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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

OVV

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

Research Detail

OVV

OVV

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
-0.146
Correlation To Benchmark 1y
-0.051
Inverse To Benchmark 1y
0.949
Drawdown Score 1m
0.607
Drawdown Score 3m
0.571
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
0.688
Drawdown Score 1y
0.736
Drawdown Score 2y
0.566
Drawdown Score 5y
0.529
Return 1w
0.049
Return 1m
-0.014
Return 3m
-0.006
Return 6m
0.518
Return 1y
0.406
Return 2y
0.262
Return 5y
0.907
Sharpe 1m
-0.261
Sharpe 3m
0.115
Sharpe 6m
2.454
Sharpe 1y
1.135
Sharpe 2y
0.491
Sharpe 5y
0.512
Trend 1w
0.010
Trend 1m
-0.001
Trend 3m
-0.001
Trend 6m
0.003
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.000
Volatility 1w
0.336
Volatility 1m
0.373
Volatility 3m
0.366
Volatility 6m
0.368
Volatility 1y
0.357
Volatility 2y
0.409
Volatility 5y
0.457
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
OVV
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
Energy
Sector Benchmark Ticker
XLE
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
0.523
Aptet Fit Raw Score
0.551
Aptet Fit Confidence
0.896
Aptet Fit Label
moderate
Aptet Fitness Error
-
Force Fit Score
0.460
Force Fit Raw Score
0.483
Force Fit Confidence
0.908
Force Fit Label
weak
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",
      "OVV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "OVV",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "OVV",
    "hitRates": {
      "1": 0.5496688741721855,
      "5": 0.5918367346938775,
      "10": 0.5782312925170068
    },
    "hitRate1D": 0.5496688741721855,
    "comboQuality": 0.924446057067996,
    "eligibleDays": 297,
    "fitnessScore": 0.9009565212454332,
    "lookbackDays": 63,
    "returnLift1D": 0.0009430279432925963,
    "hitRateLift1D": 0.01926346876678009,
    "activationRate": 0.5117845117845118,
    "activationCount": 152,
    "baselineHitRates": {
      "1": 0.5304054054054054,
      "5": 0.589041095890411,
      "10": 0.6202090592334495
    },
    "sampleConfidence": 0.9951754385964913,
    "shadowSharpeLike": 1.4240374515608982,
    "avgForwardReturns": {
      "1": 0.0029823281809884046,
      "5": 0.010687474301407398,
      "10": 0.02115518737360612
    },
    "shadowMaxDrawdown": -0.14932343536958836,
    "shadowTotalReturn": 0.49427770518006353,
    "avgForwardReturn1D": 0.0029823281809884046,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-07-21"
    ],
    "horizonObservationCounts": {
      "1": 151,
      "5": 147,
      "10": 147
    },
    "baselineAvgForwardReturns": {
      "1": 0.0020393002376958083,
      "5": 0.009964670049726145,
      "10": 0.019382621906682704
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.924446057067996,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.4147477958560144,
    "bestRawFitnessScore": 0.9009565212454332,
    "upperQuartileComboQuality": 0.6097800496970058
  },
  "algorithmFit": {
    "label": "moderate",
    "score": 0.5227326599255737,
    "rawScore": 0.5514001021727819,
    "confidence": 0.8960194525382036,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 63
    },
    "profileBreadth": 0.1996097877122782,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        63
      ]
    },
    "parameterStability": 0.4719453142296264,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5496688741721855,
        "5": 0.5918367346938775,
        "10": 0.5782312925170068
      },
      "hitRate1D": 0.5496688741721855,
      "comboQuality": 0.924446057067996,
      "eligibleDays": 297,
      "fitnessScore": 0.9009565212454332,
      "lookbackDays": 63,
      "returnLift1D": 0.0009430279432925963,
      "hitRateLift1D": 0.01926346876678009,
      "activationRate": 0.5117845117845118,
      "activationCount": 152,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.589041095890411,
        "10": 0.6202090592334495
      },
      "sampleConfidence": 0.9951754385964913,
      "shadowSharpeLike": 1.4240374515608982,
      "avgForwardReturns": {
        "1": 0.0029823281809884046,
        "5": 0.010687474301407398,
        "10": 0.02115518737360612
      },
      "shadowMaxDrawdown": -0.14932343536958836,
      "shadowTotalReturn": 0.49427770518006353,
      "avgForwardReturn1D": 0.0029823281809884046,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-07-21"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 147,
        "10": 147
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020393002376958083,
        "5": 0.009964670049726145,
        "10": 0.019382621906682704
      }
