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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

PAGP

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

Research Detail

PAGP

PAGP

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
-0.174
Correlation To Benchmark 1y
-0.123
Inverse To Benchmark 1y
0.877
Drawdown Score 1m
0.776
Drawdown Score 3m
0.740
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
0.811
Drawdown Score 1y
0.778
Drawdown Score 2y
0.737
Drawdown Score 5y
0.777
Return 1w
0.013
Return 1m
0.016
Return 3m
0.067
Return 6m
0.338
Return 1y
0.368
Return 2y
0.480
Return 5y
1.944
Sharpe 1m
1.104
Sharpe 3m
1.372
Sharpe 6m
3.081
Sharpe 1y
1.857
Sharpe 2y
0.973
Sharpe 5y
0.934
Trend 1w
0.004
Trend 1m
0.001
Trend 3m
0.001
Trend 6m
0.002
Trend 1y
0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.218
Volatility 1m
0.193
Volatility 3m
0.203
Volatility 6m
0.196
Volatility 1y
0.177
Volatility 2y
0.229
Volatility 5y
0.271
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
PAGP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 1:53 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
0.860
Aptet Fit Raw Score
0.872
Aptet Fit Confidence
0.972
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.784
Force Fit Raw Score
0.803
Force Fit Confidence
0.953
Force Fit Label
good
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:53 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PAGP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PAGP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PAGP",
    "hitRates": {
      "1": 0.5949367088607594,
      "5": 0.5974025974025974,
      "10": 0.7046979865771812
    },
    "hitRate1D": 0.5949367088607594,
    "comboQuality": 0.9451233101039953,
    "eligibleDays": 315,
    "fitnessScore": 0.9761698827056317,
    "lookbackDays": 45,
    "returnLift1D": 0.0009681967510201347,
    "hitRateLift1D": 0.0439812948480206,
    "activationRate": 0.5015873015873016,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.5509554140127388,
      "5": 0.5935483870967742,
      "10": 0.6491803278688525
    },
    "sampleConfidence": 0.9945147679324895,
    "shadowSharpeLike": 2.33204889386008,
    "avgForwardReturns": {
      "1": 0.0024443301837826586,
      "5": 0.009620336819519524,
      "10": 0.019777749521014073
    },
    "shadowMaxDrawdown": -0.07236298558918863,
    "shadowTotalReturn": 0.4413866864828304,
    "avgForwardReturn1D": 0.0024443301837826586,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-07-09",
      "2025-07-10",
      "2025-07-11",
      "2025-07-16",
      "2025-07-17",
      "2025-07-21",
      "2025-07-22",
      "2025-07-23",
      "2025-07-24",
      "2025-07-25"
    ],
    "horizonObservationCounts": {
      "1": 158,
      "5": 154,
      "10": 149
    },
    "baselineAvgForwardReturns": {
      "1": 0.0014761334327625239,
      "5": 0.0069568231160661775,
      "10": 0.014244493452185227
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9451233101039953,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8263992935059388,
    "bestRawFitnessScore": 0.9761698827056317,
    "upperQuartileComboQuality": 0.8946677317723094
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.860182896466438,
    "rawScore": 0.8724503081902678,
    "confidence": 0.9718782568848504,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 45
    },
    "profileBreadth": 0.8499260430746438,
    "recommendedRegion": {
      "topNs": [
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.882275806646078,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5949367088607594,
        "5": 0.5974025974025974,
        "10": 0.7046979865771812
      },
      "hitRate1D": 0.5949367088607594,
      "comboQuality": 0.9451233101039953,
      "eligibleDays": 315,
      "fitnessScore": 0.9761698827056317,
      "lookbackDays": 45,
      "returnLift1D": 0.0009681967510201347,
      "hitRateLift1D": 0.0439812948480206,
      "activationRate": 0.5015873015873016,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5509554140127388,
        "5": 0.5935483870967742,
        "10": 0.6491803278688525
      },
      "sampleConfidence": 0.9945147679324895,
      "shadowSharpeLike": 2.33204889386008,
      "avgForwardReturns": {
        "1": 0.0024443301837826586,
        "5": 0.009620336819519524,
        "10": 0.019777749521014073
      },
      "shadowMaxDrawdown": -0.07236298558918863,
      "shadowTotalReturn": 0.4413866864828304,
      "avgForwardReturn1D": 0.0024443301837826586,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-16",
        "2025-07-17",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 154,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014761334327625239,
