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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

NVDA

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

NVDA

NVIDIA

Category

Sector: Technology

Industry / Category: Semiconductors

Market Cap / ETF Type: Mega Cap

Type: Stock

Preview Performance

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

Description

AI compute leader spanning GPUs, datacenter acceleration, and model training infrastructure.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.868
Correlation To Benchmark 1y
0.662
Inverse To Benchmark 1y
0.338
Drawdown Score 1m
0.818
Drawdown Score 3m
0.544
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
0.668
Drawdown Score 1y
0.689
Drawdown Score 2y
0.539
Drawdown Score 5y
0.337
Return 1w
0.007
Return 1m
0.044
Return 3m
0.032
Return 6m
0.140
Return 1y
0.251
Return 2y
0.727
Return 5y
10.045
Sharpe 1m
1.621
Sharpe 3m
0.508
Sharpe 6m
0.867
Sharpe 1y
0.804
Sharpe 2y
0.814
Sharpe 5y
1.185
Trend 1w
0.005
Trend 1m
0.004
Trend 3m
-0.001
Trend 6m
0.001
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.002
Volatility 1w
0.322
Volatility 1m
0.352
Volatility 3m
0.418
Volatility 6m
0.389
Volatility 1y
0.359
Volatility 2y
0.473
Volatility 5y
0.518
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
NVDA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:48 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.630
Aptet Fit Raw Score
0.652
Aptet Fit Confidence
0.931
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.530
Force Fit Raw Score
0.553
Force Fit Confidence
0.915
Force Fit Label
moderate
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:48 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "NVDA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "NVDA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "NVDA",
    "hitRates": {
      "1": 0.5302013422818792,
      "5": 0.6040268456375839,
      "10": 0.5771812080536913
    },
    "hitRate1D": 0.5302013422818792,
    "comboQuality": 0.8729123436155888,
    "eligibleDays": 315,
    "fitnessScore": 0.7739307790174061,
    "lookbackDays": 45,
    "returnLift1D": 0.000094689410152172,
    "hitRateLift1D": -0.009481197400660446,
    "activationRate": 0.473015873015873,
    "activationCount": 149,
    "baselineHitRates": {
      "1": 0.5396825396825397,
      "5": 0.6045016077170418,
      "10": 0.5947712418300654
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.3002953712768133,
    "avgForwardReturns": {
      "1": 0.0027095273208748273,
      "5": 0.010859204770716592,
      "10": 0.016306587261030108
    },
    "shadowMaxDrawdown": -0.14903825739883625,
    "shadowTotalReturn": 0.4293291933824299,
    "avgForwardReturn1D": 0.0027095273208748273,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-06",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 149,
      "5": 149,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.0026148379107226553,
      "5": 0.012063164972589252,
      "10": 0.023413773570101586
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8729123436155888,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5509778499535481,
    "bestRawFitnessScore": 0.7739307790174061,
    "upperQuartileComboQuality": 0.6761678741920072
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6296634396900898,
    "rawScore": 0.6520071660949307,
    "confidence": 0.9314617152487317,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 45
    },
    "profileBreadth": 0.45034498398374034,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.6581860301158564,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5302013422818792,
        "5": 0.6040268456375839,
        "10": 0.5771812080536913
      },
      "hitRate1D": 0.5302013422818792,
      "comboQuality": 0.8729123436155888,
      "eligibleDays": 315,
      "fitnessScore": 0.7739307790174061,
      "lookbackDays": 45,
      "returnLift1D": 0.000094689410152172,
      "hitRateLift1D": -0.009481197400660446,
      "activationRate": 0.473015873015873,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6045016077170418,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.3002953712768133,
      "avgForwardReturns": {
        "1": 0.0027095273208748273,
        "5": 0.010859204770716592,
        "10": 0.016306587261030108
      },
      "shadowMaxDrawdown": -0.14903825739883625,
      "shadowTotalReturn": 0.4293291933824299,
      "avgForwardReturn1D": 0.0027095273208748273,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 149,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026148379107226553,
