Score
0.582
Momentum Acceleration 3m Vs 6m Score
0.102
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.163
Relative Volume 20d Score
0.268
Return 1m Score
0.494
Return 1y Score
1
Return 3m Score
0.394
Return 6m Score
0.955
Return Skewness 1y Score
0.615
Sortino 1y Score
0.583
Sortino 3m Score
0.330
Trend R2 1y Score
0.817
Trend R2 3m Score
0.006
Trend Slope 1y Score
0.681
Trend Slope 3m Score
0.484
Volatility 1y Score
0.638
Volatility 3m Score
0.663