        "5": 0.0069568231160661775,
        "10": 0.014244493452185227
      }
    },
    {
      "topN": 5,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.6104651162790697,
        "5": 0.6190476190476191,
        "10": 0.7116564417177914
      },
      "hitRate1D": 0.6104651162790697,
      "comboQuality": 0.9160182999859012,
      "eligibleDays": 352,
      "fitnessScore": 0.8756762333880411,
      "lookbackDays": 14,
      "returnLift1D": 0.000897297477007743,
      "hitRateLift1D": 0.05332225913621258,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "baselineHitRates": {
        "1": 0.5571428571428572,
        "5": 0.6040462427745664,
        "10": 0.6403508771929824
      },
      "sampleConfidence": 0.9938342967244702,
      "shadowSharpeLike": 1.714396564403711,
      "avgForwardReturns": {
        "1": 0.002040715156772481,
        "5": 0.007621180104320645,
        "10": 0.011688196279745008
      },
      "shadowMaxDrawdown": -0.09722443777595824,
      "shadowTotalReturn": 0.3756347107476494,
      "avgForwardReturn1D": 0.002040715156772481,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28"
      ],
      "horizonObservationCounts": {
        "1": 172,
        "5": 168,
        "10": 163
      },
      "baselineAvgForwardReturns": {
        "1": 0.001143417679764738,
        "5": 0.005820366533695147,
        "10": 0.010209160395532577
      }
    },
    {
      "topN": 5,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.589041095890411,
        "5": 0.5845070422535211,
        "10": 0.6715328467153284
      },
      "hitRate1D": 0.589041095890411,
      "comboQuality": 0.9145803832678314,
      "eligibleDays": 297,
      "fitnessScore": 0.8715957084856532,
      "lookbackDays": 63,
      "returnLift1D": 0.0007333371260435206,
      "hitRateLift1D": 0.031608663457978525,
      "activationRate": 0.494949494949495,
      "activationCount": 147,
      "baselineHitRates": {
        "1": 0.5574324324324325,
        "5": 0.6061643835616438,
        "10": 0.6689895470383276
      },
      "sampleConfidence": 0.9927437641723357,
      "shadowSharpeLike": 2.116900865211606,
      "avgForwardReturns": {
        "1": 0.002297939621445031,
        "5": 0.009941440799981044,
        "10": 0.019052913900058702
      },
      "shadowMaxDrawdown": -0.0910109514119144,
      "shadowTotalReturn": 0.3752134466215873,
      "avgForwardReturn1D": 0.002297939621445031,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-01",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-19",
        "2025-08-20",
        "2025-08-21",
        "2025-08-22",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 142,
        "10": 137
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015646024954015104,
        "5": 0.00801418063520594,
        "10": 0.01600544727346911
      }
    },
    {
      "topN": 4,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5878378378378378,
        "5": 0.5763888888888888,
        "10": 0.6879432624113475
      },
      "hitRate1D": 0.5878378378378378,
      "comboQuality": 0.9122802863931337,
      "eligibleDays": 315,
      "fitnessScore": 0.8651961354628712,
      "lookbackDays": 45,
      "returnLift1D": 0.0008222293897153475,
      "hitRateLift1D": 0.03688242382509899,
      "activationRate": 0.46984126984126984,
      "activationCount": 148,
      "baselineHitRates": {
        "1": 0.5509554140127388,
        "5": 0.5935483870967742,
        "10": 0.6491803278688525
      },
      "sampleConfidence": 0.9950450450450451,
      "shadowSharpeLike": 2.0676263649070457,
      "avgForwardReturns": {
        "1": 0.0022983628224778714,
        "5": 0.00845348676569523,
        "10": 0.01816361716148185
      },
      "shadowMaxDrawdown": -0.07236298558918852,
      "shadowTotalReturn": 0.3755863645120132,
      "avgForwardReturn1D": 0.0022983628224778714,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-07-09",
        "2025-07-10",
        "2025-07-11",
        "2025-07-16",
        "2025-07-21",
        "2025-07-22",
        "2025-07-23",
        "2025-07-24",
        "2025-07-25",
        "2025-07-28"
      ],
      "horizonObservationCounts": {
        "1": 148,
        "5": 144,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014761334327625239,
        "5": 0.0069568231160661775,
        "10": 0.014244493452185227
      }
    },
    {
      "topN": 3,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5853658536585366,
        "5": 0.6050420168067226,
        "10": 0.7155172413793104
      },
      "hitRate1D": 0.5853658536585366,
      "comboQuality": 0.8961751264773412,
      "eligibleDays": 297,
      "fitnessScore": 0.8241946607631472,