        "5": 0.012063164972589252,
        "10": 0.023413773570101586
      }
    },
    {
      "topN": 2,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5531914893617021,
        "5": 0.6914893617021277,
        "10": 0.7127659574468085
      },
      "hitRate1D": 0.5531914893617021,
      "comboQuality": 0.7820533516403267,
      "eligibleDays": 315,
      "fitnessScore": 0.6310879857015868,
      "lookbackDays": 45,
      "returnLift1D": 0.0007431636174485812,
      "hitRateLift1D": 0.013508949679162496,
      "activationRate": 0.2984126984126984,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6045016077170418,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.4212474464490683,
      "avgForwardReturns": {
        "1": 0.0033580015281712366,
        "5": 0.016604391644609546,
        "10": 0.02942708347288338
      },
      "shadowMaxDrawdown": -0.16549366515873565,
      "shadowTotalReturn": 0.33980909963602524,
      "avgForwardReturn1D": 0.0033580015281712366,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 94,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026148379107226553,
        "5": 0.012063164972589252,
        "10": 0.023413773570101586
      }
    },
    {
      "topN": 5,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5207100591715976,
        "5": 0.5857988165680473,
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      },
      "hitRate1D": 0.5207100591715976,
      "comboQuality": 0.76784925167328,
      "eligibleDays": 315,
      "fitnessScore": 0.6131654275963511,
      "lookbackDays": 45,
      "returnLift1D": -0.0007238519556614495,
      "hitRateLift1D": -0.018972480510942025,
      "activationRate": 0.5365079365079365,
      "activationCount": 169,
      "baselineHitRates": {
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        "5": 0.6045016077170418,
        "10": 0.5947712418300654
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9321940611050813,
      "avgForwardReturns": {
        "1": 0.0018909859550612059,
        "5": 0.010345604542075655,
        "10": 0.016093971132533802
      },
      "shadowMaxDrawdown": -0.183830764910759,
      "shadowTotalReturn": 0.3033735050498483,
      "avgForwardReturn1D": 0.0018909859550612059,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 169,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026148379107226553,
        "5": 0.012063164972589252,
        "10": 0.023413773570101586
      }
    },
    {
      "topN": 4,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5123456790123457,
        "5": 0.5864197530864198,
        "10": 0.5740740740740741
      },
      "hitRate1D": 0.5123456790123457,
      "comboQuality": 0.7129359133951776,
      "eligibleDays": 315,
      "fitnessScore": 0.5501309297309174,
      "lookbackDays": 45,
      "returnLift1D": -0.0008276853932079318,
      "hitRateLift1D": -0.02733686067019392,
      "activationRate": 0.5142857142857142,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5396825396825397,
        "5": 0.6045016077170418,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8824393431774457,
      "avgForwardReturns": {
        "1": 0.0017871525175147235,
        "5": 0.010043628770181596,
        "10": 0.016236308417172468
      },
      "shadowMaxDrawdown": -0.18875995780383337,
      "shadowTotalReturn": 0.27165936420981507,
      "avgForwardReturn1D": 0.0017871525175147235,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-06",
        "2025-05-08",
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        "2025-05-16",
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        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 162,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026148379107226553,
        "5": 0.012063164972589252,
        "10": 0.023413773570101586
      }
    },
    {
      "topN": 2,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5656565656565656,
        "5": 0.7171717171717171,
        "10": 0.696969696969697
      },
      "hitRate1D": 0.5656565656565656,
      "comboQuality": 0.7043662528741944,
      "eligibleDays": 297,
      "fitnessScore": 0.5409989661893445,
      "lookbackDays": 63,
      "returnLift1D": 0.0007049207254584346,
      "hitRateLift1D": 0.03367003367003363,
      "activationRate": 0.3333333333333333,
      "activationCount": 99,
      "baselineHitRates": {
        "1": 0.531986531986532,
        "5": 0.5870307167235495,
        "10": 0.5729166666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1111748618641455,
