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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

OMF

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

Research Detail

OMF

OMF

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.182
Correlation To Benchmark 1y
0.504
Inverse To Benchmark 1y
0.496
Drawdown Score 1m
0.673
Drawdown Score 3m
0.730
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
0.466
Drawdown Score 1y
0.543
Drawdown Score 2y
0.626
Drawdown Score 5y
0.521
Return 1w
-0.004
Return 1m
0.062
Return 3m
0.066
Return 6m
-0.125
Return 1y
0.081
Return 2y
0.462
Return 5y
0.567
Sharpe 1m
2.510
Sharpe 3m
1.050
Sharpe 6m
-0.711
Sharpe 1y
0.410
Sharpe 2y
0.718
Sharpe 5y
0.430
Trend 1w
-0.004
Trend 1m
0.003
Trend 3m
0.001
Trend 6m
-0.000
Trend 1y
0.000
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.401
Volatility 1m
0.305
Volatility 3m
0.280
Volatility 6m
0.309
Volatility 1y
0.294
Volatility 2y
0.350
Volatility 5y
0.356
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
OMF
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
Financials
Sector Benchmark Ticker
XLF
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
0.604
Aptet Fit Raw Score
0.630
Aptet Fit Confidence
0.917
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.537
Force Fit Raw Score
0.561
Force Fit Confidence
0.914
Force Fit Label
moderate
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",
      "OMF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OMF",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "OMF",
    "hitRates": {
      "1": 0.5359116022099447,
      "5": 0.559322033898305,
      "10": 0.5813953488372093
    },
    "hitRate1D": 0.5359116022099447,
    "comboQuality": 0.8807731463851421,
    "eligibleDays": 330,
    "fitnessScore": 0.7899498589036125,
    "lookbackDays": 30,
    "returnLift1D": 0.0008675490130120337,
    "hitRateLift1D": 0.02527330433760433,
    "activationRate": 0.5515151515151515,
    "activationCount": 182,
    "baselineHitRates": {
      "1": 0.5106382978723404,
      "5": 0.5661538461538461,
      "10": 0.596875
    },
    "sampleConfidence": 0.9941391941391942,
    "shadowSharpeLike": 1.3568264693319434,
    "avgForwardReturns": {
      "1": 0.0019467898435202241,
      "5": 0.006090936677940152,
      "10": 0.010765622006799185
    },
    "shadowMaxDrawdown": -0.09396429741240098,
    "shadowTotalReturn": 0.37855629003395785,
    "avgForwardReturn1D": 0.0019467898435202241,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-23",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29",
      "2025-04-30",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15"
    ],
    "horizonObservationCounts": {
      "1": 181,
      "5": 177,
      "10": 172
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010792408305081904,
      "5": 0.006135532340295193,
      "10": 0.013924008771614555
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.8807731463851421,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5834522985687934,
    "bestRawFitnessScore": 0.7899498589036125,
    "upperQuartileComboQuality": 0.6874925531994696
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.6039197242868836,
    "rawScore": 0.6299099015006273,
    "confidence": 0.917479699392476,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 30
    },
    "profileBreadth": 0.49968710325428767,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        30
      ]
    },
    "parameterStability": 0.4626993590773565,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5359116022099447,
        "5": 0.559322033898305,
        "10": 0.5813953488372093
      },
      "hitRate1D": 0.5359116022099447,
      "comboQuality": 0.8807731463851421,
      "eligibleDays": 330,
      "fitnessScore": 0.7899498589036125,
      "lookbackDays": 30,
      "returnLift1D": 0.0008675490130120337,
      "hitRateLift1D": 0.02527330433760433,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5661538461538461,
        "10": 0.596875
      },
      "sampleConfidence": 0.9941391941391942,
      "shadowSharpeLike": 1.3568264693319434,
      "avgForwardReturns": {
        "1": 0.0019467898435202241,
        "5": 0.006090936677940152,
        "10": 0.010765622006799185
      },
      "shadowMaxDrawdown": -0.09396429741240098,
      "shadowTotalReturn": 0.37855629003395785,
      "avgForwardReturn1D": 0.0019467898435202241,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15"
      ],
      "horizonObservationCounts": {
        "1": 181,
        "5": 177,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010792408305081904,