      "lookbackDays": 63,
      "returnLift1D": 0.0010620335899142544,
      "hitRateLift1D": 0.027933421226104094,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5574324324324325,
        "5": 0.6061643835616438,
        "10": 0.6689895470383276
      },
      "sampleConfidence": 0.99247311827957,
      "shadowSharpeLike": 2.1860828466671034,
      "avgForwardReturns": {
        "1": 0.0026266360853157648,
        "5": 0.01157219638177256,
        "10": 0.021830686594608285
      },
      "shadowMaxDrawdown": -0.08036006893827163,
      "shadowTotalReturn": 0.3600873920629881,
      "avgForwardReturn1D": 0.0026266360853157648,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-08-05",
        "2025-08-29",
        "2025-12-18",
        "2025-12-19",
        "2025-12-22",
        "2025-12-30",
        "2025-12-31",
        "2026-01-02",
        "2026-01-05",
        "2026-01-06"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 116
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015646024954015104,
        "5": 0.00801418063520594,
        "10": 0.01600544727346911
      }
    },
    {
      "topN": 4,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5851851851851851,
        "5": 0.5954198473282443,
        "10": 0.6796875
      },
      "hitRate1D": 0.5851851851851851,
      "comboQuality": 0.8941652668706321,
      "eligibleDays": 297,
      "fitnessScore": 0.8194826101599919,
      "lookbackDays": 63,
      "returnLift1D": 0.0008174978294746141,
      "hitRateLift1D": 0.027752752752752685,
      "activationRate": 0.45791245791245794,
      "activationCount": 136,
      "baselineHitRates": {
        "1": 0.5574324324324325,
        "5": 0.6061643835616438,
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      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.9900277458437392,
      "avgForwardReturns": {
        "1": 0.0016571948911762431,
        "5": 0.006652968329321354,
        "10": 0.02097578132537746
      },
      "shadowMaxDrawdown": -0.07282680409639375,
      "shadowTotalReturn": 0.11513416546002686,
      "avgForwardReturn1D": 0.0016571948911762431,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-12-08",
        "2025-12-09",
        "2025-12-10",
        "2025-12-11",
        "2025-12-12",
        "2025-12-15",
        "2025-12-16",
        "2025-12-17",
        "2025-12-18",
        "2025-12-19"
      ],
      "horizonObservationCounts": {
        "1": 72,
        "5": 72,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0014761334327625239,
        "5": 0.0069568231160661775,
        "10": 0.014244493452185227
      }
    },
    {
      "topN": 3,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.576,
        "5": 0.5537190082644629,
        "10": 0.652542372881356
      },
      "hitRate1D": 0.576,
      "comboQuality": 0.42749846978305067,
      "eligibleDays": 339,
      "fitnessScore": 0.28574576613699393,
      "lookbackDays": 21,
      "returnLift1D": -0.00046542381020853597,
      "hitRateLift1D": 0.019786982248520713,
      "activationRate": 0.37168141592920356,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5562130177514792,
        "5": 0.5898203592814372,
        "10": 0.6291793313069909
      },
      "sampleConfidence": 0.9925925925925927,
      "shadowSharpeLike": 0.26266813474230016,
      "avgForwardReturns": {
        "1": 0.0005835443562501084,
        "5": 0.0004033216971485066,
        "10": 0.0011113420951642382
      },
      "shadowMaxDrawdown": -0.1593820968432046,
      "shadowTotalReturn": 0.03757953787833923,
      "avgForwardReturn1D": 0.0005835443562501084,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-06-16"
      ],
      "horizonObservationCounts": {
        "1": 125,
        "5": 121,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010489681664586443,
        "5": 0.005040642852016307,
        "10": 0.009571727002234543
      }
    },
    {
      "topN": 2,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5747126436781609,
        "5": 0.5060240963855421,
        "10": 0.625
      },
      "hitRate1D": 0.5747126436781609,
      "comboQuality": 0.33570393474061605,
      "eligibleDays": 339,
      "fitnessScore": 0.1998503725489764,
      "lookbackDays": 21,
      "returnLift1D": -0.0007014738802996603,
      "hitRateLift1D": 0.01849962592668164,
      "activationRate": 0.25958702064896755,
      "activationCount": 88,
      "baselineHitRates": {
        "1": 0.5562130177514792,
        "5": 0.5898203592814372,
        "10": 0.6291793313069909
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      "sampleConfidence": 0.9893939393939395,
      "shadowSharpeLike": 0.0998914870135078,
