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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

HCC

Materials | v2 | as of 2026-07-10
Close

Research Detail

HCC

HCC

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
0.490
Correlation To Benchmark 1y
0.111
Inverse To Benchmark 1y
0.889
Drawdown Score 1m
0.170
Drawdown Score 3m
0.262
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
0.464
Drawdown Score 1y
0.546
Drawdown Score 2y
0.431
Drawdown Score 5y
0.545
Return 1w
-0.009
Return 1m
-0.154
Return 3m
-0.065
Return 6m
-0.126
Return 1y
0.641
Return 2y
0.137
Return 5y
4.114
Sharpe 1m
-4.773
Sharpe 3m
-0.194
Sharpe 6m
-0.241
Sharpe 1y
1.164
Sharpe 2y
0.376
Sharpe 5y
0.904
Trend 1w
-0.004
Trend 1m
-0.012
Trend 3m
-0.000
Trend 6m
-0.000
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.377
Volatility 1m
0.403
Volatility 3m
0.569
Volatility 6m
0.535
Volatility 1y
0.553
Volatility 2y
0.513
Volatility 5y
0.496
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
HCC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:30 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.365
Aptet Fit Raw Score
0.389
Aptet Fit Confidence
0.879
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.330
Force Fit Raw Score
0.352
Force Fit Confidence
0.873
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:30 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HCC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "HCC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "HCC",
    "hitRates": {
      "1": 0.5159574468085106,
      "5": 0.526595744680851,
      "10": 0.5212765957446809
    },
    "hitRate1D": 0.5159574468085106,
    "comboQuality": 0.7862927842750779,
    "eligibleDays": 330,
    "fitnessScore": 0.6365989048374068,
    "lookbackDays": 30,
    "returnLift1D": 0.00003105176732246754,
    "hitRateLift1D": -0.0007598784194529085,
    "activationRate": 0.5696969696969697,
    "activationCount": 188,
    "baselineHitRates": {
      "1": 0.5167173252279635,
      "5": 0.5261538461538462,
      "10": 0.546875
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.737855815873795,
    "avgForwardReturns": {
      "1": 0.002241494580952588,
      "5": 0.01052538261648668,
      "10": 0.011385077154655582
    },
    "shadowMaxDrawdown": -0.25549717791243054,
    "shadowTotalReturn": 0.3444675403264774,
    "avgForwardReturn1D": 0.002241494580952588,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-15",
      "2025-04-16",
      "2025-04-17",
      "2025-04-21",
      "2025-04-22",
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 188,
      "5": 188,
      "10": 188
    },
    "baselineAvgForwardReturns": {
      "1": 0.0022104428136301203,
      "5": 0.011430629671400726,
      "10": 0.0231923478410477
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7862927842750779,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2981434610588262,
    "bestRawFitnessScore": 0.6365989048374068,
    "upperQuartileComboQuality": 0.4957164796164469
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.36502219134585945,
    "rawScore": 0.38861007050650015,
    "confidence": 0.8786038708163321,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.25009635227505456,
    "recommendedRegion": {
      "topNs": [
        2,
        4,
        5
      ],
      "lookbackDays": [
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.13739824268798126,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5159574468085106,
        "5": 0.526595744680851,
        "10": 0.5212765957446809
      },
      "hitRate1D": 0.5159574468085106,
      "comboQuality": 0.7862927842750779,
      "eligibleDays": 330,
      "fitnessScore": 0.6365989048374068,
      "lookbackDays": 30,
      "returnLift1D": 0.00003105176732246754,
      "hitRateLift1D": -0.0007598784194529085,
      "activationRate": 0.5696969696969697,
      "activationCount": 188,
      "baselineHitRates": {
        "1": 0.5167173252279635,
        "5": 0.5261538461538462,
        "10": 0.546875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.737855815873795,
      "avgForwardReturns": {
        "1": 0.002241494580952588,
        "5": 0.01052538261648668,
        "10": 0.011385077154655582
      },
      "shadowMaxDrawdown": -0.25549717791243054,
      "shadowTotalReturn": 0.3444675403264774,
      "avgForwardReturn1D": 0.002241494580952588,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 188,
        "5": 188,
        "10": 188
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022104428136301203,
        "5": 0.011430629671400726,
        "10": 0.0231923478410477
      }
    },
    {
      "topN": 2,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5203252032520326,
        "5": 0.5691056910569106,
        "10": 0.6260162601626016
      },
      "hitRate1D": 0.5203252032520326,
      "comboQuality": 0.7815223950435963,
      "eligibleDays": 315,
      "fitnessScore": 0.6304032640491819,
      "lookbackDays": 45,
      "returnLift1D": 0.0009790005169942636,
      "hitRateLift1D": 0.004401636373051687,
      "activationRate": 0.3904761904761905,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5159235668789809,
        "5": 0.5193548387096775,
