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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

OUT

Real Estate | v2 | as of 2026-07-10
Close

Research Detail

OUT

OUT

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.639
Correlation To Benchmark 1y
0.250
Inverse To Benchmark 1y
0.750
Drawdown Score 1m
0.909
Drawdown Score 3m
0.760
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
0.796
Drawdown Score 1y
0.827
Drawdown Score 2y
0.600
Drawdown Score 5y
0.322
Return 1w
0.005
Return 1m
0.078
Return 3m
0.137
Return 6m
0.393
Return 1y
1.028
Return 2y
1.589
Return 5y
0.874
Sharpe 1m
3.525
Sharpe 3m
2.034
Sharpe 6m
2.435
Sharpe 1y
2.363
Sharpe 2y
1.562
Sharpe 5y
0.515
Trend 1w
0.004
Trend 1m
0.005
Trend 3m
0.002
Trend 6m
0.003
Trend 1y
0.003
Trend 2y
0.002
Trend 5y
0.000
Volatility 1w
0.302
Volatility 1m
0.265
Volatility 3m
0.270
Volatility 6m
0.290
Volatility 1y
0.321
Volatility 2y
0.342
Volatility 5y
0.392
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
OUT
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:52 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Real Estate
Sector Benchmark Ticker
XLRE
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
0.782
Aptet Fit Raw Score
0.802
Aptet Fit Confidence
0.949
Aptet Fit Label
good
Aptet Fitness Error
-
Force Fit Score
0.742
Force Fit Raw Score
0.765
Force Fit Confidence
0.941
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:52 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "OUT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OUT",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "OUT",
    "hitRates": {
      "1": 0.5252100840336135,
      "5": 0.6410256410256411,
      "10": 0.6724890829694323
    },
    "hitRate1D": 0.5252100840336135,
    "comboQuality": 0.9896855830817608,
    "eligibleDays": 297,
    "fitnessScore": 1.354045830143658,
    "lookbackDays": 63,
    "returnLift1D": -0.000009287380768906173,
    "hitRateLift1D": 0.0049398137633431816,
    "activationRate": 0.8047138047138047,
    "activationCount": 239,
    "baselineHitRates": {
      "1": 0.5202702702702703,
      "5": 0.6472602739726028,
      "10": 0.6724738675958188
    },
    "sampleConfidence": 0.995536959553696,
    "shadowSharpeLike": 1.8968206880646459,
    "avgForwardReturns": {
      "1": 0.0026408689921063625,
      "5": 0.013214299001929372,
      "10": 0.023942920183536682
    },
    "shadowMaxDrawdown": -0.1124567266531834,
    "shadowTotalReturn": 0.7852935496707343,
    "avgForwardReturn1D": 0.0026408689921063625,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-07",
      "2025-07-08",
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18"
    ],
    "horizonObservationCounts": {
      "1": 238,
      "5": 234,
      "10": 229
    },
    "baselineAvgForwardReturns": {
      "1": 0.0026501563728752687,
      "5": 0.014051991331260878,
      "10": 0.028995095180752037
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9896855830817608,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6922446417592429,
    "bestRawFitnessScore": 1.354045830143658,
    "upperQuartileComboQuality": 0.8178802624719582
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7815569919526579,
    "rawScore": 0.8020357262344746,
    "confidence": 0.9489331120498496,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.4998287318637498,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.8610748322526183,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5252100840336135,
        "5": 0.6410256410256411,
        "10": 0.6724890829694323
      },
      "hitRate1D": 0.5252100840336135,
      "comboQuality": 0.9896855830817608,
      "eligibleDays": 297,
      "fitnessScore": 1.354045830143658,
      "lookbackDays": 63,
      "returnLift1D": -0.000009287380768906173,
      "hitRateLift1D": 0.0049398137633431816,
      "activationRate": 0.8047138047138047,
      "activationCount": 239,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.6472602739726028,
        "10": 0.6724738675958188
      },
      "sampleConfidence": 0.995536959553696,
      "shadowSharpeLike": 1.8968206880646459,
      "avgForwardReturns": {
        "1": 0.0026408689921063625,
        "5": 0.013214299001929372,
        "10": 0.023942920183536682
      },
      "shadowMaxDrawdown": -0.1124567266531834,
      "shadowTotalReturn": 0.7852935496707343,
      "avgForwardReturn1D": 0.0026408689921063625,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-07",
        "2025-07-08",
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18"