    },
    {
      "topN": 4,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5441176470588235,
        "5": 0.5909090909090909,
        "10": 0.5833333333333334
      },
      "hitRate1D": 0.5441176470588235,
      "comboQuality": 0.8104281851957997,
      "eligibleDays": 297,
      "fitnessScore": 0.6696148579840033,
      "lookbackDays": 63,
      "returnLift1D": 0.00040521829632261287,
      "hitRateLift1D": 0.013712241653418111,
      "activationRate": 0.4612794612794613,
      "activationCount": 137,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.589041095890411,
        "10": 0.6202090592334495
      },
      "sampleConfidence": 0.994647201946472,
      "shadowSharpeLike": 1.0907706418490026,
      "avgForwardReturns": {
        "1": 0.002444518534018421,
        "5": 0.010978713124681837,
        "10": 0.022992423843479527
      },
      "shadowMaxDrawdown": -0.14932343536958825,
      "shadowTotalReturn": 0.3317062650455269,
      "avgForwardReturn1D": 0.002444518534018421,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0020393002376958083,
        "5": 0.009964670049726145,
        "10": 0.019382621906682704
      }
    },
    {
      "topN": 4,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.525,
        "5": 0.5705128205128205,
        "10": 0.5620915032679739
      },
      "hitRate1D": 0.525,
      "comboQuality": 0.7224438938613749,
      "eligibleDays": 352,
      "fitnessScore": 0.5604556661641968,
      "lookbackDays": 14,
      "returnLift1D": 0.000242621921035016,
      "hitRateLift1D": -0.012142857142857122,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.5953757225433526,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9942028985507247,
      "shadowSharpeLike": 0.908292456710793,
      "avgForwardReturns": {
        "1": 0.002168336232861554,
        "5": 0.0031172593786411573,
        "10": 0.0015777616360580801
      },
      "shadowMaxDrawdown": -0.28289331060809664,
      "shadowTotalReturn": 0.32084044309269943,
      "avgForwardReturn1D": 0.002168336232861554,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 160,
        "5": 156,
        "10": 153
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019257143118265381,
        "5": 0.008667054776348604,
        "10": 0.014554409165028663
      }
    },
    {
      "topN": 3,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5238095238095238,
        "5": 0.5594405594405595,
        "10": 0.5571428571428572
      },
      "hitRate1D": 0.5238095238095238,
      "comboQuality": 0.6847841917043823,
      "eligibleDays": 352,
      "fitnessScore": 0.5206861706151834,
      "lookbackDays": 14,
      "returnLift1D": 0.00030745749016685146,
      "hitRateLift1D": -0.013333333333333308,
      "activationRate": 0.42045454545454547,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.5953757225433526,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9936936936936938,
      "shadowSharpeLike": 0.8798536725070019,
      "avgForwardReturns": {
        "1": 0.0022331718019933896,
        "5": 0.0022851344417786352,
        "10": 0.00012799188795854034
      },
      "shadowMaxDrawdown": -0.27822094444904777,
      "shadowTotalReturn": 0.30145660768340643,
      "avgForwardReturn1D": 0.0022331718019933896,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03"
      ],
      "horizonObservationCounts": {
        "1": 147,
        "5": 143,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019257143118265381,
        "5": 0.008667054776348604,
        "10": 0.014554409165028663
      }
    },
    {
      "topN": 5,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5141242937853108,
        "5": 0.5780346820809249,
        "10": 0.5680473372781065
      },
      "hitRate1D": 0.5141242937853108,
      "comboQuality": 0.615629295003879,
      "eligibleDays": 352,
      "fitnessScore": 0.45362825529177936,
      "lookbackDays": 14,
      "returnLift1D": -0.00029313833245484086,
      "hitRateLift1D": -0.023018563357546373,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.5953757225433526,
        "10": 0.6140350877192983
      },
      "sampleConfidence": 0.9943820224719102,
      "shadowSharpeLike": 0.7103108057014229,
      "avgForwardReturns": {
        "1": 0.0016325759793716973,
        "5": 0.003440657273324772,
        "10": 0.0026275772524059393
      },
      "shadowMaxDrawdown": -0.31335877016852576,
      "shadowTotalReturn": 0.239869070008357,
      "avgForwardReturn1D": 0.0016325759793716973,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-18",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 173,
        "10": 169
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019257143118265381,
