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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 301-350 of 355
Page 7 of 8
TickerSectorMomentumQualityStabilityLiquidityAptet FitForce FitCoverageUpdated
ALHCHealth Care0.5410.4180.4000.6960.650 moderate0.553 moderate100%Jul 26, 12:09 AM
ALGTIndustrials0.8680.6820.3380.6260.375 weak0.368 weak100%Jul 26, 12:09 AM
ALGNHealth Care0.5080.3980.3220.767
Ticker detail

AFG

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

Research Detail

AFG

AFG

Category

Sector: Details unavailable

Industry / Category: Details unavailable

Market Cap / ETF Type: Details unavailable

Type: Stock

Preview Performance

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

Description

Description unavailable.

Mapped readout
Common labels resolved to the real Vector V2 storage keys.
36 fields
Beta To Benchmark 1y
0.079
Correlation To Benchmark 1y
0.052
Inverse To Benchmark 1y
0.948
Drawdown Score 1m
0.932
Drawdown Score 3m
0.837
0.099 poor
0.090 poor
100%
Jul 26, 12:08 AM
ALGMInformation Technology0.8230.7290.4150.7920.912 strong0.839 strong100%Jul 26, 12:08 AM
ALGIndustrials0.4950.4260.5640.5050.466 weak0.384 weak100%Jul 26, 12:07 AM
ALCHealth Care0.4350.4190.5790.7070.112 poor0.160 poor100%Jul 26, 12:07 AM
ALBMaterials0.1910.3100.3270.8270.164 poor0.979 strong100%Jul 26, 12:06 AM
ALABInformation Technology0.8200.7380.2511.0000.998 strong0.998 strong100%Jul 26, 12:06 AM
AKAMInformation Technology0.5720.5620.5000.8850.140 poor0.220 poor100%Jul 26, 12:05 AM
AJGFinancials0.6300.5350.5930.8680.159 poor0.390 weak100%Jul 26, 12:05 AM
AIZFinancials0.7080.7240.7420.6750.528 moderate0.527 moderate100%Jul 26, 12:05 AM
AITIndustrials0.6060.6630.7050.6770.361 weak0.373 weak100%Jul 26, 12:04 AM
AIRIndustrials0.7320.6850.6440.6160.718 good0.583 moderate100%Jul 26, 12:04 AM
AIPInformation Technology0.7410.7220.3370.5600.978 strong0.979 strong100%Jul 26, 12:03 AM
AINConsumer Discretionary0.6520.6180.4340.4260.563 moderate0.555 moderate100%Jul 26, 12:03 AM
AIGFinancials0.5350.4610.6470.8390.160 poor0.188 poor100%Jul 26, 12:02 AM
AHCOHealth Care0.4780.4020.3980.4040.082 poor0.031 poor100%Jul 26, 12:02 AM
AGYSInformation Technology0.7410.6100.4130.5280.877 strong0.911 strong100%Jul 26, 12:01 AM
AGXIndustrials0.6200.6300.4340.7990.966 strong0.972 strong100%Jul 26, 12:01 AM
AGOFinancials0.5620.4540.6480.5010.175 poor0.181 poor100%Jul 26, 12:00 AM
AGLHealth Care0.7910.6780.1070.5190.989 strong0.988 strong100%Jul 26, 12:00 AM
AGIOHealth Care0.8290.6270.2690.5640.033 poor0.024 poor100%Jul 25, 11:59 PM
AGIMaterials0.2360.2940.3870.7520.616 moderate0.736 good100%Jul 25, 11:59 PM
AGMaterials0.5060.4370.2930.7710.983 strong0.982 strong100%Jul 25, 11:59 PM
AFRMFinancials0.8150.6160.2530.8470.700 good0.467 weak100%Jul 25, 11:58 PM
AFLFinancials0.5900.6510.7880.7950.163 poor0.087 poor100%Jul 25, 11:58 PM
AFGFinancials0.6030.5780.7090.6410.238 poor0.240 poor100%Jul 25, 11:58 PM
AEVAInformation Technology0.6170.5100.1040.5790.968 strong0.982 strong100%Jul 25, 11:58 PM
AESUtilities0.5310.5530.5430.7010.090 poor0.138 poor100%Jul 25, 11:57 PM
AEPUtilities0.5430.5380.7880.9380.161 poor0.338 poor100%Jul 25, 11:57 PM
AEMMaterials0.3360.3660.4480.8960.777 good0.904 strong100%Jul 25, 11:57 PM
AEHRInformation Technology0.4450.4870.2910.7280.996 strong0.998 strong100%Jul 25, 11:57 PM
AEGFinancials0.6470.6470.6870.5460.420 weak0.384 weak100%Jul 25, 11:56 PM
ADUSHealth Care0.6720.5430.6200.4820.358 weak0.363 weak100%Jul 25, 11:56 PM
ADSKInformation Technology0.3650.3750.5450.9440.159 poor0.145 poor100%Jul 25, 11:56 PM
ADPInformation Technology0.6330.5720.6270.9330.161 poor0.156 poor100%Jul 25, 11:56 PM
ADMAHealth Care0.4900.4290.3030.5000.131 poor0.218 poor100%Jul 25, 11:56 PM
ADMConsumer Staples0.7330.7450.7440.8040.536 moderate0.609 moderate100%Jul 25, 11:55 PM
ADIInformation Technology0.4970.5420.6591.0000.159 poor0.775 good100%Jul 25, 11:55 PM
ADBEInformation Technology0.3780.3770.4761.0000.141 poor0.127 poor100%Jul 25, 11:55 PM
ADCommunication Services0.3620.3580.6260.4120.243 poor0.238 poor100%Jul 25, 11:55 PM
ACVAConsumer Discretionary0.6760.5390.2200.4440.501 moderate0.495 weak100%Jul 25, 11:54 PM
ACTFinancials0.5990.6030.7660.3840.462 weak0.449 weak100%Jul 25, 11:54 PM
ACMRInformation Technology0.8480.7830.3290.7650.993 strong0.984 strong100%Jul 25, 11:54 PM
ACIConsumer Staples0.3780.3970.5650.6980.118 poor0.145 poor100%Jul 25, 11:54 PM
ACHCHealth Care0.7350.5940.2220.6640.654 good0.612 moderate100%Jul 25, 11:54 PM
ACGLFinancials0.6160.5020.7050.7680.137 poor0.141 poor100%Jul 25, 11:53 PM
ABTHealth Care0.6100.5440.6331.0000.164 poor0.217 poor100%Jul 25, 11:53 PM
ABNBConsumer Discretionary0.4910.4710.5640.9010.160 poor0.157 poor100%Jul 25, 11:53 PM
ABMIndustrials0.5540.5080.6200.4940.204 poor0.165 poor100%Jul 25, 11:53 PM
