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Built for research, simulation, and strategy exploration on Monstra's dark-first platform.

Vector V2 pipeline

Vectors

Per-ticker stock movement feature vectors computed by the Monstra-Worker pipeline - momentum, trend quality, stability, liquidity, aggression, and quality-momentum composites, read directly from trading."Vector".

Coverage
355 tickers
Showing 251-300 of 355
Page 6 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
APHInformation Technology0.6250.5690.5831.0000.970 strong0.960 strong98%Jul 26, 12:31 AM
APGEHealth Care0.9650.8380.5040.9660.929 strong0.874 strong100%Jul 26, 12:30 AM
APGIndustrials0.4430.4280.6660.712
Ticker detail

SNOW

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

Research Detail

SNOW

Snowflake

Category

Sector: Technology

Industry / Category: Software & Cloud

Market Cap / ETF Type: Large Cap

Type: Stock

Preview Performance

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

Description

Data cloud platform used for analytics, AI workflows, and enterprise data layers.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
1.252
Correlation To Benchmark 1y
0.241
Inverse To Benchmark 1y
0.759
Drawdown Score 1m
0.843
Drawdown Score 3m
0.516
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
0.201
Drawdown Score 1y
0.134
Drawdown Score 2y
0.296
Drawdown Score 5y
0.270
Return 1w
-0.018
Return 1m
0.151
Return 3m
0.704
Return 6m
0.284
Return 1y
0.249
Return 2y
1.042
Return 5y
0.056
Sharpe 1m
4.306
Sharpe 3m
2.774
Sharpe 6m
0.994
Sharpe 1y
0.645
Sharpe 2y
0.871
Sharpe 5y
0.319
Trend 1w
-0.003
Trend 1m
0.007
Trend 3m
0.012
Trend 6m
0.003
Trend 1y
-0.001
Trend 2y
0.001
Trend 5y
-0.000
Volatility 1w
0.219
Volatility 1m
0.410
Volatility 3m
0.896
Volatility 6m
0.794
Volatility 1y
0.660
Volatility 2y
0.613
Volatility 5y
0.618
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
SNOW
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 2:02 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,469
Data Start Date
2020-09-16
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.859
Aptet Fit Raw Score
0.883
Aptet Fit Confidence
0.946
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.823
Force Fit Raw Score
0.848
Force Fit Confidence
0.941
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 2:02 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "SNOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "SNOW",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "SNOW",
    "hitRates": {
      "1": 0.5963855421686747,
      "5": 0.5864197530864198,
      "10": 0.6392405063291139
    },
    "hitRate1D": 0.5963855421686747,
    "comboQuality": 0.9943818814366008,
    "eligibleDays": 330,
    "fitnessScore": 1.4887473870897805,
    "lookbackDays": 30,
    "returnLift1D": 0.002450442476130715,
    "hitRateLift1D": 0.05093099671412926,
    "activationRate": 0.503030303030303,
    "activationCount": 166,
    "baselineHitRates": {
      "1": 0.5454545454545454,
      "5": 0.5306748466257669,
      "10": 0.573208722741433
    },
    "sampleConfidence": 0.9951807228915663,
    "shadowSharpeLike": 1.3827389143182862,
    "avgForwardReturns": {
      "1": 0.004987086291132354,
      "5": 0.024717833234616952,
      "10": 0.04296736548201261
    },
    "shadowMaxDrawdown": -0.2447421152210818,
    "shadowTotalReturn": 1.0094717891845284,
    "avgForwardReturn1D": 0.004987086291132354,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "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",
      "2025-05-08"
    ],
    "horizonObservationCounts": {
      "1": 166,
      "5": 162,
      "10": 158
    },
    "baselineAvgForwardReturns": {
      "1": 0.0025366438150016394,
      "5": 0.013413553422629213,
      "10": 0.027276720751532344
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9943818814366008,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.8593279337588289,
    "bestRawFitnessScore": 1.4887473870897805,
    "upperQuartileComboQuality": 0.9393993913538908
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8587250264600657,
    "rawScore": 0.8825533396676434,
    "confidence": 0.946001420794462,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.6002146559486254,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        14,
        21,
        30,
        45
      ]
    },
    "parameterStability": 0.7740751805507451,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5963855421686747,
