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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

OMC

Communication Services | v2 | as of 2026-07-10
Close

Research Detail

OMC

OMC

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
0.408
Correlation To Benchmark 1y
0.145
Inverse To Benchmark 1y
0.855
Drawdown Score 1m
0.689
Drawdown Score 3m
0.748
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
0.695
Drawdown Score 1y
0.725
Drawdown Score 2y
0.584
Drawdown Score 5y
0.667
Return 1w
0.042
Return 1m
0.095
Return 3m
0.106
Return 6m
0.078
Return 1y
0.175
Return 2y
-0.009
Return 5y
0.209
Sharpe 1m
3.110
Sharpe 3m
1.493
Sharpe 6m
0.573
Sharpe 1y
0.632
Sharpe 2y
0.146
Sharpe 5y
0.275
Trend 1w
0.006
Trend 1m
0.003
Trend 3m
0.000
Trend 6m
-0.000
Trend 1y
0.000
Trend 2y
-0.000
Trend 5y
0.000
Volatility 1w
0.337
Volatility 1m
0.372
Volatility 3m
0.299
Volatility 6m
0.397
Volatility 1y
0.353
Volatility 2y
0.323
Volatility 5y
0.289
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
OMC
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:50 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Communication Services
Sector Benchmark Ticker
XLC
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
0.088
Aptet Fit Raw Score
0.094
Aptet Fit Confidence
0.853
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.080
Force Fit Raw Score
0.087
Force Fit Confidence
0.853
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:50 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OMC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OMC",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 3,
    "ticker": "OMC",
    "hitRates": {
      "1": 0.5194805194805194,
      "5": 0.3561643835616438,
      "10": 0.35294117647058826
    },
    "hitRate1D": 0.5194805194805194,
    "comboQuality": 0.12256554862419256,
    "eligibleDays": 330,
    "fitnessScore": -0.08303838062728816,
    "lookbackDays": 30,
    "returnLift1D": -0.0014888667442568293,
    "hitRateLift1D": 0.017960762641613615,
    "activationRate": 0.23333333333333334,
    "activationCount": 77,
    "baselineHitRates": {
      "1": 0.5015197568389058,
      "5": 0.5015384615384615,
      "10": 0.48125
    },
    "sampleConfidence": 0.9887445887445888,
    "shadowSharpeLike": -0.6589991233408552,
    "avgForwardReturns": {
      "1": -0.0012787213676170284,
      "5": -0.00870651805593866,
      "10": -0.019109302440631137
    },
    "shadowMaxDrawdown": -0.13882846316082376,
    "shadowTotalReturn": -0.1099252045362561,
    "avgForwardReturn1D": -0.0012787213676170284,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02",
      "2025-09-03"
    ],
    "horizonObservationCounts": {
      "1": 77,
      "5": 73,
      "10": 68
    },
    "baselineAvgForwardReturns": {
      "1": 0.00021014537663980088,
      "5": 0.0022120208522624423,
      "10": 0.0055073108866309905
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.12256554862419256,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.032541936357306955,
    "bestRawFitnessScore": -0.08303838062728816,
    "upperQuartileComboQuality": 0.05014683698463381
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08751711358798407,
    "rawScore": 0.09446105810418268,
    "confidence": 0.8529776257949594,
    "bestProfile": {
      "topN": 3,
      "lookbackDays": 30
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        3
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.2526137101073628,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.5194805194805194,
        "5": 0.3561643835616438,
        "10": 0.35294117647058826
      },
      "hitRate1D": 0.5194805194805194,
      "comboQuality": 0.12256554862419256,
      "eligibleDays": 330,
      "fitnessScore": -0.08303838062728816,
      "lookbackDays": 30,
      "returnLift1D": -0.0014888667442568293,
      "hitRateLift1D": 0.017960762641613615,
      "activationRate": 0.23333333333333334,
      "activationCount": 77,
      "baselineHitRates": {
        "1": 0.5015197568389058,
        "5": 0.5015384615384615,
        "10": 0.48125
      },
      "sampleConfidence": 0.9887445887445888,
      "shadowSharpeLike": -0.6589991233408552,
      "avgForwardReturns": {
        "1": -0.0012787213676170284,
        "5": -0.00870651805593866,
        "10": -0.019109302440631137
      },
      "shadowMaxDrawdown": -0.13882846316082376,
      "shadowTotalReturn": -0.1099252045362561,
      "avgForwardReturn1D": -0.0012787213676170284,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 77,
        "5": 73,
        "10": 68
      },
      "baselineAvgForwardReturns": {
        "1": 0.00021014537663980088,
        "5": 0.0022120208522624423,
        "10": 0.0055073108866309905
      }
    },
    {
      "topN": 2,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.48333333333333334,