        "5": 0.006135532340295193,
        "10": 0.013924008771614555
      }
    },
    {
      "topN": 4,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5260115606936416,
        "5": 0.5443786982248521,
        "10": 0.5792682926829268
      },
      "hitRate1D": 0.5260115606936416,
      "comboQuality": 0.8008017952955793,
      "eligibleDays": 330,
      "fitnessScore": 0.6560888902047278,
      "lookbackDays": 30,
      "returnLift1D": 0.0006100460169712015,
      "hitRateLift1D": 0.015373262821301248,
      "activationRate": 0.5272727272727272,
      "activationCount": 174,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5661538461538461,
        "10": 0.596875
      },
      "sampleConfidence": 0.9938697318007663,
      "shadowSharpeLike": 1.146179521760651,
      "avgForwardReturns": {
        "1": 0.001689286847479392,
        "5": 0.0057525833125309555,
        "10": 0.010417686527349606
      },
      "shadowMaxDrawdown": -0.1056361982048285,
      "shadowTotalReturn": 0.29522626689487863,
      "avgForwardReturn1D": 0.001689286847479392,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 173,
        "5": 169,
        "10": 164
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010792408305081904,
        "5": 0.006135532340295193,
        "10": 0.013924008771614555
      }
    },
    {
      "topN": 3,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5279503105590062,
        "5": 0.5477707006369427,
        "10": 0.5657894736842105
      },
      "hitRate1D": 0.5279503105590062,
      "comboQuality": 0.741083083632187,
      "eligibleDays": 330,
      "fitnessScore": 0.581353214104958,
      "lookbackDays": 30,
      "returnLift1D": 0.0004672045910010703,
      "hitRateLift1D": 0.017312012686665823,
      "activationRate": 0.4909090909090909,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5661538461538461,
        "10": 0.596875
      },
      "sampleConfidence": 0.9934156378600824,
      "shadowSharpeLike": 1.0343161466848128,
      "avgForwardReturns": {
        "1": 0.0015464454215092607,
        "5": 0.005516758873399899,
        "10": 0.009128794381629168
      },
      "shadowMaxDrawdown": -0.09362077514454747,
      "shadowTotalReturn": 0.2427641482855254,
      "avgForwardReturn1D": 0.0015464454215092607,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 161,
        "5": 157,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010792408305081904,
        "5": 0.006135532340295193,
        "10": 0.013924008771614555
      }
    },
    {
      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5403225806451613,
        "5": 0.6048387096774194,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5403225806451613,
      "comboQuality": 0.7337175216494505,
      "eligibleDays": 339,
      "fitnessScore": 0.5729846107836994,
      "lookbackDays": 21,
      "returnLift1D": 0.0010916527627287704,
      "hitRateLift1D": 0.028488261118534086,
      "activationRate": 0.36578171091445427,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5118343195266272,
        "5": 0.5598802395209581,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 0.9978494623655915,
      "shadowSharpeLike": 1.176876876474239,
      "avgForwardReturns": {
        "1": 0.002184017714605242,
        "5": 0.010861642729222194,
        "10": 0.013847341366791584
      },
      "shadowMaxDrawdown": -0.10648007522491731,
      "shadowTotalReturn": 0.2657602187673016,
      "avgForwardReturn1D": 0.002184017714605242,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-29",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-30"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 124,
        "10": 120
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010923649518764717,
        "5": 0.004954160513484671,
        "10": 0.010335648361527065
      }
    },
    {
      "topN": 3,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5443037974683544,
        "5": 0.6114649681528662,
        "10": 0.5921052631578947
      },
      "hitRate1D": 0.5443037974683544,
      "comboQuality": 0.7034378438942138,
      "eligibleDays": 339,
      "fitnessScore": 0.5400189919705471,
      "lookbackDays": 21,
      "returnLift1D": 0.0004397699737706134,
      "hitRateLift1D": 0.032469477941727276,
      "activationRate": 0.46607669616519176,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5118343195266272,
        "5": 0.5598802395209581,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 0.9970464135021098,
      "shadowSharpeLike": 0.8390403580276229,
      "avgForwardReturns": {