        "5": 0.5864197530864198,
        "10": 0.6392405063291139
      },
      "hitRate1D": 0.5963855421686747,
      "comboQuality": 0.9943818814366008,
      "eligibleDays": 330,
      "fitnessScore": 1.4887473870897805,
      "lookbackDays": 30,
      "returnLift1D": 0.002450442476130715,
      "hitRateLift1D": 0.05093099671412926,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9951807228915663,
      "shadowSharpeLike": 1.3827389143182862,
      "avgForwardReturns": {
        "1": 0.004987086291132354,
        "5": 0.024717833234616952,
        "10": 0.04296736548201261
      },
      "shadowMaxDrawdown": -0.2447421152210818,
      "shadowTotalReturn": 1.0094717891845284,
      "avgForwardReturn1D": 0.004987086291132354,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 162,
        "10": 158
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 3,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5923566878980892,
        "5": 0.5816993464052288,
        "10": 0.6308724832214765
      },
      "hitRate1D": 0.5923566878980892,
      "comboQuality": 0.9813500049808513,
      "eligibleDays": 330,
      "fitnessScore": 1.2218783261732702,
      "lookbackDays": 30,
      "returnLift1D": 0.0020154010370449682,
      "hitRateLift1D": 0.04690214244354374,
      "activationRate": 0.47575757575757577,
      "activationCount": 157,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9949044585987261,
      "shadowSharpeLike": 1.2017417507390482,
      "avgForwardReturns": {
        "1": 0.004552044852046608,
        "5": 0.024395136402838337,
        "10": 0.037866956041195866
      },
      "shadowMaxDrawdown": -0.26418923656144155,
      "shadowTotalReturn": 0.7976656261791157,
      "avgForwardReturn1D": 0.004552044852046608,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 153,
        "10": 149
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5892857142857143,
        "5": 0.5792682926829268,
        "10": 0.6375
      },
      "hitRate1D": 0.5892857142857143,
      "comboQuality": 0.9800487127576916,
      "eligibleDays": 330,
      "fitnessScore": 1.206747894782244,
      "lookbackDays": 30,
      "returnLift1D": 0.0016944074070816607,
      "hitRateLift1D": 0.04383116883116889,
      "activationRate": 0.509090909090909,
      "activationCount": 168,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.5306748466257669,
        "10": 0.573208722741433
      },
      "sampleConfidence": 0.9952380952380953,
      "shadowSharpeLike": 1.164802278393583,
      "avgForwardReturns": {
        "1": 0.0042310512220833,
        "5": 0.023695701917427495,
        "10": 0.04168994464252761
      },
      "shadowMaxDrawdown": -0.26559742035103295,
      "shadowTotalReturn": 0.7781083356795677,
      "avgForwardReturn1D": 0.0042310512220833,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-05-08"
      ],
      "horizonObservationCounts": {
        "1": 168,
        "5": 164,
        "10": 160
      },
      "baselineAvgForwardReturns": {
        "1": 0.0025366438150016394,
        "5": 0.013413553422629213,
        "10": 0.027276720751532344
      }
    },
    {
      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5602409638554217,
        "5": 0.5341614906832298,
        "10": 0.5732484076433121
      },
      "hitRate1D": 0.5602409638554217,
      "comboQuality": 0.9605894628973254,
      "eligibleDays": 352,
      "fitnessScore": 1.052573058038535,
      "lookbackDays": 14,
      "returnLift1D": 0.0020143509784364606,
      "hitRateLift1D": 0.016081419695877508,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5273775216138329,
        "10": 0.5481049562682215
      },
      "sampleConfidence": 0.9943775100401607,
      "shadowSharpeLike": 1.022658923608208,
      "avgForwardReturns": {
        "1": 0.0042409279866535525,
        "5": 0.02080757287931294,
        "10": 0.03809973019682701
      },
      "shadowMaxDrawdown": -0.31525839679386636,
      "shadowTotalReturn": 0.7125937142243153,
      "avgForwardReturn1D": 0.0042409279866535525,
      "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",
        "2025-04-21",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 166,
        "5": 161,
        "10": 157
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.5421686746987951,
        "10": 0.5802469135802469
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9546820669174898,
      "eligibleDays": 352,
