Monstra loading art

Strategy Platform

Loading Monstra

Preparing the next route...

MonstraTM

Vectors

MonstraTM

Monstra is a simulation and educational platform. Bot signals are algorithmic outputs, not personalized advice. Users make their own decisions, and past simulated performance does not guarantee future results.

Product

  • Brokerage
  • Bots
  • Create a Bot
  • Leaderboard

Explore

  • About
  • Blog
  • Creators
  • Support

Legal

  • Terms of Service
  • Privacy Policy
  • Risk Disclosure
  • Brokerage Disclosure

© 2026 Monstra. All rights reserved.

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

RCL

Consumer Discretionary | v2 | as of 2026-07-23
Close

Research Detail

RCL

RCL

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.716
Correlation To Benchmark 1y
0.464
Inverse To Benchmark 1y
0.536
Drawdown Score 1m
0.483
Drawdown Score 3m
0.653
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
0.480
Drawdown Score 1y
0.502
Drawdown Score 2y
0.562
Drawdown Score 5y
0.324
Return 1w
-0.036
Return 1m
-0.084
Return 3m
0.072
Return 6m
0.031
Return 1y
-0.173
Return 2y
0.775
Return 5y
2.927
Sharpe 1m
-3.160
Sharpe 3m
0.837
Sharpe 6m
0.373
Sharpe 1y
-0.175
Sharpe 2y
0.851
Sharpe 5y
0.806
Trend 1w
-0.005
Trend 1m
-0.006
Trend 3m
0.003
Trend 6m
-0.000
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
0.002
Volatility 1w
0.173
Volatility 1m
0.319
Volatility 3m
0.454
Volatility 6m
0.541
Volatility 1y
0.470
Volatility 2y
0.460
Volatility 5y
0.484
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
RCL
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 1:58 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Consumer Discretionary
Sector Benchmark Ticker
XLY
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
0.462
Aptet Fit Raw Score
0.488
Aptet Fit Confidence
0.892
Aptet Fit Label
weak
Aptet Fitness Error
-
Force Fit Score
0.423
Force Fit Raw Score
0.448
Force Fit Confidence
0.890
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 1:58 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "RCL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "RCL",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "RCL",
    "hitRates": {
      "1": 0.5401459854014599,
      "5": 0.6148148148148148,
      "10": 0.5606060606060606
    },
    "hitRate1D": 0.5401459854014599,
    "comboQuality": 0.9012689214956732,
    "eligibleDays": 315,
    "fitnessScore": 0.8365088597082133,
    "lookbackDays": 45,
    "returnLift1D": 0.001695218490187577,
    "hitRateLift1D": 0.036920178949847005,
    "activationRate": 0.4380952380952381,
    "activationCount": 138,
    "baselineHitRates": {
      "1": 0.5032258064516129,
      "5": 0.5359477124183006,
      "10": 0.5249169435215947
    },
    "sampleConfidence": 0.9951690821256038,
    "shadowSharpeLike": 1.2149415708428166,
    "avgForwardReturns": {
      "1": 0.0033237176024205,
      "5": 0.013134906657690041,
      "10": 0.023360394212083115
    },
    "shadowMaxDrawdown": -0.15238649865876053,
    "shadowTotalReturn": 0.4844727548195904,
    "avgForwardReturn1D": 0.0033237176024205,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 137,
      "5": 135,
      "10": 132
    },
    "baselineAvgForwardReturns": {
      "1": 0.001628499112232923,
      "5": 0.007502263964486382,
      "10": 0.014182230169040421
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9012689214956732,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.37891621017711785,
    "bestRawFitnessScore": 0.8365088597082133,
    "upperQuartileComboQuality": 0.4605737921071361
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.46201561017499143,
    "rawScore": 0.4884087344699771,
    "confidence": 0.8919219807826426,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 45
    },
    "profileBreadth": 0.14953466938660998,
    "recommendedRegion": {
      "topNs": [
        4,
        5
      ],
      "lookbackDays": [
        45
      ]
    },
    "parameterStability": 0.43254232073997506,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5401459854014599,
        "5": 0.6148148148148148,
        "10": 0.5606060606060606
      },
      "hitRate1D": 0.5401459854014599,
      "comboQuality": 0.9012689214956732,
      "eligibleDays": 315,
      "fitnessScore": 0.8365088597082133,
      "lookbackDays": 45,
      "returnLift1D": 0.001695218490187577,
      "hitRateLift1D": 0.036920178949847005,
      "activationRate": 0.4380952380952381,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5032258064516129,
        "5": 0.5359477124183006,
        "10": 0.5249169435215947
      },
      "sampleConfidence": 0.9951690821256038,
      "shadowSharpeLike": 1.2149415708428166,
      "avgForwardReturns": {
        "1": 0.0033237176024205,
        "5": 0.013134906657690041,
        "10": 0.023360394212083115
      },
      "shadowMaxDrawdown": -0.15238649865876053,
      "shadowTotalReturn": 0.4844727548195904,
      "avgForwardReturn1D": 0.0033237176024205,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 137,
        "5": 135,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.001628499112232923,
        "5": 0.007502263964486382,
        "10": 0.014182230169040421
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5319148936170213,
        "5": 0.6187050359712231,
        "10": 0.562962962962963
      },
      "hitRate1D": 0.5319148936170213,
      "comboQuality": 0.8692942399414851,
      "eligibleDays": 315,
      "fitnessScore": 0.7668412541651205,
      "lookbackDays": 45,
      "returnLift1D": 0.0014308846907431087,
      "hitRateLift1D": 0.02868908716540841,
      "activationRate": 0.4507936507936508,
      "activationCount": 142,
      "baselineHitRates": {
        "1": 0.5032258064516129,
        "5": 0.5359477124183006,
        "10": 0.5249169435215947
      },
      "sampleConfidence": 0.9948356807511738,
      "shadowSharpeLike": 1.133889913068215,
      "avgForwardReturns": {
        "1": 0.0030593838029760317,
        "5": 0.013441403714894959,
        "10": 0.02479271091556846
      },
      "shadowMaxDrawdown": -0.18976398319228804,
      "shadowTotalReturn": 0.4460488894797423,
      "avgForwardReturn1D": 0.0030593838029760317,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 139,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001628499112232923,
        "5": 0.007502263964486382,
        "10": 0.014182230169040421
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5433070866141733,
        "5": 0.616,
        "10": 0.552
      },
      "hitRate1D": 0.5433070866141733,
      "comboQuality": 0.6894046617907772,
      "eligibleDays": 315,
      "fitnessScore": 0.5254142531991677,
      "lookbackDays": 45,
      "returnLift1D": 0.0005174269030412233,
      "hitRateLift1D": 0.040081280162560406,
      "activationRate": 0.40634920634920635,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5032258064516129,
        "5": 0.5359477124183006,
        "10": 0.5249169435215947
      },
      "sampleConfidence": 0.9963541666666668,
      "shadowSharpeLike": 0.8847468782641386,
      "avgForwardReturns": {
        "1": 0.0021459260152741464,
        "5": 0.012506494520792524,
        "10": 0.02210400042995886
      },
      "shadowMaxDrawdown": -0.20883266907963638,
      "shadowTotalReturn": 0.2573365032257715,
      "avgForwardReturn1D": 0.0021459260152741464,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 125,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.001628499112232923,
        "5": 0.007502263964486382,
        "10": 0.014182230169040421
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5364238410596026,
        "5": 0.5629139072847682,
        "10": 0.5033557046979866
      },
      "hitRate1D": 0.5364238410596026,
      "comboQuality": 0.5855120408363664,
      "eligibleDays": 339,
      "fitnessScore": 0.4259974210126126,
      "lookbackDays": 21,
      "returnLift1D": 0.00014665221886785151,
      "hitRateLift1D": 0.03642384105960261,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5363636363636364,
        "10": 0.5261538461538462
      },
      "sampleConfidence": 0.9991169977924945,
      "shadowSharpeLike": 0.6653956054052976,