      "avgForwardReturns": {
        "1": 0.0023967136899468756,
        "5": 0.013960431445249631,
        "10": 0.027027165243877622
      },
      "shadowMaxDrawdown": -0.14844854181010458,
      "shadowTotalReturn": 0.23827603257946373,
      "avgForwardReturn1D": 0.0023967136899468756,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09"
      ],
      "horizonObservationCounts": {
        "1": 99,
        "5": 99,
        "10": 99
      },
      "baselineAvgForwardReturns": {
        "1": 0.001691792964488441,
        "5": 0.008480401872860404,
        "10": 0.016777434112385005
      }
    },
    {
      "topN": 3,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5161290322580645,
        "5": 0.6193548387096774,
        "10": 0.5741935483870968
      },
      "hitRate1D": 0.5161290322580645,
      "comboQuality": 0.6667684146312781,
      "eligibleDays": 297,
      "fitnessScore": 0.5025931178973415,
      "lookbackDays": 63,
      "returnLift1D": -0.00014492361998557995,
      "hitRateLift1D": -0.015857499728467506,
      "activationRate": 0.5218855218855218,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.531986531986532,
        "5": 0.5870307167235495,
        "10": 0.5729166666666666
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.8008077740993375,
      "avgForwardReturns": {
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        "10": 0.012664827159454677
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      "shadowMaxDrawdown": -0.2283202406992254,
      "shadowTotalReturn": 0.09162579368875745,
      "avgForwardReturn1D": 0.0009748459052838701,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-15",
        "2025-04-16"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 151,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022704716469411942,
        "5": 0.01084753208484455,
        "10": 0.018811994373857558
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    },
    {
      "topN": 3,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5034013605442177,
        "5": 0.5821917808219178,
        "10": 0.589041095890411
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      "hitRate1D": 0.5034013605442177,
      "comboQuality": 0.2881924101513037,
      "eligibleDays": 339,
      "fitnessScore": 0.15108055662932546,
      "lookbackDays": 21,
      "returnLift1D": -0.0014155124397226481,
      "hitRateLift1D": -0.027572090783215986,
      "activationRate": 0.4336283185840708,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5309734513274337,
        "5": 0.5880597014925373,
        "10": 0.5848484848484848
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      "sampleConfidence": 0.999092970521542,
      "shadowSharpeLike": 0.2524777861613708,
      "avgForwardReturns": {
        "1": 0.0006460704383702959,
        "5": 0.008379180312396423,
        "10": 0.02240379511943152
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      "shadowMaxDrawdown": -0.3208080107863953,
      "shadowTotalReturn": 0.04347822723306893,
      "avgForwardReturn1D": 0.0006460704383702959,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 146,
        "10": 146
      },
      "baselineAvgForwardReturns": {
        "1": 0.002061582878092944,
        "5": 0.009849312509376821,
        "10": 0.020165758038942414
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    },
    {
      "topN": 2,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5,
        "5": 0.6634615384615384,
        "10": 0.6442307692307693
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      "hitRate1D": 0.5,
      "comboQuality": 0.17103095915970998,
      "eligibleDays": 339,
      "fitnessScore": 0.002765591287991198,
      "lookbackDays": 21,
      "returnLift1D": -0.0018685642906425266,
      "hitRateLift1D": -0.030973451327433676,
      "activationRate": 0.30678466076696165,
      "activationCount": 104,
      "baselineHitRates": {
        "1": 0.5309734513274337,
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        "10": 0.5848484848484848
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.026133136492983572,
      "avgForwardReturns": {
        "1": 0.0001930185874504173,
        "5": 0.011206685214917966,
        "10": 0.026231886820943566
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      "shadowMaxDrawdown": -0.3132539753755107,
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      "avgForwardReturn1D": 0.0001930185874504173,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 104,
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        "10": 104