      "fitnessScore": 1.0204886194362917,
      "lookbackDays": 14,
      "returnLift1D": 0.0018289780804119824,
      "hitRateLift1D": 0.01139601139601143,
      "activationRate": 0.48579545454545453,
      "activationCount": 171,
      "baselineHitRates": {
        "1": 0.5441595441595442,
        "5": 0.5273775216138329,
        "10": 0.5481049562682215
      },
      "sampleConfidence": 0.9945419103313841,
      "shadowSharpeLike": 1.002602349470765,
      "avgForwardReturns": {
        "1": 0.004055555088629074,
        "5": 0.020312686757192375,
        "10": 0.038332296223542756
      },
      "shadowMaxDrawdown": -0.3362027537528871,
      "shadowTotalReturn": 0.6933210209014924,
      "avgForwardReturn1D": 0.004055555088629074,
      "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",
        "2025-03-31",
        "2025-04-21"
      ],
      "horizonObservationCounts": {
        "1": 171,
        "5": 166,
        "10": 162
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5648854961832062,
        "5": 0.5590551181102362,
        "10": 0.6639344262295082
      },
      "hitRate1D": 0.5648854961832062,
      "comboQuality": 0.9343051661660245,
      "eligibleDays": 339,
      "fitnessScore": 0.9340522216099377,
      "lookbackDays": 21,
      "returnLift1D": 0.002094048230218174,
      "hitRateLift1D": 0.022112634826274014,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "baselineHitRates": {
        "1": 0.5427728613569321,
        "5": 0.5223880597014925,
        "10": 0.5575757575757576
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        "10": 0.5481049562682215
      },
      "sampleConfidence": 0.993285371702638,
      "shadowSharpeLike": 0.388801044853859,
      "avgForwardReturns": {
        "1": 0.0018091229067453063,
        "5": 0.019363534734282675,
        "10": 0.02670273503195655
      },
      "shadowMaxDrawdown": -0.451159240285239,
      "shadowTotalReturn": 0.12426288623779014,
      "avgForwardReturn1D": 0.0018091229067453063,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-10",
        "2025-02-11",
        "2025-02-12",
        "2025-02-13",
        "2025-02-14",
        "2025-03-28",
        "2025-04-24",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
      ],
      "horizonObservationCounts": {
        "1": 139,
        "5": 134,
        "10": 130
      },
      "baselineAvgForwardReturns": {
        "1": 0.002226577008217092,
        "5": 0.011859044306890236,
        "10": 0.022080854230811665
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5364238410596026,
        "5": 0.4897959183673469,
        "10": 0.528169014084507
      },
      "hitRate1D": 0.5364238410596026,
      "comboQuality": 0.3435874611230294,
      "eligibleDays": 297,
      "fitnessScore": 0.20758349175715735,
      "lookbackDays": 63,
      "returnLift1D": -0.0013648589009618785,
      "hitRateLift1D": 0.011171315807077309,
      "activationRate": 0.5084175084175084,
      "activationCount": 151,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5051194539249146,
        "10": 0.5347222222222222
      },
      "sampleConfidence": 0.9942604856512142,
      "shadowSharpeLike": 0.20865235334104915,
      "avgForwardReturns": {
        "1": 0.0006117508248248809,
        "5": 0.009150970528944476,
        "10": 0.009933921733916138
      },
      "shadowMaxDrawdown": -0.312799610075999,
      "shadowTotalReturn": 0.016576347575622652,
      "avgForwardReturn1D": 0.0006117508248248809,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 151,
        "5": 147,
        "10": 142
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019766097257867595,
        "5": 0.01023112898766483,
        "10": 0.01881129931968719
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    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5645161290322581,
        "5": 0.5,
        "10": 0.5130434782608696
      },
      "hitRate1D": 0.5645161290322581,
      "comboQuality": 0.3244765222718313,
      "eligibleDays": 297,
      "fitnessScore": 0.18867955944051618,
      "lookbackDays": 63,
      "returnLift1D": -0.0016282147017528444,
      "hitRateLift1D": 0.039263603779732814,
      "activationRate": 0.4175084175084175,
      "activationCount": 124,
      "baselineHitRates": {
        "1": 0.5252525252525253,
        "5": 0.5051194539249146,
        "10": 0.5347222222222222
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      "sampleConfidence": 0.9930107526881721,