      "avgForwardReturns": {
        "1": 0.001692787643432972,
        "5": 0.006541344904159419,
        "10": 0.009821639596190623
      },
      "shadowMaxDrawdown": -0.32175209379506986,
      "shadowTotalReturn": 0.21397685978275782,
      "avgForwardReturn1D": 0.001692787643432972,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 151,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015461354245651204,
        "5": 0.006839419170119607,
        "10": 0.013815372459740377
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5273972602739726,
        "5": 0.5547945205479452,
        "10": 0.496551724137931
      },
      "hitRate1D": 0.5273972602739726,
      "comboQuality": 0.5225079184146094,
      "eligibleDays": 339,
      "fitnessScore": 0.36982036361108966,
      "lookbackDays": 21,
      "returnLift1D": 0.000012783888955975606,
      "hitRateLift1D": 0.0273972602739726,
      "activationRate": 0.4306784660766962,
      "activationCount": 146,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5363636363636364,
        "10": 0.5261538461538462
      },
      "sampleConfidence": 0.9995433789954339,
      "shadowSharpeLike": 0.6051397503928144,
      "avgForwardReturns": {
        "1": 0.001558919313521096,
        "5": 0.005747300950767242,
        "10": 0.008923206589871209
      },
      "shadowMaxDrawdown": -0.32209121774817195,
      "shadowTotalReturn": 0.18493484495685908,
      "avgForwardReturn1D": 0.001558919313521096,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 146,
        "5": 146,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015461354245651204,
        "5": 0.006839419170119607,
        "10": 0.013815372459740377
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.5757575757575758,
        "10": 0.5341614906832298
      },
      "hitRate1D": 0.5151515151515151,
      "comboQuality": 0.4399290833379783,
      "eligibleDays": 330,
      "fitnessScore": 0.29688102795816973,
      "lookbackDays": 30,
      "returnLift1D": -0.00039908858995480064,
      "hitRateLift1D": 0.010536130536130561,
      "activationRate": 0.5,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5046153846153846,
        "5": 0.5420560747663551,
        "10": 0.5379746835443038
      },
      "sampleConfidence": 0.9983838383838384,
      "shadowSharpeLike": 0.4967155240775467,
      "avgForwardReturns": {
        "1": 0.0011462977012229613,
        "5": 0.011135938922874176,
        "10": 0.023446150536678284
      },
      "shadowMaxDrawdown": -0.39441435600123964,
      "shadowTotalReturn": 0.1386179782670074,
      "avgForwardReturn1D": 0.0011462977012229613,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-23",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.001545386291177762,
        "5": 0.008192012579686922,
        "10": 0.017146725626806608
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.524822695035461,
        "5": 0.5531914893617021,
        "10": 0.49645390070921985
      },
      "hitRate1D": 0.524822695035461,
      "comboQuality": 0.4291745272703422,
      "eligibleDays": 339,
      "fitnessScore": 0.2872516327137618,
      "lookbackDays": 21,
      "returnLift1D": -0.00029037673012759354,
      "hitRateLift1D": 0.024822695035460973,
      "activationRate": 0.415929203539823,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5363636363636364,
        "10": 0.5261538461538462
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4836772706212456,
      "avgForwardReturns": {
        "1": 0.0012557586944375268,
        "5": 0.005837572022597931,
        "10": 0.009674136889512977
      },
      "shadowMaxDrawdown": -0.32826137938558064,
      "shadowTotalReturn": 0.13066468072813864,
      "avgForwardReturn1D": 0.0012557586944375268,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 141,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015461354245651204,
        "5": 0.006839419170119607,
        "10": 0.013815372459740377
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5158730158730159,
        "5": 0.5634920634920635,
        "10": 0.48412698412698413
      },
      "hitRate1D": 0.5158730158730159,
      "comboQuality": 0.3945422660427273,
      "eligibleDays": 339,
      "fitnessScore": 0.2557831334731194,
      "lookbackDays": 21,
      "returnLift1D": -0.00015612255736090685,
      "hitRateLift1D": 0.015873015873015928,
      "activationRate": 0.37168141592920356,
      "activationCount": 126,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5363636363636364,
        "10": 0.5261538461538462
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.4926157243674941,
      "avgForwardReturns": {
        "1": 0.0013900128672042135,
        "5": 0.006532964191704265,
        "10": 0.0044595945271110405
      },
      "shadowMaxDrawdown": -0.32458016045911164,
      "shadowTotalReturn": 0.13029830367745698,
      "avgForwardReturn1D": 0.0013900128672042135,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09"
      ],
      "horizonObservationCounts": {
        "1": 126,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015461354245651204,
        "5": 0.006839419170119607,
        "10": 0.013815372459740377
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5225806451612903,
        "5": 0.567741935483871,
        "10": 0.5364238410596026
      },
      "hitRate1D": 0.5225806451612903,
      "comboQuality": 0.38869280775071996,
      "eligibleDays": 330,
      "fitnessScore": 0.25038174101366945,
      "lookbackDays": 30,
      "returnLift1D": -0.0005126592007357422,
      "hitRateLift1D": 0.017965260545905748,
      "activationRate": 0.4696969696969697,
      "activationCount": 155,
      "baselineHitRates": {
        "1": 0.5046153846153846,
        "5": 0.5420560747663551,
        "10": 0.5379746835443038
      },
      "sampleConfidence": 0.9982795698924731,
      "shadowSharpeLike": 0.41364633210276314,
      "avgForwardReturns": {
        "1": 0.0010327270904420198,
        "5": 0.009829643678118425,
        "10": 0.020710862489530735
      },
      "shadowMaxDrawdown": -0.38942278259732965,
      "shadowTotalReturn": 0.1038290742426975,
      "avgForwardReturn1D": 0.0010327270904420198,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 155,
        "5": 155,
        "10": 151
      },
      "baselineAvgForwardReturns": {
        "1": 0.001545386291177762,
        "5": 0.008192012579686922,
        "10": 0.017146725626806608
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5,
        "5": 0.5732484076433121,
        "10": 0.5443037974683544
      },
      "hitRate1D": 0.5,
      "comboQuality": 0.3796759807327609,
      "eligibleDays": 352,
      "fitnessScore": 0.24199677575929826,
      "lookbackDays": 14,
      "returnLift1D": -0.00021966882107397044,
      "hitRateLift1D": 0,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5380116959064327,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.99957805907173,
      "shadowSharpeLike": 0.4089344828386973,
      "avgForwardReturns": {
        "1": 0.0011232543389367742,
        "5": 0.007792400527744547,
        "10": 0.012420680481218008
      },
      "shadowMaxDrawdown": -0.33221883143764963,
      "shadowTotalReturn": 0.10971468265489026,
      "avgForwardReturn1D": 0.0011232543389367742,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 158,
        "5": 157,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013429231600107447,
        "5": 0.006659536636309756,
        "10": 0.012488248518707301
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5333333333333333,
        "5": 0.5922330097087378,
        "10": 0.5631067961165048
      },
      "hitRate1D": 0.5333333333333333,
      "comboQuality": 0.3781564396214748,
      "eligibleDays": 315,
      "fitnessScore": 0.24057627261459344,
      "lookbackDays": 45,
      "returnLift1D": -0.0003967547981729813,
      "hitRateLift1D": 0.03010752688172047,
      "activationRate": 0.3333333333333333,
      "activationCount": 105,
      "baselineHitRates": {
        "1": 0.5032258064516129,
        "5": 0.5359477124183006,
        "10": 0.5249169435215947
      },
      "sampleConfidence": 0.9974603174603175,