        "1": 0.0015321349256470851,
        "5": 0.00967822341445203,
        "10": 0.012189209935367692
      },
      "shadowMaxDrawdown": -0.1438744574361035,
      "shadowTotalReturn": 0.22246870281137587,
      "avgForwardReturn1D": 0.0015321349256470851,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-03",
        "2025-04-29",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 152
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010923649518764717,
        "5": 0.004954160513484671,
        "10": 0.010335648361527065
      }
    },
    {
      "topN": 5,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5222222222222223,
        "5": 0.6033519553072626,
        "10": 0.6704545454545454
      },
      "hitRate1D": 0.5222222222222223,
      "comboQuality": 0.6821774563012214,
      "eligibleDays": 352,
      "fitnessScore": 0.518035259813731,
      "lookbackDays": 14,
      "returnLift1D": 0.00032095075590988153,
      "hitRateLift1D": 0.013650793650793691,
      "activationRate": 0.5113636363636364,
      "activationCount": 180,
      "baselineHitRates": {
        "1": 0.5085714285714286,
        "5": 0.569364161849711,
        "10": 0.5818713450292398
      },
      "sampleConfidence": 0.9981481481481482,
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        "5": 0.005691260555014227,
        "10": 0.0049077037395839195
      },
      "shadowMaxDrawdown": -0.15181936709338284,
      "shadowTotalReturn": 0.040938823283069636,
      "avgForwardReturn1D": 0.00048816038078805226,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-28",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008386254102618025,
        "5": 0.004700868666541406,
        "10": 0.009542727712833867
      }
    },
    {
      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.48717948717948717,
        "5": 0.504424778761062,
        "10": 0.5137614678899083
      },
      "hitRate1D": 0.48717948717948717,
      "comboQuality": 0.28903681896875544,
      "eligibleDays": 330,
      "fitnessScore": 0.15198535626702087,
      "lookbackDays": 30,
      "returnLift1D": -0.0005932877775150444,
      "hitRateLift1D": -0.023458810692853216,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5106382978723404,
        "5": 0.5661538461538461,
        "10": 0.596875
      },
      "sampleConfidence": 0.9915254237288136,
      "shadowSharpeLike": 0.19725374054414688,
      "avgForwardReturns": {
        "1": 0.00048595305299314596,
        "5": 0.0026195128341071957,
        "10": 0.00826353928851432
      },
      "shadowMaxDrawdown": -0.12570754849173393,
      "shadowTotalReturn": 0.02448604450934777,
      "avgForwardReturn1D": 0.00048595305299314596,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-25",
        "2025-04-29",
        "2025-05-19",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-12",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 113,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010792408305081904,
        "5": 0.006135532340295193,
        "10": 0.013924008771614555
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    },
    {
      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.4225352112676056,
        "5": 0.43661971830985913,
        "10": 0.36619718309859156
      },
      "hitRate1D": 0.4225352112676056,
      "comboQuality": 0.07598911049291047,
      "eligibleDays": 297,
      "fitnessScore": -0.19958943813856483,
      "lookbackDays": 63,
      "returnLift1D": -0.0020461714540195965,
      "hitRateLift1D": -0.07746478873239437,
      "activationRate": 0.23905723905723905,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5582191780821918,
        "10": 0.5679442508710801
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      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6673941066229423,
      "avgForwardReturns": {
        "1": -0.001207546043757794,
        "5": -0.005184557854842673,
        "10": -0.012778654777770295
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      "shadowMaxDrawdown": -0.1202925433885017,
      "shadowTotalReturn": -0.09922259522555621,
      "avgForwardReturn1D": -0.001207546043757794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 71,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008386254102618025,
        "5": 0.004700868666541406,
        "10": 0.009542727712833867
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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": 0.6821774563012214,
      "fitnessScore": 0.518035259813731,
      "lookbackDays": 14,
      "returnLift1D": 0.00032095075590988153,