        "5": 0.008667054776348604,
        "10": 0.014554409165028663
      }
    },
    {
      "topN": 3,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.532258064516129,
        "5": 0.5819672131147541,
        "10": 0.5737704918032787
      },
      "hitRate1D": 0.532258064516129,
      "comboQuality": 0.6078303012613814,
      "eligibleDays": 297,
      "fitnessScore": 0.44640423807975727,
      "lookbackDays": 63,
      "returnLift1D": -0.00028915174326365925,
      "hitRateLift1D": 0.0018526591107236312,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5304054054054054,
        "5": 0.589041095890411,
        "10": 0.6202090592334495
      },
      "sampleConfidence": 0.9978494623655915,
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      "shadowSharpeLike": -0.09753457029686771,
      "avgForwardReturns": {
        "1": -0.00009222759772277081,
        "5": -0.0021385945682656916,
        "10": 0.003230263272825089
      },
      "shadowMaxDrawdown": -0.2747411896385429,
      "shadowTotalReturn": -0.05881791470201447,
      "avgForwardReturn1D": -0.00009222759772277081,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022793652683414083,
        "5": 0.01054610044390232,
        "10": 0.020263007506651463
      }
    },
    {
      "topN": 2,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.48623853211009177,
        "5": 0.5428571428571428,
        "10": 0.5192307692307693
      },
      "hitRate1D": 0.48623853211009177,
      "comboQuality": 0.12321530311766865,
      "eligibleDays": 339,
      "fitnessScore": -0.08171220524634372,
      "lookbackDays": 21,
      "returnLift1D": -0.0016441052321872276,
      "hitRateLift1D": -0.04630584658813314,
      "activationRate": 0.32448377581120946,
      "activationCount": 110,
      "baselineHitRates": {
        "1": 0.5325443786982249,
        "5": 0.5868263473053892,
        "10": 0.6139817629179332
      },
      "sampleConfidence": 0.9927272727272728,
      "shadowSharpeLike": -0.040723367398059054,
      "avgForwardReturns": {
        "1": 0.000034799692001107014,
        "5": -0.004029577523780559,
        "10": -0.002767061108749585
      },
      "shadowMaxDrawdown": -0.3627127940681124,
      "shadowTotalReturn": -0.06290103990583318,
      "avgForwardReturn1D": 0.000034799692001107014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016789049241883347,
        "5": 0.007294581589447492,
        "10": 0.013365708974667866
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    },
    {
      "topN": 2,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5189873417721519,
        "5": 0.4810126582278481,
        "10": 0.5189873417721519
      },
      "hitRate1D": 0.5189873417721519,
      "comboQuality": 0.12078995883544137,
      "eligibleDays": 315,
      "fitnessScore": -0.08669354607962712,
      "lookbackDays": 45,
      "returnLift1D": -0.0030951414361059175,
      "hitRateLift1D": -0.016044505361606065,
      "activationRate": 0.2507936507936508,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.5903225806451613,
        "10": 0.6262295081967213
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3176411746421782,
      "avgForwardReturns": {
        "1": -0.0008157761677645091,
        "5": -0.005107957377333807,
        "10": 0.013417981231800985
      },
      "shadowMaxDrawdown": -0.22486657664860743,
      "shadowTotalReturn": -0.09498722182202923,
      "avgForwardReturn1D": -0.0008157761677645091,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-07-14",
        "2025-07-15",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 79,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0022793652683414083,
        "5": 0.01054610044390232,
        "10": 0.020263007506651463
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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": 0.7224438938613749,
      "fitnessScore": 0.5604556661641968,
      "lookbackDays": 14,
      "returnLift1D": 0.000242621921035016,
      "activationRate": 0.45738636363636365,
      "activationCount": 161,
      "sampleConfidence": 0.9942028985507247,
      "shadowTotalReturn": 0.32084044309269943,
      "avgForwardReturn1D": 0.002168336232861554
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4423837585190356,
      "fitnessScore": 0.2990714851819725,
      "lookbackDays": 21,
      "returnLift1D": -0.0005548701934369013,
      "activationRate": 0.5014749262536873,
      "activationCount": 170,
      "sampleConfidence": 0.9945098039215687,
      "shadowTotalReturn": 0.11750394183984358,
      "avgForwardReturn1D": 0.0011240347307514334