        "10": 0.5409836065573771
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8546774774732041,
      "avgForwardReturns": {
        "1": 0.0031920166439105397,
        "5": 0.011905287232288274,
        "10": 0.023556796675464103
      },
      "shadowMaxDrawdown": -0.15530738402637723,
      "shadowTotalReturn": 0.3601304040585289,
      "avgForwardReturn1D": 0.0031920166439105397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 123,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.002213016126916276,
        "5": 0.010470891864983888,
        "10": 0.021568834806366684
      }
    },
    {
      "topN": 4,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5279503105590062,
        "5": 0.5341614906832298,
        "10": 0.5527950310559007
      },
      "hitRate1D": 0.5279503105590062,
      "comboQuality": 0.7770199304503024,
      "eligibleDays": 297,
      "fitnessScore": 0.6246443936069823,
      "lookbackDays": 63,
      "returnLift1D": 0.00003596240531638468,
      "hitRateLift1D": 0.007680040288735923,
      "activationRate": 0.5420875420875421,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.7287011275273239,
      "avgForwardReturns": {
        "1": 0.00236086104149921,
        "5": 0.00972374582666473,
        "10": 0.015429888434983496
      },
      "shadowMaxDrawdown": -0.18570069912861786,
      "shadowTotalReturn": 0.3025571688347828,
      "avgForwardReturn1D": 0.00236086104149921,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-07-11",
        "2025-07-14",
        "2025-07-23",
        "2025-07-24",
        "2025-07-28",
        "2025-08-01",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023248986361828253,
        "5": 0.011651969485277776,
        "10": 0.023775058776904646
      }
    },
    {
      "topN": 5,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5149700598802395,
        "5": 0.5389221556886228,
        "10": 0.562874251497006
      },
      "hitRate1D": 0.5149700598802395,
      "comboQuality": 0.6994341364865929,
      "eligibleDays": 297,
      "fitnessScore": 0.5358130388354334,
      "lookbackDays": 63,
      "returnLift1D": -0.0002896309071210544,
      "hitRateLift1D": -0.005300210390030813,
      "activationRate": 0.5622895622895623,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6447472310869857,
      "avgForwardReturns": {
        "1": 0.002035267729061771,
        "5": 0.010240814028708788,
        "10": 0.01724666224806421
      },
      "shadowMaxDrawdown": -0.22134955015580582,
      "shadowTotalReturn": 0.24893816399761226,
      "avgForwardReturn1D": 0.002035267729061771,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-07-08",
        "2025-07-11",
        "2025-07-14",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-08-01"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 167,
        "10": 167
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023248986361828253,
        "5": 0.011651969485277776,
        "10": 0.023775058776904646
      }
    },
    {
      "topN": 3,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5374149659863946,
        "5": 0.5510204081632653,
        "10": 0.5578231292517006
      },
      "hitRate1D": 0.5374149659863946,
      "comboQuality": 0.6509967589600129,
      "eligibleDays": 297,
      "fitnessScore": 0.48715316006332465,
      "lookbackDays": 63,
      "returnLift1D": -0.0005920130025892192,
      "hitRateLift1D": 0.017144695716124314,
      "activationRate": 0.494949494949495,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.5308219178082192,
        "10": 0.554006968641115
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.592187304912893,
      "avgForwardReturns": {
        "1": 0.0017328856335936062,
        "5": 0.008875260733588212,
        "10": 0.013966933158076665
      },
      "shadowMaxDrawdown": -0.16164424507232344,
      "shadowTotalReturn": 0.1908460818140767,
      "avgForwardReturn1D": 0.0017328856335936062,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-22",
        "2025-07-23",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
        "2025-08-11",
        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0023248986361828253,
        "5": 0.011651969485277776,
        "10": 0.023775058776904646
      }
    },
    {
      "topN": 3,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.4838709677419355,
        "5": 0.49032258064516127,
        "10": 0.4774193548387097
      },
      "hitRate1D": 0.4838709677419355,
      "comboQuality": 0.44395638650192487,
      "eligibleDays": 339,
      "fitnessScore": 0.30047351118395516,
      "lookbackDays": 21,
      "returnLift1D": -0.00039499833720090536,
      "hitRateLift1D": -0.03092193166634849,
      "activationRate": 0.45722713864306785,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.5209580838323353,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4321341605097374,
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        "5": 0.004029401639790813,
        "10": 0.0024387812423916806
      },
      "shadowMaxDrawdown": -0.3475554723718901,
      "shadowTotalReturn": -0.21866813454166556,
