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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

PANW

Information Technology | v2 | as of 2026-07-23
Close

Research Detail

PANW

Palo Alto Networks

Category

Sector: Technology

Industry / Category: Cybersecurity

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Cybersecurity platform spanning network, cloud, and AI-enabled threat defense.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.180
Correlation To Benchmark 1y
0.361
Inverse To Benchmark 1y
0.639
Drawdown Score 1m
0.587
Drawdown Score 3m
0.668
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
0.580
Drawdown Score 1y
0.446
Drawdown Score 2y
0.550
Drawdown Score 5y
0.640
Return 1w
-0.080
Return 1m
0.119
Return 3m
0.797
Return 6m
0.794
Return 1y
0.655
Return 2y
1.011
Return 5y
4.038
Sharpe 1m
2.486
Sharpe 3m
4.581
Sharpe 6m
2.560
Sharpe 1y
1.420
Sharpe 2y
1.088
Sharpe 5y
0.979
Trend 1w
-0.018
Trend 1m
0.006
Trend 3m
0.012
Trend 6m
0.007
Trend 1y
0.001
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.273
Volatility 1m
0.617
Volatility 3m
0.546
Volatility 6m
0.507
Volatility 1y
0.416
Volatility 2y
0.391
Volatility 5y
0.423
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
PANW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:54 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.958
Aptet Fit Raw Score
0.966
Aptet Fit Confidence
0.983
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.917
Force Fit Raw Score
0.928
Force Fit Confidence
0.975
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:54 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "PANW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "PANW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "PANW",
    "hitRates": {
      "1": 0.5932203389830508,
      "5": 0.6988636363636364,
      "10": 0.6744186046511628
    },
    "hitRate1D": 0.5932203389830508,
    "comboQuality": 0.9979505710052546,
    "eligibleDays": 352,
    "fitnessScore": 1.711391357002949,
    "lookbackDays": 14,
    "returnLift1D": 0.002633316804215489,
    "hitRateLift1D": 0.03481578057849244,
    "activationRate": 0.5056818181818182,
    "activationCount": 178,
    "baselineHitRates": {
      "1": 0.5584045584045584,
      "5": 0.6109510086455331,
      "10": 0.597667638483965
    },
    "sampleConfidence": 0.9966292134831461,
    "shadowSharpeLike": 2.0605116179770357,
    "avgForwardReturns": {
      "1": 0.0047671800346688244,
      "5": 0.02279709036233527,
      "10": 0.03981944644403015
    },
    "shadowMaxDrawdown": -0.14704602919674026,
    "shadowTotalReturn": 1.1506487700466268,
    "avgForwardReturn1D": 0.0047671800346688244,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-10",
      "2025-02-11",
      "2025-02-12",
      "2025-02-13",
      "2025-02-14",
      "2025-02-17",
      "2025-03-17",
      "2025-03-20",
      "2025-03-21",
      "2025-03-25"
    ],
    "horizonObservationCounts": {
      "1": 177,
      "5": 176,
      "10": 172
    },
    "baselineAvgForwardReturns": {
      "1": 0.0021338632304533354,
      "5": 0.011694508274948388,
      "10": 0.022226491907682604
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9979505710052546,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9584477641614613,
    "bestRawFitnessScore": 1.711391357002949,
    "upperQuartileComboQuality": 0.9839190392179598
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9584012317466765,
    "rawScore": 0.9664799859795219,
    "confidence": 0.9832821075448186,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0.9501295350586542,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9371426742982962,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5932203389830508,
        "5": 0.6988636363636364,
        "10": 0.6744186046511628
      },
      "hitRate1D": 0.5932203389830508,
      "comboQuality": 0.9979505710052546,
      "eligibleDays": 352,
      "fitnessScore": 1.711391357002949,
      "lookbackDays": 14,
      "returnLift1D": 0.002633316804215489,
      "hitRateLift1D": 0.03481578057849244,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6109510086455331,
        "10": 0.597667638483965
      },
      "sampleConfidence": 0.9966292134831461,
      "shadowSharpeLike": 2.0605116179770357,
      "avgForwardReturns": {
        "1": 0.0047671800346688244,
        "5": 0.02279709036233527,
        "10": 0.03981944644403015
      },