        "5": 0.44642857142857145,
        "10": 0.4423076923076923
      },
      "hitRate1D": 0.48333333333333334,
      "comboQuality": 0.07250692201887331,
      "eligibleDays": 330,
      "fitnessScore": -0.21073672554573342,
      "lookbackDays": 30,
      "returnLift1D": -0.0022400225314527507,
      "hitRateLift1D": -0.01818642350557248,
      "activationRate": 0.18181818181818182,
      "activationCount": 60,
      "baselineHitRates": {
        "1": 0.5015197568389058,
        "5": 0.5015384615384615,
        "10": 0.48125
      },
      "sampleConfidence": 0.9866666666666667,
      "shadowSharpeLike": -0.9119715304147952,
      "avgForwardReturns": {
        "1": -0.0020298771548129496,
        "5": -0.0014035177104030905,
        "10": -0.005781971461797055
      },
      "shadowMaxDrawdown": -0.15410750372481685,
      "shadowTotalReturn": -0.12851692504165224,
      "avgForwardReturn1D": -0.0020298771548129496,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02",
        "2025-09-03"
      ],
      "horizonObservationCounts": {
        "1": 60,
        "5": 56,
        "10": 52
      },
      "baselineAvgForwardReturns": {
        "1": 0.00021014537663980088,
        "5": 0.0022120208522624423,
        "10": 0.0055073108866309905
      }
    },
    {
      "topN": 3,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.5,
        "5": 0.3026315789473684,
        "10": 0.28169014084507044
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.060874026515907585,
      "eligibleDays": 339,
      "fitnessScore": -0.251951468255569,
      "lookbackDays": 21,
      "returnLift1D": -0.0025491353605264695,
      "hitRateLift1D": -0.00295857988165682,
      "activationRate": 0.23893805309734514,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5029585798816568,
        "5": 0.49101796407185627,
        "10": 0.46808510638297873
      },
      "sampleConfidence": 0.9868312757201647,
      "shadowSharpeLike": -1.0059677460273135,
      "avgForwardReturns": {
        "1": -0.0022891281206058904,
        "5": -0.016924511908747192,
        "10": -0.02654121543611504
      },
      "shadowMaxDrawdown": -0.2012547424307286,
      "shadowTotalReturn": -0.19021244498252932,
      "avgForwardReturn1D": -0.0022891281206058904,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-07-03",
        "2025-07-08",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-08-13"
      ],
      "horizonObservationCounts": {
        "1": 80,
        "5": 76,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002600072399205791,
        "5": 0.0016293783484572703,
        "10": 0.0034165358056435094
      }
    },
    {
      "topN": 4,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.4777777777777778,
        "5": 0.313953488372093,
        "10": 0.32098765432098764
      },
      "hitRate1D": 0.4777777777777778,
      "comboQuality": 0.056824715431132565,
      "eligibleDays": 330,
      "fitnessScore": -0.2680417722946511,
      "lookbackDays": 30,
      "returnLift1D": -0.0023358977879643795,
      "hitRateLift1D": -0.023741979061128016,
      "activationRate": 0.2727272727272727,
      "activationCount": 90,
      "baselineHitRates": {
        "1": 0.5015197568389058,
        "5": 0.5015384615384615,
        "10": 0.48125
      },
      "sampleConfidence": 0.9903703703703705,
      "shadowSharpeLike": -1.0604694989286607,
      "avgForwardReturns": {
        "1": -0.0021257524113245784,
        "5": -0.0129085401312716,
        "10": -0.0204170398141404
      },
      "shadowMaxDrawdown": -0.1999988301519482,
      "shadowTotalReturn": -0.19360382100958617,
      "avgForwardReturn1D": -0.0021257524113245784,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-15",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30",
        "2025-08-20",
        "2025-08-21"
      ],
      "horizonObservationCounts": {
        "1": 90,
        "5": 86,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.00021014537663980088,
        "5": 0.0022120208522624423,
        "10": 0.0055073108866309905
      }
    },
    {
      "topN": 3,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.4642857142857143,
        "5": 0.4230769230769231,
        "10": 0.3673469387755102
      },
      "hitRate1D": 0.4642857142857143,
      "comboQuality": 0.054657300276579834,
      "eligibleDays": 315,
      "fitnessScore": -0.27710223815613594,
      "lookbackDays": 45,
      "returnLift1D": -0.0028350279259493423,
      "hitRateLift1D": -0.042083712465878054,
      "activationRate": 0.18095238095238095,
      "activationCount": 57,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5064516129032258,
        "10": 0.4852459016393443
      },
      "sampleConfidence": 0.9836257309941521,