      "avgForwardReturn1D": -0.0008806180403877668,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-14",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 155,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020013305944887256,
        "5": 0.009076989891761155,
        "10": 0.018565153243584424
      }
    },
    {
      "topN": 2,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.48148148148148145,
        "10": 0.4666666666666667
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.0553489272148664,
      "eligibleDays": 339,
      "fitnessScore": -0.2741748363488157,
      "lookbackDays": 21,
      "returnLift1D": -0.003364169905803827,
      "hitRateLift1D": -0.048126232741617314,
      "activationRate": 0.39823008849557523,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.514792899408284,
        "5": 0.5209580838323353,
        "10": 0.5319148936170213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.47851383795834124,
      "avgForwardReturns": {
        "1": -0.0013153874301177172,
        "5": -0.002913114088279554,
        "10": -0.004344369995794683
      },
      "shadowMaxDrawdown": -0.3078412962537701,
      "shadowTotalReturn": -0.23068594407163434,
      "avgForwardReturn1D": -0.0013153874301177172,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-28",
        "2025-03-31",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-25",
        "2025-04-30",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020487824756861097,
        "5": 0.01038285399459386,
        "10": 0.020254444071405413
      }
    },
    {
      "topN": 5,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.4634146341463415,
        "5": 0.5,
        "10": 0.49382716049382713
      },
      "hitRate1D": 0.4634146341463415,
      "comboQuality": 0.052466464962070664,
      "eligibleDays": 352,
      "fitnessScore": -0.2866113878598192,
      "lookbackDays": 14,
      "returnLift1D": -0.0031325007722823317,
      "hitRateLift1D": -0.05658536585365853,
      "activationRate": 0.46875,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.52,
        "5": 0.5144508670520231,
        "10": 0.52046783625731
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      "sampleConfidence": 0.9971717171717173,
      "shadowSharpeLike": -0.4353101902171719,
      "avgForwardReturns": {
        "1": -0.0011311701777936061,
        "5": 0.0038801816864507096,
        "10": 0.00280681710306311
      },
      "shadowMaxDrawdown": -0.36364685166211796,
      "shadowTotalReturn": -0.2577009506872081,
      "avgForwardReturn1D": -0.0011311701777936061,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-14",
        "2025-04-15",
        "2025-04-21",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 164,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020013305944887256,
        "5": 0.009076989891761155,
        "10": 0.018565153243584424
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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": 0.2352104156808646,
      "fitnessScore": 0.09059354644902869,
      "lookbackDays": 14,
      "returnLift1D": -0.001427333457716967,
      "activationRate": 0.375,
      "activationCount": 132,
      "sampleConfidence": 0.9989898989898991,
      "shadowTotalReturn": -0.017333592926091157,
      "avgForwardReturn1D": 0.0005739971367717584
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.44395638650192487,
      "fitnessScore": 0.30047351118395516,
      "lookbackDays": 21,
      "returnLift1D": -0.00039499833720090536,
      "activationRate": 0.45722713864306785,
      "activationCount": 155,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.13839743394525605,
      "avgForwardReturn1D": 0.0016537841384852044
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.7862927842750779,
      "fitnessScore": 0.6365989048374068,
      "lookbackDays": 30,
      "returnLift1D": 0.00003105176732246754,
      "activationRate": 0.5696969696969697,
      "activationCount": 188,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3444675403264774,
      "avgForwardReturn1D": 0.002241494580952588
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7815223950435963,
      "fitnessScore": 0.6304032640491819,
      "lookbackDays": 45,
      "returnLift1D": 0.0009790005169942636,
      "activationRate": 0.3904761904761905,
      "activationCount": 123,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3601304040585289,
      "avgForwardReturn1D": 0.0031920166439105397
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7770199304503024,
      "fitnessScore": 0.6246443936069823,
      "lookbackDays": 63,
      "returnLift1D": 0.00003596240531638468,
      "activationRate": 0.5420875420875421,
      "activationCount": 161,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3025571688347828,
      "avgForwardReturn1D": 0.00236086104149921
    }
  ],
  "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": "65c92f8eb3c980efa217339b21c40dc3ed6b6bfb7ab84605266cedd116da6626",
    "size": 13,
    "members": [
      "HCC",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "HCC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "HCC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "HCC",
    "hitRates": {