      "shadowSharpeLike": 0.4553313008388115,
      "avgForwardReturns": {
        "1": 0.0012317443140599418,
        "5": 0.006966755487587904,
        "10": 0.018776597980782597
      },
      "shadowMaxDrawdown": -0.27650093429763345,
      "shadowTotalReturn": 0.09872375218267226,
      "avgForwardReturn1D": 0.0012317443140599418,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 105,
        "5": 103,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.001628499112232923,
        "5": 0.007502263964486382,
        "10": 0.014182230169040421
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.5572519083969466,
        "10": 0.5
      },
      "hitRate1D": 0.5151515151515151,
      "comboQuality": 0.37555331414527515,
      "eligibleDays": 352,
      "fitnessScore": 0.23813758733330637,
      "lookbackDays": 14,
      "returnLift1D": -0.0002052309471456573,
      "hitRateLift1D": 0.015151515151515138,
      "activationRate": 0.375,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5380116959064327,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9994949494949495,
      "shadowSharpeLike": 0.39434381830611087,
      "avgForwardReturns": {
        "1": 0.0011376922128650874,
        "5": 0.003504839503331773,
        "10": -0.0005633743790593735
      },
      "shadowMaxDrawdown": -0.2630073374817339,
      "shadowTotalReturn": 0.09594249520995435,
      "avgForwardReturn1D": 0.0011376922128650874,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 131,
        "10": 132
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013429231600107447,
        "5": 0.006659536636309756,
        "10": 0.012488248518707301
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.503448275862069,
        "5": 0.5625,
        "10": 0.5172413793103449
      },
      "hitRate1D": 0.503448275862069,
      "comboQuality": 0.36033058646338845,
      "eligibleDays": 352,
      "fitnessScore": 0.22373548893609507,
      "lookbackDays": 14,
      "returnLift1D": -0.0002692262644971885,
      "hitRateLift1D": 0.0034482758620689724,
      "activationRate": 0.4119318181818182,
      "activationCount": 145,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5380116959064327,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9995402298850575,
      "shadowSharpeLike": 0.3598786673898979,
      "avgForwardReturns": {
        "1": 0.0010736968955135562,
        "5": 0.005528328700692985,
        "10": 0.004447189075384518
      },
      "shadowMaxDrawdown": -0.27819441623169505,
      "shadowTotalReturn": 0.08797367760428365,
      "avgForwardReturn1D": 0.0010736968955135562,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 145,
        "5": 144,
        "10": 145
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013429231600107447,
        "5": 0.006659536636309756,
        "10": 0.012488248518707301
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5185185185185185,
        "5": 0.562962962962963,
        "10": 0.5343511450381679
      },
      "hitRate1D": 0.5185185185185185,
      "comboQuality": 0.2850262298970984,
      "eligibleDays": 330,
      "fitnessScore": 0.1476737778602116,
      "lookbackDays": 30,
      "returnLift1D": -0.0007819883889353986,
      "hitRateLift1D": 0.013903133903133913,
      "activationRate": 0.4090909090909091,
      "activationCount": 135,
      "baselineHitRates": {
        "1": 0.5046153846153846,
        "5": 0.5420560747663551,
        "10": 0.5379746835443038
      },
      "sampleConfidence": 0.9980246913580247,
      "shadowSharpeLike": 0.2505342282625645,
      "avgForwardReturns": {
        "1": 0.0007633979022423634,
        "5": 0.007250195519626055,
        "10": 0.016425016400912085
      },
      "shadowMaxDrawdown": -0.35905038623189245,
      "shadowTotalReturn": 0.04216404425214626,
      "avgForwardReturn1D": 0.0007633979022423634,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14"
      ],
      "horizonObservationCounts": {
        "1": 135,
        "5": 135,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.001545386291177762,
        "5": 0.008192012579686922,
        "10": 0.017146725626806608
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5104166666666666,
        "5": 0.5520833333333334,
        "10": 0.4791666666666667
      },
      "hitRate1D": 0.5104166666666666,
      "comboQuality": 0.19142786607227194,
      "eligibleDays": 297,
      "fitnessScore": 0.03303305623299971,
      "lookbackDays": 63,
      "returnLift1D": -0.0007476504965755417,
      "hitRateLift1D": 0.02069063926940634,
      "activationRate": 0.32323232323232326,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.4897260273972603,
        "5": 0.5138888888888888,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.022897461942756065,
      "avgForwardReturns": {
        "1": 0.00012169230222699885,
        "5": 0.00805308893584338,
        "10": 0.013105170806143438
      },
      "shadowMaxDrawdown": -0.29999971730601493,
      "shadowTotalReturn": -0.020214955056575334,
      "avgForwardReturn1D": 0.00012169230222699885,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-28",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008693427988025406,
        "5": 0.0049877056243684175,
        "10": 0.009698062818653479
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5114503816793893,
        "5": 0.5076923076923077,
        "10": 0.4307692307692308
      },
      "hitRate1D": 0.5114503816793893,
      "comboQuality": 0.16752291356711066,
      "eligibleDays": 297,
      "fitnessScore": -0.0027228228362698665,
      "lookbackDays": 63,
      "returnLift1D": -0.0011026100787059952,
      "hitRateLift1D": 0.021724354282128988,
      "activationRate": 0.44107744107744107,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.4897260273972603,
        "5": 0.5138888888888888,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 0.9989821882951655,
      "shadowSharpeLike": -0.11961590687428916,
      "avgForwardReturns": {
        "1": -0.00023326727990345464,
        "5": 0.002190394306705097,
        "10": 0.0031332016086251086
      },
      "shadowMaxDrawdown": -0.3700576776333515,
      "shadowTotalReturn": -0.07326246611268561,
      "avgForwardReturn1D": -0.00023326727990345464,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 130,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008693427988025406,
        "5": 0.0049877056243684175,
        "10": 0.009698062818653479
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5118110236220472,
        "5": 0.5238095238095238,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.5118110236220472,
      "comboQuality": 0.15283439124831985,
      "eligibleDays": 297,
      "fitnessScore": -0.02675908037412195,
      "lookbackDays": 63,
      "returnLift1D": -0.0012000131616794634,
      "hitRateLift1D": 0.022084996224786935,
      "activationRate": 0.4276094276094276,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.4897260273972603,
        "5": 0.5138888888888888,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 0.9989501312335959,
      "shadowSharpeLike": -0.16358300852208427,
      "avgForwardReturns": {
        "1": -0.0003306703628769228,
        "5": 0.003350418329160874,
        "10": 0.004899810932589843
      },
      "shadowMaxDrawdown": -0.37688346075750345,
      "shadowTotalReturn": -0.08330419405304845,
      "avgForwardReturn1D": -0.0003306703628769228,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 126,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008693427988025406,
        "5": 0.0049877056243684175,
        "10": 0.009698062818653479
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5126050420168067,
        "5": 0.5508474576271186,
        "10": 0.4576271186440678
      },
      "hitRate1D": 0.5126050420168067,
      "comboQuality": 0.14952190494756593,
      "eligibleDays": 297,
      "fitnessScore": -0.03243826558123618,
      "lookbackDays": 63,
      "returnLift1D": -0.0011919654548175535,
      "hitRateLift1D": 0.02287901461954639,
      "activationRate": 0.4006734006734007,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.4897260273972603,