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.4490467480238128,
      "fitnessScore": 0.30500494765234604,
      "lookbackDays": 30,
      "returnLift1D": -0.00015101958437412576,
      "activationRate": 0.3575757575757576,
      "activationCount": 118,
      "sampleConfidence": 0.9971751412429379,
      "shadowTotalReturn": 0.12468288326492538,
      "avgForwardReturn1D": 0.0014176705629415922
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.38711183319299314,
      "fitnessScore": 0.24891685135625263,
      "lookbackDays": 45,
      "returnLift1D": -0.001489956828932745,
      "activationRate": 0.5015873015873016,
      "activationCount": 158,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.06869070929162979,
      "avgForwardReturn1D": 0.0007894084394086633
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.924446057067996,
      "fitnessScore": 0.9009565212454332,
      "lookbackDays": 63,
      "returnLift1D": 0.0009430279432925963,
      "activationRate": 0.5117845117845118,
      "activationCount": 152,
      "sampleConfidence": 0.9951754385964913,
      "shadowTotalReturn": 0.49427770518006353,
      "avgForwardReturn1D": 0.0029823281809884046
    }
  ],
  "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": "830e9ec8e79dce546da23c6113b7f39e49ab0e0af16d7f091373fdb8d494a010",
    "size": 13,
    "members": [
      "OVV",
      "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",
      "OVV"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "OVV",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "OVV",
    "hitRates": {
      "1": 0.5441176470588235,
      "5": 0.5909090909090909,
      "10": 0.5833333333333334
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    "hitRate1D": 0.5441176470588235,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.7937906075134238,
    "eligibleDays": 326,
    "fitnessScore": 0.6465440691517721,
    "lookbackDays": 63,
    "returnLift1D": 0.0006032873857706477,
    "hitRateLift1D": 0.013442800433056568,
    "portfolioSize": 4,
    "activationRate": 0.4171779141104294,
    "activationCount": 136,
    "baselineHitRates": {
      "1": 0.5306748466257669,
      "5": 0.5900621118012422,
      "10": 0.6309148264984227
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    "sampleConfidence": 0.996078431372549,
    "shadowSharpeLike": 1.0410620717542232,
    "avgForwardReturns": {
      "1": 0.002444518534018421,
      "5": 0.010978713124681837,
      "10": 0.022992423843479527
    },
    "shadowMaxDrawdown": -0.14932343536958825,
    "shadowTotalReturn": 0.3317062650455269,
    "avgForwardReturn1D": 0.002444518534018421,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-09",
      "2025-07-10",
      "2025-07-14",
      "2025-07-15",
      "2025-07-16",
      "2025-07-17",
      "2025-07-18",
      "2025-07-25",
      "2025-07-28",
      "2025-07-29"
    ],
    "horizonObservationCounts": {
      "1": 136,
      "5": 132,
      "10": 132
    },
    "baselineAvgForwardReturns": {
      "1": 0.0018412311482477735,
      "5": 0.010261930165380835,
      "10": 0.020565957320349174
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.7937906075134238,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.2828933795959531,
    "bestRawFitnessScore": 0.6465440691517721,
    "upperQuartileComboQuality": 0.5475195616464296
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.46033241474162356,
    "rawScore": 0.4825249699055014,
    "confidence": 0.9080148943660923,
    "bestProfile": {
      "lookbackDays": 63,
      "portfolioSize": 4
    },
    "profileBreadth": 0.24973971099532136,
    "recommendedRegion": {
      "lookbackDays": [
        63
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.5670956826424961,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5441176470588235,
        "5": 0.5909090909090909,
        "10": 0.5833333333333334
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      "hitRate1D": 0.5441176470588235,
      "rankWeights": [
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        0.30000000000000004,
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        0.10000000000000002
      ],
      "comboQuality": 0.7937906075134238,
      "eligibleDays": 326,
      "fitnessScore": 0.6465440691517721,
      "lookbackDays": 63,
      "returnLift1D": 0.0006032873857706477,
      "hitRateLift1D": 0.013442800433056568,
      "portfolioSize": 4,
      "activationRate": 0.4171779141104294,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5306748466257669,
        "5": 0.5900621118012422,
        "10": 0.6309148264984227
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      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": 1.0410620717542232,