      "shadowMaxDrawdown": -0.14704602919674026,
      "shadowTotalReturn": 1.1506487700466268,
      "avgForwardReturn1D": 0.0047671800346688244,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 177,
        "5": 176,
        "10": 172
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021338632304533354,
        "5": 0.011694508274948388,
        "10": 0.022226491907682604
      }
    },
    {
      "topN": 2,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.6153846153846154,
        "5": 0.7478260869565218,
        "10": 0.7207207207207207
      },
      "hitRate1D": 0.6153846153846154,
      "comboQuality": 0.9938573647877145,
      "eligibleDays": 352,
      "fitnessScore": 1.4689947697318677,
      "lookbackDays": 14,
      "returnLift1D": 0.004075829469652981,
      "hitRateLift1D": 0.05698005698005704,
      "activationRate": 0.33238636363636365,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6109510086455331,
        "10": 0.597667638483965
      },
      "sampleConfidence": 0.9954415954415955,
      "shadowSharpeLike": 2.062570005744966,
      "avgForwardReturns": {
        "1": 0.006209692700106316,
        "5": 0.029716952526135626,
        "10": 0.051733162132452916
      },
      "shadowMaxDrawdown": -0.13258023191974322,
      "shadowTotalReturn": 0.9474878480674165,
      "avgForwardReturn1D": 0.006209692700106316,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 117,
        "5": 115,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021338632304533354,
        "5": 0.011694508274948388,
        "10": 0.022226491907682604
      }
    },
    {
      "topN": 4,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5748031496062992,
        "5": 0.6991869918699187,
        "10": 0.711864406779661
      },
      "hitRate1D": 0.5748031496062992,
      "comboQuality": 0.9934738870146949,
      "eligibleDays": 315,
      "fitnessScore": 1.4555871786724042,
      "lookbackDays": 45,
      "returnLift1D": 0.003211228586854622,
      "hitRateLift1D": 0.006549181352330957,
      "activationRate": 0.4031746031746032,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6270096463022508,
        "10": 0.6143790849673203
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": 2.0769199266828506,
      "avgForwardReturns": {
        "1": 0.005747769378790954,
        "5": 0.027896384873089885,
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      "shadowMaxDrawdown": -0.1325802319197431,
      "shadowTotalReturn": 0.9660165920767314,
      "avgForwardReturn1D": 0.005747769378790954,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.002536540791936332,
        "5": 0.012957881266628677,
        "10": 0.025464127447998832
      }
    },
    {
      "topN": 3,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.7166666666666667,
        "10": 0.7130434782608696
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.9897335140287706,
      "eligibleDays": 315,
      "fitnessScore": 1.3550812042025655,
      "lookbackDays": 45,
      "returnLift1D": 0.003062376886512953,
      "hitRateLift1D": -0.0037378392217101153,
      "activationRate": 0.39365079365079364,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5682539682539682,
        "5": 0.6270096463022508,
        "10": 0.6143790849673203
      },
      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 1.9759164479451057,
      "avgForwardReturns": {
        "1": 0.005598917678449285,
        "5": 0.02900093383330077,
        "10": 0.05717665131952368
      },
      "shadowMaxDrawdown": -0.132580231919743,
      "shadowTotalReturn": 0.895711150852081,
      "avgForwardReturn1D": 0.005598917678449285,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-06-02"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.002536540791936332,
        "5": 0.012957881266628677,
        "10": 0.025464127447998832
      }
    },
    {
      "topN": 4,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5766871165644172,
        "5": 0.6975308641975309,
        "10": 0.6772151898734177
      },
      "hitRate1D": 0.5766871165644172,
      "comboQuality": 0.9845336766301811,
      "eligibleDays": 352,
      "fitnessScore": 1.2637706885844666,
      "lookbackDays": 14,
      "returnLift1D": 0.001980999602972084,
      "hitRateLift1D": 0.018282558159858797,
      "activationRate": 0.4659090909090909,
      "activationCount": 164,
      "baselineHitRates": {
        "1": 0.5584045584045584,