      "1": 0.5203252032520326,
      "5": 0.5691056910569106,
      "10": 0.6260162601626016
    },
    "hitRate1D": 0.5203252032520326,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.7665510598612004,
    "eligibleDays": 344,
    "fitnessScore": 0.6115663443754268,
    "lookbackDays": 45,
    "returnLift1D": 0.0010247627468061267,
    "hitRateLift1D": 0.0028833427869162653,
    "portfolioSize": 2,
    "activationRate": 0.35755813953488375,
    "activationCount": 123,
    "baselineHitRates": {
      "1": 0.5174418604651163,
      "5": 0.5205882352941177,
      "10": 0.5313432835820896
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.81786830936812,
    "avgForwardReturns": {
      "1": 0.0031920166439105397,
      "5": 0.011905287232288274,
      "10": 0.023556796675464103
    },
    "shadowMaxDrawdown": -0.15530738402637723,
    "shadowTotalReturn": 0.3601304040585289,
    "avgForwardReturn1D": 0.0031920166439105397,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29",
      "2025-07-30"
    ],
    "horizonObservationCounts": {
      "1": 123,
      "5": 123,
      "10": 123
    },
    "baselineAvgForwardReturns": {
      "1": 0.002167253897104413,
      "5": 0.010095350828643346,
      "10": 0.02007547526596927
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7665510598612004,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2813182617955997,
    "bestRawFitnessScore": 0.6115663443754268,
    "upperQuartileComboQuality": 0.4105849356143247
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3298858926372485,
    "rawScore": 0.35225818817752885,
    "confidence": 0.8729778537950956,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 2
    },
    "profileBreadth": 0.20005300274718846,
    "recommendedRegion": {
      "lookbackDays": [
        45,
        63
      ],
      "portfolioSizes": [
        2,
        4,
        5
      ]
    },
    "parameterStability": 0.11050995288263864,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.5203252032520326,
        "5": 0.5691056910569106,
        "10": 0.6260162601626016
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      "hitRate1D": 0.5203252032520326,
      "rankWeights": [
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      ],
      "comboQuality": 0.7665510598612004,
      "eligibleDays": 344,
      "fitnessScore": 0.6115663443754268,
      "lookbackDays": 45,
      "returnLift1D": 0.0010247627468061267,
      "hitRateLift1D": 0.0028833427869162653,
      "portfolioSize": 2,
      "activationRate": 0.35755813953488375,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5174418604651163,
        "5": 0.5205882352941177,
        "10": 0.5313432835820896
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.81786830936812,
      "avgForwardReturns": {
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        "5": 0.011905287232288274,
        "10": 0.023556796675464103
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      "shadowMaxDrawdown": -0.15530738402637723,
      "shadowTotalReturn": 0.3601304040585289,
      "avgForwardReturn1D": 0.0031920166439105397,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 123,
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        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.002167253897104413,
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        "10": 0.02007547526596927
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.5341614906832298,
        "10": 0.5527950310559007
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      "hitRate1D": 0.5279503105590062,
      "rankWeights": [
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      ],
      "comboQuality": 0.753918682457158,
      "eligibleDays": 326,
      "fitnessScore": 0.596316944184275,
      "lookbackDays": 63,
      "returnLift1D": -0.00011815293458459358,
      "hitRateLift1D": 0.009545402583546081,
      "portfolioSize": 4,
      "activationRate": 0.4938650306748466,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5184049079754601,
        "5": 0.531055900621118,
        "10": 0.5488958990536278
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6955739013014361,
      "avgForwardReturns": {
        "1": 0.00236086104149921,
        "5": 0.00972374582666473,
        "10": 0.015429888434983496
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      "shadowMaxDrawdown": -0.18570069912861786,
      "shadowTotalReturn": 0.3025571688347828,
      "avgForwardReturn1D": 0.00236086104149921,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-07-11",
        "2025-07-14",
        "2025-07-23",
        "2025-07-24",
        "2025-07-28",
        "2025-08-01",
        "2025-08-05",
        "2025-08-06"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 161,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.753918682457158,
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      "returnLift1D": -0.00011815293458459358,
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      "sampleConfidence": 1,
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      "riskOffActivations": 0,
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        "2025-08-01",
