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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

ORLA

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

Research Detail

ORLA

ORLA

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
1.541
Correlation To Benchmark 1y
0.262
Inverse To Benchmark 1y
0.738
Drawdown Score 1m
0.243
Drawdown Score 3m
0
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
Drawdown Score 1y
0.127
Drawdown Score 2y
0.291
Drawdown Score 5y
0.433
Return 1w
-0.041
Return 1m
-0.068
Return 3m
-0.449
Return 6m
-0.316
Return 1y
-0.085
Return 2y
1.519
Return 5y
1.437
Sharpe 1m
-1.100
Sharpe 3m
-3.320
Sharpe 6m
-0.636
Sharpe 1y
0.249
Sharpe 2y
1.031
Sharpe 5y
0.597
Trend 1w
-0.012
Trend 1m
-0.005
Trend 3m
-0.010
Trend 6m
-0.005
Trend 1y
0.001
Trend 2y
0.003
Trend 5y
0.001
Volatility 1w
0.536
Volatility 1m
0.605
Volatility 3m
0.651
Volatility 6m
0.749
Volatility 1y
0.738
Volatility 2y
0.662
Volatility 5y
0.600
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
ORLA
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:51 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Materials
Sector Benchmark Ticker
XLB
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.173
Aptet Fit Raw Score
0.185
Aptet Fit Confidence
0.868
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.331
Force Fit Raw Score
0.350
Force Fit Confidence
0.896
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:51 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ORLA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ORLA",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "ORLA",
    "hitRates": {
      "1": 0.5774647887323944,
      "5": 0.5422535211267606,
      "10": 0.5140845070422535
    },
    "hitRate1D": 0.5774647887323944,
    "comboQuality": 0.6920675613606015,
    "eligibleDays": 297,
    "fitnessScore": 0.5281566993868463,
    "lookbackDays": 63,
    "returnLift1D": 0.0014573175468022175,
    "hitRateLift1D": 0.033545869813475404,
    "activationRate": 0.4781144781144781,
    "activationCount": 142,
    "baselineHitRates": {
      "1": 0.543918918918919,
      "5": 0.523972602739726,
      "10": 0.4843205574912892
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 0.6090333337547996,
    "avgForwardReturns": {
      "1": 0.002553051775677929,
      "5": 0.002917304192960394,
      "10": 0.00920390019458947
    },
    "shadowMaxDrawdown": -0.3407308907589637,
    "shadowTotalReturn": 0.23282586250096293,
    "avgForwardReturn1D": 0.002553051775677929,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-22",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29",
      "2025-05-30",
      "2025-06-02"
    ],
    "horizonObservationCounts": {
      "1": 142,
      "5": 142,
      "10": 142
    },
    "baselineAvgForwardReturns": {
      "1": 0.0010957342288757117,
      "5": 0.004296831607676399,
      "10": 0.006483021909772818
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6920675613606015,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.05145243973285502,
    "bestRawFitnessScore": 0.5281566993868463,
    "upperQuartileComboQuality": 0.09094585431069052
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.17315010354312857,
    "rawScore": 0.18539767886279296,
    "confidence": 0.8678777922702211,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 63
    },
    "profileBreadth": 0.05000947017290536,
    "recommendedRegion": {
      "topNs": [
        4
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.19135052593944038,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5774647887323944,
        "5": 0.5422535211267606,
        "10": 0.5140845070422535
      },
      "hitRate1D": 0.5774647887323944,
      "comboQuality": 0.6920675613606015,
      "eligibleDays": 297,
      "fitnessScore": 0.5281566993868463,
      "lookbackDays": 63,
      "returnLift1D": 0.0014573175468022175,
      "hitRateLift1D": 0.033545869813475404,
      "activationRate": 0.4781144781144781,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.543918918918919,
        "5": 0.523972602739726,
        "10": 0.4843205574912892
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6090333337547996,
      "avgForwardReturns": {
        "1": 0.002553051775677929,
        "5": 0.002917304192960394,
        "10": 0.00920390019458947
      },
      "shadowMaxDrawdown": -0.3407308907589637,
      "shadowTotalReturn": 0.23282586250096293,
      "avgForwardReturn1D": 0.002553051775677929,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010957342288757117,