      "activationRate": 0.5113636363636364,
      "activationCount": 180,
      "sampleConfidence": 0.9981481481481482,
      "shadowTotalReturn": 0.21909176178313738,
      "avgForwardReturn1D": 0.0014274118870354717
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.7337175216494505,
      "fitnessScore": 0.5729846107836994,
      "lookbackDays": 21,
      "returnLift1D": 0.0010916527627287704,
      "activationRate": 0.36578171091445427,
      "activationCount": 124,
      "sampleConfidence": 0.9978494623655915,
      "shadowTotalReturn": 0.2657602187673016,
      "avgForwardReturn1D": 0.002184017714605242
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8807731463851421,
      "fitnessScore": 0.7899498589036125,
      "lookbackDays": 30,
      "returnLift1D": 0.0008675490130120337,
      "activationRate": 0.5515151515151515,
      "activationCount": 182,
      "sampleConfidence": 0.9941391941391942,
      "shadowTotalReturn": 0.37855629003395785,
      "avgForwardReturn1D": 0.0019467898435202241
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6310705236794307,
      "fitnessScore": 0.46809866564045216,
      "lookbackDays": 45,
      "returnLift1D": 0.00022150437170208293,
      "activationRate": 0.47619047619047616,
      "activationCount": 150,
      "sampleConfidence": 0.9928888888888889,
      "shadowTotalReturn": 0.20981736241319493,
      "avgForwardReturn1D": 0.0014846957566106579
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.49183149660487907,
      "fitnessScore": 0.3428110773975802,
      "lookbackDays": 63,
      "returnLift1D": -0.0000880174637229715,
      "activationRate": 0.5387205387205387,
      "activationCount": 160,
      "sampleConfidence": 0.9979166666666668,
      "shadowTotalReturn": 0.09515484722745482,
      "avgForwardReturn1D": 0.000750607946538831
    }
  ],
  "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": "7212b805257b23269ebb788a11c5ad426a82b5d999fa9bb42a194e3958071409",
    "size": 13,
    "members": [
      "OMF",
      "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",
      "OMF"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "OMF",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 2,
    "ticker": "OMF",
    "hitRates": {
      "1": 0.5384615384615384,
      "5": 0.6,
      "10": 0.5634920634920635
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    "hitRate1D": 0.5384615384615384,
    "rankWeights": [
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      0.30000000000000004
    ],
    "comboQuality": 0.7049179442607865,
    "eligibleDays": 368,
    "fitnessScore": 0.541582145085933,
    "lookbackDays": 21,
    "returnLift1D": 0.0012679070645249151,
    "hitRateLift1D": 0.03574414715719065,
    "portfolioSize": 2,
    "activationRate": 0.3532608695652174,
    "activationCount": 130,
    "baselineHitRates": {
      "1": 0.5027173913043478,
      "5": 0.5467032967032966,
      "10": 0.5654596100278552
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    "sampleConfidence": 0.997948717948718,
    "shadowSharpeLike": 1.0619261045431159,
    "avgForwardReturns": {
      "1": 0.0020159638507134315,
      "5": 0.009834345494608958,
      "10": 0.010414167980523737
    },
    "shadowMaxDrawdown": -0.10648007522491709,
    "shadowTotalReturn": 0.2503819334718522,
    "avgForwardReturn1D": 0.0020159638507134315,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-06",
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-18",
      "2025-02-19",
      "2025-04-29",
      "2025-05-06",
      "2025-05-07",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 130,
      "5": 130,
      "10": 126
    },
    "baselineAvgForwardReturns": {
      "1": 0.0007480567861885164,
      "5": 0.0034909808431588005,
      "10": 0.007142648148765934
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7049179442607865,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.5574801853918339,
    "bestRawFitnessScore": 0.541582145085933,
    "upperQuartileComboQuality": 0.6081752283434126
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5365656893896591,
    "rawScore": 0.5607664897068452,
    "confidence": 0.9136867100249242,
    "bestProfile": {
      "lookbackDays": 21,
      "portfolioSize": 2
    },
    "profileBreadth": 0.4992827621010428,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.3999645841257025,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.6,
        "10": 0.5634920634920635
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      "hitRate1D": 0.5384615384615384,
      "rankWeights": [