      "avgForwardReturns": {
        "1": 0.00034749428615898404,
        "5": -0.0032984059499054424,
        "10": -0.003103828500293859
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      "shadowMaxDrawdown": -0.11177234667953562,
      "shadowTotalReturn": 0.00669209266027071,
      "avgForwardReturn1D": 0.00034749428615898404,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-06-16",
        "2025-06-20",
        "2025-06-23"
      ],
      "horizonObservationCounts": {
        "1": 87,
        "5": 83,
        "10": 80
      },
      "baselineAvgForwardReturns": {
        "1": 0.0010489681664586443,
        "5": 0.005040642852016307,
        "10": 0.009571727002234543
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.9160182999859012,
      "fitnessScore": 0.8756762333880411,
      "lookbackDays": 14,
      "returnLift1D": 0.000897297477007743,
      "activationRate": 0.4914772727272727,
      "activationCount": 173,
      "sampleConfidence": 0.9938342967244702,
      "shadowTotalReturn": 0.3756347107476494,
      "avgForwardReturn1D": 0.002040715156772481
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.8187797875815368,
      "fitnessScore": 0.6817824912854016,
      "lookbackDays": 21,
      "returnLift1D": 0.0004579690437991235,
      "activationRate": 0.4896755162241888,
      "activationCount": 166,
      "sampleConfidence": 0.9939759036144579,
      "shadowTotalReturn": 0.24732711559400422,
      "avgForwardReturn1D": 0.0015069372102577679
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.8791457938420836,
      "fitnessScore": 0.7865604838995484,
      "lookbackDays": 30,
      "returnLift1D": 0.0009715153153802543,
      "activationRate": 0.44242424242424244,
      "activationCount": 146,
      "sampleConfidence": 0.995433789954338,
      "shadowTotalReturn": 0.3195632555478034,
      "avgForwardReturn1D": 0.002035588402032776
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9451233101039953,
      "fitnessScore": 0.9761698827056317,
      "lookbackDays": 45,
      "returnLift1D": 0.0009681967510201347,
      "activationRate": 0.5015873015873016,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "shadowTotalReturn": 0.4413866864828304,
      "avgForwardReturn1D": 0.0024443301837826586
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9145803832678314,
      "fitnessScore": 0.8715957084856532,
      "lookbackDays": 63,
      "returnLift1D": 0.0007333371260435206,
      "activationRate": 0.494949494949495,
      "activationCount": 147,
      "sampleConfidence": 0.9927437641723357,
      "shadowTotalReturn": 0.3752134466215873,
      "avgForwardReturn1D": 0.002297939621445031
    }
  ],
  "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": "faf5a5a860393a39768292a22c2b2f8bef032e9db3ee018a57b3f98c61faf839",
    "size": 13,
    "members": [
      "PAGP",
      "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",
      "PAGP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PAGP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "PAGP",
    "hitRates": {
      "1": 0.5900621118012422,
      "5": 0.5859872611464968,
      "10": 0.6753246753246753
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    "hitRate1D": 0.5900621118012422,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9308759333968301,
    "eligibleDays": 344,
    "fitnessScore": 0.9220490710035978,
    "lookbackDays": 45,
    "returnLift1D": 0.001227644103687533,
    "hitRateLift1D": 0.03482955366170737,
    "portfolioSize": 4,
    "activationRate": 0.4680232558139535,
    "activationCount": 161,
    "baselineHitRates": {
      "1": 0.5552325581395349,
      "5": 0.5970588235294118,
      "10": 0.6328358208955224
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    "sampleConfidence": 0.9954451345755695,
    "shadowSharpeLike": 2.1137769426402597,
    "avgForwardReturns": {
      "1": 0.0023316907356661395,
      "5": 0.006828434549665187,
      "10": 0.013522799701337341
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    "shadowMaxDrawdown": -0.07236298558918886,
    "shadowTotalReturn": 0.42183604459629254,
    "avgForwardReturn1D": 0.0023316907356661395,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21",
      "2025-03-24"
    ],
    "horizonObservationCounts": {
      "1": 161,
      "5": 157,
      "10": 154
    },
    "baselineAvgForwardReturns": {
      "1": 0.0011040466319786066,
      "5": 0.005362907222601239,
      "10": 0.009882301699512309
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9308759333968301,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.7455347120783594,
    "bestRawFitnessScore": 0.9220490710035978,
    "upperQuartileComboQuality": 0.8184435787239709