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.6239045102036694,
      "eligibleDays": 326,
      "fitnessScore": 0.461353936049043,
      "lookbackDays": 63,
      "returnLift1D": -0.0007461283424901974,
      "hitRateLift1D": 0.019010058010934472,
      "portfolioSize": 3,
      "activationRate": 0.450920245398773,
      "activationCount": 147,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5652841345134746,
      "avgForwardReturns": {
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        "5": 0.008875260733588212,
        "10": 0.013966933158076665
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      "shadowMaxDrawdown": -0.16164424507232344,
      "shadowTotalReturn": 0.1908460818140767,
      "avgForwardReturn1D": 0.0017328856335936062,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-07-23",
        "2025-08-06",
        "2025-08-07",
        "2025-08-08",
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        "2025-08-12",
        "2025-08-13",
        "2025-08-14",
        "2025-08-15"
      ],
      "horizonObservationCounts": {
        "1": 147,
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      },
      "baselineAvgForwardReturns": {
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        "5": 0.012417150750295388,
        "10": 0.023483343262626685
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    },
    {
      "topN": 3,
      "ticker": "HCC",
      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.4240509559341947,
      "eligibleDays": 368,
      "fitnessScore": 0.2826435758060456,
      "lookbackDays": 21,
      "returnLift1D": -0.0001529432343496185,
      "hitRateLift1D": -0.026998597475455854,
      "portfolioSize": 3,
      "activationRate": 0.421195652173913,
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      "sampleConfidence": 1,
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        "2025-04-22",
        "2025-04-24",
        "2025-04-25",
        "2025-04-29",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 130,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019548826813328784,
        "5": 0.009549009504632427,
        "10": 0.01852880458203307
      }
    },
    {
      "topN": 3,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.4726027397260274,
        "5": 0.496551724137931,
        "10": 0.47586206896551725
      },
      "hitRate1D": 0.4726027397260274,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.10064378064092389,
      "eligibleDays": 375,
      "fitnessScore": -0.1318202042082053,
      "lookbackDays": 14,
      "returnLift1D": -0.0018954625997626485,
      "hitRateLift1D": -0.031397260273972605,
      "portfolioSize": 3,
      "activationRate": 0.3893333333333333,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5094339622641509,
        "10": 0.5081967213114754
      },
      "sampleConfidence": 0.9990867579908677,
      "shadowSharpeLike": -0.15651160710498854,
      "avgForwardReturns": {
        "1": -0.0003438499442629505,
        "5": 0.0032020642796307666,
        "10": -0.002646492013693747
      },
      "shadowMaxDrawdown": -0.2907475054119517,
      "shadowTotalReturn": -0.14218759293080074,
      "avgForwardReturn1D": -0.0003438499442629505,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-12",
        "2025-03-13",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-14",
        "2025-04-21",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 145,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015516126554996979,
        "5": 0.007840076774777844,
        "10": 0.015642704235429527
      }
    },
    {
      "topN": 4,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.46835443037974683,
        "5": 0.5064102564102564,
        "10": 0.4935897435897436
      },
      "hitRate1D": 0.46835443037974683,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05287543662517935,
      "eligibleDays": 375,
      "fitnessScore": -0.28480817933101604,
      "lookbackDays": 14,
      "returnLift1D": -0.002622145896979706,
      "hitRateLift1D": -0.03564556962025317,
      "portfolioSize": 4,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5094339622641509,
        "10": 0.5081967213114754
      },
      "sampleConfidence": 0.9983122362869199,
      "shadowSharpeLike": -0.38648000178537695,
      "avgForwardReturns": {
        "1": -0.0010705332414800083,
        "5": 0.004011544622834022,
        "10": 0.002271662227393285
      },
      "shadowMaxDrawdown": -0.36834987523022933,
      "shadowTotalReturn": -0.2435703735649024,
      "avgForwardReturn1D": -0.0010705332414800083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-12",
        "2025-03-13",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-14",
        "2025-04-21",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015516126554996979,
        "5": 0.007840076774777844,
        "10": 0.015642704235429527
      }
    },
    {
      "topN": 5,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.46835443037974683,
        "5": 0.5064102564102564,
        "10": 0.4935897435897436
      },
      "hitRate1D": 0.46835443037974683,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.05287543662517935,