PreviousPage 7 of 8Next
Drawdown Score 6m
0.860
Drawdown Score 1y
0.797
Drawdown Score 2y
0.752
Drawdown Score 5y
0.762
Return 1w
-0.010
Return 1m
0.077
Return 3m
0.075
Return 6m
0.088
Return 1y
0.180
Return 2y
0.332
Return 5y
0.713
Sharpe 1m
5.500
Sharpe 3m
1.708
Sharpe 6m
1.021
Sharpe 1y
0.959
Sharpe 2y
0.762
Sharpe 5y
0.586
Trend 1w
-0.002
Trend 1m
0.004
Trend 3m
0.001
Trend 6m
0.001
Trend 1y
0.000
Trend 2y
0.000
Trend 5y
0.000
Volatility 1w
0.129
Volatility 1m
0.164
Volatility 3m
0.178
Volatility 6m
0.182
Volatility 1y
0.191
Volatility 2y
0.220
Volatility 5y
0.228
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
AFG
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 25, 11:58 PM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Financials
Sector Benchmark Ticker
XLF
Feature Coverage Ratio
100%
History Coverage Days
1,506
Data Start Date
2020-07-13
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.238
Aptet Fit Raw Score
0.254
Aptet Fit Confidence
0.879
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.240
Force Fit Raw Score
0.256
Force Fit Confidence
0.877
Force Fit Label
poor
Force Fitness Error
-
Stock Fitness Updated At
Jul 25, 11:58 PM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AFG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AFG",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 5,
    "ticker": "AFG",
    "hitRates": {
      "1": 0.5095541401273885,
      "5": 0.5714285714285714,
      "10": 0.5
    },
    "hitRate1D": 0.5095541401273885,
    "comboQuality": 0.29990039334827473,
    "eligibleDays": 352,
    "fitnessScore": 0.16349011098731478,
    "lookbackDays": 14,
    "returnLift1D": -0.0004408255325982059,
    "hitRateLift1D": -0.019017288444040048,
    "activationRate": 0.44886363636363635,
    "activationCount": 158,
    "baselineHitRates": {
      "1": 0.5285714285714286,
      "5": 0.5867052023121387,
      "10": 0.5877192982456141
    },
    "sampleConfidence": 0.9945147679324895,
    "shadowSharpeLike": -0.044284605481239164,
    "avgForwardReturns": {
      "1": 0.00010391103519383763,
      "5": -0.0005543816712360241,
      "10": -0.0023804309125874034
    },
    "shadowMaxDrawdown": -0.1385718623458575,
    "shadowTotalReturn": -0.020252664787374974,
    "avgForwardReturn1D": 0.00010391103519383763,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-10",
      "2025-03-11",
      "2025-03-12",
      "2025-03-13",
      "2025-03-14",
      "2025-03-17",
      "2025-03-18",
      "2025-03-19",
      "2025-03-20",
      "2025-03-21"
    ],
    "horizonObservationCounts": {
      "1": 157,
      "5": 154,
      "10": 150
    },
    "baselineAvgForwardReturns": {
      "1": 0.0005447365677920435,
      "5": 0.0028551438244465654,
      "10": 0.005763952323161936
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.29990039334827473,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.14845819072102456,
    "bestRawFitnessScore": 0.16349011098731478,
    "upperQuartileComboQuality": 0.20247818945535778
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23829137671266495,
    "rawScore": 0.25359245919045176,
    "confidence": 0.8793254142758603,
    "bestProfile": {
      "topN": 5,
      "lookbackDays": 14
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        5
      ],
      "lookbackDays": [
        14
      ]
    },
    "parameterStability": 0.4930228826798062,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 5,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.5095541401273885,
        "5": 0.5714285714285714,
        "10": 0.5
      },
      "hitRate1D": 0.5095541401273885,
      "comboQuality": 0.29990039334827473,
      "eligibleDays": 352,
      "fitnessScore": 0.16349011098731478,
      "lookbackDays": 14,
      "returnLift1D": -0.0004408255325982059,
      "hitRateLift1D": -0.019017288444040048,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5867052023121387,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9945147679324895,
      "shadowSharpeLike": -0.044284605481239164,
      "avgForwardReturns": {
        "1": 0.00010391103519383763,
        "5": -0.0005543816712360241,
        "10": -0.0023804309125874034
      },
      "shadowMaxDrawdown": -0.1385718623458575,
      "shadowTotalReturn": -0.020252664787374974,
      "avgForwardReturn1D": 0.00010391103519383763,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21"
      ],
      "horizonObservationCounts": {
        "1": 157,
        "5": 154,
        "10": 150
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005447365677920435,
        "5": 0.0028551438244465654,
        "10": 0.005763952323161936
      }
    },
    {
      "topN": 5,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.5384615384615384,
        "5": 0.5789473684210527,