      "shadowSharpeLike": 0.106328729163093,
      "avgForwardReturns": {
        "1": 0.0003483950240339151,
        "5": -0.0019059881328030918,
        "10": -0.0031884258174343233
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      "shadowMaxDrawdown": -0.23947838231856922,
      "shadowTotalReturn": -0.012296861365050926,
      "avgForwardReturn1D": 0.0003483950240339151,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 124,
        "5": 120,
        "10": 115
      },
      "baselineAvgForwardReturns": {
        "1": 0.0019766097257867595,
        "5": 0.01023112898766483,
        "10": 0.01881129931968719
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  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 4,
      "comboQuality": 0.9605894628973254,
      "fitnessScore": 1.052573058038535,
      "lookbackDays": 14,
      "returnLift1D": 0.0020143509784364606,
      "activationRate": 0.4715909090909091,
      "activationCount": 166,
      "sampleConfidence": 0.9943775100401607,
      "shadowTotalReturn": 0.7125937142243153,
      "avgForwardReturn1D": 0.0042409279866535525
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9343051661660245,
      "fitnessScore": 0.9340522216099377,
      "lookbackDays": 21,
      "returnLift1D": 0.002094048230218174,
      "activationRate": 0.3864306784660767,
      "activationCount": 131,
      "sampleConfidence": 0.9933842239185751,
      "shadowTotalReturn": 0.5862910638328303,
      "avgForwardReturn1D": 0.004405456675492056
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9943818814366008,
      "fitnessScore": 1.4887473870897805,
      "lookbackDays": 30,
      "returnLift1D": 0.002450442476130715,
      "activationRate": 0.503030303030303,
      "activationCount": 166,
      "sampleConfidence": 0.9951807228915663,
      "shadowTotalReturn": 1.0094717891845284,
      "avgForwardReturn1D": 0.004987086291132354
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.9337253021844043,
      "fitnessScore": 0.9319823005367311,
      "lookbackDays": 45,
      "returnLift1D": 0.0009739305261165744,
      "activationRate": 0.4857142857142857,
      "activationCount": 153,
      "sampleConfidence": 0.9943355119825709,
      "shadowTotalReturn": 0.5571287041806094,
      "avgForwardReturn1D": 0.003704239407778775
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.4851953089997488,
      "fitnessScore": 0.33696806259514306,
      "lookbackDays": 63,
      "returnLift1D": -0.0007816132935753548,
      "activationRate": 0.47474747474747475,
      "activationCount": 141,
      "sampleConfidence": 0.9938534278959812,
      "shadowTotalReturn": 0.10098075438076504,
      "avgForwardReturn1D": 0.0011949964322114047
    }
  ],
  "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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
    "size": 13,
    "members": [
      "SMH",
      "SNOW",
      "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",
      "SNOW"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "SNOW",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "SNOW",
    "hitRates": {
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      "5": 0.5568862275449101,
      "10": 0.6073619631901841
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    "hitRate1D": 0.5730994152046783,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.981218356812312,
    "eligibleDays": 359,
    "fitnessScore": 1.2203013119036605,
    "lookbackDays": 30,
    "returnLift1D": 0.0025734333293724954,
    "hitRateLift1D": 0.03828047370050003,
    "portfolioSize": 4,
    "activationRate": 0.4763231197771588,
    "activationCount": 171,
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      "5": 0.5126760563380282,
      "10": 0.5371428571428571
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    "sampleConfidence": 0.9953216374269006,
    "shadowSharpeLike": 1.1543867713500013,
    "avgForwardReturns": {
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      "5": 0.020136367898681735,
      "10": 0.03658657510595039
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    "shadowMaxDrawdown": -0.24484728105106401,
    "shadowTotalReturn": 0.813589532951839,
    "avgForwardReturn1D": 0.004261266913884936,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-02-18",
      "2025-02-19",
      "2025-02-20",
      "2025-02-21",
      "2025-02-24",
      "2025-02-28",
      "2025-03-03",