        "5": 0.5138888888888888,
        "10": 0.49469964664310956
      },
      "sampleConfidence": 0.9988795518207283,
      "shadowSharpeLike": -0.16188014689765143,
      "avgForwardReturns": {
        "1": -0.0003226226560150129,
        "5": 0.006523497874845809,
        "10": 0.008587516148063289
      },
      "shadowMaxDrawdown": -0.3732560825395945,
      "shadowTotalReturn": -0.07796778875881127,
      "avgForwardReturn1D": -0.0003226226560150129,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 118,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0008693427988025406,
        "5": 0.0049877056243684175,
        "10": 0.009698062818653479
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5132743362831859,
        "5": 0.5575221238938053,
        "10": 0.5405405405405406
      },
      "hitRate1D": 0.5132743362831859,
      "comboQuality": 0.14522181519510755,
      "eligibleDays": 330,
      "fitnessScore": -0.03996752713720655,
      "lookbackDays": 30,
      "returnLift1D": -0.0015853976606579154,
      "hitRateLift1D": 0.008658951667801285,
      "activationRate": 0.3424242424242424,
      "activationCount": 113,
      "baselineHitRates": {
        "1": 0.5046153846153846,
        "5": 0.5420560747663551,
        "10": 0.5379746835443038
      },
      "sampleConfidence": 0.9988200589970502,
      "shadowSharpeLike": -0.0685586747324354,
      "avgForwardReturns": {
        "1": -0.000040011369480153524,
        "5": 0.005693913632324158,
        "10": 0.016844057698743822
      },
      "shadowMaxDrawdown": -0.4031868719317552,
      "shadowTotalReturn": -0.04916783042024242,
      "avgForwardReturn1D": -0.000040011369480153524,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16"
      ],
      "horizonObservationCounts": {
        "1": 113,
        "5": 113,
        "10": 111
      },
      "baselineAvgForwardReturns": {
        "1": 0.001545386291177762,
        "5": 0.008192012579686922,
        "10": 0.017146725626806608
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.48502994011976047,
        "5": 0.5662650602409639,
        "10": 0.5449101796407185
      },
      "hitRate1D": 0.48502994011976047,
      "comboQuality": 0.1433861818002593,
      "eligibleDays": 352,
      "fitnessScore": -0.043238039524841475,
      "lookbackDays": 14,
      "returnLift1D": -0.0013311620305055513,
      "hitRateLift1D": -0.014970059880239528,
      "activationRate": 0.4744318181818182,
      "activationCount": 167,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5380116959064327,
        "10": 0.5207100591715976
      },
      "sampleConfidence": 0.9996007984031937,
      "shadowSharpeLike": -0.05338311117380866,
      "avgForwardReturns": {
        "1": 0.000011761129505193348,
        "5": 0.006749253915596459,
        "10": 0.01274125528496115
      },
      "shadowMaxDrawdown": -0.43010453325522624,
      "shadowTotalReturn": -0.07374858138023521,
      "avgForwardReturn1D": 0.000011761129505193348,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-04-10",
        "2025-04-23"
      ],
      "horizonObservationCounts": {
        "1": 167,
        "5": 166,
        "10": 167
      },
      "baselineAvgForwardReturns": {
        "1": 0.0013429231600107447,
        "5": 0.006659536636309756,
        "10": 0.012488248518707301
      }
    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.3796759807327609,
      "fitnessScore": 0.24199677575929826,
      "lookbackDays": 14,
      "returnLift1D": -0.00021966882107397044,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "sampleConfidence": 0.99957805907173,
      "shadowTotalReturn": 0.10971468265489026,
      "avgForwardReturn1D": 0.0011232543389367742
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.5855120408363664,
      "fitnessScore": 0.4259974210126126,
      "lookbackDays": 21,
      "returnLift1D": 0.00014665221886785151,
      "activationRate": 0.44542772861356933,
      "activationCount": 151,
      "sampleConfidence": 0.9991169977924945,
      "shadowTotalReturn": 0.21397685978275782,
      "avgForwardReturn1D": 0.001692787643432972
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.4399290833379783,
      "fitnessScore": 0.29688102795816973,
      "lookbackDays": 30,
      "returnLift1D": -0.00039908858995480064,
      "activationRate": 0.5,
      "activationCount": 165,
      "sampleConfidence": 0.9983838383838384,
      "shadowTotalReturn": 0.1386179782670074,
      "avgForwardReturn1D": 0.0011462977012229613
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9012689214956732,
      "fitnessScore": 0.8365088597082133,
      "lookbackDays": 45,
      "returnLift1D": 0.001695218490187577,
      "activationRate": 0.4380952380952381,
      "activationCount": 138,
      "sampleConfidence": 0.9951690821256038,
      "shadowTotalReturn": 0.4844727548195904,
      "avgForwardReturn1D": 0.0033237176024205
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.19142786607227194,
      "fitnessScore": 0.03303305623299971,
      "lookbackDays": 63,
      "returnLift1D": -0.0007476504965755417,
      "activationRate": 0.32323232323232326,
      "activationCount": 96,
      "sampleConfidence": 1,
      "shadowTotalReturn": -0.020214955056575334,
      "avgForwardReturn1D": 0.00012169230222699885
    }
  ],
  "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": "ba80a71bb2f2d1b14161649918cd32586014707de31f3cf5aa4d852a9fedb14f",
    "size": 13,
    "members": [
      "RCL",
      "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",
      "RCL"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "RCL",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "RCL",
    "hitRates": {
      "1": 0.5390070921985816,
      "5": 0.6058394160583942,
      "10": 0.5481481481481482
    },
    "hitRate1D": 0.5390070921985816,
    "rankWeights": [
      0.4000000000000001,
      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
    ],
    "comboQuality": 0.883092296149172,
    "eligibleDays": 344,
    "fitnessScore": 0.7948498897217022,
    "lookbackDays": 45,
    "returnLift1D": 0.0017367091338693023,
    "hitRateLift1D": 0.03319313871020946,
    "portfolioSize": 4,
    "activationRate": 0.40988372093023256,
    "activationCount": 141,
    "baselineHitRates": {
      "1": 0.5058139534883721,
      "5": 0.538235294117647,
      "10": 0.5253731343283582
    },
    "sampleConfidence": 0.9952718676122932,
    "shadowSharpeLike": 1.132132800958841,
    "avgForwardReturns": {
      "1": 0.0031555080500549402,
      "5": 0.012544339271137827,
      "10": 0.022832502289995945
    },
    "shadowMaxDrawdown": -0.16163642526965905,
    "shadowTotalReturn": 0.4692239428100311,
    "avgForwardReturn1D": 0.0031555080500549402,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-07",
      "2025-05-08",
      "2025-05-09",
      "2025-05-12",
      "2025-05-13",
      "2025-05-14",
      "2025-05-15",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20"
    ],
    "horizonObservationCounts": {
      "1": 141,
      "5": 137,
      "10": 135
    },
    "baselineAvgForwardReturns": {
      "1": 0.001418798916185638,
      "5": 0.006947482195333343,
      "10": 0.014036989999183113
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.883092296149172,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.3349101395440649,
    "bestRawFitnessScore": 0.7948498897217022,
    "upperQuartileComboQuality": 0.4072627475541568
  },
  "algorithmFit": {
    "label": "weak",
    "score": 0.4234423055970295,
    "rawScore": 0.44818160724797357,
    "confidence": 0.8896014416885425,
    "bestProfile": {
      "lookbackDays": 45,
      "portfolioSize": 4
    },
    "profileBreadth": 0.14947105093845156,
    "recommendedRegion": {
      "lookbackDays": [
        45
      ],
      "portfolioSizes": [
        4,
        5
      ]
    },
    "parameterStability": 0.3996901005971629,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5390070921985816,
        "5": 0.6058394160583942,
        "10": 0.5481481481481482
      },
      "hitRate1D": 0.5390070921985816,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.883092296149172,