        "10": 0.5045871559633027
      },
      "hitRate1D": 0.5384615384615384,
      "comboQuality": 0.2775353267193854,
      "eligibleDays": 315,
      "fitnessScore": 0.1395215350778948,
      "lookbackDays": 45,
      "returnLift1D": -0.0006255312339474211,
      "hitRateLift1D": 0.003429691327780482,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "baselineHitRates": {
        "1": 0.535031847133758,
        "5": 0.5774193548387097,
        "10": 0.5934426229508196
      },
      "sampleConfidence": 0.9937321937321938,
      "shadowSharpeLike": -0.1872518913929061,
      "avgForwardReturns": {
        "1": -0.00008872847295421134,
        "5": -0.0018718325136692048,
        "10": -0.006957330648009534
      },
      "shadowMaxDrawdown": -0.12576078199002116,
      "shadowTotalReturn": -0.03694645078877512,
      "avgForwardReturn1D": -0.00008872847295421134,
      "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": 117,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005368027609932098,
        "5": 0.0028451569363243,
        "10": 0.005658053720737639
      }
    },
    {
      "topN": 4,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.5039370078740157,
        "5": 0.544,
        "10": 0.4715447154471545
      },
      "hitRate1D": 0.5039370078740157,
      "comboQuality": 0.2770220343198695,
      "eligibleDays": 352,
      "fitnessScore": 0.1389580268465997,
      "lookbackDays": 14,
      "returnLift1D": -0.0003225184748034541,
      "hitRateLift1D": -0.02463442069741284,
      "activationRate": 0.36363636363636365,
      "activationCount": 128,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5867052023121387,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9953125,
      "shadowSharpeLike": -0.007991071189026843,
      "avgForwardReturns": {
        "1": 0.00022221809298858945,
        "5": -0.0024226337290239367,
        "10": -0.0061232939343308064
      },
      "shadowMaxDrawdown": -0.10689161171151107,
      "shadowTotalReturn": -0.010414466694306679,
      "avgForwardReturn1D": 0.00022221809298858945,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 125,
        "10": 123
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005447365677920435,
        "5": 0.0028551438244465654,
        "10": 0.005763952323161936
      }
    },
    {
      "topN": 5,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.5274725274725275,
        "5": 0.6091954022988506,
        "10": 0.5
      },
      "hitRate1D": 0.5274725274725275,
      "comboQuality": 0.2423396216644607,
      "eligibleDays": 297,
      "fitnessScore": 0.09922307845687263,
      "lookbackDays": 63,
      "returnLift1D": -0.000822018171198812,
      "hitRateLift1D": -0.006311256311256286,
      "activationRate": 0.30976430976430974,
      "activationCount": 92,
      "baselineHitRates": {
        "1": 0.5337837837837838,
        "5": 0.5821917808219178,
        "10": 0.6202090592334495
      },
      "sampleConfidence": 0.9884057971014494,
      "shadowSharpeLike": -0.2366070573851747,
      "avgForwardReturns": {
        "1": -0.0001868804167150914,
        "5": -0.0019304056360437659,
        "10": -0.00735320989200346
      },
      "shadowMaxDrawdown": -0.10623756733137668,
      "shadowTotalReturn": -0.03270532146254557,
      "avgForwardReturn1D": -0.0001868804167150914,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-08-14",
        "2025-08-15",
        "2025-08-20"
      ],
      "horizonObservationCounts": {
        "1": 91,
        "5": 87,
        "10": 82
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006351377544837205,
        "5": 0.003462922411461756,
        "10": 0.007190991644626285
      }
    },
    {
      "topN": 3,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.57,
        "5": 0.6458333333333334,
        "10": 0.6263736263736264
      },
      "hitRate1D": 0.57,
      "comboQuality": 0.20398356904398654,
      "eligibleDays": 330,
      "fitnessScore": 0.05045231621574425,
      "lookbackDays": 30,
      "returnLift1D": -0.0011786004495096306,
      "hitRateLift1D": 0.03200607902735553,
      "activationRate": 0.30606060606060603,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5379939209726444,
        "5": 0.5815384615384616,
        "10": 0.59375
      },
      "sampleConfidence": 0.9894389438943895,
      "shadowSharpeLike": -0.47460371541666935,
      "avgForwardReturns": {
        "1": -0.0006693269423532844,
        "5": -0.0010416946775088966,
        "10": 0.0016287783421694642
      },
      "shadowMaxDrawdown": -0.17623626379664936,
      "shadowTotalReturn": -0.0863383510698591,
      "avgForwardReturn1D": -0.0006693269423532844,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04",
        "2025-04-07",
        "2025-04-10",
        "2025-04-11",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17"