  },
  "algorithmFit": {
    "label": "good",
    "score": 0.7838345205156936,
    "rawScore": 0.8027140463444375,
    "confidence": 0.9529607687451804,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.6500483243866269,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30,
        45
      ],
      "portfolioSizes": [
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8012893841128824,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5900621118012422,
        "5": 0.5859872611464968,
        "10": 0.6753246753246753
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      "hitRate1D": 0.5900621118012422,
      "rankWeights": [
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      "comboQuality": 0.9308759333968301,
      "eligibleDays": 344,
      "fitnessScore": 0.9220490710035978,
      "lookbackDays": 45,
      "returnLift1D": 0.001227644103687533,
      "hitRateLift1D": 0.03482955366170737,
      "portfolioSize": 4,
      "activationRate": 0.4680232558139535,
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        "10": 0.6328358208955224
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      "sampleConfidence": 0.9954451345755695,
      "shadowSharpeLike": 2.1137769426402597,
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      "shadowMaxDrawdown": -0.07236298558918886,
      "shadowTotalReturn": 0.42183604459629254,
      "avgForwardReturn1D": 0.0023316907356661395,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 161,
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      "baselineAvgForwardReturns": {
        "1": 0.0011040466319786066,
        "5": 0.005362907222601239,
        "10": 0.009882301699512309
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    },
    {
      "topN": 5,
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      "hitRates": {
        "1": 0.5900621118012422,
        "5": 0.5859872611464968,
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      "hitRate1D": 0.5900621118012422,
      "rankWeights": [
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      "comboQuality": 0.9308759333968301,
      "eligibleDays": 344,
      "fitnessScore": 0.9220490710035978,
      "lookbackDays": 45,
      "returnLift1D": 0.001227644103687533,
      "hitRateLift1D": 0.03482955366170737,
      "portfolioSize": 5,
      "activationRate": 0.4680232558139535,
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      "sampleConfidence": 0.9954451345755695,
      "shadowSharpeLike": 2.1137769426402597,
      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.07236298558918886,
      "shadowTotalReturn": 0.42183604459629254,
      "avgForwardReturn1D": 0.0023316907356661395,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.8947579217741634,
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      "fitnessScore": 0.8208637999466121,
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      "returnLift1D": 0.0009627168996748071,
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      "riskOffActivations": 0,
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
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      "horizonObservationCounts": {
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    },
    {
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      "comboQuality": 0.8947579217741634,
      "eligibleDays": 359,
      "fitnessScore": 0.8208637999466121,
      "lookbackDays": 30,
      "returnLift1D": 0.0009627168996748071,
      "hitRateLift1D": 0.04195574317894779,
      "portfolioSize": 5,
      "activationRate": 0.44846796657381616,
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      "sampleConfidence": 0.9971014492753624,
      "shadowSharpeLike": 1.8152917035574416,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-28",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 161,
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      },
      "baselineAvgForwardReturns": {
        "1": 0.0010154033751476528,
        "5": 0.00466196891289292,
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "rankWeights": [
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      "comboQuality": 0.8709256700469504,
      "eligibleDays": 344,
      "fitnessScore": 0.7700170028924671,
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      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6024844720496895,
        "10": 0.6466876971608833
      },
      "sampleConfidence": 0.9946859903381643,
      "shadowSharpeLike": 0.6875136622911583,
      "avgForwardReturns": {
        "1": 0.0010747590334927368,
        "5": 0.00904860614808786,
        "10": 0.019404893727928547
      },