        "5": 0.004296831607676399,
        "10": 0.006483021909772818
      }
    },
    {
      "topN": 5,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5533333333333333,
        "5": 0.5466666666666666,
        "10": 0.5266666666666666
      },
      "hitRate1D": 0.5533333333333333,
      "comboQuality": 0.42720629654193293,
      "eligibleDays": 297,
      "fitnessScore": 0.2854831087950485,
      "lookbackDays": 63,
      "returnLift1D": 0.0006490745135599471,
      "hitRateLift1D": 0.009414414414414374,
      "activationRate": 0.5050505050505051,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.543918918918919,
        "5": 0.523972602739726,
        "10": 0.4843205574912892
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.40481256271036,
      "avgForwardReturns": {
        "1": 0.0017448087424356588,
        "5": 0.005330907209196263,
        "10": 0.011500309018650014
      },
      "shadowMaxDrawdown": -0.4619468569952425,
      "shadowTotalReturn": 0.09250934230373842,
      "avgForwardReturn1D": 0.0017448087424356588,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 150,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010957342288757117,
        "5": 0.004296831607676399,
        "10": 0.006483021909772818
      }
    },
    {
      "topN": 2,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5726495726495726,
        "5": 0.5384615384615384,
        "10": 0.452991452991453
      },
      "hitRate1D": 0.5726495726495726,
      "comboQuality": 0.35276706853617573,
      "eligibleDays": 297,
      "fitnessScore": 0.21648238042311158,
      "lookbackDays": 63,
      "returnLift1D": 0.00021022889897135614,
      "hitRateLift1D": 0.028730653730653644,
      "activationRate": 0.3939393939393939,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.543918918918919,
        "5": 0.523972602739726,
        "10": 0.4843205574912892
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2698855306476309,
      "avgForwardReturns": {
        "1": 0.0013059631278470678,
        "5": -0.003547319415749379,
        "10": -0.0019932733583072006
      },
      "shadowMaxDrawdown": -0.33765854050593747,
      "shadowTotalReturn": 0.02167162807910561,
      "avgForwardReturn1D": 0.0013059631278470678,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
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        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010957342288757117,
        "5": 0.004296831607676399,
        "10": 0.006483021909772818
      }
    },
    {
      "topN": 3,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5572519083969466,
        "5": 0.5114503816793893,
        "10": 0.48091603053435117
      },
      "hitRate1D": 0.5572519083969466,
      "comboQuality": 0.2976980283672702,
      "eligibleDays": 297,
      "fitnessScore": 0.1611775584032718,
      "lookbackDays": 63,
      "returnLift1D": -0.00009435829886346317,
      "hitRateLift1D": 0.013332989478027635,
      "activationRate": 0.44107744107744107,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.543918918918919,
        "5": 0.523972602739726,
        "10": 0.4843205574912892
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.21671757477676384,
      "avgForwardReturns": {
        "1": 0.0010013759300122485,
        "5": -0.004394316533450359,
        "10": -0.001182021840516633
      },
      "shadowMaxDrawdown": -0.37552480035812186,
      "shadowTotalReturn": -0.01133513759528848,
      "avgForwardReturn1D": 0.0010013759300122485,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 131,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010957342288757117,
        "5": 0.004296831607676399,
        "10": 0.006483021909772818
      }
    },
    {
      "topN": 3,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5424836601307189,
        "5": 0.49019607843137253,
        "10": 0.38311688311688313
      },
      "hitRate1D": 0.5424836601307189,
      "comboQuality": 0.12004768759882022,
      "eligibleDays": 352,
      "fitnessScore": -0.0882353041116487,
      "lookbackDays": 14,
      "returnLift1D": -0.0015103578332497022,
      "hitRateLift1D": -0.003230625583566793,
      "activationRate": 0.4375,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5457142857142857,
        "5": 0.5404624277456648,
        "10": 0.5029239766081871
      },
      "sampleConfidence": 0.9991341991341992,
      "shadowSharpeLike": -0.024538676883708185,
      "avgForwardReturns": {