      "avgForwardReturns": {
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        "5": 0.010978713124681837,
        "10": 0.022992423843479527
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      "shadowMaxDrawdown": -0.14932343536958825,
      "shadowTotalReturn": 0.3317062650455269,
      "avgForwardReturn1D": 0.002444518534018421,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29"
      ],
      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018412311482477735,
        "5": 0.010261930165380835,
        "10": 0.020565957320349174
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    },
    {
      "topN": 5,
      "ticker": "OVV",
      "hitRates": {
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        "5": 0.5909090909090909,
        "10": 0.5833333333333334
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      "hitRate1D": 0.5441176470588235,
      "rankWeights": [
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      "comboQuality": 0.7937906075134238,
      "eligibleDays": 326,
      "fitnessScore": 0.6465440691517721,
      "lookbackDays": 63,
      "returnLift1D": 0.0006032873857706477,
      "hitRateLift1D": 0.013442800433056568,
      "portfolioSize": 5,
      "activationRate": 0.4171779141104294,
      "activationCount": 136,
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        "1": 0.5306748466257669,
        "5": 0.5900621118012422,
        "10": 0.6309148264984227
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      "sampleConfidence": 0.996078431372549,
      "shadowSharpeLike": 1.0410620717542232,
      "avgForwardReturns": {
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        "5": 0.010978713124681837,
        "10": 0.022992423843479527
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      "shadowMaxDrawdown": -0.14932343536958825,
      "shadowTotalReturn": 0.3317062650455269,
      "avgForwardReturn1D": 0.002444518534018421,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-14",
        "2025-07-15",
        "2025-07-16",
        "2025-07-17",
        "2025-07-18",
        "2025-07-25",
        "2025-07-28",
        "2025-07-29"
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      "horizonObservationCounts": {
        "1": 136,
        "5": 132,
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.532258064516129,
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      "comboQuality": 0.5864564387552388,
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      "fitnessScore": 0.4268538178250818,
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      "returnLift1D": -0.0000910826538156244,
      "hitRateLift1D": 0.0015832178903620875,
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      "sampleConfidence": 0.9978494623655915,
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      "horizonObservationCounts": {
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    },
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      "hitRate1D": 0.5266272189349113,
      "rankWeights": [
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      "comboQuality": 0.5829461187461494,
      "eligibleDays": 375,
      "fitnessScore": 0.42367345398869594,
      "lookbackDays": 14,
      "returnLift1D": 0.0003345079708798463,
      "hitRateLift1D": -0.004039447731755352,
      "portfolioSize": 4,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5795148247978437,
        "10": 0.6092896174863388
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      "sampleConfidence": 0.9956607495069034,
      "shadowSharpeLike": 0.6509734406192195,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.30749371241678825,
      "shadowTotalReturn": 0.21777492176927904,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-01-29",
        "2025-01-30",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-28",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 169,
        "5": 165,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.001267043576267398,
        "5": 0.0060500803810610605,
        "10": 0.01187647770001098
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5266272189349113,
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      "comboQuality": 0.5829461187461494,
      "eligibleDays": 375,
      "fitnessScore": 0.42367345398869594,
      "lookbackDays": 14,
      "returnLift1D": 0.0003345079708798463,
      "hitRateLift1D": -0.004039447731755352,
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      },
      "sampleConfidence": 0.9951690821256038,
      "shadowSharpeLike": 0.06396537136185286,
      "avgForwardReturns": {