      "eligibleDays": 375,
      "fitnessScore": -0.28480817933101604,
      "lookbackDays": 14,
      "returnLift1D": -0.002622145896979706,
      "hitRateLift1D": -0.03564556962025317,
      "portfolioSize": 5,
      "activationRate": 0.42133333333333334,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.504,
        "5": 0.5094339622641509,
        "10": 0.5081967213114754
      },
      "sampleConfidence": 0.9983122362869199,
      "shadowSharpeLike": -0.38648000178537695,
      "avgForwardReturns": {
        "1": -0.0010705332414800083,
        "5": 0.004011544622834022,
        "10": 0.002271662227393285
      },
      "shadowMaxDrawdown": -0.36834987523022933,
      "shadowTotalReturn": -0.2435703735649024,
      "avgForwardReturn1D": -0.0010705332414800083,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-12",
        "2025-03-13",
        "2025-03-19",
        "2025-03-20",
        "2025-03-27",
        "2025-03-28",
        "2025-04-14",
        "2025-04-21",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 156,
        "10": 156
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015516126554996979,
        "5": 0.007840076774777844,
        "10": 0.015642704235429527
      }
    },
    {
      "topN": 2,
      "ticker": "HCC",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.48148148148148145,
        "10": 0.4666666666666667
      },
      "hitRate1D": 0.4666666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.05223331113620466,
      "eligibleDays": 368,
      "fitnessScore": -0.28764534403658576,
      "lookbackDays": 21,
      "returnLift1D": -0.00312211480295254,
      "hitRateLift1D": -0.04420289855072468,
      "portfolioSize": 2,
      "activationRate": 0.36684782608695654,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.5164835164835165,
        "10": 0.5097493036211699
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.4593095431348801,
      "avgForwardReturns": {
        "1": -0.0013153874301177172,
        "5": -0.002913114088279554,
        "10": -0.004344369995794683
      },
      "shadowMaxDrawdown": -0.3078412962537701,
      "shadowTotalReturn": -0.23068594407163434,
      "avgForwardReturn1D": -0.0013153874301177172,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-28",
        "2025-03-31",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-25",
        "2025-04-30",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018067273728348229,
        "5": 0.008301852277705702,
        "10": 0.01632386886784397
      }
    }
  ],
  "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": 0.22874889673186063,
      "fitnessScore": 0.08261439258838991,
      "lookbackDays": 14,
      "returnLift1D": -0.0009776155187279393,
      "activationRate": 0.352,
      "activationCount": 132,
      "sampleConfidence": 0.9989898989898991,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.01684201393305773,
      "avgForwardReturn1D": 0.0005739971367717584
    },
    {
      "comboQuality": 0.4240509559341947,
      "fitnessScore": 0.2826435758060456,
      "lookbackDays": 21,
      "returnLift1D": -0.0001529432343496185,
      "activationRate": 0.421195652173913,
      "activationCount": 155,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.13839743394525605,
      "avgForwardReturn1D": 0.0016537841384852044
    },
    {
      "comboQuality": 0.32441867991010065,
      "fitnessScore": 0.18862150103681546,
      "lookbackDays": 30,
      "returnLift1D": -0.0012848562942335544,
      "activationRate": 0.5069637883008357,
      "activationCount": 182,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.02125711407230324,
      "avgForwardReturn1D": 0.000670026387099324
    },
    {
      "comboQuality": 0.7665510598612004,
      "fitnessScore": 0.6115663443754268,
      "lookbackDays": 45,
      "returnLift1D": 0.0010247627468061267,
      "activationRate": 0.35755813953488375,
      "activationCount": 123,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.3601304040585289,
      "avgForwardReturn1D": 0.0031920166439105397
    },
    {
      "comboQuality": 0.753918682457158,
      "fitnessScore": 0.596316944184275,
      "lookbackDays": 63,
      "returnLift1D": -0.00011815293458459358,
      "activationRate": 0.4938650306748466,
      "activationCount": 161,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3025571688347828,
      "avgForwardReturn1D": 0.00236086104149921
    }
  ],
  "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": "65c92f8eb3c980efa217339b21c40dc3ed6b6bfb7ab84605266cedd116da6626",
    "size": 13,
    "members": [
      "HCC",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
Inverse To Benchmark 1y
-
Return 1m
-
Return 1w
-
Return 1y
-
Return 2w
-
Return 2y
-
Return 3m
-
Return 5y
-
Return 6m
-
Sharpe 1m
-
Sharpe 1w
-
Sharpe 1y
-
Sharpe 2w
-
Sharpe 2y
-
Sharpe 3m
-
Sharpe 5y
-
Sharpe 6m
-
Sharpe Score
-
Trend 1m
-
Trend 1w
-
Trend 1y
-
Trend 2w
-
Trend 2y
-
Trend 3m
-
Trend 5y
-
Trend 6m
-
Volatility 1m
-
Volatility 1w
-
Volatility 1y
-
Volatility 2w
-
Volatility 2y
-
Volatility 3m
-
Volatility 5y
-
Volatility 6m
-
Composite scores
Top-level ranking signals surfaced on the page.