        "1": 0.00003129571245516004,
        "5": -0.010953976639065336,
        "10": -0.035432141489765055
      },
      "shadowMaxDrawdown": -0.41891297361553936,
      "shadowTotalReturn": -0.1781256601596557,
      "avgForwardReturn1D": 0.00003129571245516004,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13"
      ],
      "horizonObservationCounts": {
        "1": 153,
        "5": 153,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015416535457048622,
        "5": 0.008108721771364277,
        "10": 0.012099203689991882
      }
    },
    {
      "topN": 5,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5421686746987951,
        "5": 0.4879518072289157,
        "10": 0.3855421686746988
      },
      "hitRate1D": 0.5421686746987951,
      "comboQuality": 0.08124524321464728,
      "eligibleDays": 352,
      "fitnessScore": -0.18362032977474432,
      "lookbackDays": 14,
      "returnLift1D": -0.002049086501212077,
      "hitRateLift1D": -0.0035456110154905573,
      "activationRate": 0.4744318181818182,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5457142857142857,
        "5": 0.5404624277456648,
        "10": 0.5029239766081871
      },
      "sampleConfidence": 0.9988023952095809,
      "shadowSharpeLike": -0.1487217789057423,
      "avgForwardReturns": {
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        "5": 0.5230769230769231,
        "10": 0.4875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.0924074024328079,
      "avgForwardReturns": {
        "1": -0.005164703480554932,
        "5": -0.0012143403682322435,
        "10": 0.009836563345795074
      },
      "shadowMaxDrawdown": -0.6905517733501328,
      "shadowTotalReturn": -0.6109858786369178,
      "avgForwardReturn1D": -0.005164703480554932,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 142,
        "5": 142,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010579887897701685,
        "5": 0.005696806195209711,
        "10": 0.009751469017324835
      }
    },
    {
      "topN": 3,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5038759689922481,
        "5": 0.4883720930232558,
        "10": 0.4728682170542636
      },
      "hitRate1D": 0.5038759689922481,
      "comboQuality": 0.003929948281276504,
      "eligibleDays": 330,
      "fitnessScore": -0.8677420909166104,
      "lookbackDays": 30,
      "returnLift1D": -0.00648642826616992,
      "hitRateLift1D": -0.0401969793360194,
      "activationRate": 0.39090909090909093,
      "activationCount": 129,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.5230769230769231,
        "10": 0.4875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.1258058199825447,
      "avgForwardReturns": {
        "1": -0.005428439476399751,
        "5": -0.004784820638748381,
        "10": 0.006818918282982389
      },
      "shadowMaxDrawdown": -0.7037072962510627,
      "shadowTotalReturn": -0.5870308257346998,
      "avgForwardReturn1D": -0.005428439476399751,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 129,
        "5": 129,
        "10": 129
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010579887897701685,
        "5": 0.005696806195209711,
        "10": 0.009751469017324835
      }
    },
    {
      "topN": 5,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.4966887417218543,
        "5": 0.5099337748344371,
        "10": 0.5033112582781457
      },
      "hitRate1D": 0.4966887417218543,
      "comboQuality": 0.00251040176986945,
      "eligibleDays": 330,
      "fitnessScore": -0.9666557608289537,
      "lookbackDays": 30,
      "returnLift1D": -0.006960545440933223,
      "hitRateLift1D": -0.04738420660641318,
      "activationRate": 0.4575757575757576,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.5230769230769231,
        "10": 0.4875
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.2997135812914085,
      "avgForwardReturns": {
        "1": -0.005902556651163055,
        "5": -0.00011121209474353639,
        "10": 0.012793299739727731
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      "shadowMaxDrawdown": -0.7470661233162079,
      "shadowTotalReturn": -0.6709214360751967,
      "avgForwardReturn1D": -0.005902556651163055,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010579887897701685,
        "5": 0.005696806195209711,
        "10": 0.009751469017324835
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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": 3,
      "comboQuality": 0.12004768759882022,