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      "baselineAvgForwardReturns": {
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        "5": 0.009849312509376821,
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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": 0.6165736814852046,
      "fitnessScore": 0.4545066787471552,
      "lookbackDays": 14,
      "returnLift1D": -0.0009164285025116568,
      "activationRate": 0.5198863636363636,
      "activationCount": 183,
      "sampleConfidence": 0.995264116575592,
      "shadowTotalReturn": 0.19593659019125398,
      "avgForwardReturn1D": 0.0013540431444295374
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5143738111325559,
      "fitnessScore": 0.36265243999932584,
      "lookbackDays": 21,
      "returnLift1D": -0.0008742913667045273,
      "activationRate": 0.5103244837758112,
      "activationCount": 173,
      "sampleConfidence": 0.998073217726397,
      "shadowTotalReturn": 0.1482869201436714,
      "avgForwardReturn1D": 0.0011872915113884167
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.664546873814762,
      "fitnessScore": 0.5003971001058687,
      "lookbackDays": 30,
      "returnLift1D": -0.00038611662236749385,
      "activationRate": 0.42727272727272725,
      "activationCount": 141,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.24736708206152058,
      "avgForwardReturn1D": 0.0019134959742249855
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.8729123436155888,
      "fitnessScore": 0.7739307790174061,
      "lookbackDays": 45,
      "returnLift1D": 0.000094689410152172,
      "activationRate": 0.473015873015873,
      "activationCount": 149,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.4293291933824299,
      "avgForwardReturn1D": 0.0027095273208748273
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7043662528741944,
      "fitnessScore": 0.5409989661893445,
      "lookbackDays": 63,
      "returnLift1D": 0.0007049207254584346,
      "activationRate": 0.3333333333333333,
      "activationCount": 99,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.23827603257946373,
      "avgForwardReturn1D": 0.0023967136899468756
    }
  ],
  "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": "a766d9ded7a3706d89689b4a46f454d0906ba2a91f615c677f75809169a1ae0b",
    "size": 13,
    "members": [
      "NVDA",
      "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",
      "NVDA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "NVDA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "hitRates": {
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    "hitRate1D": 0.5302013422818792,
    "rankWeights": [
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    "comboQuality": 0.8578859173688647,
    "eligibleDays": 344,
    "fitnessScore": 0.7455250185365584,
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    "returnLift1D": 0.0004011576267461251,
    "hitRateLift1D": -0.0017754019041672509,
    "portfolioSize": 3,
    "activationRate": 0.4331395348837209,
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    "sampleConfidence": 1,
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    "avgForwardReturns": {
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    "shadowMaxDrawdown": -0.14883525045439605,
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    "riskOffActivations": 0,
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      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
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    "horizonObservationCounts": {
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    "baselineAvgForwardReturns": {
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8578859173688647,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.38027981015037576,
    "bestRawFitnessScore": 0.7455250185365584,
    "upperQuartileComboQuality": 0.6218081468216511
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  "algorithmFit": {
    "label": "moderate",
    "score": 0.5298182241127092,
    "rawScore": 0.5532932901588999,
    "confidence": 0.915144222914943,
    "bestProfile": {
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      "portfolioSize": 3
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    "profileBreadth": 0.3002945960307502,
    "recommendedRegion": {
      "lookbackDays": [
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      "portfolioSizes": [
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    },