      ],
      "horizonObservationCounts": {
        "1": 238,
        "5": 234,
        "10": 229
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026501563728752687,
        "5": 0.014051991331260878,
        "10": 0.028995095180752037
      }
    },
    {
      "topN": 4,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5240174672489083,
        "5": 0.6343612334801763,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5240174672489083,
      "comboQuality": 0.9843507744573391,
      "eligibleDays": 297,
      "fitnessScore": 1.261143394032598,
      "lookbackDays": 63,
      "returnLift1D": -0.00006323479942174377,
      "hitRateLift1D": 0.003747196978638012,
      "activationRate": 0.7710437710437711,
      "activationCount": 229,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.6472602739726028,
        "10": 0.6724738675958188
      },
      "sampleConfidence": 0.9973799126637555,
      "shadowSharpeLike": 1.8020791303741877,
      "avgForwardReturns": {
        "1": 0.002586921573453525,
        "5": 0.011166024059076752,
        "10": 0.021626023146773858
      },
      "shadowMaxDrawdown": -0.1124567266531834,
      "shadowTotalReturn": 0.718255445032427,
      "avgForwardReturn1D": 0.002586921573453525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22"
      ],
      "horizonObservationCounts": {
        "1": 229,
        "5": 227,
        "10": 222
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026501563728752687,
        "5": 0.014051991331260878,
        "10": 0.028995095180752037
      }
    },
    {
      "topN": 5,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5192307692307693,
        "5": 0.6127450980392157,
        "10": 0.6432160804020101
      },
      "hitRate1D": 0.5192307692307693,
      "comboQuality": 0.8748869969311186,
      "eligibleDays": 330,
      "fitnessScore": 0.7778730232004365,
      "lookbackDays": 30,
      "returnLift1D": -0.0006968847314164058,
      "hitRateLift1D": -0.003565583352817314,
      "activationRate": 0.6333333333333333,
      "activationCount": 209,
      "baselineHitRates": {
        "1": 0.5227963525835866,
        "5": 0.6461538461538462,
        "10": 0.684375
      },
      "sampleConfidence": 0.9948963317384371,
      "shadowSharpeLike": 1.199281501667973,
      "avgForwardReturns": {
        "1": 0.0018285532926115172,
        "5": 0.007453033671669979,
        "10": 0.017372943166287434
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      "shadowMaxDrawdown": -0.14876441092824266,
      "shadowTotalReturn": 0.390558554371059,
      "avgForwardReturn1D": 0.0018285532926115172,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-04",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 208,
        "5": 204,
        "10": 199
      },
      "baselineAvgForwardReturns": {
        "1": 0.002525438024027923,
        "5": 0.013440735783061198,
        "10": 0.029011445459690716
      }
    },
    {
      "topN": 3,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5138888888888888,
        "5": 0.616822429906542,
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      "hitRate1D": 0.5138888888888888,
      "comboQuality": 0.8532626667273201,
      "eligibleDays": 297,
      "fitnessScore": 0.7372931244538133,
      "lookbackDays": 63,
      "returnLift1D": -0.0011795882961039637,
      "hitRateLift1D": -0.006381381381381446,
      "activationRate": 0.7272727272727273,
      "activationCount": 216,
      "baselineHitRates": {
        "1": 0.5202702702702703,
        "5": 0.6472602739726028,
        "10": 0.6724738675958188
      },
      "sampleConfidence": 0.9972222222222222,
      "shadowSharpeLike": 1.141494327460003,
      "avgForwardReturns": {
        "1": 0.001470568076771305,
        "5": 0.008148872538804376,
        "10": 0.018114767786506395
      },
      "shadowMaxDrawdown": -0.14584573226355801,
      "shadowTotalReturn": 0.31898209195144633,
      "avgForwardReturn1D": 0.001470568076771305,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 216,
        "5": 214,
        "10": 209
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026501563728752687,
        "5": 0.014051991331260878,
        "10": 0.028995095180752037
      }
    },
    {
      "topN": 5,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5114155251141552,
        "5": 0.6330275229357798,
        "10": 0.6651162790697674
      },
      "hitRate1D": 0.5114155251141552,
      "comboQuality": 0.8472664827162539,
      "eligibleDays": 315,
      "fitnessScore": 0.7269305273644755,