      "shadowSharpeLike": -0.9946176788009318,
      "avgForwardReturns": {
        "1": -0.002256067091426131,
        "5": -0.00600164707446915,
        "10": -0.011922333794266462
      },
      "shadowMaxDrawdown": -0.1936912201520029,
      "shadowTotalReturn": -0.14125351354007998,
      "avgForwardReturn1D": -0.002256067091426131,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02"
      ],
      "horizonObservationCounts": {
        "1": 56,
        "5": 52,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005789608345232113,
        "5": 0.0029001167451954864,
        "10": 0.005815195116644372
      }
    },
    {
      "topN": 4,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.4782608695652174,
        "5": 0.36923076923076925,
        "10": 0.39344262295081966
      },
      "hitRate1D": 0.4782608695652174,
      "comboQuality": 0.048643349220651805,
      "eligibleDays": 315,
      "fitnessScore": -0.3041422638801798,
      "lookbackDays": 45,
      "returnLift1D": -0.0031175072088251194,
      "hitRateLift1D": -0.02810855718637495,
      "activationRate": 0.2222222222222222,
      "activationCount": 70,
      "baselineHitRates": {
        "1": 0.5063694267515924,
        "5": 0.5064516129032258,
        "10": 0.4852459016393443
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      "hitRateLift1D": -0.014563106796116498,
      "activationRate": 0.29261363636363635,
      "activationCount": 103,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.49421965317919075,
        "10": 0.47076023391812866
      },
      "sampleConfidence": 0.9915857605177995,
      "shadowSharpeLike": -1.7341337819722151,
      "avgForwardReturns": {
        "1": -0.003917826030117731,
        "5": -0.009021691709605477,
        "10": -0.01943957006559121
      },
      "shadowMaxDrawdown": -0.3629690861313596,
      "shadowTotalReturn": -0.3594653267206419,
      "avgForwardReturn1D": -0.003917826030117731,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-04-01",
        "2025-04-16",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 103,
        "5": 99,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.00010057421003023251,
        "5": 0.0014721270839755118,
        "10": 0.003219432159582774
      }
    },
    {
      "topN": 4,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.45098039215686275,
        "5": 0.3137254901960784,
        "10": 0.22448979591836735
      },
      "hitRate1D": 0.45098039215686275,
      "comboQuality": 0.011046556341854252,
      "eligibleDays": 297,
      "fitnessScore": -0.6387962744517669,
      "lookbackDays": 63,
      "returnLift1D": -0.006554477629035572,
      "hitRateLift1D": -0.055776364599894046,
      "activationRate": 0.1717171717171717,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5067567567567568,
        "5": 0.5034246575342466,
        "10": 0.4878048780487805
      },
      "sampleConfidence": 0.9973856209150327,
      "shadowSharpeLike": -2.3456853531623336,
      "avgForwardReturns": {
        "1": -0.006113090514012645,
        "5": -0.015546686021135033,
        "10": -0.029618512377392273
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      "shadowMaxDrawdown": -0.3065471536329403,
      "shadowTotalReturn": -0.2825980380443053,
      "avgForwardReturn1D": -0.006113090514012645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-10-01",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 51,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": 0.00044138711502292766,
        "5": 0.0029105486915978877,
        "10": 0.0065969151346488095
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    },
    {
      "topN": 5,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.4444444444444444,
        "5": 0.30985915492957744,
        "10": 0.30303030303030304
      },
      "hitRate1D": 0.4444444444444444,
      "comboQuality": 0.01079588755694977,
      "eligibleDays": 297,
      "fitnessScore": -0.6439017908887075,
      "lookbackDays": 63,
      "returnLift1D": -0.005506072540344182,
      "hitRateLift1D": -0.06231231231231238,
      "activationRate": 0.24242424242424243,
      "activationCount": 72,
      "baselineHitRates": {
        "1": 0.5067567567567568,
        "5": 0.5034246575342466,
        "10": 0.4878048780487805
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      "sampleConfidence": 0.9935185185185186,
      "shadowSharpeLike": -2.244453234209907,
      "avgForwardReturns": {
        "1": -0.005064685425321254,
        "5": -0.013761261991048112,
        "10": -0.01968345241679094
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      "shadowMaxDrawdown": -0.34341354474988217,
      "shadowTotalReturn": -0.32509840530753054,
      "avgForwardReturn1D": -0.005064685425321254,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-09-10"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 71,