      ],
      "horizonObservationCounts": {
        "1": 100,
        "5": 96,
        "10": 91
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005092735071563462,
        "5": 0.002736304632382265,
        "10": 0.006227795344511944
      }
    },
    {
      "topN": 3,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.49504950495049505,
        "5": 0.5445544554455446,
        "10": 0.5050505050505051
      },
      "hitRate1D": 0.49504950495049505,
      "comboQuality": 0.20197639625914818,
      "eligibleDays": 352,
      "fitnessScore": 0.047722786242021156,
      "lookbackDays": 14,
      "returnLift1D": -0.0005880242955042296,
      "hitRateLift1D": -0.033521923620933536,
      "activationRate": 0.2869318181818182,
      "activationCount": 101,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5867052023121387,
        "10": 0.5877192982456141
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      "activationRate": 0.21022727272727273,
      "activationCount": 74,
      "baselineHitRates": {
        "1": 0.5285714285714286,
        "5": 0.5867052023121387,
        "10": 0.5877192982456141
      },
      "sampleConfidence": 0.9981981981981982,
      "shadowSharpeLike": -0.7413142982457989,
      "avgForwardReturns": {
        "1": -0.0009558572156770842,
        "5": -0.00337879194833072,
        "10": -0.0015506426431069183
      },
      "shadowMaxDrawdown": -0.11182298086820308,
      "shadowTotalReturn": -0.0927229385238626,
      "avgForwardReturn1D": -0.0009558572156770842,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-25"
      ],
      "horizonObservationCounts": {
        "1": 74,
        "5": 74,
        "10": 72
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005447365677920435,
        "5": 0.0028551438244465654,
        "10": 0.005763952323161936
      }
    },
    {
      "topN": 4,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.48760330578512395,
        "5": 0.5555555555555556,
        "10": 0.5357142857142857
      },
      "hitRate1D": 0.48760330578512395,
      "comboQuality": 0.0906490238214228,
      "eligibleDays": 339,
      "fitnessScore": -0.15726191198651734,
      "lookbackDays": 21,
      "returnLift1D": -0.0017879631268048661,
      "hitRateLift1D": -0.04789965279475766,
      "activationRate": 0.35988200589970504,
      "activationCount": 122,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5898203592814372,
        "10": 0.5866261398176292
      },
      "sampleConfidence": 0.9912568306010929,
      "shadowSharpeLike": -0.9190796694810182,
      "avgForwardReturns": {
        "1": -0.0011556199865990879,
        "5": -0.002644345744802257,
        "10": -0.0047043449302665765
      },
      "shadowMaxDrawdown": -0.2174917267892582,
      "shadowTotalReturn": -0.15690672773334113,
      "avgForwardReturn1D": -0.0011556199865990879,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01"
      ],
      "horizonObservationCounts": {
        "1": 121,
        "5": 117,
        "10": 112
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006323431402057784,
        "5": 0.0031202302661684314,
        "10": 0.005686098147611906
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    },
    {
      "topN": 3,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.4666666666666667,
        "5": 0.6590909090909091,
        "10": 0.5454545454545454
      },
      "hitRate1D": 0.4666666666666667,
      "comboQuality": 0.07345579047127154,
      "eligibleDays": 297,
      "fitnessScore": -0.2076511657704815,
      "lookbackDays": 63,
      "returnLift1D": -0.002507281891746305,
      "hitRateLift1D": -0.0671171171171171,
      "activationRate": 0.15151515151515152,
      "activationCount": 45,
      "baselineHitRates": {
        "1": 0.5337837837837838,
        "5": 0.5821917808219178,
        "10": 0.6202090592334495
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      "sampleConfidence": 0.9970370370370372,
      "shadowSharpeLike": -1.0457946935648512,
      "avgForwardReturns": {
        "1": -0.0018721441372625844,
        "5": -0.004508980673084478,
        "10": -0.011062080882306695
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      "shadowMaxDrawdown": -0.11684383249259633,
      "shadowTotalReturn": -0.09407851856125005,
      "avgForwardReturn1D": -0.0018721441372625844,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-08-21",
        "2025-08-22",
        "2025-08-25"
      ],
      "horizonObservationCounts": {
        "1": 45,
        "5": 44,
        "10": 44
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006351377544837205,
        "5": 0.003462922411461756,
        "10": 0.007190991644626285
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    }
  ],
  "interpretation": {