      "lookbackDays": 45,
      "returnLift1D": -0.001428470987520328,
      "hitRateLift1D": -0.017246895268010376,
      "activationRate": 0.6952380952380952,
      "activationCount": 219,
      "baselineHitRates": {
        "1": 0.5286624203821656,
        "5": 0.6516129032258065,
        "10": 0.6852459016393443
      },
      "sampleConfidence": 0.9984779299847794,
      "shadowSharpeLike": 1.105198575055344,
      "avgForwardReturns": {
        "1": 0.0014729241450206995,
        "5": 0.008281473585169803,
        "10": 0.018841986517765686
      },
      "shadowMaxDrawdown": -0.11988204358956556,
      "shadowTotalReturn": 0.3208312151094963,
      "avgForwardReturn1D": 0.0014729241450206995,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-06-20",
        "2025-06-27",
        "2025-07-01",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08",
        "2025-07-09"
      ],
      "horizonObservationCounts": {
        "1": 219,
        "5": 218,
        "10": 215
      },
      "baselineAvgForwardReturns": {
        "1": 0.0029013951325410274,
        "5": 0.014534829043750799,
        "10": 0.029485938246341117
      }
    },
    {
      "topN": 4,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5235602094240838,
        "5": 0.6042780748663101,
        "10": 0.6483516483516484
      },
      "hitRate1D": 0.5235602094240838,
      "comboQuality": 0.8080848557238597,
      "eligibleDays": 330,
      "fitnessScore": 0.6662750261057672,
      "lookbackDays": 30,
      "returnLift1D": -0.0008156897117720335,
      "hitRateLift1D": 0.0007638568404971791,
      "activationRate": 0.5787878787878787,
      "activationCount": 191,
      "baselineHitRates": {
        "1": 0.5227963525835866,
        "5": 0.6461538461538462,
        "10": 0.684375
      },
      "sampleConfidence": 0.9954624781849913,
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      "shadowSharpeLike": 0.5876070335466247,
      "avgForwardReturns": {
        "1": 0.00122009147706045,
        "5": 0.002332702517381676,
        "10": 0.011511236760359882
      },
      "shadowMaxDrawdown": -0.10003616980447361,
      "shadowTotalReturn": 0.09945589968147339,
      "avgForwardReturn1D": 0.00122009147706045,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 99,
        "10": 94
      },
      "baselineAvgForwardReturns": {
        "1": 0.002423928277603666,
        "5": 0.012263405509613362,
        "10": 0.025399216834758678
      }
    },
    {
      "topN": 5,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5224719101123596,
        "5": 0.5865921787709497,
        "10": 0.6057142857142858
      },
      "hitRate1D": 0.5224719101123596,
      "comboQuality": 0.36239464942779326,
      "eligibleDays": 352,
      "fitnessScore": 0.2257031439339474,
      "lookbackDays": 14,
      "returnLift1D": -0.0016978398111912737,
      "hitRateLift1D": 0.01104333868378815,
      "activationRate": 0.5085227272727273,
      "activationCount": 179,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.638728323699422,
        "10": 0.6491228070175439
      },
      "sampleConfidence": 0.9981378026070764,
      "shadowSharpeLike": 0.20885818286201033,
      "avgForwardReturns": {
        "1": 0.00046631369143499015,
        "5": 0.0037798355744838564,
        "10": 0.012857821869975937
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      "shadowMaxDrawdown": -0.2511983404930982,
      "shadowTotalReturn": 0.030647471400322868,
      "avgForwardReturn1D": 0.00046631369143499015,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-17",
        "2025-04-29",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 178,
        "5": 179,
        "10": 175
      },
      "baselineAvgForwardReturns": {
        "1": 0.002164153502626264,
        "5": 0.011566498418565075,
        "10": 0.023671645259497713
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    },
    {
      "topN": 2,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5052631578947369,
        "5": 0.59375,
        "10": 0.5368421052631579
      },
      "hitRate1D": 0.5052631578947369,
      "comboQuality": 0.3318226271837365,
      "eligibleDays": 352,
      "fitnessScore": 0.19601031892887744,
      "lookbackDays": 14,
      "returnLift1D": -0.0011917520247085357,
      "hitRateLift1D": -0.006165413533834596,
      "activationRate": 0.2727272727272727,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5114285714285715,
        "5": 0.638728323699422,
        "10": 0.6491228070175439