      "fitnessScore": -0.0882353041116487,
      "lookbackDays": 14,
      "returnLift1D": -0.0015103578332497022,
      "activationRate": 0.4375,
      "activationCount": 154,
      "sampleConfidence": 0.9991341991341992,
      "shadowTotalReturn": -0.1781256601596557,
      "avgForwardReturn1D": 0.00003129571245516004
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.006335467425610515,
      "fitnessScore": -0.7621519335597892,
      "lookbackDays": 21,
      "returnLift1D": -0.0051950915194042034,
      "activationRate": 0.46017699115044247,
      "activationCount": 156,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.579554961239781,
      "avgForwardReturn1D": -0.004082679349503502
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.007263819890047099,
      "fitnessScore": -0.7318630026554416,
      "lookbackDays": 30,
      "returnLift1D": -0.0057378725213130975,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.5133449222721862,
      "avgForwardReturn1D": -0.004679883731542929
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.07488946120211316,
      "fitnessScore": -0.20305801233412846,
      "lookbackDays": 45,
      "returnLift1D": -0.001494796269865594,
      "activationRate": 0.5047619047619047,
      "activationCount": 159,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.30334323101695637,
      "avgForwardReturn1D": -0.0010019207063357732
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.6920675613606015,
      "fitnessScore": 0.5281566993868463,
      "lookbackDays": 63,
      "returnLift1D": 0.0014573175468022175,
      "activationRate": 0.4781144781144781,
      "activationCount": 142,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.23282586250096293,
      "avgForwardReturn1D": 0.002553051775677929
    }
  ],
  "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": "04b93aa52ed64aa18cf43bcec7571a68fddc5f7a4e89ef4ce62757310b734be2",
    "size": 13,
    "members": [
      "ORLA",
      "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",
      "ORLA"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ORLA",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "ORLA",
    "hitRates": {
      "1": 0.5755813953488372,
      "5": 0.5465116279069767,
      "10": 0.5058139534883721
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    "hitRate1D": 0.5755813953488372,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.6534768877914875,
    "eligibleDays": 326,
    "fitnessScore": 0.48955868241165207,
    "lookbackDays": 63,
    "returnLift1D": 0.0011418159485824628,
    "hitRateLift1D": 0.02956912541018697,
    "portfolioSize": 4,
    "activationRate": 0.5276073619631901,
    "activationCount": 172,
    "baselineHitRates": {
      "1": 0.5460122699386503,
      "5": 0.5279503105590062,
      "10": 0.48264984227129337
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    "sampleConfidence": 1,
    "shadowSharpeLike": 0.5158492521085778,
    "avgForwardReturns": {
      "1": 0.002169064797654725,
      "5": 0.007376287223163921,
      "10": 0.01155942064211917
    },
    "shadowMaxDrawdown": -0.34073089075896434,
    "shadowTotalReturn": 0.18454434674933684,
    "avgForwardReturn1D": 0.002169064797654725,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-04-04",
      "2025-04-07",
      "2025-04-08",
      "2025-04-09",
      "2025-04-10",
      "2025-04-11",
      "2025-04-14",
      "2025-04-15",
      "2025-04-16",
      "2025-04-17"
    ],
    "horizonObservationCounts": {
      "1": 172,
      "5": 172,
      "10": 172
    },
    "baselineAvgForwardReturns": {
      "1": 0.001027248849072262,
      "5": 0.006550121231134555,
      "10": 0.00801859246346243
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.6534768877914875,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.16120422810825005,
    "bestRawFitnessScore": 0.48955868241165207,
    "upperQuartileComboQuality": 0.3366812065036401
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.3314581811224946,
    "rawScore": 0.34962007764850056,
    "confidence": 0.8961049568539627,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.1,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.5147327580528368,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5755813953488372,
        "5": 0.5465116279069767,
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      "hitRate1D": 0.5755813953488372,
      "rankWeights": [
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        0.10000000000000002
      ],