        "10": 66
      },
      "baselineAvgForwardReturns": {
        "1": 0.00044138711502292766,
        "5": 0.0029105486915978877,
        "10": 0.0065969151346488095
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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": 0.03567759262610284,
      "fitnessScore": -0.3753186274366425,
      "lookbackDays": 14,
      "returnLift1D": -0.0033934876995096322,
      "activationRate": 0.20738636363636365,
      "activationCount": 73,
      "sampleConfidence": 0.9881278538812786,
      "shadowTotalReturn": -0.23903416847049308,
      "avgForwardReturn1D": -0.0032929134894794
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.060874026515907585,
      "fitnessScore": -0.251951468255569,
      "lookbackDays": 21,
      "returnLift1D": -0.0025491353605264695,
      "activationRate": 0.23893805309734514,
      "activationCount": 81,
      "sampleConfidence": 0.9868312757201647,
      "shadowTotalReturn": -0.19021244498252932,
      "avgForwardReturn1D": -0.0022891281206058904
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.12256554862419256,
      "fitnessScore": -0.08303838062728816,
      "lookbackDays": 30,
      "returnLift1D": -0.0014888667442568293,
      "activationRate": 0.23333333333333334,
      "activationCount": 77,
      "sampleConfidence": 0.9887445887445888,
      "shadowTotalReturn": -0.1099252045362561,
      "avgForwardReturn1D": -0.0012787213676170284
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.054657300276579834,
      "fitnessScore": -0.27710223815613594,
      "lookbackDays": 45,
      "returnLift1D": -0.0028350279259493423,
      "activationRate": 0.18095238095238095,
      "activationCount": 57,
      "sampleConfidence": 0.9836257309941521,
      "shadowTotalReturn": -0.14125351354007998,
      "avgForwardReturn1D": -0.002256067091426131
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.023190200054419657,
      "fitnessScore": -0.47292367904262994,
      "lookbackDays": 63,
      "returnLift1D": -0.0069924738665542085,
      "activationRate": 0.04713804713804714,
      "activationCount": 14,
      "sampleConfidence": 0.9101630145937416,
      "shadowTotalReturn": -0.09282791341653052,
      "avgForwardReturn1D": -0.006551086751531281
    }
  ],
  "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": "4c0a2d091ccdeae94e36c48240bd9e9ee91e340ec7ba4e3f28284b1d9d2d9fde",
    "size": 13,
    "members": [
      "OMC",
      "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",
      "OMC"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "OMC",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "OMC",
    "hitRates": {
      "1": 0.5128205128205128,
      "5": 0.35135135135135137,
      "10": 0.34782608695652173
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    "hitRate1D": 0.5128205128205128,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
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    "comboQuality": 0.11049779715929951,
    "eligibleDays": 359,
    "fitnessScore": -0.10884660757031427,
    "lookbackDays": 30,
    "returnLift1D": -0.0015938707346186687,
    "hitRateLift1D": 0.0058567245196771145,
    "portfolioSize": 3,
    "activationRate": 0.21727019498607242,
    "activationCount": 78,
    "baselineHitRates": {
      "1": 0.5069637883008357,
      "5": 0.49295774647887325,
      "10": 0.46
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    "sampleConfidence": 0.9888888888888889,
    "shadowSharpeLike": -0.6714195868302875,
    "avgForwardReturns": {
      "1": -0.00134290938259075,
      "5": -0.00887532077747656,
      "10": -0.019657554176914675
    },
    "shadowMaxDrawdown": -0.13882846316082398,
    "shadowTotalReturn": -0.11596470606904419,
    "avgForwardReturn1D": -0.00134290938259075,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-27",
      "2025-08-20",
      "2025-08-21",
      "2025-08-22",
      "2025-08-25",
      "2025-08-26",
      "2025-08-27",
      "2025-08-28",
      "2025-08-29",
      "2025-09-02"
    ],
    "horizonObservationCounts": {
      "1": 78,
      "5": 74,
      "10": 69
    },
    "baselineAvgForwardReturns": {
      "1": 0.0002509613520279186,
      "5": 0.0012913408536759658,
      "10": 0.002712746185513887
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.11049779715929951,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.02833803177711127,
    "bestRawFitnessScore": -0.10884660757031427,
    "upperQuartileComboQuality": 0.04877902253392023
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.08022756097843152,
    "rawScore": 0.08660183839603472,
    "confidence": 0.8527911754377937,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.23248600238907616,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.5128205128205128,