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      "sampleConfidence": 0.9986111111111112,
      "shadowSharpeLike": 0.4174671125154553,
      "avgForwardReturns": {
        "1": 0.0009724014779177281,
        "5": 0.0046023197070248,
        "10": 0.007151484366094848
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      "shadowMaxDrawdown": -0.10163544875127772,
      "shadowTotalReturn": 0.06365649378000215,
      "avgForwardReturn1D": 0.0009724014779177281,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-17",
        "2025-04-29",
        "2025-05-06",
        "2025-05-30",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 95,
        "5": 96,
        "10": 95
      },
      "baselineAvgForwardReturns": {
        "1": 0.002164153502626264,
        "5": 0.011566498418565075,
        "10": 0.023671645259497713
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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": 4,
      "comboQuality": 0.5441778742491508,
      "fitnessScore": 0.38897817216184033,
      "lookbackDays": 14,
      "returnLift1D": -0.0010256283788608717,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "sampleConfidence": 0.9983122362869199,
      "shadowTotalReturn": 0.13658274659579073,
      "avgForwardReturn1D": 0.001138525123765392
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.7859729857033431,
      "fitnessScore": 0.6361804396920502,
      "lookbackDays": 21,
      "returnLift1D": -0.0004613178980888283,
      "activationRate": 0.49852507374631266,
      "activationCount": 169,
      "sampleConfidence": 0.996449704142012,
      "shadowTotalReturn": 0.3223302070449252,
      "avgForwardReturn1D": 0.0019626103795148376
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8748869969311186,
      "fitnessScore": 0.7778730232004365,
      "lookbackDays": 30,
      "returnLift1D": -0.0006968847314164058,
      "activationRate": 0.6333333333333333,
      "activationCount": 209,
      "sampleConfidence": 0.9948963317384371,
      "shadowTotalReturn": 0.390558554371059,
      "avgForwardReturn1D": 0.0018285532926115172
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8472664827162539,
      "fitnessScore": 0.7269305273644755,
      "lookbackDays": 45,
      "returnLift1D": -0.001428470987520328,
      "activationRate": 0.6952380952380952,
      "activationCount": 219,
      "sampleConfidence": 0.9984779299847794,
      "shadowTotalReturn": 0.3208312151094963,
      "avgForwardReturn1D": 0.0014729241450206995
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9896855830817608,
      "fitnessScore": 1.354045830143658,
      "lookbackDays": 63,
      "returnLift1D": -0.000009287380768906173,
      "activationRate": 0.8047138047138047,
      "activationCount": 239,
      "sampleConfidence": 0.995536959553696,
      "shadowTotalReturn": 0.7852935496707343,
      "avgForwardReturn1D": 0.0026408689921063625
    }
  ],
  "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": "6378b8f3667db8d6101be5df6f6620275a8b5a8dbbcd5d281eedf4c26a2e413c",
    "size": 13,
    "members": [
      "OUT",
      "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",
      "OUT"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "OUT",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "OUT",
    "hitRates": {
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      "5": 0.6343612334801763,
      "10": 0.6666666666666666
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    "hitRate1D": 0.5240174672489083,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9811869141049941,
    "eligibleDays": 326,
    "fitnessScore": 1.219926263739976,
    "lookbackDays": 63,
    "returnLift1D": -0.00018097664859802317,
    "hitRateLift1D": -0.0005224100517051689,
    "portfolioSize": 4,
    "activationRate": 0.7024539877300614,
    "activationCount": 229,
    "baselineHitRates": {
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      "5": 0.6521739130434783,
      "10": 0.6908517350157729
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    "sampleConfidence": 0.9973799126637555,
    "shadowSharpeLike": 1.719328654729065,
    "avgForwardReturns": {
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      "5": 0.011166024059076752,
      "10": 0.021626023146773858
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    "shadowMaxDrawdown": -0.1124567266531834,
    "shadowTotalReturn": 0.718255445032427,
    "avgForwardReturn1D": 0.002586921573453525,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-21",
      "2025-07-22"
    ],
    "horizonObservationCounts": {