      "comboQuality": 0.6534768877914875,
      "eligibleDays": 326,
      "fitnessScore": 0.48955868241165207,
      "lookbackDays": 63,
      "returnLift1D": 0.0011418159485824628,
      "hitRateLift1D": 0.02956912541018697,
      "portfolioSize": 4,
      "activationRate": 0.5276073619631901,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5460122699386503,
        "5": 0.5279503105590062,
        "10": 0.48264984227129337
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5158492521085778,
      "avgForwardReturns": {
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        "10": 0.01155942064211917
      },
      "shadowMaxDrawdown": -0.34073089075896434,
      "shadowTotalReturn": 0.18454434674933684,
      "avgForwardReturn1D": 0.002169064797654725,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.001027248849072262,
        "5": 0.006550121231134555,
        "10": 0.00801859246346243
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    },
    {
      "topN": 5,
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      "hitRates": {
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        "5": 0.5465116279069767,
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      "hitRate1D": 0.5755813953488372,
      "rankWeights": [
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      "comboQuality": 0.6534768877914875,
      "eligibleDays": 326,
      "fitnessScore": 0.48955868241165207,
      "lookbackDays": 63,
      "returnLift1D": 0.0011418159485824628,
      "hitRateLift1D": 0.02956912541018697,
      "portfolioSize": 5,
      "activationRate": 0.5276073619631901,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5460122699386503,
        "5": 0.5279503105590062,
        "10": 0.48264984227129337
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5158492521085778,
      "avgForwardReturns": {
        "1": 0.002169064797654725,
        "5": 0.007376287223163921,
        "10": 0.01155942064211917
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      "shadowMaxDrawdown": -0.34073089075896434,
      "shadowTotalReturn": 0.18454434674933684,
      "avgForwardReturn1D": 0.002169064797654725,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-04-09",
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
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      "baselineAvgForwardReturns": {
        "1": 0.001027248849072262,
        "5": 0.006550121231134555,
        "10": 0.00801859246346243
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    },
    {
      "topN": 4,
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      "hitRates": {
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      "hitRate1D": 0.5621621621621622,
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      "comboQuality": 0.38875766914886956,
      "eligibleDays": 344,
      "fitnessScore": 0.25044179333283556,
      "lookbackDays": 45,
      "returnLift1D": -0.00031556231805659205,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.334117731404615,
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      "shadowMaxDrawdown": -0.44105416932843966,
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      "riskOffActivations": 0,
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        "2025-03-12",
        "2025-03-13",
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        "2025-03-17",
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        "2025-03-20",
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      ],
      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "comboQuality": 0.38875766914886956,
      "eligibleDays": 344,
      "fitnessScore": 0.25044179333283556,
      "lookbackDays": 45,
      "returnLift1D": -0.00031556231805659205,
      "hitRateLift1D": 0.012743557510999426,
      "portfolioSize": 5,
      "activationRate": 0.5377906976744186,
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      "baselineHitRates": {
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        "10": 0.5014925373134328
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.334117731404615,
      "avgForwardReturns": {
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        "5": 0.009510387400838568,
        "10": 0.007267310420491899
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      "shadowMaxDrawdown": -0.44105416932843966,
      "shadowTotalReturn": 0.036591078029329926,
      "avgForwardReturn1D": 0.0014659627770874342,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 185,