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      "comboQuality": 0.7049179442607865,
      "eligibleDays": 368,
      "fitnessScore": 0.541582145085933,
      "lookbackDays": 21,
      "returnLift1D": 0.0012679070645249151,
      "hitRateLift1D": 0.03574414715719065,
      "portfolioSize": 2,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "baselineHitRates": {
        "1": 0.5027173913043478,
        "5": 0.5467032967032966,
        "10": 0.5654596100278552
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      "sampleConfidence": 0.997948717948718,
      "shadowSharpeLike": 1.0619261045431159,
      "avgForwardReturns": {
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        "10": 0.010414167980523737
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      "shadowMaxDrawdown": -0.10648007522491709,
      "shadowTotalReturn": 0.2503819334718522,
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      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-06",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-18",
        "2025-02-19",
        "2025-04-29",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 130,
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        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007480567861885164,
        "5": 0.0034909808431588005,
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    },
    {
      "topN": 4,
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      "hitRates": {
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        "5": 0.5287356321839081,
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      "hitRate1D": 0.5168539325842697,
      "rankWeights": [
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      "comboQuality": 0.6758135166034908,
      "eligibleDays": 359,
      "fitnessScore": 0.5116116169177051,
      "lookbackDays": 30,
      "returnLift1D": 0.0006566097039251044,
      "hitRateLift1D": 0.018246690244436814,
      "portfolioSize": 4,
      "activationRate": 0.4958217270194986,
      "activationCount": 178,
      "baselineHitRates": {
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        "5": 0.543661971830986,
        "10": 0.5714285714285714
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      "sampleConfidence": 0.9951310861423222,
      "shadowSharpeLike": 0.8019128956755519,
      "avgForwardReturns": {
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        "5": 0.003912217361539477,
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      "shadowMaxDrawdown": -0.10563619820482828,
      "shadowTotalReturn": 0.20489054304322907,
      "avgForwardReturn1D": 0.0012473646021981034,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 174,
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      "baselineAvgForwardReturns": {
        "1": 0.000590754898272999,
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    },
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      "riskOffActivations": 0,
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    },
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      "comboQuality": 0.6389954348923336,
      "eligibleDays": 359,
      "fitnessScore": 0.4756214753701666,
      "lookbackDays": 30,
      "returnLift1D": 0.0006190757296359173,
      "hitRateLift1D": 0.022604878872288348,
      "portfolioSize": 3,
      "activationRate": 0.4596100278551532,
      "activationCount": 165,
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      "sampleConfidence": 0.9947474747474748,
      "shadowSharpeLike": 0.7648356787538347,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.09362077514454714,
      "shadowTotalReturn": 0.1807172414745135,
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      "riskOffActivations": 0,
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        "2025-04-25",
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        "2025-04-29",
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      "horizonObservationCounts": {
        "1": 165,
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      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
      "ticker": "OMF",
      "hitRates": {
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      "hitRate1D": 0.536144578313253,
      "rankWeights": [
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      "comboQuality": 0.6148862320579558,
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      "fitnessScore": 0.45293766348498504,
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      "returnLift1D": 0.0005118095062897558,