        "5": 0.6109510086455331,
        "10": 0.597667638483965
      },
      "sampleConfidence": 0.9963414634146343,
      "shadowSharpeLike": 1.649023359769823,
      "avgForwardReturns": {
        "1": 0.004114862833425419,
        "5": 0.023449276974705478,
        "10": 0.04261260850068553
      },
      "shadowMaxDrawdown": -0.1783989568368124,
      "shadowTotalReturn": 0.8091786725080816,
      "avgForwardReturn1D": 0.004114862833425419,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-17",
        "2025-03-20",
        "2025-03-21",
        "2025-03-26",
        "2025-03-27"
      ],
      "horizonObservationCounts": {
        "1": 163,
        "5": 162,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021338632304533354,
        "5": 0.011694508274948388,
        "10": 0.022226491907682604
      }
    },
    {
      "topN": 5,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5815602836879432,
        "5": 0.6715328467153284,
        "10": 0.6893939393939394
      },
      "hitRate1D": 0.5815602836879432,
      "comboQuality": 0.9837141600805526,
      "eligibleDays": 315,
      "fitnessScore": 1.2522286577629684,
      "lookbackDays": 45,
      "returnLift1D": 0.001986108170013842,
      "hitRateLift1D": 0.01330631543397498,
      "activationRate": 0.44761904761904764,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5682539682539682,
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        "1": 0.5589225589225589,
        "5": 0.6143344709897611,
        "10": 0.6145833333333334
      },
      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 1.2096211616477563,
      "avgForwardReturns": {
        "1": 0.003875166942112981,
        "5": 0.019978556236892177,
        "10": 0.03792962437671846
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      "shadowMaxDrawdown": -0.2256022403179011,
      "shadowTotalReturn": 0.4412426740459805,
      "avgForwardReturn1D": 0.003875166942112981,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-27",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-13"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021231365855921953,
        "5": 0.012149812987722474,
        "10": 0.025319210612878944
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    },
    {
      "topN": 4,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5148514851485149,
        "5": 0.5463917525773195,
        "10": 0.5978260869565217
      },
      "hitRate1D": 0.5148514851485149,
      "comboQuality": 0.7540414814979137,
      "eligibleDays": 297,
      "fitnessScore": 0.5964625864811907,
      "lookbackDays": 63,
      "returnLift1D": 0.0016252060485498218,
      "hitRateLift1D": -0.04407107377404407,
      "activationRate": 0.3400673400673401,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5589225589225589,
        "5": 0.6143344709897611,
        "10": 0.6145833333333334
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      "sampleConfidence": 0.9914191419141914,
      "shadowSharpeLike": 1.0853015847420624,
      "avgForwardReturns": {
        "1": 0.003748342634142017,
        "5": 0.02152494961905665,
        "10": 0.04214311912823556
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      "shadowMaxDrawdown": -0.24713385567869406,
      "shadowTotalReturn": 0.3799716611538104,
      "avgForwardReturn1D": 0.003748342634142017,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-02",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24"
      ],
      "horizonObservationCounts": {
        "1": 101,
        "5": 97,
        "10": 92
      },
      "baselineAvgForwardReturns": {
        "1": 0.0021231365855921953,
        "5": 0.012149812987722474,
        "10": 0.025319210612878944
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    },
    {
      "topN": 3,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5212765957446809,
        "5": 0.5333333333333333,
        "10": 0.5647058823529412
      },
      "hitRate1D": 0.5212765957446809,
      "comboQuality": 0.6903756368087233,
      "eligibleDays": 297,
      "fitnessScore": 0.5264127242972697,
      "lookbackDays": 63,
      "returnLift1D": 0.001499312554598918,
      "hitRateLift1D": -0.03764596317787805,
      "activationRate": 0.3164983164983165,
      "activationCount": 94,
      "baselineHitRates": {
        "1": 0.5589225589225589,
        "5": 0.6143344709897611,
        "10": 0.6145833333333334