        "5": 185,
        "10": 185
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017815250951440263,
        "5": 0.007714264288938812,
        "10": 0.011865078817197625
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    },
    {
      "topN": 2,
      "ticker": "ORLA",
      "hitRates": {
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      "hitRate1D": 0.5487804878048781,
      "rankWeights": [
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      "comboQuality": 0.3457759738371217,
      "eligibleDays": 344,
      "fitnessScore": 0.20971507509803633,
      "lookbackDays": 45,
      "returnLift1D": -0.00010453306757143128,
      "hitRateLift1D": -0.0006381168462846754,
      "portfolioSize": 2,
      "activationRate": 0.47674418604651164,
      "activationCount": 164,
      "baselineHitRates": {
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      "shadowTotalReturn": -0.44990676993460454,
      "avgForwardReturn1D": -0.0020372923322500435,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 177,
        "10": 177
      },
      "baselineAvgForwardReturns": {
        "1": 0.002125898516826312,
        "5": 0.009567536889857656,
        "10": 0.0176849354599466
      }
    },
    {
      "topN": 2,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.5212121212121212,
        "10": 0.4909090909090909
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.017057050355520787,
      "eligibleDays": 368,
      "fitnessScore": -0.5418772395793456,
      "lookbackDays": 21,
      "returnLift1D": -0.004443744344707944,
      "hitRateLift1D": -0.006175889328063233,
      "portfolioSize": 2,
      "activationRate": 0.4483695652173913,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5516304347826086,
        "5": 0.5467032967032966,
        "10": 0.520891364902507
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.5319753646692046,
      "avgForwardReturns": {
        "1": -0.0023178458278816324,
        "5": -0.002616416136273288,
        "10": 0.00952508282160969
      },
      "shadowMaxDrawdown": -0.6652479381754607,
      "shadowTotalReturn": -0.4503151010474101,
      "avgForwardReturn1D": -0.0023178458278816324,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.002125898516826312,
        "5": 0.009567536889857656,
        "10": 0.0176849354599466
      }
    },
    {
      "topN": 3,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5220125786163522,
        "5": 0.5471698113207547,
        "10": 0.5471698113207547
      },
      "hitRate1D": 0.5220125786163522,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.013784078045373625,
      "eligibleDays": 359,
      "fitnessScore": -0.5894794545786723,
      "lookbackDays": 30,
      "returnLift1D": -0.004270452781719881,
      "hitRateLift1D": -0.026733939489497427,
      "portfolioSize": 3,
      "activationRate": 0.4428969359331476,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5464788732394367,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.571703706175995,
      "avgForwardReturns": {
        "1": -0.00242372772173742,
        "5": 0.005186657118090326,
        "10": 0.024217582152801957
      },
      "shadowMaxDrawdown": -0.7037072962510627,
      "shadowTotalReturn": -0.445209516806651,
      "avgForwardReturn1D": -0.00242372772173742,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 159,
        "10": 159
      },
      "baselineAvgForwardReturns": {
        "1": 0.001846725059982461,
        "5": 0.009277133401741014,
        "10": 0.017404071969527802
      }
    },
    {
      "topN": 4,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5232558139534884,
        "5": 0.5581395348837209,
        "10": 0.5523255813953488
      },
      "hitRate1D": 0.5232558139534884,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013292864760523014,
      "eligibleDays": 359,
      "fitnessScore": -0.5975720905545222,
      "lookbackDays": 30,
      "returnLift1D": -0.004279817557305032,
      "hitRateLift1D": -0.02549070415236121,
      "portfolioSize": 4,
      "activationRate": 0.479108635097493,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5464788732394367,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.578900428941674,
      "avgForwardReturns": {
        "1": -0.002433092497322571,
        "5": 0.007380720999336769,
        "10": 0.025393878481940024
      },
      "shadowMaxDrawdown": -0.690551773350133,
      "shadowTotalReturn": -0.4773911812085705,