      "hitRateLift1D": 0.033427187008905235,
      "portfolioSize": 3,
      "activationRate": 0.45108695652173914,
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      "sampleConfidence": 0.9971887550200804,
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      "shadowTotalReturn": 0.040938823283069636,
      "avgForwardReturn1D": 0.00048816038078805226,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-28",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013370293830141076,
        "5": 0.007508578606477062,
        "10": 0.015046125161693515
      }
    },
    {
      "topN": 5,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5035971223021583,
        "5": 0.5755395683453237,
        "10": 0.5179856115107914
      },
      "hitRate1D": 0.5035971223021583,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.35661527802723103,
      "eligibleDays": 326,
      "fitnessScore": 0.2201812294580912,
      "lookbackDays": 63,
      "returnLift1D": -0.0008488690022260554,
      "hitRateLift1D": -0.005605331685571757,
      "portfolioSize": 5,
      "activationRate": 0.4263803680981595,
      "activationCount": 139,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.5714285714285714,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.27303322422192033,
      "avgForwardReturns": {
        "1": 0.00048816038078805226,
        "5": 0.005691260555014227,
        "10": 0.0049077037395839195
      },
      "shadowMaxDrawdown": -0.15181936709338284,
      "shadowTotalReturn": 0.040938823283069636,
      "avgForwardReturn1D": 0.00048816038078805226,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-28",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013370293830141076,
        "5": 0.007508578606477062,
        "10": 0.015046125161693515
      }
    },
    {
      "topN": 3,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.5225806451612903,
        "5": 0.5870967741935483,
        "10": 0.6516129032258065
      },
      "hitRate1D": 0.5225806451612903,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.33541733675743957,
      "eligibleDays": 375,
      "fitnessScore": 0.19956757901969543,
      "lookbackDays": 14,
      "returnLift1D": -0.00012447706609585346,
      "hitRateLift1D": 0.021247311827957027,
      "portfolioSize": 3,
      "activationRate": 0.41333333333333333,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5390835579514824,
        "10": 0.5573770491803278
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.15291365529675638,
      "avgForwardReturns": {
        "1": 0.00045040450163118386,
        "5": 0.007310809795158908,
        "10": 0.016807167391900208
      },
      "shadowMaxDrawdown": -0.18048413350630965,
      "shadowTotalReturn": 0.015107135544413008,
      "avgForwardReturn1D": 0.00045040450163118386,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-07",
        "2025-03-24",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 155,
        "10": 155
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005748815677270373,
        "5": 0.003022776674322128,
        "10": 0.006762414364076595
      }
    },
    {
      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.4793388429752066,
        "5": 0.48717948717948717,
        "10": 0.49557522123893805
      },
      "hitRate1D": 0.4793388429752066,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.20831695856862312,
      "eligibleDays": 359,
      "fitnessScore": 0.056277922473889505,
      "lookbackDays": 30,
      "returnLift1D": -0.0005287644194120212,
      "hitRateLift1D": -0.019268399364626265,
      "portfolioSize": 2,
      "activationRate": 0.3370473537604457,
      "activationCount": 121,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.543661971830986,
        "10": 0.5714285714285714
      },
      "sampleConfidence": 0.9933884297520662,
      "shadowSharpeLike": -0.05144003774888452,
      "avgForwardReturns": {
        "1": 0.00006199047886097779,
        "5": 0.00010668375016574018,
        "10": 0.0038756280666241757
      },
      "shadowMaxDrawdown": -0.13676890482879644,
      "shadowTotalReturn": -0.026662993077991692,
      "avgForwardReturn1D": 0.00006199047886097779,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-04-25",
        "2025-04-29",
        "2025-05-19",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 113
      },
      "baselineAvgForwardReturns": {
        "1": 0.000590754898272999,
        "5": 0.003193986278741797,
        "10": 0.007555972101853437
      }
    },
    {
      "topN": 2,
      "ticker": "OMF",
      "hitRates": {