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      "sampleConfidence": 0.9907801418439717,
      "shadowSharpeLike": 0.985327751378197,
      "avgForwardReturns": {
        "1": 0.0036224491401911133,
        "5": 0.01925509003042211,
        "10": 0.036615728191992186
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      "shadowMaxDrawdown": -0.2655378450361845,
      "shadowTotalReturn": 0.33091334959805563,
      "avgForwardReturn1D": 0.0036224491401911133,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-06",
        "2025-06-09",
        "2025-06-18",
        "2025-06-20",
        "2025-06-23",
        "2025-06-24",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01"
      ],
      "horizonObservationCounts": {
        "1": 94,
        "5": 90,
        "10": 85
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      "baselineAvgForwardReturns": {
        "1": 0.0021231365855921953,
        "5": 0.012149812987722474,
        "10": 0.025319210612878944
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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": 0.9979505710052546,
      "fitnessScore": 1.711391357002949,
      "lookbackDays": 14,
      "returnLift1D": 0.002633316804215489,
      "activationRate": 0.5056818181818182,
      "activationCount": 178,
      "sampleConfidence": 0.9966292134831461,
      "shadowTotalReturn": 1.1506487700466268,
      "avgForwardReturn1D": 0.0047671800346688244
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9701915802622286,
      "fitnessScore": 1.1161945857017788,
      "lookbackDays": 21,
      "returnLift1D": 0.0016241966322902454,
      "activationRate": 0.46607669616519176,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "shadowTotalReturn": 0.6691531761958773,
      "avgForwardReturn1D": 0.0036985396740587696
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9585400160500989,
      "fitnessScore": 1.0409501698763246,
      "lookbackDays": 30,
      "returnLift1D": 0.0011453787400392294,
      "activationRate": 0.48787878787878786,
      "activationCount": 161,
      "sampleConfidence": 0.994616977225673,
      "shadowTotalReturn": 0.6204317049170525,
      "avgForwardReturn1D": 0.0034818182371826978
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9934738870146949,
      "fitnessScore": 1.4555871786724042,
      "lookbackDays": 45,
      "returnLift1D": 0.003211228586854622,
      "activationRate": 0.4031746031746032,
      "activationCount": 127,
      "sampleConfidence": 0.9931758530183727,
      "shadowTotalReturn": 0.9660165920767314,
      "avgForwardReturn1D": 0.005747769378790954
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.929508543552804,
      "fitnessScore": 0.9174161858966298,
      "lookbackDays": 63,
      "returnLift1D": 0.004386652306439415,
      "activationRate": 0.24242424242424243,
      "activationCount": 72,
      "sampleConfidence": 0.987962962962963,
      "shadowTotalReturn": 0.5336303798260502,
      "avgForwardReturn1D": 0.00650978889203161
    }
  ],
  "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": "627c3a777ce2df3d0b8211390930e54e6e17071699ced5a3373661089c2e3cd3",
    "size": 13,
    "members": [
      "PANW",
      "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
2026-07-25
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",
      "PANW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "PANW",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
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    "ticker": "PANW",
    "hitRates": {
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      "5": 0.6692307692307692,
      "10": 0.664
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    "hitRate1D": 0.5597014925373134,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9926281444172627,
    "eligibleDays": 344,
    "fitnessScore": 1.4285910668158595,
    "lookbackDays": 45,
    "returnLift1D": 0.0033163226948710657,
    "hitRateLift1D": 0.007375911141964564,
    "portfolioSize": 4,
    "activationRate": 0.38953488372093026,
    "activationCount": 134,
    "baselineHitRates": {
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      "10": 0.6059701492537314
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    "sampleConfidence": 0.9935323383084578,
    "shadowSharpeLike": 1.987217287484826,
    "avgForwardReturns": {
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      "5": 0.02433027823754594,