    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty. Lower confidence reduces the effective fit score but does not, by itself, imply evidence of poor fit.",
    "fitScopeMeaning": "Aptet fit is currently universe-conditioned: activation history and fit depend on the other members in the tested cross-sectional universe.",
    "rawScoreMeaning": "The unadjusted Aptet-family fit estimate before applying the conservative confidence penalty.",
    "activationMeaning": "Activation count measures how often the Aptet ranking would have selected the stock while risk-on.",
    "confidenceMeaning": "Reflects the amount and breadth of historical evidence supporting the family-fit score.",
    "algorithmFitMeaning": "Measures how consistently this stock works across the Aptet strategy family within this tested universe, not only under its single best parameter combination.",
    "comboQualityMeaning": "Fixed-scale normalized profile quality derived from fitnessScore using sigmoid((fitnessScore - 0.35) / 0.22).",
    "fitnessScoreMeaning": "Per-profile raw score used for diagnostics and ranking. Higher is better, but it is not the stock's overall Aptet-family fit.",
    "forwardReturnMeaning": "Forward returns are measured from the close before activation through each requested horizon.",
    "profileBreadthMeaning": "Measures how much of the tested Aptet parameter grid clears a robust quality threshold after weighting for sample confidence.",
    "parameterStabilityMeaning": "Measures whether nearby Aptet parameter combinations retain a large share of the best profile's normalized quality.",
    "confidenceAdjustmentMeaning": "The current conservative_penalty adjustment retains the existing formula: rawScore * confidence + rawScore * (1 - confidence) * 0.50."
  },
  "lookbackSummary": [
    {
      "bestTopN": 5,
      "comboQuality": 0.29990039334827473,
      "fitnessScore": 0.16349011098731478,
      "lookbackDays": 14,
      "returnLift1D": -0.0004408255325982059,
      "activationRate": 0.44886363636363635,
      "activationCount": 158,
      "sampleConfidence": 0.9945147679324895,
      "shadowTotalReturn": -0.020252664787374974,
      "avgForwardReturn1D": 0.00010391103519383763
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.1404179064637044,
      "fitnessScore": -0.04860112842406148,
      "lookbackDays": 21,
      "returnLift1D": -0.0011449747307251603,
      "activationRate": 0.22123893805309736,
      "activationCount": 75,
      "sampleConfidence": 0.9946666666666667,
      "shadowTotalReturn": -0.056428779362593384,
      "avgForwardReturn1D": -0.0005126315905193819
    },
    {
      "bestTopN": 3,
      "comboQuality": 0.20398356904398654,
      "fitnessScore": 0.05045231621574425,
      "lookbackDays": 30,
      "returnLift1D": -0.0011786004495096306,
      "activationRate": 0.30606060606060603,
      "activationCount": 101,
      "sampleConfidence": 0.9894389438943895,
      "shadowTotalReturn": -0.0863383510698591,
      "avgForwardReturn1D": -0.0006693269423532844
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2775353267193854,
      "fitnessScore": 0.1395215350778948,
      "lookbackDays": 45,
      "returnLift1D": -0.0006255312339474211,
      "activationRate": 0.37142857142857144,
      "activationCount": 117,
      "sampleConfidence": 0.9937321937321938,
      "shadowTotalReturn": -0.03694645078877512,
      "avgForwardReturn1D": -0.00008872847295421134
    },
    {
      "bestTopN": 5,
      "comboQuality": 0.2423396216644607,
      "fitnessScore": 0.09922307845687263,
      "lookbackDays": 63,
      "returnLift1D": -0.000822018171198812,
      "activationRate": 0.30976430976430974,
      "activationCount": 92,
      "sampleConfidence": 0.9884057971014494,
      "shadowTotalReturn": -0.03270532146254557,
      "avgForwardReturn1D": -0.0001868804167150914
    }
  ],
  "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": "cdbc09aee32c32a65b7a0b9bd5a79aab2d0a5f0e5e725b39e493ef5725433ab2",
    "size": 13,
    "members": [
      "AFG",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-13
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AFG"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AFG",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "AFG",
    "hitRates": {
      "1": 0.5754716981132075,
      "5": 0.6568627450980392,
      "10": 0.5876288659793815
    },
    "hitRate1D": 0.5754716981132075,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.26685928926597907,
    "eligibleDays": 359,
    "fitnessScore": 0.12766445007883542,
    "lookbackDays": 30,
    "returnLift1D": -0.0008320096907549557,
    "hitRateLift1D": 0.04065275660902923,
    "portfolioSize": 3,
    "activationRate": 0.29526462395543174,
    "activationCount": 106,
    "baselineHitRates": {
      "1": 0.5348189415041783,