      "avgForwardReturn1D": -0.002433092497322571,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.001846725059982461,
        "5": 0.009277133401741014,
        "10": 0.017404071969527802
      }
    },
    {
      "topN": 5,
      "ticker": "ORLA",
      "hitRates": {
        "1": 0.5232558139534884,
        "5": 0.5581395348837209,
        "10": 0.5523255813953488
      },
      "hitRate1D": 0.5232558139534884,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.013292864760523014,
      "eligibleDays": 359,
      "fitnessScore": -0.5975720905545222,
      "lookbackDays": 30,
      "returnLift1D": -0.004279817557305032,
      "hitRateLift1D": -0.02549070415236121,
      "portfolioSize": 5,
      "activationRate": 0.479108635097493,
      "activationCount": 172,
      "baselineHitRates": {
        "1": 0.5487465181058496,
        "5": 0.5464788732394367,
        "10": 0.52
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.578900428941674,
      "avgForwardReturns": {
        "1": -0.002433092497322571,
        "5": 0.007380720999336769,
        "10": 0.025393878481940024
      },
      "shadowMaxDrawdown": -0.690551773350133,
      "shadowTotalReturn": -0.4773911812085705,
      "avgForwardReturn1D": -0.002433092497322571,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 172,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.001846725059982461,
        "5": 0.009277133401741014,
        "10": 0.017404071969527802
      }
    }
  ],
  "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": 0.21064297096268947,
      "fitnessScore": 0.059368096408193405,
      "lookbackDays": 14,
      "returnLift1D": -0.0014056222763622857,
      "activationRate": 0.448,
      "activationCount": 168,
      "sampleConfidence": 1,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.074075857624196,
      "avgForwardReturn1D": 0.0008074551727963624
    },
    {
      "comboQuality": 0.027907919954425174,
      "fitnessScore": -0.43111880322354784,
      "lookbackDays": 21,
      "returnLift1D": -0.0033654825907881436,
      "activationRate": 0.5054347826086957,
      "activationCount": 186,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.3825158616645761,
      "avgForwardReturn1D": -0.0012395840739618316
    },
    {
      "comboQuality": 0.02822921509142706,
      "fitnessScore": -0.42852775458378867,
      "lookbackDays": 30,
      "returnLift1D": -0.0034503081385145384,
      "activationRate": 0.41225626740947074,
      "activationCount": 148,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.34621850117156105,
      "avgForwardReturn1D": -0.0016035830785320773
    },
    {
      "comboQuality": 0.38875766914886956,
      "fitnessScore": 0.25044179333283556,
      "lookbackDays": 45,
      "returnLift1D": -0.00031556231805659205,
      "activationRate": 0.5377906976744186,
      "activationCount": 185,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.036591078029329926,
      "avgForwardReturn1D": 0.0014659627770874342
    },
    {
      "comboQuality": 0.6534768877914875,
      "fitnessScore": 0.48955868241165207,
      "lookbackDays": 63,
      "returnLift1D": 0.0011418159485824628,
      "activationRate": 0.5276073619631901,
      "activationCount": 172,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.18454434674933684,
      "avgForwardReturn1D": 0.002169064797654725
    }
  ],
  "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": "04b93aa52ed64aa18cf43bcec7571a68fddc5f7a4e89ef4ce62757310b734be2",
    "size": 13,
    "members": [
      "ORLA",
      "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
0.345
Liquidity
0.512
Momentum
0.291
Relative strength
0.093
Trend quality
0.476
Stability
0.202
Aggression
0.636
Downside risk
0.327
Drawdown state
0.314
Quality momentum
0.295
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.738
Benchmark Independence 3m Score
0.428
Beta 1y Profile Score
0.616
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.655
Current Drawdown Score
0.154
Days Since 52w High Score
0.357
Distance From 52w High Score
0.154
Distance From Sma 20 Score
0.441
Distance From Sma 200 Score
0.018
Distance From Sma 50 Score
0.224
Downside Volatility 1m Score
0.934
Downside Volatility 1y Score
0.984
Downside Volatility 2y Score
0.862
Downside Volatility 3m Score
0.959
Downside Volatility 5y Score
0.725
Downside Volatility 6m Score
1
Drawdown Recovery Score
0.596
Excess Return 1m Score
0.342
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.512
Log Market Cap Score
0.345
Drawdown Score 1m
0.243
Drawdown Score 1y