      "shadowMaxDrawdown": -0.16811288209899133,
      "shadowTotalReturn": 0.13142621905243423,
      "avgForwardReturn1D": 0.0010747590334927368,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2025-04-08",
        "2025-08-04",
        "2025-08-05",
        "2025-08-06",
        "2025-08-21",
        "2025-08-22",
        "2025-08-28",
        "2025-08-29"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 134,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174335977474585,
        "5": 0.007335742374106766,
        "10": 0.014459734857853799
      }
    },
    {
      "topN": 2,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5308641975308642,
        "5": 0.6172839506172839,
        "10": 0.7530864197530864
      },
      "hitRate1D": 0.5308641975308642,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5238515069803282,
      "eligibleDays": 344,
      "fitnessScore": 0.37100526886208274,
      "lookbackDays": 45,
      "returnLift1D": 0.0007227062789985294,
      "hitRateLift1D": -0.024368360608670647,
      "portfolioSize": 2,
      "activationRate": 0.23546511627906977,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5552325581395349,
        "5": 0.5970588235294118,
        "10": 0.6328358208955224
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.1144957124249435,
      "avgForwardReturns": {
        "1": 0.001826752910977136,
        "5": 0.007819476679260464,
        "10": 0.020285262595505452
      },
      "shadowMaxDrawdown": -0.07282680409639375,
      "shadowTotalReturn": 0.14569225086514015,
      "avgForwardReturn1D": 0.001826752910977136,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-12-08"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 81,
        "10": 81
      },
      "baselineAvgForwardReturns": {
        "1": 0.0011040466319786066,
        "5": 0.005362907222601239,
        "10": 0.009882301699512309
      }
    },
    {
      "topN": 2,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5802469135802469,
        "5": 0.6153846153846154,
        "10": 0.7564102564102564
      },
      "hitRate1D": 0.5802469135802469,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.43256458850794105,
      "eligibleDays": 326,
      "fitnessScore": 0.2902930389022941,
      "lookbackDays": 63,
      "returnLift1D": -0.00007071137888709834,
      "hitRateLift1D": 0.028099674316443224,
      "portfolioSize": 2,
      "activationRate": 0.24846625766871167,
      "activationCount": 81,
      "baselineHitRates": {
        "1": 0.5521472392638037,
        "5": 0.6024844720496895,
        "10": 0.6466876971608833
      },
      "sampleConfidence": 0.9950617283950618,
      "shadowSharpeLike": 0.469783026628871,
      "avgForwardReturns": {
        "1": 0.0011036245985874868,
        "5": 0.009108979239031824,
        "10": 0.023205994102455954
      },
      "shadowMaxDrawdown": -0.14279214776037974,
      "shadowTotalReturn": 0.07230093924496983,
      "avgForwardReturn1D": 0.0011036245985874868,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-04",
        "2025-04-07",
        "2026-01-02",
        "2026-01-05",
        "2026-01-06",
        "2026-01-07",
        "2026-01-08",
        "2026-01-09",
        "2026-01-12",
        "2026-01-13"
      ],
      "horizonObservationCounts": {
        "1": 81,
        "5": 78,
        "10": 78
      },
      "baselineAvgForwardReturns": {
        "1": 0.001174335977474585,
        "5": 0.007335742374106766,
        "10": 0.014459734857853799
      }
    },
    {
      "topN": 3,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5746268656716418,
        "5": 0.5538461538461539,
        "10": 0.6692913385826772
      },
      "hitRate1D": 0.5746268656716418,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.42636988542723636,
      "eligibleDays": 368,
      "fitnessScore": 0.2847309403818398,
      "lookbackDays": 21,
      "returnLift1D": -0.00038932160484570486,
      "hitRateLift1D": 0.020279039584685243,
      "portfolioSize": 3,
      "activationRate": 0.3641304347826087,
      "activationCount": 134,
      "baselineHitRates": {
        "1": 0.5543478260869565,
        "5": 0.5851648351648352,
        "10": 0.6323119777158774
      },
      "sampleConfidence": 0.9945273631840796,
      "shadowSharpeLike": 0.2646192794085233,
      "avgForwardReturns": {
        "1": 0.0005887087895061653,
        "5": 0.0005860578034142997,
        "10": 0.0026320494347007958
      },
      "shadowMaxDrawdown": -0.15938209684320448,
      "shadowTotalReturn": 0.04090379059563265,
      "avgForwardReturn1D": 0.0005887087895061653,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 134,
        "5": 130,
        "10": 127