    "parameterStability": 0.5852322089400357,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "eligibleDays": 344,
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      "returnLift1D": 0.0004011576267461251,
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      "sampleConfidence": 1,
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        "2025-05-15",
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        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
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      "horizonObservationCounts": {
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    },
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        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 157,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013482553293639513,
        "5": 0.007716880258138338,
        "10": 0.016446773317603053
      }
    },
    {
      "topN": 2,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5,
        "5": 0.6476190476190476,
        "10": 0.6476190476190476
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.17752970250841124,
      "eligibleDays": 368,
      "fitnessScore": 0.012701623964796824,
      "lookbackDays": 21,
      "returnLift1D": -0.0015803146932882803,
      "hitRateLift1D": -0.03532608695652173,
      "portfolioSize": 2,
      "activationRate": 0.28804347826086957,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5353260869565217,
        "5": 0.5796703296703297,
        "10": 0.5738161559888579
      },
      "sampleConfidence": 0.9987421383647799,
      "shadowSharpeLike": 0.09412192208665471,
      "avgForwardReturns": {
        "1": 0.000364627570499084,
        "5": 0.010304559528005353,
        "10": 0.024586188979424384
      },
      "shadowMaxDrawdown": -0.3252309049684703,
      "shadowTotalReturn": 0.0024553879373792054,
      "avgForwardReturn1D": 0.000364627570499084,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-26",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 105,
        "10": 105
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019449422637873642,
        "5": 0.00864442926062469,
        "10": 0.016088236995411207
      }
    },
    {
      "topN": 4,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5141242937853108,
        "5": 0.5229885057471264,
        "10": 0.5614035087719298
      },
      "hitRate1D": 0.5141242937853108,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1737781755238101,
      "eligibleDays": 375,
      "fitnessScore": 0.007001595346592268,
      "lookbackDays": 14,
      "returnLift1D": -0.0015531299037759528,
      "hitRateLift1D": -0.01654237288135585,
      "portfolioSize": 4,
      "activationRate": 0.472,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5768194070080862,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9966101694915255,
      "shadowSharpeLike": -0.14734358567316608,
      "avgForwardReturns": {
        "1": -0.00020487457441200154,
        "5": -0.0008509709880243016,
        "10": 0.005305815685540806
      },
      "shadowMaxDrawdown": -0.3061563520304945,
      "shadowTotalReturn": -0.10384067387102114,
      "avgForwardReturn1D": -0.00020487457441200154,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 174,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013482553293639513,
        "5": 0.007716880258138338,
        "10": 0.016446773317603053
      }
    },
    {
      "topN": 5,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5141242937853108,
        "5": 0.5229885057471264,
        "10": 0.5614035087719298
      },
      "hitRate1D": 0.5141242937853108,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.1737781755238101,
      "eligibleDays": 375,
      "fitnessScore": 0.007001595346592268,
      "lookbackDays": 14,
      "returnLift1D": -0.0015531299037759528,
      "hitRateLift1D": -0.01654237288135585,
      "portfolioSize": 5,
      "activationRate": 0.472,
      "activationCount": 177,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5768194070080862,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9966101694915255,
      "shadowSharpeLike": -0.14734358567316608,
      "avgForwardReturns": {
        "1": -0.00020487457441200154,
        "5": -0.0008509709880243016,
        "10": 0.005305815685540806
      },
      "shadowMaxDrawdown": -0.3061563520304945,
      "shadowTotalReturn": -0.10384067387102114,
      "avgForwardReturn1D": -0.00020487457441200154,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 174,
        "10": 171
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013482553293639513,