      "5": 0.5943661971830986,
      "10": 0.6028571428571429
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    "sampleConfidence": 0.9918238993710693,
    "shadowSharpeLike": -0.15243015732747892,
    "avgForwardReturns": {
      "1": -0.00013929841183236115,
      "5": -0.00009369728641988824,
      "10": -0.001263377183655322
    },
    "shadowMaxDrawdown": -0.17623626379664947,
    "shadowTotalReturn": -0.03791020208435292,
    "avgForwardReturn1D": -0.00013929841183236115,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-03-27",
      "2025-03-28",
      "2025-03-31",
      "2025-04-01",
      "2025-04-02",
      "2025-04-03",
      "2025-04-04"
    ],
    "horizonObservationCounts": {
      "1": 106,
      "5": 102,
      "10": 97
    },
    "baselineAvgForwardReturns": {
      "1": 0.0006927112789225946,
      "5": 0.003629801061438595,
      "10": 0.006923022235886152
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.26685928926597907,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.1677664090144343,
    "bestRawFitnessScore": 0.12766445007883542,
    "upperQuartileComboQuality": 0.2405681195547486
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.23993448759816893,
    "rawScore": 0.255680023958031,
    "confidence": 0.8768340512792924,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 3
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "lookbackDays": [
        30
      ],
      "portfolioSizes": [
        3
      ]
    },
    "parameterStability": 0.44201268536836646,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 3,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.5754716981132075,
        "5": 0.6568627450980392,
        "10": 0.5876288659793815
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      "hitRate1D": 0.5754716981132075,
      "rankWeights": [
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      ],
      "comboQuality": 0.26685928926597907,
      "eligibleDays": 359,
      "fitnessScore": 0.12766445007883542,
      "lookbackDays": 30,
      "returnLift1D": -0.0008320096907549557,
      "hitRateLift1D": 0.04065275660902923,
      "portfolioSize": 3,
      "activationRate": 0.29526462395543174,
      "activationCount": 106,
      "baselineHitRates": {
        "1": 0.5348189415041783,
        "5": 0.5943661971830986,
        "10": 0.6028571428571429
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      "sampleConfidence": 0.9918238993710693,
      "shadowSharpeLike": -0.15243015732747892,
      "avgForwardReturns": {
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        "10": -0.001263377183655322
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      "shadowMaxDrawdown": -0.17623626379664947,
      "shadowTotalReturn": -0.03791020208435292,
      "avgForwardReturn1D": -0.00013929841183236115,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-24",
        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 106,
        "5": 102,
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      "baselineAvgForwardReturns": {
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        "5": 0.003629801061438595,
        "10": 0.006923022235886152
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    },
    {
      "topN": 2,
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      "hitRates": {
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        "5": 0.6491228070175439,
        "10": 0.5087719298245614
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      "hitRate1D": 0.5263157894736842,
      "rankWeights": [
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      ],
      "comboQuality": 0.24595507097211197,
      "eligibleDays": 344,
      "fitnessScore": 0.10353332396736228,
      "lookbackDays": 45,
      "returnLift1D": -0.0003540179235462242,
      "hitRateLift1D": -0.008567931456548328,
      "portfolioSize": 2,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
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        "1": 0.5348837209302325,
        "5": 0.5941176470588235,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.08562471136525336,
      "avgForwardReturns": {
        "1": 0.00028695102950337167,
        "5": -0.0012991177774705983,
        "10": -0.008756756255585248
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      "shadowMaxDrawdown": -0.06968217657251474,
      "shadowTotalReturn": 0.004960841773554714,
      "avgForwardReturn1D": 0.00028695102950337167,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-10",
        "2025-04-11",
        "2025-04-14",
        "2025-04-15",
        "2025-04-16",
        "2025-04-17",
        "2025-04-21",
        "2025-04-22",
        "2025-04-23",
        "2025-04-24"
      ],
      "horizonObservationCounts": {
        "1": 57,