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009780303943518701,
        "5": 0.004833094589929714,
        "10": 0.009374021777462228
      }
    },
    {
      "topN": 2,
      "ticker": "PAGP",
      "hitRates": {
        "1": 0.5729166666666666,
        "5": 0.5108695652173914,
        "10": 0.651685393258427
      },
      "hitRate1D": 0.5729166666666666,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3400304424897145,
      "eligibleDays": 368,
      "fitnessScore": 0.20410511710012874,
      "lookbackDays": 21,
      "returnLift1D": -0.0006011977260352637,
      "hitRateLift1D": 0.01856884057971009,
      "portfolioSize": 2,
      "activationRate": 0.2608695652173913,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5543478260869565,
        "5": 0.5851648351648352,
        "10": 0.6323119777158774
      },
      "sampleConfidence": 0.9923611111111112,
      "shadowSharpeLike": 0.11847017762471815,
      "avgForwardReturns": {
        "1": 0.00037683266831660633,
        "5": -0.002678066356013718,
        "10": -0.000507577180290874
      },
      "shadowMaxDrawdown": -0.1117723466795355,
      "shadowTotalReturn": 0.009917386531569816,
      "avgForwardReturn1D": 0.00037683266831660633,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-26"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 92,
        "10": 89
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009780303943518701,
        "5": 0.004833094589929714,
        "10": 0.009374021777462228
      }
    }
  ],
  "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": 0.797342077241679,
      "fitnessScore": 0.6513481558339559,
      "lookbackDays": 14,
      "returnLift1D": 0.0005775055737882086,
      "activationRate": 0.448,
      "activationCount": 168,
      "sampleConfidence": 0.9948412698412699,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.24574937669863473,
      "avgForwardReturn1D": 0.001502316881144904
    },
    {
      "comboQuality": 0.8009495482829777,
      "fitnessScore": 0.6562927208797353,
      "lookbackDays": 21,
      "returnLift1D": 0.0005182380551909966,
      "activationRate": 0.4483695652173913,
      "activationCount": 165,
      "sampleConfidence": 0.9951515151515152,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.23939067288268134,
      "avgForwardReturn1D": 0.0014962684495428667
    },
    {
      "comboQuality": 0.8947579217741634,
      "fitnessScore": 0.8208637999466121,
      "lookbackDays": 30,
      "returnLift1D": 0.0009627168996748071,
      "activationRate": 0.44846796657381616,
      "activationCount": 161,
      "sampleConfidence": 0.9971014492753624,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3456372665256122,
      "avgForwardReturn1D": 0.00197812027482246
    },
    {
      "comboQuality": 0.9308759333968301,
      "fitnessScore": 0.9220490710035978,
      "lookbackDays": 45,
      "returnLift1D": 0.001227644103687533,
      "activationRate": 0.4680232558139535,
      "activationCount": 161,
      "sampleConfidence": 0.9954451345755695,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.42183604459629254,
      "avgForwardReturn1D": 0.0023316907356661395
    },
    {
      "comboQuality": 0.636683030807072,
      "fitnessScore": 0.473419183416834,
      "lookbackDays": 63,
      "returnLift1D": 0.0002363293952949172,
      "activationRate": 0.3834355828220859,
      "activationCount": 125,
      "sampleConfidence": 0.9941333333333334,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.16587759220849962,
      "avgForwardReturn1D": 0.0014106653727695023
    }
  ],
  "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": "faf5a5a860393a39768292a22c2b2f8bef032e9db3ee018a57b3f98c61faf839",
    "size": 13,
    "members": [
      "PAGP",
      "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
0.380
Liquidity
0.494
Momentum
0.579
Relative strength
0.609
Trend quality
0.642
Stability
0.763
Aggression
0.311
Downside risk
0.642
Drawdown state
0.941
Quality momentum
0.615
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.694
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.349
Correlation Change Score
0.408
Current Drawdown Score
0.929
Days Since 52w High Score
0.127
Distance From 52w High Score
0.929
Distance From Sma 20 Score
0.548
Distance From Sma 200 Score
0.816
Distance From Sma 50 Score
0.532
Downside Volatility 1m Score
0.178
Downside Volatility 1y Score
0.173
Downside Volatility 2y Score
0.256
Downside Volatility 3m Score
0.202
Downside Volatility 5y Score
0.317
Downside Volatility 6m Score
0.200
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
0.742
Excess Return 3m Score
0.422
Excess Return 6m Score
0.896
Expected Shortfall 95 1y Score