      "10": 0.04380929719399076
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    "shadowMaxDrawdown": -0.13298728871011134,
    "shadowTotalReturn": 0.9725504149333553,
    "avgForwardReturn1D": 0.0054831967674631304,
    "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",
      "2025-04-30",
      "2025-05-01"
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    "horizonObservationCounts": {
      "1": 134,
      "5": 130,
      "10": 125
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    "baselineAvgForwardReturns": {
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      "5": 0.011637346435031014,
      "10": 0.02314033980574691
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9926281444172627,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9360972087064211,
    "bestRawFitnessScore": 1.4285910668158595,
    "upperQuartileComboQuality": 0.9685974853108229
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9166233902242555,
    "rawScore": 0.9283616980979296,
    "confidence": 0.9747117790453356,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.9501262715151952,
    "recommendedRegion": {
      "lookbackDays": [
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        21,
        45,
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      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.8143961081253297,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "PANW",
      "hitRates": {
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      "hitRate1D": 0.5597014925373134,
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      "comboQuality": 0.9926281444172627,
      "eligibleDays": 344,
      "fitnessScore": 1.4285910668158595,
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      "returnLift1D": 0.0033163226948710657,
      "hitRateLift1D": 0.007375911141964564,
      "portfolioSize": 4,
      "activationRate": 0.38953488372093026,
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      "shadowMaxDrawdown": -0.13298728871011134,
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      "avgForwardReturn1D": 0.0054831967674631304,
      "riskOffActivations": 0,
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        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-04-30",
        "2025-05-01"
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      "horizonObservationCounts": {
        "1": 134,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 5,
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      "hitRate1D": 0.5597014925373134,
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      "comboQuality": 0.9926281444172627,
      "eligibleDays": 344,
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      "hitRateLift1D": 0.007375911141964564,
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      "shadowMaxDrawdown": -0.13298728871011134,
      "shadowTotalReturn": 0.9725504149333553,
      "avgForwardReturn1D": 0.0054831967674631304,
      "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",
        "2025-04-30",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9833266827003779,
      "eligibleDays": 375,
      "fitnessScore": 1.2469689788717804,
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      "activationRate": 0.33866666666666667,
      "activationCount": 127,
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      "sampleConfidence": 0.9963254593175854,
      "shadowSharpeLike": 1.7572416074609625,
      "avgForwardReturns": {
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
        "1": 127,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 4,
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      "comboQuality": 0.9685974853108229,
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      "fitnessScore": 1.1043714548492047,
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        "10": 0.5914285714285714
      },
      "sampleConfidence": 0.9920489296636086,
      "shadowSharpeLike": 1.088439803841113,
      "avgForwardReturns": {
        "1": 0.0037962269091167972,
        "5": 0.020002449894819533,
        "10": 0.0376681049741401
      },
      "shadowMaxDrawdown": -0.1470112753554601,
      "shadowTotalReturn": 0.42713213434024233,
      "avgForwardReturn1D": 0.0037962269091167972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 109,
        "5": 105,
        "10": 100