        "5": 0.35135135135135137,
        "10": 0.34782608695652173
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      "hitRate1D": 0.5128205128205128,
      "rankWeights": [
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      "comboQuality": 0.11049779715929951,
      "eligibleDays": 359,
      "fitnessScore": -0.10884660757031427,
      "lookbackDays": 30,
      "returnLift1D": -0.0015938707346186687,
      "hitRateLift1D": 0.0058567245196771145,
      "portfolioSize": 3,
      "activationRate": 0.21727019498607242,
      "activationCount": 78,
      "baselineHitRates": {
        "1": 0.5069637883008357,
        "5": 0.49295774647887325,
        "10": 0.46
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      "sampleConfidence": 0.9888888888888889,
      "shadowSharpeLike": -0.6714195868302875,
      "avgForwardReturns": {
        "1": -0.00134290938259075,
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      "shadowMaxDrawdown": -0.13882846316082398,
      "shadowTotalReturn": -0.11596470606904419,
      "avgForwardReturn1D": -0.00134290938259075,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02"
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      "horizonObservationCounts": {
        "1": 78,
        "5": 74,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.43859649122807015,
        "10": 0.4339622641509434
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      "hitRate1D": 0.47540983606557374,
      "rankWeights": [
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      ],
      "comboQuality": 0.06521797146976147,
      "eligibleDays": 359,
      "fitnessScore": -0.23576722832167807,
      "lookbackDays": 30,
      "returnLift1D": -0.0023506009557056943,
      "hitRateLift1D": -0.03155395223526192,
      "portfolioSize": 2,
      "activationRate": 0.16991643454038996,
      "activationCount": 61,
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        "10": 0.46
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      "sampleConfidence": 0.9868852459016394,
      "shadowSharpeLike": -0.9188413436326643,
      "avgForwardReturns": {
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        "10": -0.006747192231276259
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      "shadowMaxDrawdown": -0.15410750372481663,
      "shadowTotalReturn": -0.13443027456444934,
      "avgForwardReturn1D": -0.0020996396036777757,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-27",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25",
        "2025-08-26",
        "2025-08-27",
        "2025-08-28",
        "2025-08-29",
        "2025-09-02"
      ],
      "horizonObservationCounts": {
        "1": 61,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "comboQuality": 0.05359884581757703,
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      "fitnessScore": -0.2816505794770602,
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      "sampleConfidence": 0.986904761904762,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.05281825766326267,
      "eligibleDays": 359,
      "fitnessScore": -0.2850594950747179,
      "lookbackDays": 30,
      "returnLift1D": -0.0023274202775691484,
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      "portfolioSize": 4,
      "activationRate": 0.2590529247910863,
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      "sampleConfidence": 0.9906810035842295,
      "shadowSharpeLike": -1.025675709728852,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.20926798675100367,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-15",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29"
      ],
      "horizonObservationCounts": {
        "1": 93,
        "5": 89,
        "10": 84
      },
      "baselineAvgForwardReturns": {
        "1": 0.0002509613520279186,
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    },
    {
      "topN": 5,
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      "hitRates": {
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      "hitRate1D": 0.4731182795698925,
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      "comboQuality": 0.021171428699175873,
      "eligibleDays": 368,
      "fitnessScore": -0.4934148693153669,
      "lookbackDays": 21,
      "returnLift1D": -0.0035609732496854184,
      "hitRateLift1D": -0.026315789473684237,
      "portfolioSize": 5,
      "activationRate": 0.25815217391304346,
      "activationCount": 95,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.49175824175824173,
        "10": 0.4596100278551532
      },
      "sampleConfidence": 0.9908771929824562,
      "shadowSharpeLike": -1.5046752629096811,
      "avgForwardReturns": {