10 fields
Cap
0.364
Liquidity
0.603
Momentum
0.388
Relative strength
0.311
Trend quality
0.311
Stability
0.490
Aggression
0.421
Downside risk
0.502
Drawdown state
0.716
Quality momentum
0.372
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.889
Benchmark Independence 3m Score
0.860
Beta 1y Profile Score
0.196
Beta 3m Profile Score
0.243
Beta Change Score
0.559
Correlation Change Score
0.514
Current Drawdown Score
0.579
Days Since 52w High Score
0.103
Distance From 52w High Score
0.579
Distance From Sma 20 Score
0.396
Distance From Sma 200 Score
0.420
Distance From Sma 50 Score
0.327
Downside Volatility 1m Score
0.580
Downside Volatility 1y Score
0.553
Downside Volatility 2y Score
0.534
Downside Volatility 3m Score
0.627
Downside Volatility 5y Score
0.556
Downside Volatility 6m Score
0.615
Drawdown Recovery Score
1
Excess Return 1m Score
0.198
Excess Return 1y Score
1
Excess Return 3m Score
0.204
Excess Return 6m Score
0.122
Expected Shortfall 95 1y Score
0.392
Log Avg Dollar Volume 20d Score
0.603
Log Market Cap Score
0.364
Drawdown Score 1m
0.170
Drawdown Score 1y
0.546
Drawdown Score 2y
0.431
Drawdown Score 3m
0.262
Drawdown Score 5y
0.545
Drawdown Score 6m
0.464
Momentum Acceleration 1m Vs 3m Score
0.058
Momentum Acceleration 3m Vs 6m Score
0.498
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
0.399
Relative Volume 20d Score
0.212
Return 1m Score
0.243
Return 1w Score
0.469
Return 1y Score
0.901
Return 2y Score
0.325
Return 3m Score
0.419
Return 5y Score
0.393
Return 6m Score
0.395
Return Skewness 1y Score
0.747
Sector Excess Return 1y Score
1
Sharpe 1m Score
0
Sharpe 1y Score
0.633
Sharpe 2y Score
0.475
Sharpe 3m Score
0.361
Sharpe 5y Score
0.581
Sharpe 6m Score
0.352
Sortino 1m Score
0
Sortino 1y Score
0.548
Sortino 2y Score
0.428
Sortino 3m Score
0.348
Sortino 5y Score
0.495
Sortino 6m Score
0.343
Trend R2 1m Score
0.880
Trend R2 1w Score
0.128
Trend R2 1y Score
0.698
Trend R2 2y Score
0.424
Trend R2 3m Score
0.010
Trend R2 5y Score
0.839
Trend R2 6m Score
0.034
Trend Slope 1m Score
0
Trend Slope 1w Score
0.277
Trend Slope 1y Score
0.642
Trend Slope 2y Score
0.568
Trend Slope 3m Score
0.473
Trend Slope 5y Score
0.570
Trend Slope 6m Score
0.477
Volatility 1m Score
0.470
Volatility 1w Score
0.435
Volatility 1y Score
0.671
Volatility 2y Score
0.617
Volatility 3m Score
0.692
Volatility 5y Score
0.595
Volatility 6m Score
0.647
Worst Day 1y Score
0.520
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
64,556,407.703
Best Day 1y
0.231
Beta To Benchmark 1y
0.490
Beta 3m
0.607
Beta Change
0.117
Beta To Sector 1y
0.718
Correlation To Benchmark 1y
0.111
Correlation 3m
0.140
Correlation Change
0.028
Correlation To Sector 1y
0.229
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.889
Benchmark Independence 3m Score
0.860
Beta 1y Profile Score