      "2025-04-25",
      "2025-04-28",
      "2025-04-29"
    ],
    "horizonObservationCounts": {
      "1": 171,
      "5": 167,
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    "baselineAvgForwardReturns": {
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      "5": 0.008968004408896335,
      "10": 0.018991252095327604
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.981218356812312,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.791433779609553,
    "bestRawFitnessScore": 1.2203013119036605,
    "upperQuartileComboQuality": 0.9369081433529213
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.8228852884454819,
    "rawScore": 0.8480247234007245,
    "confidence": 0.9407106084020068,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.5503093426712536,
    "recommendedRegion": {
      "lookbackDays": [
        14,
        21,
        30
      ],
      "portfolioSizes": [
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        3,
        4,
        5
      ]
    },
    "parameterStability": 0.7502071109841311,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "SNOW",
      "hitRates": {
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        "5": 0.5568862275449101,
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      "hitRate1D": 0.5730994152046783,
      "rankWeights": [
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      "comboQuality": 0.981218356812312,
      "eligibleDays": 359,
      "fitnessScore": 1.2203013119036605,
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      "returnLift1D": 0.0025734333293724954,
      "hitRateLift1D": 0.03828047370050003,
      "portfolioSize": 4,
      "activationRate": 0.4763231197771588,
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      "riskOffActivations": 0,
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        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-28",
        "2025-03-03",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29"
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      "horizonObservationCounts": {
        "1": 171,
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      "baselineAvgForwardReturns": {
        "1": 0.001687833584512441,
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    },
    {
      "topN": 5,
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      "comboQuality": 0.981218356812312,
      "eligibleDays": 359,
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      "returnLift1D": 0.0025734333293724954,
      "hitRateLift1D": 0.03828047370050003,
      "portfolioSize": 5,
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      "sampleConfidence": 0.9953216374269006,
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      "shadowMaxDrawdown": -0.24484728105106401,
      "shadowTotalReturn": 0.813589532951839,
      "avgForwardReturn1D": 0.004261266913884936,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-02-18",
        "2025-02-19",
        "2025-02-20",
        "2025-02-21",
        "2025-02-24",
        "2025-02-28",
        "2025-03-03",
        "2025-04-25",
        "2025-04-28",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9610649778656855,
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      "horizonObservationCounts": {
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      "comboQuality": 0.9610649778656855,
      "eligibleDays": 375,
      "fitnessScore": 1.0553525300813942,
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      "returnLift1D": 0.0022515050150021766,
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      "activationCount": 178,
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      "sampleConfidence": 0.9951310861423222,
      "shadowSharpeLike": 1.0077995514917648,
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        "2025-01-30",
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        "2025-02-05",
        "2025-02-06"
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      "horizonObservationCounts": {
        "1": 178,
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      "baselineAvgForwardReturns": {
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    },
    {
      "topN": 3,
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      "hitRates": {
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      "comboQuality": 0.9475442497282223,
      "eligibleDays": 359,