        "1": -0.003493335846412348,
        "5": -0.01643794492062872,
        "10": -0.027055068991502295
      },
      "shadowMaxDrawdown": -0.3117825667570733,
      "shadowTotalReturn": -0.30799727430760504,
      "avgForwardReturn1D": -0.003493335846412348,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-24",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-07-02",
        "2025-07-03"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 91,
        "10": 86
      },
      "baselineAvgForwardReturns": {
        "1": 0.00006763740327307066,
        "5": 0.00087233210821342,
        "10": 0.0024314138524236437
      }
    },
    {
      "topN": 2,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.4788732394366197,
        "5": 0.29850746268656714,
        "10": 0.25806451612903225
      },
      "hitRate1D": 0.4788732394366197,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.021085676689026504,
      "eligibleDays": 368,
      "fitnessScore": -0.4943270317105328,
      "lookbackDays": 21,
      "returnLift1D": -0.004303315153074707,
      "hitRateLift1D": -0.02112676056338031,
      "portfolioSize": 2,
      "activationRate": 0.19293478260869565,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.49175824175824173,
        "10": 0.4596100278551532
      },
      "sampleConfidence": 0.987793427230047,
      "shadowSharpeLike": -1.6135057704794047,
      "avgForwardReturns": {
        "1": -0.004235677749801636,
        "5": -0.015895274219221302,
        "10": -0.024575781238025382
      },
      "shadowMaxDrawdown": -0.2792738014444941,
      "shadowTotalReturn": -0.2792738014444941,
      "avgForwardReturn1D": -0.004235677749801636,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-04-01",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-08-13",
        "2025-08-15",
        "2025-08-18"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 67,
        "10": 62
      },
      "baselineAvgForwardReturns": {
        "1": 0.00006763740327307066,
        "5": 0.00087233210821342,
        "10": 0.0024314138524236437
      }
    },
    {
      "topN": 3,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.45714285714285713,
        "5": 0.2,
        "10": 0.12121212121212122
      },
      "hitRate1D": 0.45714285714285713,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.017222391825147208,
      "eligibleDays": 326,
      "fitnessScore": -0.5397179432319839,
      "lookbackDays": 63,
      "returnLift1D": -0.006779518179264067,
      "hitRateLift1D": -0.04899211218229621,
      "portfolioSize": 3,
      "activationRate": 0.10736196319018405,
      "activationCount": 35,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5062111801242236,
        "10": 0.48580441640378547
      },
      "sampleConfidence": 0.9961904761904763,
      "shadowSharpeLike": -2.0770308116070906,
      "avgForwardReturns": {
        "1": -0.006281767380856313,
        "5": -0.022060086118175372,
        "10": -0.038340958336847836
      },
      "shadowMaxDrawdown": -0.21994177641773272,
      "shadowTotalReturn": -0.2092172834983761,
      "avgForwardReturn1D": -0.006281767380856313,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-10-13",
        "2025-10-15",
        "2025-10-16",
        "2025-10-17",
        "2025-12-16"
      ],
      "horizonObservationCounts": {
        "1": 35,
        "5": 35,
        "10": 33
      },
      "baselineAvgForwardReturns": {
        "1": 0.000497750798407754,
        "5": 0.003137503899020467,
        "10": 0.006242972328288539
      }
    },
    {
      "topN": 4,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.45098039215686275,
        "5": 0.3137254901960784,
        "10": 0.22448979591836735
      },
      "hitRate1D": 0.45098039215686275,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010909575649510558,
      "eligibleDays": 326,
      "fitnessScore": -0.641571867877726,
      "lookbackDays": 63,
      "returnLift1D": -0.006610841312420399,
      "hitRateLift1D": -0.055154577168290586,
      "portfolioSize": 4,
      "activationRate": 0.15644171779141106,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5062111801242236,
        "10": 0.48580441640378547
      },
      "sampleConfidence": 0.9973856209150327,
      "shadowSharpeLike": -2.2370806903291705,
      "avgForwardReturns": {
        "1": -0.006113090514012645,
        "5": -0.015546686021135033,
        "10": -0.029618512377392273
      },
      "shadowMaxDrawdown": -0.3065471536329403,
      "shadowTotalReturn": -0.2825980380443053,
      "avgForwardReturn1D": -0.006113090514012645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-10-01",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 51,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": 0.000497750798407754,