      "1": 229,
      "5": 227,
      "10": 222
    },
    "baselineAvgForwardReturns": {
      "1": 0.002767898222051548,
      "5": 0.014799629017220657,
      "10": 0.030377269461878076
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9811869141049941,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.6750940717196419,
    "bestRawFitnessScore": 1.219926263739976,
    "upperQuartileComboQuality": 0.7874269645876987
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7422269015294592,
    "rawScore": 0.7647228146103366,
    "confidence": 0.9411658377360164,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.4998307574578335,
    "recommendedRegion": {
      "lookbackDays": [
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      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.7532520382990309,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5240174672489083,
        "5": 0.6343612334801763,
        "10": 0.6666666666666666
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      "hitRate1D": 0.5240174672489083,
      "rankWeights": [
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      "comboQuality": 0.9811869141049941,
      "eligibleDays": 326,
      "fitnessScore": 1.219926263739976,
      "lookbackDays": 63,
      "returnLift1D": -0.00018097664859802317,
      "hitRateLift1D": -0.0005224100517051689,
      "portfolioSize": 4,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "baselineHitRates": {
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      "sampleConfidence": 0.9973799126637555,
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      "shadowMaxDrawdown": -0.1124567266531834,
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      "riskOffActivations": 0,
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        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22"
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      "horizonObservationCounts": {
        "1": 229,
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      "baselineAvgForwardReturns": {
        "1": 0.002767898222051548,
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5240174672489083,
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      "comboQuality": 0.9811869141049941,
      "eligibleDays": 326,
      "fitnessScore": 1.219926263739976,
      "lookbackDays": 63,
      "returnLift1D": -0.00018097664859802317,
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      "portfolioSize": 5,
      "activationRate": 0.7024539877300614,
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      "sampleConfidence": 0.9973799126637555,
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      "shadowMaxDrawdown": -0.1124567266531834,
      "shadowTotalReturn": 0.718255445032427,
      "avgForwardReturn1D": 0.002586921573453525,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
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      "horizonObservationCounts": {
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      "comboQuality": 0.807653972745035,
      "eligibleDays": 368,
      "fitnessScore": 0.6656643027972244,
      "lookbackDays": 21,
      "returnLift1D": 0.0000611988738950485,
      "hitRateLift1D": 0.0034161490683228823,
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      "activationRate": 0.47554347826086957,
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      "sampleConfidence": 0.9965714285714287,
      "shadowSharpeLike": 1.0475518113708924,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.12180610304815909,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-06",
        "2025-05-07",
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        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 175,
        "5": 173,
        "10": 168
      },
      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "comboQuality": 0.807653972745035,
      "eligibleDays": 368,
      "fitnessScore": 0.6656643027972244,
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      "returnLift1D": 0.0000611988738950485,
      "hitRateLift1D": 0.0034161490683228823,
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      "sampleConfidence": 0.9987730061349693,
      "shadowSharpeLike": 0.42945424648894076,
      "avgForwardReturns": {
        "1": 0.0008783866821081252,
        "5": 0.005190377275627539,
        "10": 0.012249765010866113
      },
      "shadowMaxDrawdown": -0.22111681006652073,
      "shadowTotalReturn": 0.09338231029592725,
      "avgForwardReturn1D": 0.0008783866821081252,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-14",