      "eligibleDays": 344,
      "fitnessScore": 0.7948498897217022,
      "lookbackDays": 45,
      "returnLift1D": 0.0017367091338693023,
      "hitRateLift1D": 0.03319313871020946,
      "portfolioSize": 4,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.538235294117647,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.9952718676122932,
      "shadowSharpeLike": 1.132132800958841,
      "avgForwardReturns": {
        "1": 0.0031555080500549402,
        "5": 0.012544339271137827,
        "10": 0.022832502289995945
      },
      "shadowMaxDrawdown": -0.16163642526965905,
      "shadowTotalReturn": 0.4692239428100311,
      "avgForwardReturn1D": 0.0031555080500549402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001418798916185638,
        "5": 0.006947482195333343,
        "10": 0.014036989999183113
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5390070921985816,
        "5": 0.6058394160583942,
        "10": 0.5481481481481482
      },
      "hitRate1D": 0.5390070921985816,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.883092296149172,
      "eligibleDays": 344,
      "fitnessScore": 0.7948498897217022,
      "lookbackDays": 45,
      "returnLift1D": 0.0017367091338693023,
      "hitRateLift1D": 0.03319313871020946,
      "portfolioSize": 5,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.538235294117647,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.9952718676122932,
      "shadowSharpeLike": 1.132132800958841,
      "avgForwardReturns": {
        "1": 0.0031555080500549402,
        "5": 0.012544339271137827,
        "10": 0.022832502289995945
      },
      "shadowMaxDrawdown": -0.16163642526965905,
      "shadowTotalReturn": 0.4692239428100311,
      "avgForwardReturn1D": 0.0031555080500549402,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20"
      ],
      "horizonObservationCounts": {
        "1": 141,
        "5": 137,
        "10": 135
      },
      "baselineAvgForwardReturns": {
        "1": 0.001418798916185638,
        "5": 0.006947482195333343,
        "10": 0.014036989999183113
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5419847328244275,
        "5": 0.6062992125984252,
        "10": 0.544
      },
      "hitRate1D": 0.5419847328244275,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6471178571605017,
      "eligibleDays": 344,
      "fitnessScore": 0.4834067480123102,
      "lookbackDays": 45,
      "returnLift1D": 0.0005634262383794886,
      "hitRateLift1D": 0.03617077933605539,
      "portfolioSize": 3,
      "activationRate": 0.3808139534883721,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.538235294117647,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.994910941475827,
      "shadowSharpeLike": 0.8050157134826714,
      "avgForwardReturns": {
        "1": 0.0019822251545651265,
        "5": 0.011855777076213521,
        "10": 0.022114840056047
      },
      "shadowMaxDrawdown": -0.21916521065327943,
      "shadowTotalReturn": 0.241654144385548,
      "avgForwardReturn1D": 0.0019822251545651265,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 131,
        "5": 127,
        "10": 125
      },
      "baselineAvgForwardReturns": {
        "1": 0.001418798916185638,
        "5": 0.006947482195333343,
        "10": 0.014036989999183113
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5283018867924528,
        "5": 0.5345911949685535,
        "10": 0.4620253164556962
      },
      "hitRate1D": 0.5283018867924528,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.42302794899719864,
      "eligibleDays": 368,
      "fitnessScore": 0.28172177312117325,
      "lookbackDays": 21,
      "returnLift1D": 0.00031997138740114724,
      "hitRateLift1D": 0.028301886792452824,
      "portfolioSize": 4,
      "activationRate": 0.4320652173913043,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5164835164835165,
        "10": 0.4986072423398329
      },
      "sampleConfidence": 0.99958071278826,
      "shadowSharpeLike": 0.40236397931309553,
      "avgForwardReturns": {
        "1": 0.001060696739629898,
        "5": 0.00232126734537089,
        "10": 0.0016275270109349287
      },
      "shadowMaxDrawdown": -0.3193912031494355,
      "shadowTotalReturn": 0.11044775835832787,
      "avgForwardReturn1D": 0.001060696739629898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 159,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007407253522287507,
        "5": 0.003386052856723843,
        "10": 0.0074616645450226735
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5283018867924528,
        "5": 0.5345911949685535,
        "10": 0.4620253164556962
      },
      "hitRate1D": 0.5283018867924528,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.42302794899719864,
      "eligibleDays": 368,
      "fitnessScore": 0.28172177312117325,
      "lookbackDays": 21,
      "returnLift1D": 0.00031997138740114724,
      "hitRateLift1D": 0.028301886792452824,
      "portfolioSize": 5,
      "activationRate": 0.4320652173913043,
      "activationCount": 159,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5164835164835165,
        "10": 0.4986072423398329
      },
      "sampleConfidence": 0.99958071278826,
      "shadowSharpeLike": 0.40236397931309553,
      "avgForwardReturns": {
        "1": 0.001060696739629898,
        "5": 0.00232126734537089,
        "10": 0.0016275270109349287
      },
      "shadowMaxDrawdown": -0.3193912031494355,
      "shadowTotalReturn": 0.11044775835832787,
      "avgForwardReturn1D": 0.001060696739629898,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 159,
        "5": 159,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007407253522287507,
        "5": 0.003386052856723843,
        "10": 0.0074616645450226735
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.5285714285714286,
        "10": 0.4857142857142857
      },
      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.40200768040647616,
      "eligibleDays": 375,
      "fitnessScore": 0.2626365223801634,
      "lookbackDays": 14,
      "returnLift1D": 0.00007443343094002504,
      "hitRateLift1D": 0.0343809523809524,
      "portfolioSize": 2,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5148247978436657,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3709417446208666,
      "avgForwardReturns": {
        "1": 0.0010661459542959534,
        "5": 0.001586551485215147,
        "10": -0.0027539807245308104
      },
      "shadowMaxDrawdown": -0.2634253957804522,
      "shadowTotalReturn": 0.09288065086231412,
      "avgForwardReturn1D": 0.0010661459542959534,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 140,
        "10": 140
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009917125233559283,
        "5": 0.0043050638045352,
        "10": 0.007947561103344351
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.5454545454545454,
        "10": 0.5272727272727272
      },
      "hitRate1D": 0.5151515151515151,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3728735348030608,
      "eligibleDays": 375,
      "fitnessScore": 0.23562004072296455,
      "lookbackDays": 14,
      "returnLift1D": 0.000002238190404861909,
      "hitRateLift1D": 0.01381818181818184,
      "portfolioSize": 4,
      "activationRate": 0.44,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5148247978436657,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3565428049548808,
      "avgForwardReturns": {
        "1": 0.0009939507137607902,
        "5": 0.005686937430507815,
        "10": 0.009839440672939393
      },
      "shadowMaxDrawdown": -0.33916769672214964,
      "shadowTotalReturn": 0.09300958630069611,
      "avgForwardReturn1D": 0.0009939507137607902,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009917125233559283,
        "5": 0.0043050638045352,
        "10": 0.007947561103344351
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5151515151515151,
        "5": 0.5454545454545454,
        "10": 0.5272727272727272
      },
      "hitRate1D": 0.5151515151515151,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.3728735348030608,
      "eligibleDays": 375,
      "fitnessScore": 0.23562004072296455,