        "5": 0.003137503899020467,
        "10": 0.006242972328288539
      }
    },
    {
      "topN": 5,
      "ticker": "OMC",
      "hitRates": {
        "1": 0.45098039215686275,
        "5": 0.3137254901960784,
        "10": 0.22448979591836735
      },
      "hitRate1D": 0.45098039215686275,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.010909575649510558,
      "eligibleDays": 326,
      "fitnessScore": -0.641571867877726,
      "lookbackDays": 63,
      "returnLift1D": -0.006610841312420399,
      "hitRateLift1D": -0.055154577168290586,
      "portfolioSize": 5,
      "activationRate": 0.15644171779141106,
      "activationCount": 51,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5062111801242236,
        "10": 0.48580441640378547
      },
      "sampleConfidence": 0.9973856209150327,
      "shadowSharpeLike": -2.2370806903291705,
      "avgForwardReturns": {
        "1": -0.006113090514012645,
        "5": -0.015546686021135033,
        "10": -0.029618512377392273
      },
      "shadowMaxDrawdown": -0.3065471536329403,
      "shadowTotalReturn": -0.2825980380443053,
      "avgForwardReturn1D": -0.006113090514012645,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-09-02",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05",
        "2025-09-08",
        "2025-09-09",
        "2025-10-01",
        "2025-10-08",
        "2025-10-09",
        "2025-10-10"
      ],
      "horizonObservationCounts": {
        "1": 51,
        "5": 51,
        "10": 49
      },
      "baselineAvgForwardReturns": {
        "1": 0.000497750798407754,
        "5": 0.003137503899020467,
        "10": 0.006242972328288539
      }
    }
  ],
  "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": 0.03506141922504972,
      "fitnessScore": -0.3792918806538793,
      "lookbackDays": 14,
      "returnLift1D": -0.0034096918508489276,
      "activationRate": 0.19466666666666665,
      "activationCount": 73,
      "sampleConfidence": 0.9881278538812786,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.2386534952181022,
      "avgForwardReturn1D": -0.0032929134894794
    },
    {
      "comboQuality": 0.03792634580889834,
      "fitnessScore": -0.36135790014875874,
      "lookbackDays": 21,
      "returnLift1D": -0.0029379437456661297,
      "activationRate": 0.22826086956521738,
      "activationCount": 84,
      "sampleConfidence": 0.9896825396825397,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.23802550520132737,
      "avgForwardReturn1D": -0.002870306342393059
    },
    {
      "comboQuality": 0.11049779715929951,
      "fitnessScore": -0.10884660757031427,
      "lookbackDays": 30,
      "returnLift1D": -0.0015938707346186687,
      "activationRate": 0.21727019498607242,
      "activationCount": 78,
      "sampleConfidence": 0.9888888888888889,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.11596470606904419,
      "avgForwardReturn1D": -0.00134290938259075
    },
    {
      "comboQuality": 0.05359884581757703,
      "fitnessScore": -0.2816505794770602,
      "lookbackDays": 45,
      "returnLift1D": -0.002397314484342699,
      "activationRate": 0.16279069767441862,
      "activationCount": 56,
      "sampleConfidence": 0.986904761904762,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.14125351354007998,
      "avgForwardReturn1D": -0.002256067091426131
    },
    {
      "comboQuality": 0.023283553018883234,
      "fitnessScore": -0.47201881285600183,
      "lookbackDays": 63,
      "returnLift1D": -0.007048837549939035,
      "activationRate": 0.04294478527607362,
      "activationCount": 14,
      "sampleConfidence": 0.9101630145937416,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.09282791341653052,
      "avgForwardReturn1D": -0.006551086751531281
    }
  ],
  "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": "4c0a2d091ccdeae94e36c48240bd9e9ee91e340ec7ba4e3f28284b1d9d2d9fde",
    "size": 13,
    "members": [
      "OMC",
      "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
0.530
Liquidity
0.864
Momentum
0.617
Relative strength
0.503
Trend quality
0.212
Stability
0.582
Aggression
0.392
Downside risk
0.624
Drawdown state
0.861
Quality momentum
0.489
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.855
Benchmark Independence 3m Score
0.924
Beta 1y Profile Score
0.163
Beta 3m Profile Score
0.070
Beta Change Score
0.384
Correlation Change Score
0.466
Current Drawdown Score
0.737
Days Since 52w High Score
0.349
Distance From 52w High Score
0.961
Distance From Sma 20 Score
0.626
Distance From Sma 200 Score
0.650
Distance From Sma 50 Score
0.657
Downside Volatility 1m Score
0.492
Downside Volatility 1y Score
0.367
Downside Volatility 2y Score
0.372
Downside Volatility 3m Score
0.331
Downside Volatility 5y Score
0.319
Downside Volatility 6m Score
0.429