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        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 0.39647803404224824,
      "avgForwardReturns": {
        "1": 0.0012005520860067073,
        "5": 0.011070228626669797,
        "10": 0.013002592437287002
      },
      "shadowMaxDrawdown": -0.2542307878277311,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 5,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5357142857142857,
        "5": 0.49264705882352944,
        "10": 0.5343511450381679
      },
      "hitRate1D": 0.5357142857142857,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.4368717484326184,
      "eligibleDays": 326,
      "fitnessScore": 0.2941490988894601,
      "lookbackDays": 63,
      "returnLift1D": -0.001484273975724892,
      "hitRateLift1D": -0.004163014899211226,
      "portfolioSize": 5,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9938095238095239,
      "shadowSharpeLike": 0.39647803404224824,
      "avgForwardReturns": {
        "1": 0.0012005520860067073,
        "5": 0.011070228626669797,
        "10": 0.013002592437287002
      },
      "shadowMaxDrawdown": -0.2542307878277311,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 140,
        "5": 136,
        "10": 131
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.52,
        "5": 0.5342465753424658,
        "10": 0.5602836879432624
      },
      "hitRate1D": 0.52,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.3791137936751744,
      "eligibleDays": 375,
      "fitnessScore": 0.241471488627829,
      "lookbackDays": 14,
      "returnLift1D": 0.000022368996580544908,
      "hitRateLift1D": -0.013333333333333308,
      "portfolioSize": 2,
      "activationRate": 0.4,
      "activationCount": 150,
      "baselineHitRates": {
        "1": 0.5333333333333333,
        "5": 0.522911051212938,
        "10": 0.5327868852459017
      },
      "sampleConfidence": 0.9942222222222222,
      "shadowSharpeLike": 0.4090429722333286,
      "avgForwardReturns": {
        "1": 0.0018379992434186118,
        "5": 0.01785143505682834,
        "10": 0.02549085367364635
      },
      "shadowMaxDrawdown": -0.4504536961460448,
      "shadowTotalReturn": 0.1473426901481545,
      "avgForwardReturn1D": 0.0018379992434186118,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-01-24",
        "2025-01-27",
        "2025-01-28",
        "2025-01-29",
        "2025-01-30",
        "2025-01-31",
        "2025-02-03",
        "2025-02-04",
        "2025-02-05",
        "2025-02-06"
      ],
      "horizonObservationCounts": {
        "1": 150,
        "5": 146,
        "10": 141
      },
      "baselineAvgForwardReturns": {
        "1": 0.0018156302468380668,
        "5": 0.009113081206908869,
        "10": 0.017697115441743544
      }
    },
    {
      "topN": 3,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5454545454545454,
        "5": 0.484375,
        "10": 0.5121951219512195
      },
      "hitRate1D": 0.5454545454545454,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.3443952836104741,
      "eligibleDays": 326,
      "fitnessScore": 0.20837104816209254,
      "lookbackDays": 63,
      "returnLift1D": -0.0018544444204980867,
      "hitRateLift1D": 0.00557724484104849,
      "portfolioSize": 3,
      "activationRate": 0.4049079754601227,
      "activationCount": 132,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9934343434343434,
      "shadowSharpeLike": 0.2690633358831665,
      "avgForwardReturns": {
        "1": 0.0008303816412335128,
        "5": -0.0011352474815971613,
        "10": -0.000020969971624885646
      },
      "shadowMaxDrawdown": -0.29141115616358093,
      "shadowTotalReturn": 0.047634994527722796,
      "avgForwardReturn1D": 0.0008303816412335128,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "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",
        "2025-06-05"
      ],
      "horizonObservationCounts": {
        "1": 132,
        "5": 128,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    },
    {
      "topN": 2,
      "ticker": "SNOW",
      "hitRates": {
        "1": 0.5528455284552846,
        "5": 0.48739495798319327,
        "10": 0.5087719298245614
      },
      "hitRate1D": 0.5528455284552846,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.2927591296045263,
      "eligibleDays": 326,
      "fitnessScore": 0.1559553549547513,
      "lookbackDays": 63,
      "returnLift1D": -0.0022895291692762404,