        "1": 0.4225352112676056,
        "5": 0.43661971830985913,
        "10": 0.36619718309859156
      },
      "hitRate1D": 0.4225352112676056,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.07173529866065367,
      "eligibleDays": 326,
      "fitnessScore": -0.21327347861306595,
      "lookbackDays": 63,
      "returnLift1D": -0.0025445754267719015,
      "hitRateLift1D": -0.08666724272012438,
      "portfolioSize": 2,
      "activationRate": 0.21779141104294478,
      "activationCount": 71,
      "baselineHitRates": {
        "1": 0.50920245398773,
        "5": 0.5714285714285714,
        "10": 0.6025236593059937
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.6370635921808496,
      "avgForwardReturns": {
        "1": -0.001207546043757794,
        "5": -0.005184557854842673,
        "10": -0.012778654777770295
      },
      "shadowMaxDrawdown": -0.1202925433885017,
      "shadowTotalReturn": -0.09922259522555621,
      "avgForwardReturn1D": -0.001207546043757794,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-07-02",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11"
      ],
      "horizonObservationCounts": {
        "1": 71,
        "5": 71,
        "10": 71
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013370293830141076,
        "5": 0.007508578606477062,
        "10": 0.015046125161693515
      }
    }
  ],
  "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": 0.5193943610943836,
      "fitnessScore": 0.3670756049874037,
      "lookbackDays": 14,
      "returnLift1D": 0.00045681191466821985,
      "activationRate": 0.4613333333333333,
      "activationCount": 173,
      "sampleConfidence": 0.9992292870905588,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.1280761376841988,
      "avgForwardReturn1D": 0.0010316934823952572
    },
    {
      "comboQuality": 0.7049179442607865,
      "fitnessScore": 0.541582145085933,
      "lookbackDays": 21,
      "returnLift1D": 0.0012679070645249151,
      "activationRate": 0.3532608695652174,
      "activationCount": 130,
      "sampleConfidence": 0.997948717948718,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.2503819334718522,
      "avgForwardReturn1D": 0.0020159638507134315
    },
    {
      "comboQuality": 0.6758135166034908,
      "fitnessScore": 0.5116116169177051,
      "lookbackDays": 30,
      "returnLift1D": 0.0006566097039251044,
      "activationRate": 0.4958217270194986,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.20489054304322907,
      "avgForwardReturn1D": 0.0012473646021981034
    },
    {
      "comboQuality": 0.6059382271052316,
      "fitnessScore": 0.4446594801675918,
      "lookbackDays": 45,
      "returnLift1D": 0.0002965838817520529,
      "activationRate": 0.4331395348837209,
      "activationCount": 149,
      "sampleConfidence": 0.9941834451901567,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.20981736241319493,
      "avgForwardReturn1D": 0.0014846957566106579
    },
    {
      "comboQuality": 0.44986273545636013,
      "fitnessScore": 0.3057304306839811,
      "lookbackDays": 63,
      "returnLift1D": -0.000411003705962845,
      "activationRate": 0.37423312883435583,
      "activationCount": 122,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.09397205963490474,
      "avgForwardReturn1D": 0.0009260256770512626
    }
  ],
  "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": "7212b805257b23269ebb788a11c5ad426a82b5d999fa9bb42a194e3958071409",
    "size": 13,
    "members": [
      "OMF",
      "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
0.410
Liquidity
0.614
Momentum
0.566
Relative strength
0.372
Trend quality
0.243
Stability
0.569
Aggression
0.444
Downside risk
0.595
Drawdown state
0.782
Quality momentum
0.443
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.496
Benchmark Independence 3m Score
0.530
Beta 1y Profile Score
0.473
Beta 3m Profile Score
0.403
Beta Change Score
0.413
Correlation Change Score
0.483
Current Drawdown Score
0.788
Days Since 52w High Score
0.504
Distance From 52w High Score
0.788
Distance From Sma 20 Score
0.510
Distance From Sma 200 Score
0.558
Distance From Sma 50 Score
0.590
Downside Volatility 1m Score
0.318
Downside Volatility 1y Score
0.325
Downside Volatility 2y Score
0.403
Downside Volatility 3m Score
0.278
Downside Volatility 5y Score
0.417
Downside Volatility 6m Score
0.374
Drawdown Recovery Score
0.880
Excess Return 1m Score
0.558
Excess Return 1y Score
0.263
Excess Return 3m Score
0.421
Excess Return 6m Score
0.123
Expected Shortfall 95 1y Score
0.573
Log Avg Dollar Volume 20d Score
0.614