0.127
Drawdown Score 2y
0.291
Drawdown Score 3m
0
Drawdown Score 5y
0.433
Drawdown Score 6m
0
Momentum Acceleration 1m Vs 3m Score
0.773
Momentum Acceleration 3m Vs 6m Score
0.177
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.487
Relative Strength Slope 3m Score
0
Relative Volume 20d Score
0.247
Return 1m Score
0.387
Return 1w Score
0.362
Return 1y Score
0.447
Return 2y Score
0.720
Return 3m Score
0
Return 5y Score
0.187
Return 6m Score
0.237
Return Skewness 1y Score
0.484
Sector Excess Return 1y Score
0.143
Sharpe 1m Score
0.180
Sharpe 1y Score
0.450
Sharpe 2y Score
0.606
Sharpe 3m Score
0
Sharpe 5y Score
0.519
Sharpe 6m Score
0.273
Sortino 1m Score
0.264
Sortino 1y Score
0.404
Sortino 2y Score
0.497
Sortino 3m Score
0.024
Sortino 5y Score
0.450
Sortino 6m Score
0.304
Trend R2 1m Score
0.309
Trend R2 1w Score
0.473
Trend R2 1y Score
0.129
Trend R2 2y Score
0.797
Trend R2 3m Score
0.896
Trend R2 5y Score
0.640
Trend R2 6m Score
0.629
Trend Slope 1m Score
0.192
Trend Slope 1w Score
0
Trend Slope 1y Score
0.564
Trend Slope 2y Score
0.684
Trend Slope 3m Score
0
Trend Slope 5y Score
0.573
Trend Slope 6m Score
0.208
Volatility 1m Score
0.740
Volatility 1w Score
0.648
Volatility 1y Score
0.917
Volatility 2y Score
0.816
Volatility 3m Score
0.801
Volatility 5y Score
0.733
Volatility 6m Score
0.933
Worst Day 1y Score
0.263
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
34,245,598.011
Best Day 1y
0.147
Beta To Benchmark 1y
1.541
Beta 3m
2.844
Beta Change
1.303
Beta To Sector 1y
1.659
Correlation To Benchmark 1y
0.262
Correlation 3m
0.572
Correlation Change
0.310
Correlation To Sector 1y
0.397
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.738
Benchmark Independence 3m Score
0.428
Beta 1y Profile Score
0.616
Beta 3m Profile Score
1
Beta Change Score
1
Correlation Change Score
0.655
Current Drawdown Score
0.154
Distance From Sma 20 Score
0.441
Distance From Sma 200 Score
0.018
Current Drawdown
-0.550
Days Since 52w High
90
Distance From 52w High
-0.550
Distance From Sma 20
-0.035
Distance From Sma 200
-0.289
Distance From Sma 50
-0.166
Downside Capture 1y
0.425
Downside Volatility 1m
0.750
Downside Volatility 1w
-
Downside Volatility 1y
0.788
Downside Volatility 2y
0.697
Downside Volatility 3m
0.769
Downside Volatility 5y
0.594
Downside Volatility 6m
0.835
Drawdown Recovery
0.193
Excess Return 1m
-0.095
Excess Return 1y
-0.308
Excess Return 3m
-0.562
Excess Return 6m
-0.416
Expected Shortfall 95 1y
-0.106
Market Cap
3,522,310,141.417
Max Drawdown 1m
-0.189
Max Drawdown 1w
-0.083
Max Drawdown 1y
-0.567
Max Drawdown 2y
-0.567
Max Drawdown 3m
-0.481
Max Drawdown 5y
-0.567
Max Drawdown 6m
-0.567
Momentum Acceleration 1m Vs 3m
0.082
Momentum Acceleration 3m Vs 6m
-0.097
Moving Average Alignment
-0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
-0.011
Relative Volume 20d
0.968
Return 1m
-0.068
Return 1w
-0.041
Return 1y
-0.085
Return 2y
1.519
Return 3m
-0.449
Return 5y
1.437
Return 6m
-0.316
Return Skewness 1y
-0.098
Sector Excess Return 1y
-0.214
Sharpe 1m
-1.100
Sharpe 1y
0.249
Sharpe 2y
1.031
Sharpe 3m
-3.320
Sharpe 5y
0.597
Sharpe 6m
-0.636
Sortino 1m
-0.887
Sortino 1y
0.233
Sortino 2y
0.980
Sortino 3m
-2.807
Sortino 5y
0.603
Sortino 6m
-0.571
Trend R2 1m
0.309
Trend R2 1w
0.473
Trend R2 1y
0.129
Trend R2 2y
0.797
Trend R2 3m
0.896
Trend R2 5y
0.640
Trend R2 6m
0.629
Trend 1m
-0.005
Trend 1w
-0.012
Trend 1y
0.001
Trend 2y
0.003
Trend 3m
-0.010
Trend 5y
0.001
Trend 6m
-0.005
Upside Capture 1y
1.759
Value At Risk 95 1y
-0.080
Volatility 1m
0.605
Volatility 1w
0.536
Volatility 1y
0.738
Volatility 2y
0.662
Volatility 3m
0.651
Volatility 5y
0.600
Volatility 6m
0.749
Worst Day 1y
-0.147
Distance From Sma 50 Score
0.224
Downside Volatility 1y Score
0.984
Downside Volatility 3m Score
0.959
Drawdown Recovery Score
0.596
Excess Return 1m Score
0.342
Excess Return 1y Score
0
Excess Return 3m Score
0
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.512
Log Market Cap Score
0.345
Drawdown Score 1y
0.127
Drawdown Score 5y
0.433
Momentum Acceleration 1m Vs 3m Score
0.773
Momentum Acceleration 3m Vs 6m Score
0.177
Moving Average Alignment Score
0.250
Relative Strength Acceleration Score
0.487
Relative Volume 20d Score
0.247
Return 1m Score
0.387
Return 1y Score
0.447
Return 3m Score
0
Return 6m Score
0.237
Return Skewness 1y Score
0.484
Sortino 1y Score
0.404
Sortino 3m Score
0.024
Trend R2 1y Score
0.129
Trend R2 3m Score
0.896
Trend Slope 1y Score
0.564
Trend Slope 3m Score
0
Volatility 1y Score
0.917
Volatility 3m Score
0.801