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016974375506704584,
        "5": 0.009523648743923916,
        "10": 0.020182775289345
      }
    },
    {
      "topN": 3,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5503355704697986,
        "5": 0.6068965517241379,
        "10": 0.6571428571428571
      },
      "hitRate1D": 0.5503355704697986,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.7581551771425574,
      "eligibleDays": 359,
      "fitnessScore": 0.6013701940761714,
      "lookbackDays": 30,
      "returnLift1D": 0.0008697323726257712,
      "hitRateLift1D": 0.007160083004617568,
      "portfolioSize": 3,
      "activationRate": 0.415041782729805,
      "activationCount": 149,
      "baselineHitRates": {
        "1": 0.5431754874651811,
        "5": 0.5830985915492958,
        "10": 0.5914285714285714
      },
      "sampleConfidence": 0.9941834451901567,
      "shadowSharpeLike": 0.8583471587339163,
      "avgForwardReturns": {
        "1": 0.0025671699232962296,
        "5": 0.01958510552389407,
        "10": 0.04387574728361253
      },
      "shadowMaxDrawdown": -0.30755845951322514,
      "shadowTotalReturn": 0.3517154943489258,
      "avgForwardReturn1D": 0.0025671699232962296,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-25",
        "2025-02-26",
        "2025-02-27",
        "2025-02-28",
        "2025-03-03"
      ],
      "horizonObservationCounts": {
        "1": 149,
        "5": 145,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0016974375506704584,
        "5": 0.009523648743923916,
        "10": 0.020182775289345
      }
    },
    {
      "topN": 4,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5178571428571429,
        "5": 0.5555555555555556,
        "10": 0.6213592233009708
      },
      "hitRate1D": 0.5178571428571429,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7346657392431718,
      "eligibleDays": 326,
      "fitnessScore": 0.5740535498840929,
      "lookbackDays": 63,
      "returnLift1D": 0.0009010080961711574,
      "hitRateLift1D": -0.03735758106923748,
      "portfolioSize": 4,
      "activationRate": 0.34355828220858897,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.6242236024844721,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9922619047619048,
      "shadowSharpeLike": 1.0071252062809497,
      "avgForwardReturns": {
        "1": 0.0033270333832360797,
        "5": 0.01918962843243904,
        "10": 0.04102389345188786
      },
      "shadowMaxDrawdown": -0.24793265864763414,
      "shadowTotalReturn": 0.3661859987194729,
      "avgForwardReturn1D": 0.0033270333832360797,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024260252870649222,
        "5": 0.013920708876572829,
        "10": 0.027277020263548033
      }
    },
    {
      "topN": 5,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.5178571428571429,
        "5": 0.5555555555555556,
        "10": 0.6213592233009708
      },
      "hitRate1D": 0.5178571428571429,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.7346657392431718,
      "eligibleDays": 326,
      "fitnessScore": 0.5740535498840929,
      "lookbackDays": 63,
      "returnLift1D": 0.0009010080961711574,
      "hitRateLift1D": -0.03735758106923748,
      "portfolioSize": 5,
      "activationRate": 0.34355828220858897,
      "activationCount": 112,
      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.6242236024844721,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9922619047619048,
      "shadowSharpeLike": 1.0071252062809497,
      "avgForwardReturns": {
        "1": 0.0033270333832360797,
        "5": 0.01918962843243904,
        "10": 0.04102389345188786
      },
      "shadowMaxDrawdown": -0.24793265864763414,
      "shadowTotalReturn": 0.3661859987194729,
      "avgForwardReturn1D": 0.0033270333832360797,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-28",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 112,
        "5": 108,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024260252870649222,
        "5": 0.013920708876572829,
        "10": 0.027277020263548033
      }
    },
    {
      "topN": 3,
      "ticker": "PANW",
      "hitRates": {
        "1": 0.52,
        "5": 0.5416666666666666,
        "10": 0.5714285714285714
      },
      "hitRate1D": 0.52,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6410744629904365,
      "eligibleDays": 326,