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 163,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019130633504233696,
        "5": 0.009773487600537513,
        "10": 0.02016267046424372
      }
    },
    {
      "topN": 3,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.524822695035461,
        "5": 0.6099290780141844,
        "10": 0.5899280575539568
      },
      "hitRate1D": 0.524822695035461,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.4413749837392343,
      "eligibleDays": 375,
      "fitnessScore": 0.2981716038299492,
      "lookbackDays": 14,
      "returnLift1D": -0.0009300943794019608,
      "hitRateLift1D": 0.018156028368794264,
      "portfolioSize": 3,
      "activationRate": 0.376,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.6199460916442049,
        "10": 0.6338797814207651
      },
      "sampleConfidence": 0.9990543735224587,
      "shadowSharpeLike": 0.47196105614614076,
      "avgForwardReturns": {
        "1": 0.0009829689710214088,
        "5": 0.004738252457597513,
        "10": 0.009424149056256796
      },
      "shadowMaxDrawdown": -0.1478808487816734,
      "shadowTotalReturn": 0.0973300103404171,
      "avgForwardReturn1D": 0.0009829689710214088,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-03",
        "2025-02-05",
        "2025-02-06",
        "2025-02-18",
        "2025-02-19",
        "2025-04-29",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019130633504233696,
        "5": 0.009773487600537513,
        "10": 0.02016267046424372
      }
    },
    {
      "topN": 2,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.6213592233009708,
        "10": 0.6213592233009708
      },
      "hitRate1D": 0.5238095238095238,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.4261953413958131,
      "eligibleDays": 359,
      "fitnessScore": 0.284573928666865,
      "lookbackDays": 30,
      "returnLift1D": -0.0005817240276185858,
      "hitRateLift1D": 0.011274704868019625,
      "portfolioSize": 2,
      "activationRate": 0.2924791086350975,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5125348189415042,
        "5": 0.6197183098591549,
        "10": 0.6371428571428571
      },
      "sampleConfidence": 0.9974603174603175,
      "shadowSharpeLike": 0.5527814509400132,
      "avgForwardReturns": {
        "1": 0.0013076481973574947,
        "5": 0.010702414215850522,
        "10": 0.020702161774324365
      },
      "shadowMaxDrawdown": -0.136204645960312,
      "shadowTotalReturn": 0.11337838115040855,
      "avgForwardReturn1D": 0.0013076481973574947,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-15",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018893722249760806,
        "5": 0.009946588693113925,
        "10": 0.02092144612778561
      }
    },
    {
      "topN": 2,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5,
        "5": 0.5643564356435643,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3976210713544135,
      "eligibleDays": 368,
      "fitnessScore": 0.2586148100328226,
      "lookbackDays": 21,
      "returnLift1D": -0.0006855960172695952,
      "hitRateLift1D": -0.010869565217391353,
      "portfolioSize": 2,
      "activationRate": 0.27717391304347827,
      "activationCount": 102,
      "baselineHitRates": {
        "1": 0.5108695652173914,
        "5": 0.6208791208791209,
        "10": 0.6267409470752089
      },
      "sampleConfidence": 0.9954248366013072,
      "shadowSharpeLike": 0.6184643121062755,
      "avgForwardReturns": {
        "1": 0.0013085459141324199,
        "5": 0.0011779953579054005,
        "10": 0.010582921673236496
      },
      "shadowMaxDrawdown": -0.10003616980447327,
      "shadowTotalReturn": 0.11098526329540381,
      "avgForwardReturn1D": 0.0013085459141324199,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-14",
        "2025-02-18",
        "2025-06-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-21",
        "2025-07-22"
      ],
      "horizonObservationCounts": {
        "1": 102,
        "5": 101,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.001994141931402015,
        "5": 0.009803524478879718,
        "10": 0.02012910434431294
      }
    },
    {
      "topN": 2,
      "ticker": "OUT",
      "hitRates": {
        "1": 0.5051546391752577,
        "5": 0.5876288659793815,
        "10": 0.53125
      },
      "hitRate1D": 0.5051546391752577,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2986512959578753,
      "eligibleDays": 375,