        "1": 0.0003132861526934187,
        "5": -0.0012036292953700853,
        "10": -0.0022133269530110744
      },
      "shadowMaxDrawdown": -0.29663611843202964,
      "shadowTotalReturn": -0.030938716040328385,
      "avgForwardReturn1D": 0.0003132861526934187,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015228766333352886,
        "5": 0.006680937523013869,
        "10": 0.01230963799082687
      }
    },
    {
      "topN": 3,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.4915254237288136,
        "5": 0.4830508474576271,
        "10": 0.4576271186440678
      },
      "hitRate1D": 0.4915254237288136,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.1503989744007915,
      "eligibleDays": 344,
      "fitnessScore": -0.030924558364571697,
      "lookbackDays": 45,
      "returnLift1D": -0.0019873256123139546,
      "hitRateLift1D": -0.04335829720141893,
      "portfolioSize": 3,
      "activationRate": 0.3430232558139535,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5941176470588235,
        "10": 0.6208955223880597
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.09334525123175609,
      "avgForwardReturns": {
        "1": -0.00009222759772277081,
        "5": -0.0021385945682656916,
        "10": 0.003230263272825089
      },
      "shadowMaxDrawdown": -0.2747411896385429,
      "shadowTotalReturn": -0.05881791470201447,
      "avgForwardReturn1D": -0.00009222759772277081,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-12",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-07-03",
        "2025-07-07",
        "2025-07-08"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018950980145911837,
        "5": 0.008310766056234124,
        "10": 0.01493243148770075
      }
    },
    {
      "topN": 2,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.4673913043478261,
        "5": 0.5274725274725275,
        "10": 0.5054945054945055
      },
      "hitRate1D": 0.4673913043478261,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.14117557373793177,
      "eligibleDays": 359,
      "fitnessScore": -0.04722324143643344,
      "lookbackDays": 30,
      "returnLift1D": -0.0011960407512239097,
      "hitRateLift1D": -0.06464212183601786,
      "portfolioSize": 2,
      "activationRate": 0.2562674094707521,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.532033426183844,
        "5": 0.5830985915492958,
        "10": 0.6085714285714285
      },
      "sampleConfidence": 0.9985507246376812,
      "shadowSharpeLike": 0.024318443895608256,
      "avgForwardReturns": {
        "1": 0.0002113129086126474,
        "5": -0.0004747355917032477,
        "10": 0.0018300207928402098
      },
      "shadowMaxDrawdown": -0.2570651211703302,
      "shadowTotalReturn": -0.021456421628040068,
      "avgForwardReturn1D": 0.0002113129086126474,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-20",
        "2025-02-21",
        "2025-03-27",
        "2025-03-28",
        "2025-06-12",
        "2025-06-13",
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20"
      ],
      "horizonObservationCounts": {
        "1": 92,
        "5": 91,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": 0.001407353659836557,
        "5": 0.006257880987339776,
        "10": 0.012388768850500807
      }
    },
    {
      "topN": 2,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.5189873417721519,
        "5": 0.4810126582278481,
        "10": 0.5189873417721519
      },
      "hitRate1D": 0.5189873417721519,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11735108072430953,
      "eligibleDays": 344,
      "fitnessScore": -0.0939066257913887,
      "lookbackDays": 45,
      "returnLift1D": -0.002710874182355693,
      "hitRateLift1D": -0.01589637915808062,
      "portfolioSize": 2,
      "activationRate": 0.22965116279069767,
      "activationCount": 79,
      "baselineHitRates": {
        "1": 0.5348837209302325,
        "5": 0.5941176470588235,
        "10": 0.6208955223880597
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -0.3039931432831411,
      "avgForwardReturns": {
        "1": -0.0008157761677645091,
        "5": -0.005107957377333807,
        "10": 0.013417981231800985
      },
      "shadowMaxDrawdown": -0.22486657664860743,
      "shadowTotalReturn": -0.09498722182202923,
      "avgForwardReturn1D": -0.0008157761677645091,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-16",
        "2025-06-17",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-07-14",
        "2025-07-15",
        "2025-07-28",
        "2025-07-29",
        "2025-07-30"
      ],
      "horizonObservationCounts": {
        "1": 79,
        "5": 79,