Drawdown Recovery Score
1
Excess Return 1m Score
0.613
Excess Return 1y Score
0.421
Excess Return 3m Score
0.488
Excess Return 6m Score
0.462
Expected Shortfall 95 1y Score
0.557
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.530
Drawdown Score 1m
0.689
Drawdown Score 1y
0.725
Drawdown Score 2y
0.584
Drawdown Score 3m
0.748
Drawdown Score 5y
0.667
Drawdown Score 6m
0.695
Momentum Acceleration 1m Vs 3m Score
0.699
Momentum Acceleration 3m Vs 6m Score
0.574
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.719
Relative Strength Slope 3m Score
0.435
Relative Volume 20d Score
0.333
Return 1m Score
0.658
Return 1w Score
0.640
Return 1y Score
0.610
Return 2y Score
0.283
Return 3m Score
0.632
Return 5y Score
0.093
Return 6m Score
0.565
Return Skewness 1y Score
0.644
Sector Excess Return 1y Score
0.699
Sharpe 1m Score
1
Sharpe 1y Score
0.526
Sharpe 2y Score
0.429
Sharpe 3m Score
0.699
Sharpe 5y Score
0.455
Sharpe 6m Score
0.515
Sortino 1m Score
0.720
Sortino 1y Score
0.461
Sortino 2y Score
0.393
Sortino 3m Score
0.563
Sortino 5y Score
0.409
Sortino 6m Score
0.451
Trend R2 1m Score
0.303
Trend R2 1w Score
0.466
Trend R2 1y Score
0.087
Trend R2 2y Score
0.388
Trend R2 3m Score
0.007
Trend R2 5y Score
0.273
Trend R2 6m Score
0.002
Trend Slope 1m Score
0.712
Trend Slope 1w Score
0.880
Trend Slope 1y Score
0.512
Trend Slope 2y Score
0.472
Trend Slope 3m Score
0.509
Trend Slope 5y Score
0.512
Trend Slope 6m Score
0.496
Volatility 1m Score
0.429
Volatility 1w Score
0.383
Volatility 1y Score
0.405
Volatility 2y Score
0.364
Volatility 3m Score
0.333
Volatility 5y Score
0.319
Volatility 6m Score
0.462
Worst Day 1y Score
0.443
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
391,493,627.51
Best Day 1y
0.154
Beta To Benchmark 1y
0.408
Beta 3m
0.175
Beta Change
-0.233
Beta To Sector 1y
0.929
Correlation To Benchmark 1y
0.145
Correlation 3m
0.076
Correlation Change
-0.068
Correlation To Sector 1y
0.362
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.855
Benchmark Independence 3m Score
0.924
Beta 1y Profile Score
0.163
Beta 3m Profile Score
0.070
Beta Change Score
0.384
Correlation Change Score
0.466
Current Drawdown Score
0.737
Distance From Sma 20 Score
0.626
Distance From Sma 200 Score
0.650
Current Drawdown
-0.171
Days Since 52w High
88
Distance From 52w High
-0.025
Distance From Sma 20
0.076
Distance From Sma 200
0.090
Distance From Sma 50
0.094
Downside Capture 1y
1.659
Downside Volatility 1m
0.419
Downside Volatility 1w
-
Downside Volatility 1y
0.325
Downside Volatility 2y
0.329
Downside Volatility 3m
0.298
Downside Volatility 5y
0.290
Downside Volatility 6m
0.372
Drawdown Recovery
1
Excess Return 1m
0.068
Excess Return 1y
-0.048
Excess Return 3m
-0.007
Excess Return 6m
-0.023
Expected Shortfall 95 1y
-0.044
Market Cap
23,655,516,160
Max Drawdown 1m
-0.078
Max Drawdown 1w
-0.028
Max Drawdown 1y
-0.179
Max Drawdown 2y
-0.333
Max Drawdown 3m
-0.101
Max Drawdown 5y
-0.333
Max Drawdown 6m
-0.168
Momentum Acceleration 1m Vs 3m
0.060
Momentum Acceleration 3m Vs 6m
0.022
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.001
Relative Volume 20d
1.200
Return 1m
0.095
Return 1w
0.042
Return 1y
0.175
Return 2y
-0.009
Return 3m
0.106
Return 5y
0.209
Return 6m
0.078
Return Skewness 1y
0.864
Sector Excess Return 1y
0.120
Sharpe 1m
3.110
Sharpe 1y
0.632
Sharpe 2y
0.146
Sharpe 3m
1.493
Sharpe 5y
0.275
Sharpe 6m
0.573
Sortino 1m
2.763
Sortino 1y
0.686
Sortino 2y
0.144
Sortino 3m
1.500
Sortino 5y
0.275
Sortino 6m
0.612
Trend R2 1m
0.303
Trend R2 1w
0.466
Trend R2 1y
0.087
Trend R2 2y
0.388
Trend R2 3m
0.007
Trend R2 5y
0.273
Trend R2 6m
0.002
Trend 1m
0.003
Trend 1w
0.006
Trend 1y
0.000
Trend 2y
-0.000
Trend 3m
0.000
Trend 5y
0.000
Trend 6m
-0.000
Upside Capture 1y
0.579
Value At Risk 95 1y
-0.028
Volatility 1m
0.372
Volatility 1w
0.337
Volatility 1y
0.353
Volatility 2y
0.323
Volatility 3m
0.299
Volatility 5y
0.289
Volatility 6m
0.397
Worst Day 1y
-0.111
Distance From Sma 50 Score
0.657
Downside Volatility 1y Score
0.367
Downside Volatility 3m Score
0.331
Drawdown Recovery Score
1
Excess Return 1m Score
0.613
Excess Return 1y Score
0.421
Excess Return 3m Score
0.488
Excess Return 6m Score
0.462
Expected Shortfall 95 1y Score
0.557
Log Avg Dollar Volume 20d Score
0.864
Log Market Cap Score
0.530
Drawdown Score 1y
0.725
Drawdown Score 5y
0.667
Momentum Acceleration 1m Vs 3m Score
0.699
Momentum Acceleration 3m Vs 6m Score
0.574
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.719
Relative Volume 20d Score
0.333
Return 1m Score
0.658
Return 1y Score
0.610
Return 3m Score
0.632
Return 6m Score
0.565
Return Skewness 1y Score
0.644
Sortino 1y Score
0.461
Sortino 3m Score
0.563
Trend R2 1y Score
0.087
Trend R2 3m Score
0.007
Trend Slope 1y Score
0.512
Trend Slope 3m Score
0.509
Volatility 1y Score
0.405
Volatility 3m Score
0.333