      "fitnessScore": 0.16217972058323474,
      "lookbackDays": 14,
      "returnLift1D": -0.0011362122979757232,
      "hitRateLift1D": -0.001512027491408996,
      "portfolioSize": 2,
      "activationRate": 0.25866666666666666,
      "activationCount": 97,
      "baselineHitRates": {
        "1": 0.5066666666666667,
        "5": 0.6199460916442049,
        "10": 0.6338797814207651
      },
      "sampleConfidence": 0.9993127147766323,
      "shadowSharpeLike": 0.30585429444616596,
      "avgForwardReturns": {
        "1": 0.0007768510524476464,
        "5": 0.004081394347976934,
        "10": 0.006189055043165741
      },
      "shadowMaxDrawdown": -0.10163544875127795,
      "shadowTotalReturn": 0.04544390110379237,
      "avgForwardReturn1D": 0.0007768510524476464,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-04-29",
        "2025-05-06",
        "2025-05-30",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12",
        "2025-07-03",
        "2025-07-07"
      ],
      "horizonObservationCounts": {
        "1": 97,
        "5": 97,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019130633504233696,
        "5": 0.009773487600537513,
        "10": 0.02016267046424372
      }
    }
  ],
  "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": 0.4457970405872569,
      "fitnessScore": 0.3021132182244612,
      "lookbackDays": 14,
      "returnLift1D": -0.0010346766683152443,
      "activationRate": 0.43466666666666665,
      "activationCount": 163,
      "sampleConfidence": 0.9987730061349693,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.09338231029592725,
      "avgForwardReturn1D": 0.0008783866821081252
    },
    {
      "comboQuality": 0.807653972745035,
      "fitnessScore": 0.6656643027972244,
      "lookbackDays": 21,
      "returnLift1D": 0.0000611988738950485,
      "activationRate": 0.47554347826086957,
      "activationCount": 175,
      "sampleConfidence": 0.9965714285714287,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.35615293100065837,
      "avgForwardReturn1D": 0.0020553408052970635
    },
    {
      "comboQuality": 0.7719862817119711,
      "fitnessScore": 0.6183034166976615,
      "lookbackDays": 30,
      "returnLift1D": -0.00028554663261280374,
      "activationRate": 0.5376044568245125,
      "activationCount": 193,
      "sampleConfidence": 0.9955094991364422,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.29261742574893335,
      "avgForwardReturn1D": 0.0016038255923632768
    },
    {
      "comboQuality": 0.7231561084700003,
      "fitnessScore": 0.5612376942885537,
      "lookbackDays": 45,
      "returnLift1D": -0.0010349990252732585,
      "activationRate": 0.6017441860465116,
      "activationCount": 207,
      "sampleConfidence": 0.9987117552334944,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.22816692680274508,
      "avgForwardReturn1D": 0.0011970367552227473
    },
    {
      "comboQuality": 0.9811869141049941,
      "fitnessScore": 1.219926263739976,
      "lookbackDays": 63,
      "returnLift1D": -0.00018097664859802317,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "sampleConfidence": 0.9973799126637555,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.718255445032427,
      "avgForwardReturn1D": 0.002586921573453525
    }
  ],
  "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": "6378b8f3667db8d6101be5df6f6620275a8b5a8dbbcd5d281eedf4c26a2e413c",
    "size": 13,
    "members": [
      "OUT",
      "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
0.395
Liquidity
0.612
Momentum
0.679
Relative strength
0.732
Trend quality
0.835
Stability
0.725
Aggression
0.382
Downside risk
0.657
Drawdown state
0.977
Quality momentum
0.727
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.914
Beta 1y Profile Score
0.255
Beta 3m Profile Score
0.071
Beta Change Score
0.269
Correlation Change Score
0.418
Current Drawdown Score
0.965
Days Since 52w High Score
0.004
Distance From 52w High Score
0.965
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.990
Distance From Sma 50 Score
0.561
Downside Volatility 1m Score
0.141
Downside Volatility 1y Score
0.267
Downside Volatility 2y Score
0.346
Downside Volatility 3m Score
0.262
Downside Volatility 5y Score
0.422
Downside Volatility 6m Score
0.269
Drawdown Recovery Score
1
Excess Return 1m Score
0.585
Excess Return 1y Score
1
Excess Return 3m Score
0.539
Excess Return 6m Score
0.988
Expected Shortfall 95 1y Score
0.670
Log Avg Dollar Volume 20d Score
0.612
Log Market Cap Score
0.395
Drawdown Score 1m
0.909
Drawdown Score 1y