        "10": 79
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018950980145911837,
        "5": 0.008310766056234124,
        "10": 0.01493243148770075
      }
    },
    {
      "topN": 2,
      "ticker": "OVV",
      "hitRates": {
        "1": 0.48623853211009177,
        "5": 0.5428571428571428,
        "10": 0.5192307692307693
      },
      "hitRate1D": 0.48623853211009177,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.11671451991590515,
      "eligibleDays": 368,
      "fitnessScore": -0.09526185064436235,
      "lookbackDays": 21,
      "returnLift1D": -0.0014880769413341815,
      "hitRateLift1D": -0.04908755484642996,
      "portfolioSize": 2,
      "activationRate": 0.296195652173913,
      "activationCount": 109,
      "baselineHitRates": {
        "1": 0.5353260869565217,
        "5": 0.5879120879120879,
        "10": 0.6128133704735376
      },
      "sampleConfidence": 0.9944954128440368,
      "shadowSharpeLike": -0.03909040149004727,
      "avgForwardReturns": {
        "1": 0.000034799692001107014,
        "5": -0.004029577523780559,
        "10": -0.002767061108749585
      },
      "shadowMaxDrawdown": -0.3627127940681124,
      "shadowTotalReturn": -0.06290103990583318,
      "avgForwardReturn1D": 0.000034799692001107014,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 104
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015228766333352886,
        "5": 0.006680937523013869,
        "10": 0.01230963799082687
      }
    }
  ],
  "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": 0.5829461187461494,
      "fitnessScore": 0.42367345398869594,
      "lookbackDays": 14,
      "returnLift1D": 0.0003345079708798463,
      "activationRate": 0.45066666666666666,
      "activationCount": 169,
      "sampleConfidence": 0.9956607495069034,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.21777492176927904,
      "avgForwardReturn1D": 0.0016015515471472443
    },
    {
      "comboQuality": 0.2175812395739908,
      "fitnessScore": 0.06844008390963402,
      "lookbackDays": 21,
      "returnLift1D": -0.0010452018938929336,
      "activationRate": 0.4266304347826087,
      "activationCount": 157,
      "sampleConfidence": 0.9957537154989384,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.0068391131925963355,
      "avgForwardReturn1D": 0.00047767473944235493
    },
    {
      "comboQuality": 0.2528134553996311,
      "fitnessScore": 0.1115941416145424,
      "lookbackDays": 30,
      "returnLift1D": -0.0008834385242151581,
      "activationRate": 0.3398328690807799,
      "activationCount": 122,
      "sampleConfidence": 0.9989071038251367,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.01078827063627874,
      "avgForwardReturn1D": 0.0005239151356213989
    },
    {
      "comboQuality": 0.3129733037922751,
      "fitnessScore": 0.17702384388416645,
      "lookbackDays": 45,
      "returnLift1D": -0.0011374772201382826,
      "activationRate": 0.3953488372093023,
      "activationCount": 136,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.04737373792226496,
      "avgForwardReturn1D": 0.000757620794452901
    },
    {
      "comboQuality": 0.7937906075134238,
      "fitnessScore": 0.6465440691517721,
      "lookbackDays": 63,
      "returnLift1D": 0.0006032873857706477,
      "activationRate": 0.4171779141104294,
      "activationCount": 136,
      "sampleConfidence": 0.996078431372549,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3317062650455269,
      "avgForwardReturn1D": 0.002444518534018421
    }
  ],
  "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": "830e9ec8e79dce546da23c6113b7f39e49ab0e0af16d7f091373fdb8d494a010",
    "size": 13,
    "members": [
      "OVV",
      "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
0.492
Liquidity
0.745
Momentum
0.543
Relative strength
0.582
Trend quality
0.532
Stability
0.637
Aggression
0.363
Downside risk
0.581
Drawdown state
0.867
Quality momentum
0.557
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.949
Benchmark Independence 3m Score
0.682
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.127
Correlation Change Score
0.366
Current Drawdown Score
0.823
Days Since 52w High Score
0.179
Distance From 52w High Score
0.823
Distance From Sma 20 Score
0.544
Distance From Sma 200 Score
0.780
Distance From Sma 50 Score
0.464
Downside Volatility 1m Score
0.485
Downside Volatility 1y Score
0.420
Downside Volatility 2y Score
0.518
Downside Volatility 3m Score
0.496
Downside Volatility 5y Score
0.548
Downside Volatility 6m Score
0.427
Drawdown Recovery Score
1
Excess Return 1m Score
0.432
Excess Return 1y Score
0.805
Excess Return 3m Score
0.301