0.767
Log Avg Dollar Volume 20d Score
0.494
Log Market Cap Score
0.380
Drawdown Score 1m
0.776
Drawdown Score 1y
0.778
Drawdown Score 2y
0.737
Drawdown Score 3m
0.740
Drawdown Score 5y
0.777
Drawdown Score 6m
0.811
Momentum Acceleration 1m Vs 3m Score
0.481
Momentum Acceleration 3m Vs 6m Score
0.386
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.462
Relative Strength Slope 3m Score
0.488
Relative Volume 20d Score
0.180
Return 1m Score
0.527
Return 1w Score
0.544
Return 1y Score
0.730
Return 2y Score
0.423
Return 3m Score
0.583
Return 5y Score
0.226
Return 6m Score
0.782
Return Skewness 1y Score
0.455
Sector Excess Return 1y Score
0.630
Sharpe 1m Score
0.621
Sharpe 1y Score
0.771
Sharpe 2y Score
0.595
Sharpe 3m Score
0.674
Sharpe 5y Score
0.587
Sharpe 6m Score
1
Sortino 1m Score
0.520
Sortino 1y Score
0.604
Sortino 2y Score
0.490
Sortino 3m Score
0.547
Sortino 5y Score
0.485
Sortino 6m Score
0.751
Trend R2 1m Score
0.139
Trend R2 1w Score
0.451
Trend R2 1y Score
0.788
Trend R2 2y Score
0.598
Trend R2 3m Score
0.280
Trend R2 5y Score
0.951
Trend R2 6m Score
0.750
Trend Slope 1m Score
0.575
Trend Slope 1w Score
0.747
Trend Slope 1y Score
0.609
Trend Slope 2y Score
0.545
Trend Slope 3m Score
0.563
Trend Slope 5y Score
0.560
Trend Slope 6m Score
0.617
Volatility 1m Score
0.191
Volatility 1w Score
0.224
Volatility 1y Score
0.170
Volatility 2y Score
0.238
Volatility 3m Score
0.204
Volatility 5y Score
0.294
Volatility 6m Score
0.194
Worst Day 1y Score
0.856
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
30,242,525.736
Best Day 1y
0.027
Beta To Benchmark 1y
-0.174
Beta 3m
-0.475
Beta Change
-0.301
Beta To Sector 1y
0.549
Correlation To Benchmark 1y
-0.123
Correlation 3m
-0.306
Correlation Change
-0.184
Correlation To Sector 1y
0.645
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.877
Benchmark Independence 3m Score
0.694
Beta 1y Profile Score
0
Beta 3m Profile Score
0
Beta Change Score
0.349
Correlation Change Score
0.408
Current Drawdown Score
0.929
Distance From Sma 20 Score
0.548
Distance From Sma 200 Score
0.816
Current Drawdown
-0.046
Days Since 52w High
32
Distance From 52w High
-0.046
Distance From Sma 20
0.029
Distance From Sma 200
0.190
Distance From Sma 50
0.019
Downside Capture 1y
2.513
Downside Volatility 1m
0.183
Downside Volatility 1w
-
Downside Volatility 1y
0.180
Downside Volatility 2y
0.242
Downside Volatility 3m
0.202
Downside Volatility 5y
0.287
Downside Volatility 6m
0.200
Drawdown Recovery
1
Excess Return 1m
-0.010
Excess Return 1y
0.145
Excess Return 3m
-0.047
Excess Return 6m
0.238
Expected Shortfall 95 1y
-0.023
Market Cap
5,007,963,918.216
Max Drawdown 1m
-0.056
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.144
Max Drawdown 2y
-0.210
Max Drawdown 3m
-0.104
Max Drawdown 5y
-0.223
Max Drawdown 6m
-0.104
Momentum Acceleration 1m Vs 3m
-0.006
Momentum Acceleration 3m Vs 6m
-0.034
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.001
Relative Strength Slope 3m
-0.000
Relative Volume 20d
0.787
Return 1m
0.016
Return 1w
0.013
Return 1y
0.368
Return 2y
0.480
Return 3m
0.067
Return 5y
1.944
Return 6m
0.338
Return Skewness 1y
-0.273
Sector Excess Return 1y
0.078
Sharpe 1m
1.104
Sharpe 1y
1.857
Sharpe 2y
0.973
Sharpe 3m
1.372
Sharpe 5y
0.934
Sharpe 6m
3.081
Sortino 1m
1.163
Sortino 1y
1.831
Sortino 2y
0.919
Sortino 3m
1.379
Sortino 5y
0.879
Sortino 6m
3.008
Trend R2 1m
0.139
Trend R2 1w
0.451
Trend R2 1y
0.788
Trend R2 2y
0.598
Trend R2 3m
0.280
Trend R2 5y
0.951
Trend R2 6m
0.750
Trend 1m
0.001
Trend 1w
0.004
Trend 1y
0.002
Trend 2y
0.001
Trend 3m
0.001
Trend 5y
0.001
Trend 6m
0.002
Upside Capture 1y
0.445
Value At Risk 95 1y
-0.018
Volatility 1m
0.193
Volatility 1w
0.218
Volatility 1y
0.177
Volatility 2y
0.229
Volatility 3m
0.203
Volatility 5y
0.271
Volatility 6m
0.196
Worst Day 1y
-0.029
Distance From Sma 50 Score
0.532
Downside Volatility 1y Score
0.173
Downside Volatility 3m Score
0.202
Drawdown Recovery Score
1
Excess Return 1m Score
0.483
Excess Return 1y Score
0.742
Excess Return 3m Score
0.422
Excess Return 6m Score
0.896
Expected Shortfall 95 1y Score
0.767
Log Avg Dollar Volume 20d Score
0.494
Log Market Cap Score
0.380
Drawdown Score 1y
0.778
Drawdown Score 5y
0.777
Momentum Acceleration 1m Vs 3m Score
0.481
Momentum Acceleration 3m Vs 6m Score
0.386
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.462
Relative Volume 20d Score
0.180
Return 1m Score
0.527
Return 1y Score
0.730
Return 3m Score
0.583
Return 6m Score
0.782
Return Skewness 1y Score
0.455
Sortino 1y Score
0.604
Sortino 3m Score
0.547
Trend R2 1y Score
0.788
Trend R2 3m Score
0.280
Trend Slope 1y Score
0.609
Trend Slope 3m Score
0.563
Volatility 1y Score
0.170
Volatility 3m Score
0.204