      "hitRateLift1D": 0.012968227841787638,
      "portfolioSize": 2,
      "activationRate": 0.3773006134969325,
      "activationCount": 123,
      "baselineHitRates": {
        "1": 0.5398773006134969,
        "5": 0.531055900621118,
        "10": 0.5772870662460567
      },
      "sampleConfidence": 0.9929539295392955,
      "shadowSharpeLike": 0.11897544440955651,
      "avgForwardReturns": {
        "1": 0.0003952968924553592,
        "5": -0.0020657198945309707,
        "10": -0.003624384461860877
      },
      "shadowMaxDrawdown": -0.23675731196123306,
      "shadowTotalReturn": -0.005253678150966223,
      "avgForwardReturn1D": 0.0003952968924553592,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03",
        "2025-06-04",
        "2025-06-05",
        "2025-06-06"
      ],
      "horizonObservationCounts": {
        "1": 123,
        "5": 119,
        "10": 114
      },
      "baselineAvgForwardReturns": {
        "1": 0.0026848260617315994,
        "5": 0.014250573675108347,
        "10": 0.02774705074751879
      }
    }
  ],
  "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": 0.9610649778656855,
      "fitnessScore": 1.0553525300813942,
      "lookbackDays": 14,
      "returnLift1D": 0.0022515050150021766,
      "activationRate": 0.4746666666666667,
      "activationCount": 178,
      "sampleConfidence": 0.9951310861423222,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.7400044119782283,
      "avgForwardReturn1D": 0.004067135261840243
    },
    {
      "comboQuality": 0.9333627745611542,
      "fitnessScore": 0.9306967296349695,
      "lookbackDays": 21,
      "returnLift1D": 0.002471502880446957,
      "activationRate": 0.3858695652173913,
      "activationCount": 142,
      "sampleConfidence": 0.9938967136150235,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.6124240912085928,
      "avgForwardReturn1D": 0.004197596383502375
    },
    {
      "comboQuality": 0.981218356812312,
      "fitnessScore": 1.2203013119036605,
      "lookbackDays": 30,
      "returnLift1D": 0.0025734333293724954,
      "activationRate": 0.4763231197771588,
      "activationCount": 171,
      "sampleConfidence": 0.9953216374269006,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.813589532951839,
      "avgForwardReturn1D": 0.004261266913884936
    },
    {
      "comboQuality": 0.6551499702339004,
      "fitnessScore": 0.49118599999310325,
      "lookbackDays": 45,
      "returnLift1D": -0.0003954279948069294,
      "activationRate": 0.3953488372093023,
      "activationCount": 136,
      "sampleConfidence": 0.9936274509803922,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.23696828994101216,
      "avgForwardReturn1D": 0.0020184111733039783
    },
    {
      "comboQuality": 0.4368717484326184,
      "fitnessScore": 0.2941490988894601,
      "lookbackDays": 63,
      "returnLift1D": -0.001484273975724892,
      "activationRate": 0.4294478527607362,
      "activationCount": 140,
      "sampleConfidence": 0.9938095238095239,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.10260545492500595,
      "avgForwardReturn1D": 0.0012005520860067073
    }
  ],
  "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": "d8398882266b066d01f9713982980bd05dd0952f9a3749d2fb0f9fb4ae064d6d",
    "size": 13,
    "members": [
      "SMH",
      "SNOW",
      "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
0.663
Liquidity
1
Momentum
0.759
Relative strength
0.836
Trend quality
0.484
Stability
0.306
Aggression
0.562
Downside risk
0.484
Drawdown state
0.778
Quality momentum
0.655
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.759
Benchmark Independence 3m Score
0.945
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.151
Beta Change Score
0.063
Correlation Change Score
0.407
Current Drawdown Score
0.476
Days Since 52w High Score
0.143
Distance From 52w High Score
0.917
Distance From Sma 20 Score
0.516
Distance From Sma 200 Score
0.943
Distance From Sma 50 Score
0.732
Downside Volatility 1m Score
0.202
Downside Volatility 1y Score
0.654
Downside Volatility 2y Score
0.634
Downside Volatility 3m Score
0.493
Downside Volatility 5y Score
0.714
Downside Volatility 6m Score
0.741
Drawdown Recovery Score
1
Excess Return 1m Score
0.741
Excess Return 1y Score
0.604
Excess Return 3m Score
1
Excess Return 6m Score
0.835
Expected Shortfall 95 1y Score
0.184
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.663
Drawdown Score 1m
0.843
Drawdown Score 1y
0.134