        "5": 0.007716880258138338,
        "10": 0.016446773317603053
      }
    },
    {
      "topN": 2,
      "ticker": "NVDA",
      "hitRates": {
        "1": 0.5166666666666667,
        "5": 0.5423728813559322,
        "10": 0.5826086956521739
      },
      "hitRate1D": 0.5166666666666667,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1508054872203107,
      "eligibleDays": 375,
      "fitnessScore": -0.030225433688966425,
      "lookbackDays": 14,
      "returnLift1D": -0.0016039397961722206,
      "hitRateLift1D": -0.013999999999999901,
      "portfolioSize": 2,
      "activationRate": 0.32,
      "activationCount": 120,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5768194070080862,
        "10": 0.5765027322404371
      },
      "sampleConfidence": 0.9961111111111112,
      "shadowSharpeLike": -0.15940651416424578,
      "avgForwardReturns": {
        "1": -0.00025568446680826934,
        "5": -0.0010490358605928555,
        "10": 0.0010044852539225263
      },
      "shadowMaxDrawdown": -0.2633219011642256,
      "shadowTotalReturn": -0.08241169769913337,
      "avgForwardReturn1D": -0.00025568446680826934,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-27",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 120,
        "5": 118,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013482553293639513,
        "5": 0.007716880258138338,
        "10": 0.016446773317603053
      }
    }
  ],
  "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": 0.1986804910735711,
      "fitnessScore": 0.04319640550360627,
      "lookbackDays": 14,
      "returnLift1D": -0.0013899837143738563,
      "activationRate": 0.4266666666666667,
      "activationCount": 160,
      "sampleConfidence": 0.9962500000000001,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.07172624154121554,
      "avgForwardReturn1D": -0.00004172838500990511
    },
    {
      "comboQuality": 0.323465465767056,
      "fitnessScore": 0.18766394956732352,
      "lookbackDays": 21,
      "returnLift1D": -0.0012762616010492055,
      "activationRate": 0.43478260869565216,
      "activationCount": 160,
      "sampleConfidence": 0.99875,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04094565162211983,
      "avgForwardReturn1D": 0.0006686806627381588
    },
    {
      "comboQuality": 0.5469386841447623,
      "fitnessScore": 0.39142803058402065,
      "lookbackDays": 30,
      "returnLift1D": 0.00000645369798284493,
      "activationRate": 0.3983286908077994,
      "activationCount": 143,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.17908080858283637,
      "avgForwardReturn1D": 0.0015059404819004964
    },
    {
      "comboQuality": 0.8578859173688647,
      "fitnessScore": 0.7455250185365584,
      "lookbackDays": 45,
      "returnLift1D": 0.0004011576267461251,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.4234629699895023,
      "avgForwardReturn1D": 0.002682063296977776
    },
    {
      "comboQuality": 0.6700793586864117,
      "fitnessScore": 0.5058796814297855,
      "lookbackDays": 63,
      "returnLift1D": -0.0001878026513298949,
      "activationRate": 0.3067484662576687,
      "activationCount": 100,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2355372952692283,
      "avgForwardReturn1D": 0.002339041991990527
    }
  ],
  "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": "a766d9ded7a3706d89689b4a46f454d0906ba2a91f615c677f75809169a1ae0b",
    "size": 13,
    "members": [
      "NVDA",
      "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
1
Liquidity
1
Momentum
0.563
Relative strength
0.548
Trend quality
0.440
Stability
0.592
Aggression
0.543
Downside risk
0.581
Drawdown state
0.868
Quality momentum
0.532
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.338
Benchmark Independence 3m Score
0.362
Beta 1y Profile Score
0.747
Beta 3m Profile Score
0.817
Beta Change Score
0.587
Correlation Change Score
0.488
Current Drawdown Score
0.826
Days Since 52w High Score
0.187
Distance From 52w High Score
0.826
Distance From Sma 20 Score
0.549
Distance From Sma 200 Score
0.640
Distance From Sma 50 Score
0.495
Downside Volatility 1m Score
0.330
Downside Volatility 1y Score
0.397
Downside Volatility 2y Score
0.566
Downside Volatility 3m Score
0.440
Downside Volatility 5y Score
0.583
Downside Volatility 6m Score
0.433
Drawdown Recovery Score
1
Excess Return 1m Score
0.562
Excess Return 1y Score
0.608
Excess Return 3m Score
0.486
Excess Return 6m Score
0.596
Expected Shortfall 95 1y Score
0.551
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1m