0.827
Drawdown Score 2y
0.600
Drawdown Score 3m
0.760
Drawdown Score 5y
0.322
Drawdown Score 6m
0.796
Momentum Acceleration 1m Vs 3m Score
0.608
Momentum Acceleration 3m Vs 6m Score
0.433
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.615
Relative Strength Slope 3m Score
0.528
Relative Volume 20d Score
0.338
Return 1m Score
0.630
Return 1w Score
0.518
Return 1y Score
1
Return 2y Score
0.740
Return 3m Score
0.671
Return 5y Score
0.144
Return 6m Score
0.828
Return Skewness 1y Score
0.769
Sector Excess Return 1y Score
1
Sharpe 1m Score
1
Sharpe 1y Score
0.873
Sharpe 2y Score
0.712
Sharpe 3m Score
0.807
Sharpe 5y Score
0.503
Sharpe 6m Score
0.887
Sortino 1m Score
1
Sortino 1y Score
0.754
Sortino 2y Score
0.591
Sortino 3m Score
0.653
Sortino 5y Score
0.444
Sortino 6m Score
0.725
Trend R2 1m Score
0.857
Trend R2 1w Score
0.350
Trend R2 1y Score
0.938
Trend R2 2y Score
0.746
Trend R2 3m Score
0.522
Trend R2 5y Score
0.128
Trend R2 6m Score
0.879
Trend Slope 1m Score
0.786
Trend Slope 1w Score
0.757
Trend Slope 1y Score
0.697
Trend Slope 2y Score
0.599
Trend Slope 3m Score
0.603
Trend Slope 5y Score
0.518
Trend Slope 6m Score
0.674
Volatility 1m Score
0.287
Volatility 1w Score
0.336
Volatility 1y Score
0.361
Volatility 2y Score
0.389
Volatility 3m Score
0.293
Volatility 5y Score
0.455
Volatility 6m Score
0.320
Worst Day 1y Score
0.724
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
68,661,039.59
Best Day 1y
0.144
Beta To Benchmark 1y
0.639
Beta 3m
0.177
Beta Change
-0.462
Beta To Sector 1y
0.924
Correlation To Benchmark 1y
0.250
Correlation 3m
0.086
Correlation Change
-0.164
Correlation To Sector 1y
0.411
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.750
Benchmark Independence 3m Score
0.914
Beta 1y Profile Score
0.255
Beta 3m Profile Score
0.071
Beta Change Score
0.269
Correlation Change Score
0.418
Current Drawdown Score
0.965
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.990
Current Drawdown
-0.023
Days Since 52w High
1
Distance From 52w High
-0.023
Distance From Sma 20
0.025
Distance From Sma 200
0.294
Distance From Sma 50
0.037
Downside Capture 1y
1.621
Downside Volatility 1m
0.156
Downside Volatility 1w
-
Downside Volatility 1y
0.250
Downside Volatility 2y
0.309
Downside Volatility 3m
0.246
Downside Volatility 5y
0.366
Downside Volatility 6m
0.252
Drawdown Recovery
1
Excess Return 1m
0.051
Excess Return 1y
0.805
Excess Return 3m
0.023
Excess Return 6m
0.293
Expected Shortfall 95 1y
-0.033
Market Cap
5,852,351,367.917
Max Drawdown 1m
-0.023
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.112
Max Drawdown 2y
-0.320
Max Drawdown 3m
-0.096
Max Drawdown 5y
-0.678
Max Drawdown 6m
-0.112
Momentum Acceleration 1m Vs 3m
0.032
Momentum Acceleration 3m Vs 6m
-0.020
Moving Average Alignment
1
Relative Strength Acceleration
0.002
Relative Strength Slope 3m
0.000
Relative Volume 20d
1.213
Return 1m
0.078
Return 1w
0.005
Return 1y
1.028
Return 2y
1.589
Return 3m
0.137
Return 5y
0.874
Return 6m
0.393
Return Skewness 1y
1.616
Sector Excess Return 1y
0.918
Sharpe 1m
3.525
Sharpe 1y
2.363
Sharpe 2y
1.562
Sharpe 3m
2.034
Sharpe 5y
0.515
Sharpe 6m
2.435
Sortino 1m
5.998
Sortino 1y
3.031
Sortino 2y
1.725
Sortino 3m
2.227
Sortino 5y
0.551
Sortino 6m
2.800
Trend R2 1m
0.857
Trend R2 1w
0.350
Trend R2 1y
0.938
Trend R2 2y
0.746
Trend R2 3m
0.522
Trend R2 5y
0.128
Trend R2 6m
0.879
Trend 1m
0.005
Trend 1w
0.004
Trend 1y
0.003
Trend 2y
0.002
Trend 3m
0.002
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
1.023
Value At Risk 95 1y
-0.022
Volatility 1m
0.265
Volatility 1w
0.302
Volatility 1y
0.321
Volatility 2y
0.342
Volatility 3m
0.270
Volatility 5y
0.392
Volatility 6m
0.290
Worst Day 1y
-0.055
Distance From Sma 50 Score
0.561
Downside Volatility 1y Score
0.267
Downside Volatility 3m Score
0.262
Drawdown Recovery Score
1
Excess Return 1m Score
0.585
Excess Return 1y Score
1
Excess Return 3m Score
0.539
Excess Return 6m Score
0.988
Expected Shortfall 95 1y Score
0.670
Log Avg Dollar Volume 20d Score
0.612
Log Market Cap Score
0.395
Drawdown Score 1y
0.827
Drawdown Score 5y
0.322
Momentum Acceleration 1m Vs 3m Score
0.608
Momentum Acceleration 3m Vs 6m Score
0.433
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.615
Relative Volume 20d Score
0.338
Return 1m Score
0.630
Return 1y Score
1
Return 3m Score
0.671
Return 6m Score
0.828
Return Skewness 1y Score
0.769
Sortino 1y Score
0.754
Sortino 3m Score
0.653
Trend R2 1y Score
0.938
Trend R2 3m Score
0.522
Trend Slope 1y Score
0.697
Trend Slope 3m Score
0.603
Volatility 1y Score
0.361
Volatility 3m Score
0.293