        "5": 57,
        "10": 57
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.24107102534153144,
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      "returnLift1D": -0.0009672288437594051,
      "hitRateLift1D": 0.024503092394126735,
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        "2025-03-26",
        "2025-03-27",
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        "2025-04-02",
        "2025-04-03",
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.24107102534153144,
      "eligibleDays": 359,
      "fitnessScore": 0.09770034921895748,
      "lookbackDays": 30,
      "returnLift1D": -0.0009672288437594051,
      "hitRateLift1D": 0.024503092394126735,
      "portfolioSize": 5,
      "activationRate": 0.3286908077994429,
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      "baselineHitRates": {
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      "sampleConfidence": 0.9926553672316385,
      "shadowSharpeLike": -0.262025478236986,
      "avgForwardReturns": {
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        "5": 0.0006980175978509637,
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      "shadowMaxDrawdown": -0.1639448649695462,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-03-25",
        "2025-03-26",
        "2025-03-27",
        "2025-03-28",
        "2025-03-31",
        "2025-04-01",
        "2025-04-02",
        "2025-04-03",
        "2025-04-04"
      ],
      "horizonObservationCounts": {
        "1": 118,
        "5": 114,
        "10": 109
      },
      "baselineAvgForwardReturns": {
        "1": 0.0006927112789225946,
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    },
    {
      "topN": 4,
      "ticker": "AFG",
      "hitRates": {
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      "rankWeights": [
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      ],
      "comboQuality": 0.08524723458025456,
      "eligibleDays": 375,
      "fitnessScore": -0.17208159307506984,
      "lookbackDays": 14,
      "returnLift1D": -0.0014821102180471702,
      "hitRateLift1D": -0.07733333333333331,
      "portfolioSize": 2,
      "activationRate": 0.2,
      "activationCount": 75,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.5741239892183289,
        "10": 0.5819672131147541
      },
      "sampleConfidence": 0.9982222222222223,
      "shadowSharpeLike": -0.7675563495979852,
      "avgForwardReturns": {
        "1": -0.0010295852096222635,
        "5": -0.0036442083056073987,
        "10": -0.0016140825902332245
      },
      "shadowMaxDrawdown": -0.11182298086820341,
      "shadowTotalReturn": -0.09860831512309454,
      "avgForwardReturn1D": -0.0010295852096222635,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-13",
        "2025-03-14",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20"
      ],
      "horizonObservationCounts": {
        "1": 75,
        "5": 75,
        "10": 73
      },
      "baselineAvgForwardReturns": {
        "1": 0.0004525250084249066,
        "5": 0.00199454429835703,
        "10": 0.003966190251394336
      }
    },
    {
      "topN": 4,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.47244094488188976,
        "5": 0.5609756097560976,
        "10": 0.5423728813559322
      },
      "hitRate1D": 0.47244094488188976,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.06878040950286869,
      "eligibleDays": 368,
      "fitnessScore": -0.223226754290771,
      "lookbackDays": 21,
      "returnLift1D": -0.0017533107441386662,
      "hitRateLift1D": -0.05473296816158851,
      "portfolioSize": 4,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5271739130434783,
        "5": 0.5796703296703297,
        "10": 0.5933147632311978
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": -1.0530370716816717,
      "avgForwardReturns": {
        "1": -0.001351784456951355,
        "5": -0.0023777058001415857,
        "10": -0.0033517716485710948
      },
      "shadowMaxDrawdown": -0.21749172678925777,
      "shadowTotalReturn": -0.18435282523305052,
      "avgForwardReturn1D": -0.001351784456951355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.00040152628718731124,
        "5": 0.002555462250650784,
        "10": 0.0055675671298217435
      }
    },
    {
      "topN": 5,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.47244094488188976,
        "5": 0.5609756097560976,
        "10": 0.5423728813559322
      },
      "hitRate1D": 0.47244094488188976,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004,
        0.10000000000000002
      ],
      "comboQuality": 0.06878040950286869,
      "eligibleDays": 368,
      "fitnessScore": -0.223226754290771,
      "lookbackDays": 21,
      "returnLift1D": -0.0017533107441386662,
      "hitRateLift1D": -0.05473296816158851,