Log Market Cap Score
0.410
Drawdown Score 1m
0.673
Drawdown Score 1y
0.543
Drawdown Score 2y
0.626
Drawdown Score 3m
0.730
Drawdown Score 5y
0.521
Drawdown Score 6m
0.466
Momentum Acceleration 1m Vs 3m Score
0.633
Momentum Acceleration 3m Vs 6m Score
0.643
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.736
Relative Strength Slope 3m Score
0.481
Relative Volume 20d Score
0.277
Return 1m Score
0.603
Return 1w Score
0.486
Return 1y Score
0.550
Return 2y Score
0.418
Return 3m Score
0.583
Return 5y Score
0.121
Return 6m Score
0.396
Return Skewness 1y Score
0.471
Sector Excess Return 1y Score
0.502
Sharpe 1m Score
0.902
Sharpe 1y Score
0.482
Sharpe 2y Score
0.544
Sharpe 3m Score
0.610
Sharpe 5y Score
0.486
Sharpe 6m Score
0.258
Sortino 1m Score
0.706
Sortino 1y Score
0.426
Sortino 2y Score
0.464
Sortino 3m Score
0.517
Sortino 5y Score
0.428
Sortino 6m Score
0.292
Trend R2 1m Score
0.455
Trend R2 1w Score
0.154
Trend R2 1y Score
0.004
Trend R2 2y Score
0.616
Trend R2 3m Score
0.154
Trend R2 5y Score
0.641
Trend R2 6m Score
0.065
Trend Slope 1m Score
0.701
Trend Slope 1w Score
0.278
Trend Slope 1y Score
0.504
Trend Slope 2y Score
0.547
Trend Slope 3m Score
0.555
Trend Slope 5y Score
0.536
Trend Slope 6m Score
0.469
Volatility 1m Score
0.340
Volatility 1w Score
0.468
Volatility 1y Score
0.326
Volatility 2y Score
0.400
Volatility 3m Score
0.307
Volatility 5y Score
0.408
Volatility 6m Score
0.346
Worst Day 1y Score
0.697
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
69,567,898.949
Best Day 1y
0.062
Beta To Benchmark 1y
1.182
Beta 3m
1.008
Beta Change
-0.174
Beta To Sector 1y
1.279
Correlation To Benchmark 1y
0.504
Correlation 3m
0.470
Correlation Change
-0.034
Correlation To Sector 1y
0.642
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.496
Benchmark Independence 3m Score
0.530
Beta 1y Profile Score
0.473
Beta 3m Profile Score
0.403
Beta Change Score
0.413
Correlation Change Score
0.483
Current Drawdown Score
0.788
Distance From Sma 20 Score
0.510
Distance From Sma 200 Score
0.558
Current Drawdown
-0.138
Days Since 52w High
127
Distance From 52w High
-0.138
Distance From Sma 20
0.006
Distance From Sma 200
0.035
Distance From Sma 50
0.054
Downside Capture 1y
0.828
Downside Volatility 1m
0.289
Downside Volatility 1w
-
Downside Volatility 1y
0.294
Downside Volatility 2y
0.352
Downside Volatility 3m
0.258
Downside Volatility 5y
0.363
Downside Volatility 6m
0.331
Drawdown Recovery
0.761
Excess Return 1m
0.035
Excess Return 1y
-0.142
Excess Return 3m
-0.047
Excess Return 6m
-0.226
Expected Shortfall 95 1y
-0.043
Market Cap
6,822,102,528
Max Drawdown 1m
-0.082
Max Drawdown 1w
-0.047
Max Drawdown 1y
-0.297
Max Drawdown 2y
-0.299
Max Drawdown 3m
-0.108
Max Drawdown 5y
-0.479
Max Drawdown 6m
-0.294
Momentum Acceleration 1m Vs 3m
0.040
Momentum Acceleration 3m Vs 6m
0.043
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.048
Return 1m
0.062
Return 1w
-0.004
Return 1y
0.081
Return 2y
0.462
Return 3m
0.066
Return 5y
0.567
Return 6m
-0.125
Return Skewness 1y
-0.174
Sector Excess Return 1y
0.001
Sharpe 1m
2.510
Sharpe 1y
0.410
Sharpe 2y
0.718
Sharpe 3m
1.050
Sharpe 5y
0.430
Sharpe 6m
-0.711
Sortino 1m
2.650
Sortino 1y
0.412
Sortino 2y
0.713
Sortino 3m
1.140
Sortino 5y
0.423
Sortino 6m
-0.664
Trend R2 1m
0.455
Trend R2 1w
0.154
Trend R2 1y
0.004
Trend R2 2y
0.616
Trend R2 3m
0.154
Trend R2 5y
0.641
Trend R2 6m
0.065
Trend 1m
0.003
Trend 1w
-0.004
Trend 1y
0.000
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
-0.000
Upside Capture 1y
1.067
Value At Risk 95 1y
-0.029
Volatility 1m
0.305
Volatility 1w
0.401
Volatility 1y
0.294
Volatility 2y
0.350
Volatility 3m
0.280
Volatility 5y
0.356
Volatility 6m
0.309
Worst Day 1y
-0.061
Distance From Sma 50 Score
0.590
Downside Volatility 1y Score
0.325
Downside Volatility 3m Score
0.278
Drawdown Recovery Score
0.880
Excess Return 1m Score
0.558
Excess Return 1y Score
0.263
Excess Return 3m Score
0.421
Excess Return 6m Score
0.123
Expected Shortfall 95 1y Score
0.573
Log Avg Dollar Volume 20d Score
0.614
Log Market Cap Score
0.410
Drawdown Score 1y
0.543
Drawdown Score 5y
0.521
Momentum Acceleration 1m Vs 3m Score
0.633
Momentum Acceleration 3m Vs 6m Score
0.643
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.736
Relative Volume 20d Score
0.277
Return 1m Score
0.603
Return 1y Score
0.550
Return 3m Score
0.583
Return 6m Score
0.396
Return Skewness 1y Score
0.471
Sortino 1y Score
0.426
Sortino 3m Score
0.517
Trend R2 1y Score
0.004
Trend R2 3m Score
0.154
Trend Slope 1y Score
0.504
Trend Slope 3m Score
0.555
Volatility 1y Score
0.326
Volatility 3m Score
0.307