      "fitnessScore": 0.4776067469406402,
      "lookbackDays": 63,
      "returnLift1D": 0.0008044016932675061,
      "hitRateLift1D": -0.035214723926380365,
      "portfolioSize": 3,
      "activationRate": 0.3067484662576687,
      "activationCount": 100,
      "baselineHitRates": {
        "1": 0.5552147239263804,
        "5": 0.6242236024844721,
        "10": 0.6277602523659306
      },
      "sampleConfidence": 0.9913333333333334,
      "shadowSharpeLike": 0.8868624224779147,
      "avgForwardReturns": {
        "1": 0.0032304269803324283,
        "5": 0.017903189607475705,
        "10": 0.03507491984089264
      },
      "shadowMaxDrawdown": -0.2659777709251552,
      "shadowTotalReturn": 0.3045448508175017,
      "avgForwardReturn1D": 0.0032304269803324283,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-14",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-06-06",
        "2025-06-09",
        "2025-06-18"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 96,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": 0.0024260252870649222,
        "5": 0.013920708876572829,
        "10": 0.027277020263548033
      }
    }
  ],
  "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": 0.9833266827003779,
      "fitnessScore": 1.2469689788717804,
      "lookbackDays": 14,
      "returnLift1D": 0.003375092675915533,
      "activationRate": 0.33866666666666667,
      "activationCount": 127,
      "sampleConfidence": 0.9963254593175854,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.814636495615719,
      "avgForwardReturn1D": 0.005181841139531093
    },
    {
      "comboQuality": 0.944183159322846,
      "fitnessScore": 0.9722137996641494,
      "lookbackDays": 21,
      "returnLift1D": 0.0016194218870822965,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "sampleConfidence": 0.9943722943722945,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": 0.6003590985799465,
      "avgForwardReturn1D": 0.003523726318848451
    },
    {
      "comboQuality": 0.8411186197925559,
      "fitnessScore": 0.7166464579333996,
      "lookbackDays": 30,
      "returnLift1D": 0.0008253533871323986,
      "activationRate": 0.48467966573816157,
      "activationCount": 174,
      "sampleConfidence": 0.9950191570881226,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4286413852043365,
      "avgForwardReturn1D": 0.002522790937802857
    },
    {
      "comboQuality": 0.9926281444172627,
      "fitnessScore": 1.4285910668158595,
      "lookbackDays": 45,
      "returnLift1D": 0.0033163226948710657,
      "activationRate": 0.38953488372093026,
      "activationCount": 134,
      "sampleConfidence": 0.9935323383084578,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.9725504149333553,
      "avgForwardReturn1D": 0.0054831967674631304
    },
    {
      "comboQuality": 0.9120623937973994,
      "fitnessScore": 0.8645977890693992,
      "lookbackDays": 63,
      "returnLift1D": 0.003964670046183914,
      "activationRate": 0.22085889570552147,
      "activationCount": 72,
      "sampleConfidence": 0.987962962962963,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.5204569298512638,
      "avgForwardReturn1D": 0.006390695333248837
    }
  ],
  "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": "627c3a777ce2df3d0b8211390930e54e6e17071699ced5a3373661089c2e3cd3",
    "size": 13,
    "members": [
      "PANW",
      "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
0.764
Liquidity
1
Momentum
0.777
Relative strength
0.911
Trend quality
0.660
Stability
0.536
Aggression
0.466
Downside risk
0.551
Drawdown state
0.906
Quality momentum
0.736
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.639
Benchmark Independence 3m Score
0.615
Beta 1y Profile Score
0.472
Beta 3m Profile Score
0.643
Beta Change Score
0.713
Correlation Change Score
0.512
Current Drawdown Score
0.858
Days Since 52w High Score
0.016
Distance From 52w High Score
0.858
Distance From Sma 20 Score
0.441
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.674
Downside Volatility 1m Score
0.599
Downside Volatility 1y Score
0.482
Downside Volatility 2y Score
0.462
Downside Volatility 3m Score
0.512
Downside Volatility 5y Score
0.501
Downside Volatility 6m Score
0.583
Drawdown Recovery Score
1
Excess Return 1m Score
0.688
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.416
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.764
Drawdown Score 1m
0.587
Drawdown Score 1y
0.446