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.514
Log Avg Dollar Volume 20d Score
0.745
Log Market Cap Score
0.492
Drawdown Score 1m
0.607
Drawdown Score 1y
0.736
Drawdown Score 2y
0.566
Drawdown Score 3m
0.571
Drawdown Score 5y
0.529
Drawdown Score 6m
0.688
Momentum Acceleration 1m Vs 3m Score
0.461
Momentum Acceleration 3m Vs 6m Score
0.206
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.250
Relative Strength Slope 3m Score
0.368
Relative Volume 20d Score
0.233
Return 1m Score
0.477
Return 1w Score
0.662
Return 1y Score
0.754
Return 2y Score
0.361
Return 3m Score
0.492
Return 5y Score
0.147
Return 6m Score
0.931
Return Skewness 1y Score
0.458
Sector Excess Return 1y Score
0.694
Sharpe 1m Score
0.348
Sharpe 1y Score
0.627
Sharpe 2y Score
0.498
Sharpe 3m Score
0.423
Sharpe 5y Score
0.502
Sharpe 6m Score
0.891
Sortino 1m Score
0.346
Sortino 1y Score
0.514
Sortino 2y Score
0.432
Sortino 3m Score
0.387
Sortino 5y Score
0.438
Sortino 6m Score
0.680
Trend R2 1m Score
0.098
Trend R2 1w Score
0.636
Trend R2 1y Score
0.707
Trend R2 2y Score
0.322
Trend R2 3m Score
0.139
Trend R2 5y Score
0.197
Trend R2 6m Score
0.531
Trend Slope 1m Score
0.411
Trend Slope 1w Score
1
Trend Slope 1y Score
0.628
Trend Slope 2y Score
0.538
Trend Slope 3m Score
0.443
Trend Slope 5y Score
0.515
Trend Slope 6m Score
0.664
Volatility 1m Score
0.431
Volatility 1w Score
0.381
Volatility 1y Score
0.409
Volatility 2y Score
0.478
Volatility 3m Score
0.421
Volatility 5y Score
0.543
Volatility 6m Score
0.424
Worst Day 1y Score
0.675
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
172,207,683.241
Best Day 1y
0.065
Beta To Benchmark 1y
-0.146
Beta 3m
-0.891
Beta Change
-0.745
Beta To Sector 1y
1.399
Correlation To Benchmark 1y
-0.051
Correlation 3m
-0.318
Correlation Change
-0.267
Correlation To Sector 1y
0.817
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.949
Benchmark Independence 3m Score
0.682
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.127
Correlation Change Score
0.366
Current Drawdown Score
0.823
Distance From Sma 20 Score
0.544
Distance From Sma 200 Score
0.780
Current Drawdown
-0.115
Days Since 52w High
45
Distance From 52w High
-0.115
Distance From Sma 20
0.026
Distance From Sma 200
0.168
Distance From Sma 50
-0.022
Downside Capture 1y
2.516
Downside Volatility 1m
0.414
Downside Volatility 1w
-
Downside Volatility 1y
0.365
Downside Volatility 2y
0.439
Downside Volatility 3m
0.422
Downside Volatility 5y
0.461
Downside Volatility 6m
0.370
Drawdown Recovery
1
Excess Return 1m
-0.041
Excess Return 1y
0.183
Excess Return 3m
-0.119
Excess Return 6m
0.417
Expected Shortfall 95 1y
-0.049
Market Cap
15,957,641,214.905
Max Drawdown 1m
-0.098
Max Drawdown 1w
-0.023
Max Drawdown 1y
-0.172
Max Drawdown 2y
-0.348
Max Drawdown 3m
-0.172
Max Drawdown 5y
-0.471
Max Drawdown 6m
-0.172
Momentum Acceleration 1m Vs 3m
-0.012
Momentum Acceleration 3m Vs 6m
-0.088
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
-0.002
Relative Volume 20d
0.930
Return 1m
-0.014
Return 1w
0.049
Return 1y
0.406
Return 2y
0.262
Return 3m
-0.006
Return 5y
0.907
Return 6m
0.518
Return Skewness 1y
-0.249
Sector Excess Return 1y
0.116
Sharpe 1m
-0.261
Sharpe 1y
1.135
Sharpe 2y
0.491
Sharpe 3m
0.115
Sharpe 5y
0.512
Sharpe 6m
2.454
Sortino 1m
-0.235
Sortino 1y
1.109
Sortino 2y
0.457
Sortino 3m
0.100
Sortino 5y
0.508
Sortino 6m
2.438
Trend R2 1m
0.098
Trend R2 1w
0.636
Trend R2 1y
0.707
Trend R2 2y
0.322
Trend R2 3m
0.139
Trend R2 5y
0.197
Trend R2 6m
0.531
Trend 1m
-0.001
Trend 1w
0.010
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.000
Trend 6m
0.003
Upside Capture 1y
0.457
Value At Risk 95 1y
-0.038
Volatility 1m
0.373
Volatility 1w
0.336
Volatility 1y
0.357
Volatility 2y
0.409
Volatility 3m
0.366
Volatility 5y
0.457
Volatility 6m
0.368
Worst Day 1y
-0.065
Distance From Sma 50 Score
0.464
Downside Volatility 1y Score
0.420
Downside Volatility 3m Score
0.496
Drawdown Recovery Score
1
Excess Return 1m Score
0.432
Excess Return 1y Score
0.805
Excess Return 3m Score
0.301
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.514
Log Avg Dollar Volume 20d Score
0.745
Log Market Cap Score
0.492
Drawdown Score 1y
0.736
Drawdown Score 5y
0.529
Momentum Acceleration 1m Vs 3m Score
0.461
Momentum Acceleration 3m Vs 6m Score
0.206
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.250
Relative Volume 20d Score
0.233
Return 1m Score
0.477
Return 1y Score
0.754
Return 3m Score
0.492
Return 6m Score
0.931
Return Skewness 1y Score
0.458
Sortino 1y Score
0.514
Sortino 3m Score
0.387
Trend R2 1y Score
0.707
Trend R2 3m Score
0.139
Trend Slope 1y Score
0.628
Trend Slope 3m Score
0.443
Volatility 1y Score
0.409
Volatility 3m Score
0.421