0.818
Drawdown Score 1y
0.689
Drawdown Score 2y
0.539
Drawdown Score 3m
0.544
Drawdown Score 5y
0.337
Drawdown Score 6m
0.668
Momentum Acceleration 1m Vs 3m Score
0.610
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.660
Relative Strength Slope 3m Score
0.412
Relative Volume 20d Score
0.208
Return 1m Score
0.573
Return 1w Score
0.522
Return 1y Score
0.657
Return 2y Score
0.493
Return 3m Score
0.540
Return 5y Score
0.850
Return 6m Score
0.617
Return Skewness 1y Score
0.516
Sector Excess Return 1y Score
0.275
Sharpe 1m Score
0.724
Sharpe 1y Score
0.561
Sharpe 2y Score
0.563
Sharpe 3m Score
0.502
Sharpe 5y Score
0.637
Sharpe 6m Score
0.573
Sortino 1m Score
0.615
Sortino 1y Score
0.479
Sortino 2y Score
0.476
Sortino 3m Score
0.445
Sortino 5y Score
0.532
Sortino 6m Score
0.487
Trend R2 1m Score
0.582
Trend R2 1w Score
0.351
Trend R2 1y Score
0.467
Trend R2 2y Score
0.749
Trend R2 3m Score
0.103
Trend R2 5y Score
0.873
Trend R2 6m Score
0.440
Trend Slope 1m Score
0.727
Trend Slope 1w Score
0.832
Trend Slope 1y Score
0.542
Trend Slope 2y Score
0.582
Trend Slope 3m Score
0.453
Trend Slope 5y Score
0.650
Trend Slope 6m Score
0.586
Volatility 1m Score
0.403
Volatility 1w Score
0.363
Volatility 1y Score
0.412
Volatility 2y Score
0.565
Volatility 3m Score
0.491
Volatility 5y Score
0.624
Volatility 6m Score
0.452
Worst Day 1y Score
0.690
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
27,089,059,513.58
Best Day 1y
0.079
Beta To Benchmark 1y
1.868
Beta 3m
2.042
Beta Change
0.175
Beta To Sector 1y
1.060
Correlation To Benchmark 1y
0.662
Correlation 3m
0.638
Correlation Change
-0.024
Correlation To Sector 1y
0.731
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.338
Benchmark Independence 3m Score
0.362
Beta 1y Profile Score
0.747
Beta 3m Profile Score
0.817
Beta Change Score
0.587
Correlation Change Score
0.488
Current Drawdown Score
0.826
Distance From Sma 20 Score
0.549
Distance From Sma 200 Score
0.640
Current Drawdown
-0.113
Days Since 52w High
47
Distance From 52w High
-0.113
Distance From Sma 20
0.030
Distance From Sma 200
0.084
Distance From Sma 50
-0.003
Downside Capture 1y
0.521
Downside Volatility 1m
0.297
Downside Volatility 1w
-
Downside Volatility 1y
0.348
Downside Volatility 2y
0.475
Downside Volatility 3m
0.380
Downside Volatility 5y
0.487
Downside Volatility 6m
0.375
Drawdown Recovery
1
Excess Return 1m
0.037
Excess Return 1y
0.065
Excess Return 3m
-0.008
Excess Return 6m
0.057
Expected Shortfall 95 1y
-0.045
Market Cap
5,009,871,640,000
Max Drawdown 1m
-0.046
Max Drawdown 1w
-0.022
Max Drawdown 1y
-0.202
Max Drawdown 2y
-0.369
Max Drawdown 3m
-0.182
Max Drawdown 5y
-0.663
Max Drawdown 6m
-0.182
Momentum Acceleration 1m Vs 3m
0.033
Momentum Acceleration 3m Vs 6m
-0.013
Moving Average Alignment
0.500
Relative Strength Acceleration
0.003
Relative Strength Slope 3m
-0.001
Relative Volume 20d
0.862
Return 1m
0.044
Return 1w
0.007
Return 1y
0.251
Return 2y
0.727
Return 3m
0.032
Return 5y
10.045
Return 6m
0.140
Return Skewness 1y
0.094
Sector Excess Return 1y
-0.135
Sharpe 1m
1.621
Sharpe 1y
0.804
Sharpe 2y
0.814
Sharpe 3m
0.508
Sharpe 5y
1.185
Sharpe 6m
0.867
Sortino 1m
1.922
Sortino 1y
0.829
Sortino 2y
0.811
Sortino 3m
0.559
Sortino 5y
1.259
Sortino 6m
0.899
Trend R2 1m
0.582
Trend R2 1w
0.351
Trend R2 1y
0.467
Trend R2 2y
0.749
Trend R2 3m
0.103
Trend R2 5y
0.873
Trend R2 6m
0.440
Trend 1m
0.004
Trend 1w
0.005
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.002
Trend 6m
0.001
Upside Capture 1y
2.022
Value At Risk 95 1y
-0.037
Volatility 1m
0.352
Volatility 1w
0.322
Volatility 1y
0.359
Volatility 2y
0.473
Volatility 3m
0.418
Volatility 5y
0.518
Volatility 6m
0.389
Worst Day 1y
-0.062
Distance From Sma 50 Score
0.495
Downside Volatility 1y Score
0.397
Downside Volatility 3m Score
0.440
Drawdown Recovery Score
1
Excess Return 1m Score
0.562
Excess Return 1y Score
0.608
Excess Return 3m Score
0.486
Excess Return 6m Score
0.596
Expected Shortfall 95 1y Score
0.551
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
1
Drawdown Score 1y
0.689
Drawdown Score 5y
0.337
Momentum Acceleration 1m Vs 3m Score
0.610
Momentum Acceleration 3m Vs 6m Score
0.458
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.660
Relative Volume 20d Score
0.208
Return 1m Score
0.573
Return 1y Score
0.657
Return 3m Score
0.540
Return 6m Score
0.617
Return Skewness 1y Score
0.516
Sortino 1y Score
0.479
Sortino 3m Score
0.445
Trend R2 1y Score
0.467
Trend R2 3m Score
0.103
Trend Slope 1y Score
0.542
Trend Slope 3m Score
0.453
Volatility 1y Score
0.412
Volatility 3m Score
0.491