Drawdown Score 2y
0.550
Drawdown Score 3m
0.668
Drawdown Score 5y
0.640
Drawdown Score 6m
0.580
Momentum Acceleration 1m Vs 3m Score
0.012
Momentum Acceleration 3m Vs 6m Score
0.944
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.473
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.229
Return 1m Score
0.699
Return 1w Score
0.233
Return 1y Score
0.910
Return 2y Score
0.575
Return 3m Score
1
Return 5y Score
0.388
Return 6m Score
1
Return Skewness 1y Score
0.504
Sector Excess Return 1y Score
0.948
Sharpe 1m Score
0.897
Sharpe 1y Score
0.684
Sharpe 2y Score
0.618
Sharpe 3m Score
1
Sharpe 5y Score
0.596
Sharpe 6m Score
0.912
Sortino 1m Score
0.760
Sortino 1y Score
0.554
Sortino 2y Score
0.509
Sortino 3m Score
1
Sortino 5y Score
0.497
Sortino 6m Score
0.709
Trend R2 1m Score
0.358
Trend R2 1w Score
0.904
Trend R2 1y Score
0.197
Trend R2 2y Score
0.204
Trend R2 3m Score
0.904
Trend R2 5y Score
0.852
Trend R2 6m Score
0.790
Trend Slope 1m Score
0.896
Trend Slope 1w Score
0
Trend Slope 1y Score
0.582
Trend Slope 2y Score
0.532
Trend Slope 3m Score
1
Trend Slope 5y Score
0.562
Trend Slope 6m Score
0.942
Volatility 1m Score
0.757
Volatility 1w Score
0.298
Volatility 1y Score
0.487
Volatility 2y Score
0.455
Volatility 3m Score
0.661
Volatility 5y Score
0.497
Volatility 6m Score
0.610
Worst Day 1y Score
0.629
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
2,504,049,938.916
Best Day 1y
0.093
Beta To Benchmark 1y
1.180
Beta 3m
1.606
Beta Change
0.427
Beta To Sector 1y
0.667
Correlation To Benchmark 1y
0.361
Correlation 3m
0.385
Correlation Change
0.024
Correlation To Sector 1y
0.397
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.639
Benchmark Independence 3m Score
0.615
Beta 1y Profile Score
0.472
Beta 3m Profile Score
0.643
Beta Change Score
0.713
Correlation Change Score
0.512
Current Drawdown Score
0.858
Distance From Sma 20 Score
0.441
Distance From Sma 200 Score
1
Current Drawdown
-0.092
Days Since 52w High
4
Distance From 52w High
-0.092
Distance From Sma 20
-0.035
Distance From Sma 200
0.543
Distance From Sma 50
0.104
Downside Capture 1y
0.824
Downside Volatility 1m
0.499
Downside Volatility 1w
-
Downside Volatility 1y
0.412
Downside Volatility 2y
0.396
Downside Volatility 3m
0.434
Downside Volatility 5y
0.426
Downside Volatility 6m
0.487
Drawdown Recovery
1
Excess Return 1m
0.113
Excess Return 1y
0.468
Excess Return 3m
0.756
Excess Return 6m
0.712
Expected Shortfall 95 1y
-0.058
Market Cap
263,888,850,000
Max Drawdown 1m
-0.103
Max Drawdown 1w
-0.092
Max Drawdown 1y
-0.360
Max Drawdown 2y
-0.360
Max Drawdown 3m
-0.133
Max Drawdown 5y
-0.360
Max Drawdown 6m
-0.231
Momentum Acceleration 1m Vs 3m
-0.146
Momentum Acceleration 3m Vs 6m
0.133
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.000
Relative Strength Slope 3m
0.011
Relative Volume 20d
0.919
Return 1m
0.119
Return 1w
-0.080
Return 1y
0.655
Return 2y
1.011
Return 3m
0.797
Return 5y
4.038
Return 6m
0.794
Return Skewness 1y
0.026
Sector Excess Return 1y
0.269
Sharpe 1m
2.486
Sharpe 1y
1.420
Sharpe 2y
1.088
Sharpe 3m
4.581
Sharpe 5y
0.979
Sharpe 6m
2.560
Sortino 1m
3.077
Sortino 1y
1.434
Sortino 2y
1.074
Sortino 3m
5.760
Sortino 5y
0.973
Sortino 6m
2.668
Trend R2 1m
0.358
Trend R2 1w
0.904
Trend R2 1y
0.197
Trend R2 2y
0.204
Trend R2 3m
0.904
Trend R2 5y
0.852
Trend R2 6m
0.790
Trend 1m
0.006
Trend 1w
-0.018
Trend 1y
0.001
Trend 2y
0.001
Trend 3m
0.012
Trend 5y
0.001
Trend 6m
0.007
Upside Capture 1y
1.694
Value At Risk 95 1y
-0.043
Volatility 1m
0.617
Volatility 1w
0.273
Volatility 1y
0.416
Volatility 2y
0.391
Volatility 3m
0.546
Volatility 5y
0.423
Volatility 6m
0.507
Worst Day 1y
-0.074
Distance From Sma 50 Score
0.674
Downside Volatility 1y Score
0.482
Downside Volatility 3m Score
0.512
Drawdown Recovery Score
1
Excess Return 1m Score
0.688
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0.416
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.764
Drawdown Score 1y
0.446
Drawdown Score 5y
0.640
Momentum Acceleration 1m Vs 3m Score
0.012
Momentum Acceleration 3m Vs 6m Score
0.944
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.473
Relative Volume 20d Score
0.229
Return 1m Score
0.699
Return 1y Score
0.910
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.504
Sortino 1y Score
0.554
Sortino 3m Score
1
Trend R2 1y Score
0.197
Trend R2 3m Score
0.904
Trend Slope 1y Score
0.582
Trend Slope 3m Score
1
Volatility 1y Score
0.487
Volatility 3m Score
0.661