Drawdown Score 2y
0.296
Drawdown Score 3m
0.516
Drawdown Score 5y
0.270
Drawdown Score 6m
0.201
Momentum Acceleration 1m Vs 3m Score
0.220
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.771
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.157
Return 1m Score
0.751
Return 1w Score
0.440
Return 1y Score
0.656
Return 2y Score
0.583
Return 3m Score
1
Return 5y Score
0.081
Return 6m Score
0.737
Return Skewness 1y Score
0.986
Sector Excess Return 1y Score
0.271
Sharpe 1m Score
1
Sharpe 1y Score
0.529
Sharpe 2y Score
0.574
Sharpe 3m Score
0.955
Sharpe 5y Score
0.464
Sharpe 6m Score
0.599
Sortino 1m Score
1
Sortino 1y Score
0.474
Sortino 2y Score
0.502
Sortino 3m Score
1
Sortino 5y Score
0.417
Sortino 6m Score
0.538
Trend R2 1m Score
0.672
Trend R2 1w Score
0.262
Trend R2 1y Score
0.059
Trend R2 2y Score
0.398
Trend R2 3m Score
0.822
Trend R2 5y Score
0.042
Trend R2 6m Score
0.304
Trend Slope 1m Score
0.962
Trend Slope 1w Score
0.298
Trend Slope 1y Score
0.459
Trend Slope 2y Score
0.569
Trend Slope 3m Score
1
Trend Slope 5y Score
0.490
Trend Slope 6m Score
0.710
Volatility 1m Score
0.480
Volatility 1w Score
0.225
Volatility 1y Score
0.814
Volatility 2y Score
0.750
Volatility 3m Score
1
Volatility 5y Score
0.758
Volatility 6m Score
0.992
Worst Day 1y Score
0.408
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
1,484,294,441.199
Best Day 1y
0.365
Beta To Benchmark 1y
1.252
Beta 3m
0.378
Beta Change
-0.874
Beta To Sector 1y
0.761
Correlation To Benchmark 1y
0.241
Correlation 3m
0.055
Correlation Change
-0.186
Correlation To Sector 1y
0.285
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.759
Benchmark Independence 3m Score
0.945
Beta 1y Profile Score
0.501
Beta 3m Profile Score
0.151
Beta Change Score
0.063
Correlation Change Score
0.407
Current Drawdown Score
0.476
Distance From Sma 20 Score
0.516
Distance From Sma 200 Score
0.943
Current Drawdown
-0.340
Days Since 52w High
36
Distance From 52w High
-0.054
Distance From Sma 20
0.009
Distance From Sma 200
0.266
Distance From Sma 50
0.139
Downside Capture 1y
0.646
Downside Volatility 1m
0.201
Downside Volatility 1w
-
Downside Volatility 1y
0.540
Downside Volatility 2y
0.525
Downside Volatility 3m
0.420
Downside Volatility 5y
0.586
Downside Volatility 6m
0.606
Drawdown Recovery
1
Excess Return 1m
0.144
Excess Return 1y
0.062
Excess Return 3m
0.664
Excess Return 6m
0.201
Expected Shortfall 95 1y
-0.082
Market Cap
92,909,596,000
Max Drawdown 1m
-0.039
Max Drawdown 1w
-0.034
Max Drawdown 1y
-0.563
Max Drawdown 2y
-0.563
Max Drawdown 3m
-0.193
Max Drawdown 5y
-0.730
Max Drawdown 6m
-0.439
Momentum Acceleration 1m Vs 3m
-0.084
Momentum Acceleration 3m Vs 6m
0.187
Moving Average Alignment
0.500
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
0.012
Relative Volume 20d
0.725
Return 1m
0.151
Return 1w
-0.018
Return 1y
0.249
Return 2y
1.042
Return 3m
0.704
Return 5y
0.056
Return 6m
0.284
Return Skewness 1y
2.919
Sector Excess Return 1y
-0.137
Sharpe 1m
4.306
Sharpe 1y
0.645
Sharpe 2y
0.871
Sharpe 3m
2.774
Sharpe 5y
0.319
Sharpe 6m
0.994
Sortino 1m
8.773
Sortino 1y
0.788
Sortino 2y
1.016
Sortino 3m
5.920
Sortino 5y
0.337
Sortino 6m
1.302
Trend R2 1m
0.672
Trend R2 1w
0.262
Trend R2 1y
0.059
Trend R2 2y
0.398
Trend R2 3m
0.822
Trend R2 5y
0.042
Trend R2 6m
0.304
Trend 1m
0.007
Trend 1w
-0.003
Trend 1y
-0.001
Trend 2y
0.001
Trend 3m
0.012
Trend 5y
-0.000
Trend 6m
0.003
Upside Capture 1y
1.628
Value At Risk 95 1y
-0.055
Volatility 1m
0.410
Volatility 1w
0.219
Volatility 1y
0.660
Volatility 2y
0.613
Volatility 3m
0.896
Volatility 5y
0.618
Volatility 6m
0.794
Worst Day 1y
-0.118
Distance From Sma 50 Score
0.732
Downside Volatility 1y Score
0.654
Downside Volatility 3m Score
0.493
Drawdown Recovery Score
1
Excess Return 1m Score
0.741
Excess Return 1y Score
0.604
Excess Return 3m Score
1
Excess Return 6m Score
0.835
Expected Shortfall 95 1y Score
0.184
Log Avg Dollar Volume 20d Score
1
Log Market Cap Score
0.663
Drawdown Score 1y
0.134
Drawdown Score 5y
0.270
Momentum Acceleration 1m Vs 3m Score
0.220
Momentum Acceleration 3m Vs 6m Score
1
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0.771
Relative Volume 20d Score
0.157
Return 1m Score
0.751
Return 1y Score
0.656
Return 3m Score
1
Return 6m Score
0.737
Return Skewness 1y Score
0.986
Sortino 1y Score
0.474
Sortino 3m Score
1
Trend R2 1y Score
0.059
Trend R2 3m Score
0.822
Trend Slope 1y Score
0.459
Trend Slope 3m Score
1
Volatility 1y Score
0.814
Volatility 3m Score
1