0.196
Beta 3m Profile Score
0.243
Beta Change Score
0.559
Correlation Change Score
0.514
Current Drawdown Score
0.579
Distance From Sma 20 Score
0.396
Distance From Sma 200 Score
0.420
Current Drawdown
-0.274
Days Since 52w High
26
Distance From 52w High
-0.274
Distance From Sma 20
-0.063
Distance From Sma 200
-0.048
Distance From Sma 50
-0.104
Downside Capture 1y
1.485
Downside Volatility 1m
0.485
Downside Volatility 1w
-
Downside Volatility 1y
0.465
Downside Volatility 2y
0.451
Downside Volatility 3m
0.521
Downside Volatility 5y
0.467
Downside Volatility 6m
0.511
Drawdown Recovery
1
Excess Return 1m
-0.181
Excess Return 1y
0.418
Excess Return 3m
-0.178
Excess Return 6m
-0.227
Expected Shortfall 95 1y
-0.061
Market Cap
4,283,559,329.5
Max Drawdown 1m
-0.208
Max Drawdown 1w
-0.043
Max Drawdown 1y
-0.295
Max Drawdown 2y
-0.455
Max Drawdown 3m
-0.295
Max Drawdown 5y
-0.455
Max Drawdown 6m
-0.295
Momentum Acceleration 1m Vs 3m
-0.132
Momentum Acceleration 3m Vs 6m
-0.001
Moving Average Alignment
0
Relative Strength Acceleration
-0.011
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.872
Return 1m
-0.154
Return 1w
-0.009
Return 1y
0.641
Return 2y
0.137
Return 3m
-0.065
Return 5y
4.114
Return 6m
-0.126
Return Skewness 1y
1.481
Sector Excess Return 1y
0.512
Sharpe 1m
-4.773
Sharpe 1y
1.164
Sharpe 2y
0.376
Sharpe 3m
-0.194
Sharpe 5y
0.904
Sharpe 6m
-0.241
Sortino 1m
-3.960
Sortino 1y
1.384
Sortino 2y
0.428
Sortino 3m
-0.212
Sortino 5y
0.960
Sortino 6m
-0.253
Trend R2 1m
0.880
Trend R2 1w
0.128
Trend R2 1y
0.698
Trend R2 2y
0.424
Trend R2 3m
0.010
Trend R2 5y
0.839
Trend R2 6m
0.034
Trend 1m
-0.012
Trend 1w
-0.004
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.000
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
0.904
Value At Risk 95 1y
-0.043
Volatility 1m
0.403
Volatility 1w
0.377
Volatility 1y
0.553
Volatility 2y
0.513
Volatility 3m
0.569
Volatility 5y
0.496
Volatility 6m
0.535
Worst Day 1y
-0.096
Distance From Sma 50 Score
0.327
Downside Volatility 1y Score
0.553
Downside Volatility 3m Score
0.627
Drawdown Recovery Score
1
Excess Return 1m Score
0.198
Excess Return 1y Score
1
Excess Return 3m Score
0.204
Excess Return 6m Score
0.122
Expected Shortfall 95 1y Score
0.392
Log Avg Dollar Volume 20d Score
0.603
Log Market Cap Score
0.364
Drawdown Score 1y
0.546
Drawdown Score 5y
0.545
Momentum Acceleration 1m Vs 3m Score
0.058
Momentum Acceleration 3m Vs 6m Score
0.498
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.212
Return 1m Score
0.243
Return 1y Score
0.901
Return 3m Score
0.419
Return 6m Score
0.395
Return Skewness 1y Score
0.747
Sortino 1y Score
0.548
Sortino 3m Score
0.348
Trend R2 1y Score
0.698
Trend R2 3m Score
0.010
Trend Slope 1y Score
0.642
Trend Slope 3m Score
0.473
Volatility 1y Score
0.671
Volatility 3m Score
0.692