      "lookbackDays": 14,
      "returnLift1D": 0.000002238190404861909,
      "hitRateLift1D": 0.01381818181818184,
      "portfolioSize": 5,
      "activationRate": 0.44,
      "activationCount": 165,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5148247978436657,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.3565428049548808,
      "avgForwardReturns": {
        "1": 0.0009939507137607902,
        "5": 0.005686937430507815,
        "10": 0.009839440672939393
      },
      "shadowMaxDrawdown": -0.33916769672214964,
      "shadowTotalReturn": 0.09300958630069611,
      "avgForwardReturn1D": 0.0009939507137607902,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 165,
        "5": 165,
        "10": 165
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009917125233559283,
        "5": 0.0043050638045352,
        "10": 0.007947561103344351
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5194805194805194,
        "5": 0.538961038961039,
        "10": 0.5064935064935064
      },
      "hitRate1D": 0.5194805194805194,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.36901961294624624,
      "eligibleDays": 375,
      "fitnessScore": 0.23198650319207073,
      "lookbackDays": 14,
      "returnLift1D": -0.000041653071221513065,
      "hitRateLift1D": 0.018147186147186134,
      "portfolioSize": 3,
      "activationRate": 0.4106666666666667,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5013333333333333,
        "5": 0.5148247978436657,
        "10": 0.4972677595628415
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.32098520285764554,
      "avgForwardReturns": {
        "1": 0.0009500594521344153,
        "5": 0.0039118000339568365,
        "10": 0.003102027828049693
      },
      "shadowMaxDrawdown": -0.27867360216106707,
      "shadowTotalReturn": 0.07688574088135725,
      "avgForwardReturn1D": 0.0009500594521344153,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0009917125233559283,
        "5": 0.0043050638045352,
        "10": 0.007947561103344351
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.525974025974026,
        "5": 0.5324675324675324,
        "10": 0.4675324675324675
      },
      "hitRate1D": 0.525974025974026,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3358172514062336,
      "eligibleDays": 368,
      "fitnessScore": 0.19996215203548032,
      "lookbackDays": 21,
      "returnLift1D": 0.000011039080351936599,
      "hitRateLift1D": 0.025974025974025983,
      "portfolioSize": 3,
      "activationRate": 0.41847826086956524,
      "activationCount": 154,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5164835164835165,
        "10": 0.4986072423398329
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.2765001180020185,
      "avgForwardReturns": {
        "1": 0.0007517644325806873,
        "5": 0.0022889372217342885,
        "10": 0.002117601392674672
      },
      "shadowMaxDrawdown": -0.327169165509984,
      "shadowTotalReturn": 0.057055268941245574,
      "avgForwardReturn1D": 0.0007517644325806873,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 154,
        "5": 154,
        "10": 154
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007407253522287507,
        "5": 0.003386052856723843,
        "10": 0.0074616645450226735
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5327102803738317,
        "5": 0.580952380952381,
        "10": 0.5533980582524272
      },
      "hitRate1D": 0.5327102803738317,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.33400302768189616,
      "eligibleDays": 344,
      "fitnessScore": 0.1981702853458722,
      "lookbackDays": 45,
      "returnLift1D": -0.0003591161816477418,
      "hitRateLift1D": 0.02689632688545962,
      "portfolioSize": 2,
      "activationRate": 0.311046511627907,
      "activationCount": 107,
      "baselineHitRates": {
        "1": 0.5058139534883721,
        "5": 0.538235294117647,
        "10": 0.5253731343283582
      },
      "sampleConfidence": 0.9962616822429907,
      "shadowSharpeLike": 0.3761804934710943,
      "avgForwardReturns": {
        "1": 0.0010596827345378962,
        "5": 0.0062984667230678104,
        "10": 0.01874464726474973
      },
      "shadowMaxDrawdown": -0.2885962853160221,
      "shadowTotalReturn": 0.08054347419189645,
      "avgForwardReturn1D": 0.0010596827345378962,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22"
      ],
      "horizonObservationCounts": {
        "1": 107,
        "5": 105,
        "10": 103
      },
      "baselineAvgForwardReturns": {
        "1": 0.001418798916185638,
        "5": 0.006947482195333343,
        "10": 0.014036989999183113
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5217391304347826,
        "5": 0.5362318840579711,
        "10": 0.45652173913043476
      },
      "hitRate1D": 0.5217391304347826,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.30889873168059706,
      "eligibleDays": 368,
      "fitnessScore": 0.17283996808955066,
      "lookbackDays": 21,
      "returnLift1D": 0.00007300773217041245,
      "hitRateLift1D": 0.021739130434782594,
      "portfolioSize": 2,
      "activationRate": 0.375,
      "activationCount": 138,
      "baselineHitRates": {
        "1": 0.5,
        "5": 0.5164835164835165,
        "10": 0.4986072423398329
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.274991512443876,
      "avgForwardReturns": {
        "1": 0.0008137330843991632,
        "5": 0.0024297780440901053,
        "10": -0.0025661144905738207
      },
      "shadowMaxDrawdown": -0.3237175448107541,
      "shadowTotalReturn": 0.05613305412664782,
      "avgForwardReturn1D": 0.0008137330843991632,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-04",
        "2025-02-05",
        "2025-02-06",
        "2025-02-07",
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-02-18"
      ],
      "horizonObservationCounts": {
        "1": 138,
        "5": 138,
        "10": 138
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007407253522287507,
        "5": 0.003386052856723843,
        "10": 0.0074616645450226735
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5208333333333334,
        "5": 0.5520833333333334,
        "10": 0.4791666666666667
      },
      "hitRate1D": 0.5208333333333334,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.1830153951421522,
      "eligibleDays": 326,
      "fitnessScore": 0.020869005408396618,
      "lookbackDays": 63,
      "returnLift1D": -0.001643514555489871,
      "hitRateLift1D": 0.014698364008180032,
      "portfolioSize": 2,
      "activationRate": 0.294478527607362,
      "activationCount": 96,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5434782608695652,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.012817761500765966,
      "avgForwardReturns": {
        "1": 0.00009733155599451458,
        "5": 0.008027020581380198,
        "10": 0.013090424282687516
      },
      "shadowMaxDrawdown": -0.30147885633474825,
      "shadowTotalReturn": -0.022699481008144784,
      "avgForwardReturn1D": 0.00009733155599451458,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-28",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06",
        "2025-06-09",
        "2025-06-10",
        "2025-06-11",
        "2025-06-12"
      ],
      "horizonObservationCounts": {
        "1": 96,
        "5": 96,
        "10": 96
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017408461114843854,
        "5": 0.00885133080867292,
        "10": 0.017874873403144812
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5123456790123457,
        "5": 0.546583850931677,
        "10": 0.5093167701863354
      },
      "hitRate1D": 0.5123456790123457,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17391571987734025,
      "eligibleDays": 359,
      "fitnessScore": 0.007212282417031824,
      "lookbackDays": 30,
      "returnLift1D": -0.0007519366034529723,
      "hitRateLift1D": 0.013738436672512844,
      "portfolioSize": 4,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5211267605633803,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9991769547325103,
      "shadowSharpeLike": -0.05460218131747692,
      "avgForwardReturns": {
        "1": -0.000018696702042649466,
        "5": 0.006560009001468926,
        "10": 0.014938725145588782
      },
      "shadowMaxDrawdown": -0.3894266048791277,
      "shadowTotalReturn": -0.07033409561685822,
      "avgForwardReturn1D": -0.000018696702042649466,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-03-03",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007332399014103228,
        "5": 0.004102539752382471,
        "10": 0.009307691529912116
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5123456790123457,
        "5": 0.546583850931677,
        "10": 0.5093167701863354
      },
      "hitRate1D": 0.5123456790123457,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.17391571987734025,
      "eligibleDays": 359,
      "fitnessScore": 0.007212282417031824,
      "lookbackDays": 30,
      "returnLift1D": -0.0007519366034529723,
      "hitRateLift1D": 0.013738436672512844,
      "portfolioSize": 5,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5211267605633803,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9991769547325103,
      "shadowSharpeLike": -0.05460218131747692,
      "avgForwardReturns": {
        "1": -0.000018696702042649466,
        "5": 0.006560009001468926,
        "10": 0.014938725145588782
      },
      "shadowMaxDrawdown": -0.3894266048791277,
      "shadowTotalReturn": -0.07033409561685822,
      "avgForwardReturn1D": -0.000018696702042649466,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-27",
        "2025-03-03",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 162,
        "5": 161,
        "10": 161
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007332399014103228,
        "5": 0.004102539752382471,
        "10": 0.009307691529912116
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5071428571428571,
        "5": 0.5467625899280576,
        "10": 0.5107913669064749
      },
      "hitRate1D": 0.5071428571428571,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.14838734568116785,
      "eligibleDays": 359,
      "fitnessScore": -0.03440726213227594,
      "lookbackDays": 30,
      "returnLift1D": -0.0008492979094263161,
      "hitRateLift1D": 0.008535614803024227,
      "portfolioSize": 3,
      "activationRate": 0.38997214484679665,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5211267605633803,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9990476190476191,
      "shadowSharpeLike": -0.10580960381946633,
      "avgForwardReturns": {
        "1": -0.00011605800801599326,
        "5": 0.0049801818249856295,
        "10": 0.012300292489562476
      },
      "shadowMaxDrawdown": -0.35858560489406865,
      "shadowTotalReturn": -0.08064783478033,
      "avgForwardReturn1D": -0.00011605800801599326,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-04-28",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 139,
        "10": 139
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007332399014103228,
        "5": 0.004102539752382471,
        "10": 0.009307691529912116
      }
    },
    {
      "topN": 3,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5210084033613446,
        "5": 0.5462184873949579,
        "10": 0.4576271186440678
      },
      "hitRate1D": 0.5210084033613446,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.14130099075417674,
      "eligibleDays": 326,
      "fitnessScore": -0.04699575575466395,
      "lookbackDays": 63,
      "returnLift1D": -0.002064896537814485,
      "hitRateLift1D": 0.014873434036191235,
      "portfolioSize": 3,
      "activationRate": 0.36503067484662577,
      "activationCount": 119,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5434782608695652,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 0.9994397759103641,
      "shadowSharpeLike": -0.1546098059588409,
      "avgForwardReturns": {
        "1": -0.0003240504263300997,
        "5": 0.006198077430306737,
        "10": 0.008612246688301576
      },
      "shadowMaxDrawdown": -0.3736321404145392,
      "shadowTotalReturn": -0.0783464267988826,
      "avgForwardReturn1D": -0.0003240504263300997,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 119,
        "5": 119,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017408461114843854,
        "5": 0.00885133080867292,
        "10": 0.017874873403144812
      }
    },
    {
      "topN": 4,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.515625,
        "5": 0.5196850393700787,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.515625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13392647517795322,
      "eligibleDays": 326,
      "fitnessScore": -0.060669346986456485,
      "lookbackDays": 63,
      "returnLift1D": -0.002136568619108652,
      "hitRateLift1D": 0.009490030674846661,
      "portfolioSize": 4,
      "activationRate": 0.39263803680981596,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5434782608695652,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 0.9984375000000001,
      "shadowSharpeLike": -0.18510873748509094,
      "avgForwardReturns": {
        "1": -0.00039572250762426667,
        "5": 0.003092096105316281,
        "10": 0.0049252954945377325
      },
      "shadowMaxDrawdown": -0.3827577720784068,
      "shadowTotalReturn": -0.09177411294530646,
      "avgForwardReturn1D": -0.00039572250762426667,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 127,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017408461114843854,
        "5": 0.00885133080867292,
        "10": 0.017874873403144812
      }
    },
    {
      "topN": 5,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.515625,
        "5": 0.5196850393700787,
        "10": 0.4444444444444444
      },
      "hitRate1D": 0.515625,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.13392647517795322,
      "eligibleDays": 326,
      "fitnessScore": -0.060669346986456485,
      "lookbackDays": 63,
      "returnLift1D": -0.002136568619108652,
      "hitRateLift1D": 0.009490030674846661,
      "portfolioSize": 5,
      "activationRate": 0.39263803680981596,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5061349693251533,
        "5": 0.5434782608695652,
        "10": 0.5394321766561514
      },
      "sampleConfidence": 0.9984375000000001,
      "shadowSharpeLike": -0.18510873748509094,
      "avgForwardReturns": {
        "1": -0.00039572250762426667,
        "5": 0.003092096105316281,
        "10": 0.0049252954945377325
      },
      "shadowMaxDrawdown": -0.3827577720784068,
      "shadowTotalReturn": -0.09177411294530646,
      "avgForwardReturn1D": -0.00039572250762426667,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04"
      ],
      "horizonObservationCounts": {
        "1": 128,
        "5": 127,
        "10": 126
      },
      "baselineAvgForwardReturns": {
        "1": 0.0017408461114843854,
        "5": 0.00885133080867292,
        "10": 0.017874873403144812
      }
    },
    {
      "topN": 2,
      "ticker": "RCL",
      "hitRates": {
        "1": 0.5,
        "5": 0.5384615384615384,
        "10": 0.5213675213675214
      },
      "hitRate1D": 0.5,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.0697138192397179,
      "eligibleDays": 359,
      "fitnessScore": -0.22004061279364143,
      "lookbackDays": 30,
      "returnLift1D": -0.0018050041198095711,
      "hitRateLift1D": 0.0013927576601671099,
      "portfolioSize": 2,
      "activationRate": 0.3286908077994429,
      "activationCount": 118,
      "baselineHitRates": {
        "1": 0.4986072423398329,
        "5": 0.5211267605633803,
        "10": 0.5057142857142857
      },
      "sampleConfidence": 0.9988700564971752,
      "shadowSharpeLike": -0.4553724537936983,
      "avgForwardReturns": {
        "1": -0.0010717642183992483,
        "5": 0.0030031812582241163,
        "10": 0.012147977979065486
      },
      "shadowMaxDrawdown": -0.40911194613659585,
      "shadowTotalReturn": -0.1634441720538884,
      "avgForwardReturn1D": -0.0010717642183992483,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-04-30",
        "2025-05-02",
        "2025-05-05",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 117,
        "10": 117
      },
      "baselineAvgForwardReturns": {
        "1": 0.0007332399014103228,
        "5": 0.004102539752382471,
        "10": 0.009307691529912116
      }
    }
  ],
  "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": 0.40200768040647616,
      "fitnessScore": 0.2626365223801634,
      "lookbackDays": 14,
      "returnLift1D": 0.00007443343094002504,
      "activationRate": 0.37333333333333335,
      "activationCount": 140,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.09288065086231412,
      "avgForwardReturn1D": 0.0010661459542959534
    },
    {
      "comboQuality": 0.42302794899719864,
      "fitnessScore": 0.28172177312117325,
      "lookbackDays": 21,
      "returnLift1D": 0.00031997138740114724,
      "activationRate": 0.4320652173913043,
      "activationCount": 159,
      "sampleConfidence": 0.99958071278826,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.11044775835832787,
      "avgForwardReturn1D": 0.001060696739629898
    },
    {
      "comboQuality": 0.17391571987734025,
      "fitnessScore": 0.007212282417031824,
      "lookbackDays": 30,
      "returnLift1D": -0.0007519366034529723,
      "activationRate": 0.45125348189415043,
      "activationCount": 162,
      "sampleConfidence": 0.9991769547325103,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.07033409561685822,
      "avgForwardReturn1D": -0.000018696702042649466
    },
    {
      "comboQuality": 0.883092296149172,
      "fitnessScore": 0.7948498897217022,
      "lookbackDays": 45,
      "returnLift1D": 0.0017367091338693023,
      "activationRate": 0.40988372093023256,
      "activationCount": 141,
      "sampleConfidence": 0.9952718676122932,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.4692239428100311,
      "avgForwardReturn1D": 0.0031555080500549402
    },
    {
      "comboQuality": 0.1830153951421522,
      "fitnessScore": 0.020869005408396618,
      "lookbackDays": 63,
      "returnLift1D": -0.001643514555489871,
      "activationRate": 0.294478527607362,
      "activationCount": 96,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.022699481008144784,
      "avgForwardReturn1D": 0.00009733155599451458
    }
  ],
  "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": "ba80a71bb2f2d1b14161649918cd32586014707de31f3cf5aa4d852a9fedb14f",
    "size": 13,
    "members": [
      "RCL",
      "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
0.647
Liquidity
0.957
Momentum
0.451
Relative strength
0.382
Trend quality
0.295
Stability
0.483
Aggression
0.485
Downside risk
0.546
Drawdown state
0.637
Quality momentum
0.414
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.536
Benchmark Independence 3m Score
0.377
Beta 1y Profile Score
0.686
Beta 3m Profile Score
0.865
Beta Change Score
0.723
Correlation Change Score
0.579
Current Drawdown Score
0.674
Days Since 52w High Score
0.893
Distance From 52w High Score
0.674
Distance From Sma 20 Score
0.436
Distance From Sma 200 Score
0.497
Distance From Sma 50 Score
0.482
Downside Volatility 1m Score
0.350
Downside Volatility 1y Score
0.480
Downside Volatility 2y Score
0.492
Downside Volatility 3m Score
0.436
Downside Volatility 5y Score
0.543
Downside Volatility 6m Score
0.513
Drawdown Recovery Score
0.755
Excess Return 1m Score
0.349
Excess Return 1y Score
0
Excess Return 3m Score
0.553
Excess Return 6m Score
0.414
Expected Shortfall 95 1y Score
0.452
Log Avg Dollar Volume 20d Score
0.957
Log Market Cap Score
0.647
Drawdown Score 1m
0.483
Drawdown Score 1y
0.502
Drawdown Score 2y
0.562
Drawdown Score 3m
0.653
Drawdown Score 5y
0.324
Drawdown Score 6m
0.480
Momentum Acceleration 1m Vs 3m Score
0.138
Momentum Acceleration 3m Vs 6m Score
0.563
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.175
Relative Strength Slope 3m Score
0.622
Relative Volume 20d Score
0.221
Return 1m Score
0.359
Return 1w Score
0.380
Return 1y Score
0.392
Return 2y Score
0.507
Return 3m Score
0.591
Return 5y Score
0.302
Return 6m Score
0.526
Return Skewness 1y Score
0.697
Sector Excess Return 1y Score
0.258
Sharpe 1m Score
0
Sharpe 1y Score
0.365
Sharpe 2y Score
0.570
Sharpe 3m Score
0.567
Sharpe 5y Score
0.561
Sharpe 6m Score
0.475
Sortino 1m Score
0
Sortino 1y Score
0.350
Sortino 2y Score
0.492
Sortino 3m Score
0.501
Sortino 5y Score
0.482
Sortino 6m Score
0.433
Trend R2 1m Score
0.622
Trend R2 1w Score
0.669
Trend R2 1y Score
0.176
Trend R2 2y Score
0.552
Trend R2 3m Score
0.457
Trend R2 5y Score
0.807
Trend R2 6m Score
0.048
Trend Slope 1m Score
0.127
Trend Slope 1w Score
0.164
Trend Slope 1y Score
0.467
Trend Slope 2y Score
0.571
Trend Slope 3m Score
0.663
Trend Slope 5y Score
0.602
Trend Slope 6m Score
0.471
Volatility 1m Score
0.358
Volatility 1w Score
0.163
Volatility 1y Score
0.560
Volatility 2y Score
0.547
Volatility 3m Score
0.538
Volatility 5y Score
0.579
Volatility 6m Score
0.655
Worst Day 1y Score
0.574
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
741,509,778.067
Best Day 1y
0.186
Beta To Benchmark 1y
1.716
Beta 3m
2.162
Beta Change
0.447
Beta To Sector 1y
1.145
Correlation To Benchmark 1y
0.464
Correlation 3m
0.623
Correlation Change
0.159
Correlation To Sector 1y
0.469
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.536
Benchmark Independence 3m Score
0.377
Beta 1y Profile Score
0.686
Beta 3m Profile Score
0.865
Beta Change Score
0.723
Correlation Change Score
0.579
Current Drawdown Score
0.674
Distance From Sma 20 Score
0.436
Distance From Sma 200 Score
0.497
Current Drawdown
-0.212
Days Since 52w High
225
Distance From 52w High
-0.212
Distance From Sma 20
-0.038
Distance From Sma 200
-0.002
Distance From Sma 50
-0.011
Downside Capture 1y
0.607
Downside Volatility 1m
0.312
Downside Volatility 1w
-
Downside Volatility 1y
0.410
Downside Volatility 2y
0.419
Downside Volatility 3m
0.377
Downside Volatility 5y
0.457
Downside Volatility 6m
0.435
Drawdown Recovery
0.509
Excess Return 1m
-0.091
Excess Return 1y
-0.360
Excess Return 3m
0.032
Excess Return 6m
-0.052
Expected Shortfall 95 1y
-0.055
Market Cap
78,725,953,842.12
Max Drawdown 1m
-0.129
Max Drawdown 1w
-0.036
Max Drawdown 1y
-0.324
Max Drawdown 2y
-0.350
Max Drawdown 3m
-0.139
Max Drawdown 5y
-0.676
Max Drawdown 6m
-0.286
Momentum Acceleration 1m Vs 3m
-0.109
Momentum Acceleration 3m Vs 6m
0.019
Moving Average Alignment
0
Relative Strength Acceleration
-0.005
Relative Strength Slope 3m
0.002
Relative Volume 20d
0.896
Return 1m
-0.084
Return 1w
-0.036
Return 1y
-0.173
Return 2y
0.775
Return 3m
0.072
Return 5y
2.927
Return 6m
0.031
Return Skewness 1y
1.183
Sector Excess Return 1y
-0.145
Sharpe 1m
-3.160
Sharpe 1y
-0.175
Sharpe 2y
0.851
Sharpe 3m
0.837
Sharpe 5y
0.806
Sharpe 6m
0.373
Sortino 1m
-3.227
Sortino 1y
-0.200
Sortino 2y
0.934
Sortino 3m
1.009
Sortino 5y
0.854
Sortino 6m
0.465
Trend R2 1m
0.622
Trend R2 1w
0.669
Trend R2 1y
0.176
Trend R2 2y
0.552
Trend R2 3m
0.457
Trend R2 5y
0.807
Trend R2 6m
0.048
Trend 1m
-0.006
Trend 1w
-0.005
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
0.003
Trend 5y
0.002
Trend 6m
-0.000
Upside Capture 1y
1.148
Value At Risk 95 1y
-0.041
Volatility 1m
0.319
Volatility 1w
0.173
Volatility 1y
0.470
Volatility 2y
0.460
Volatility 3m
0.454
Volatility 5y
0.484
Volatility 6m
0.541
Worst Day 1y
-0.085
Distance From Sma 50 Score
0.482
Downside Volatility 1y Score
0.480
Downside Volatility 3m Score
0.436
Drawdown Recovery Score
0.755
Excess Return 1m Score
0.349
Excess Return 1y Score
0
Excess Return 3m Score
0.553
Excess Return 6m Score
0.414
Expected Shortfall 95 1y Score
0.452
Log Avg Dollar Volume 20d Score
0.957
Log Market Cap Score
0.647
Drawdown Score 1y
0.502
Drawdown Score 5y
0.324
Momentum Acceleration 1m Vs 3m Score
0.138
Momentum Acceleration 3m Vs 6m Score
0.563
Moving Average Alignment Score
0.500
Relative Strength Acceleration Score
0.175
Relative Volume 20d Score
0.221
Return 1m Score
0.359
Return 1y Score
0.392
Return 3m Score
0.591
Return 6m Score
0.526
Return Skewness 1y Score
0.697
Sortino 1y Score
0.350
Sortino 3m Score
0.501
Trend R2 1y Score
0.176
Trend R2 3m Score
0.457
Trend Slope 1y Score
0.467
Trend Slope 3m Score
0.663
Volatility 1y Score
0.560
Volatility 3m Score
0.538