      "portfolioSize": 5,
      "activationRate": 0.3451086956521739,
      "activationCount": 127,
      "baselineHitRates": {
        "1": 0.5271739130434783,
        "5": 0.5796703296703297,
        "10": 0.5933147632311978
      },
      "sampleConfidence": 0.9931758530183727,
      "shadowSharpeLike": -1.0530370716816717,
      "avgForwardReturns": {
        "1": -0.001351784456951355,
        "5": -0.0023777058001415857,
        "10": -0.0033517716485710948
      },
      "shadowMaxDrawdown": -0.21749172678925777,
      "shadowTotalReturn": -0.18435282523305052,
      "avgForwardReturn1D": -0.001351784456951355,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-07",
        "2025-03-10",
        "2025-03-11",
        "2025-03-12",
        "2025-03-17",
        "2025-03-18",
        "2025-03-19",
        "2025-03-20",
        "2025-03-21",
        "2025-03-24"
      ],
      "horizonObservationCounts": {
        "1": 127,
        "5": 123,
        "10": 118
      },
      "baselineAvgForwardReturns": {
        "1": 0.00040152628718731124,
        "5": 0.002555462250650784,
        "10": 0.0055675671298217435
      }
    },
    {
      "topN": 3,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.46938775510204084,
        "5": 0.6458333333333334,
        "10": 0.5208333333333334
      },
      "hitRate1D": 0.46938775510204084,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.056422939111377184,
      "eligibleDays": 326,
      "fitnessScore": -0.2696964926642446,
      "lookbackDays": 63,
      "returnLift1D": -0.0031148333640014744,
      "hitRateLift1D": -0.06742206084887942,
      "portfolioSize": 3,
      "activationRate": 0.15030674846625766,
      "activationCount": 49,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5869565217391305,
        "10": 0.5993690851735016
      },
      "sampleConfidence": 0.9972789115646259,
      "shadowSharpeLike": -1.1142932286299918,
      "avgForwardReturns": {
        "1": -0.0025763688002414433,
        "5": -0.0051282459887169495,
        "10": -0.011130402832713144
      },
      "shadowMaxDrawdown": -0.1343862233819576,
      "shadowTotalReturn": -0.1343862233819576,
      "avgForwardReturn1D": -0.0025763688002414433,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-05-27"
      ],
      "horizonObservationCounts": {
        "1": 49,
        "5": 48,
        "10": 48
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005384645637600311,
        "5": 0.0036166322569837605,
        "10": 0.006550649086516859
      }
    },
    {
      "topN": 2,
      "ticker": "AFG",
      "hitRates": {
        "1": 0.4583333333333333,
        "5": 0.5833333333333334,
        "10": 0.4166666666666667
      },
      "hitRate1D": 0.4583333333333333,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.036331256873219545,
      "eligibleDays": 326,
      "fitnessScore": -0.37117521661805863,
      "lookbackDays": 63,
      "returnLift1D": -0.005664286212390485,
      "hitRateLift1D": -0.07847648261758694,
      "portfolioSize": 2,
      "activationRate": 0.0736196319018405,
      "activationCount": 24,
      "baselineHitRates": {
        "1": 0.5368098159509203,
        "5": 0.5869565217391305,
        "10": 0.5993690851735016
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": -1.3755586524543237,
      "avgForwardReturns": {
        "1": -0.005125821648630453,
        "5": -0.010197088940625473,
        "10": -0.027201589466254467
      },
      "shadowMaxDrawdown": -0.12502912325679383,
      "shadowTotalReturn": -0.12412266676618078,
      "avgForwardReturn1D": -0.005125821648630453,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-07",
        "2025-05-14",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-22",
        "2025-05-23",
        "2025-09-03",
        "2025-09-04",
        "2025-09-05"
      ],
      "horizonObservationCounts": {
        "1": 24,
        "5": 24,
        "10": 24
      },
      "baselineAvgForwardReturns": {
        "1": 0.0005384645637600311,
        "5": 0.0036166322569837605,
        "10": 0.006550649086516859
      }
    }
  ],
  "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": 0.2405681195547486,
      "fitnessScore": 0.09709518582010558,
      "lookbackDays": 14,
      "returnLift1D": -0.00043533420874920537,
      "activationRate": 0.36,
      "activationCount": 135,
      "sampleConfidence": 0.9970370370370372,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.037617340050987935,
      "avgForwardReturn1D": 0.000017190799675701227
    },
    {
      "comboQuality": 0.14061276805729975,
      "fitnessScore": -0.04824616211933097,
      "lookbackDays": 21,
      "returnLift1D": -0.0008769580734294621,
      "activationRate": 0.20923913043478262,
      "activationCount": 77,
      "sampleConfidence": 0.9948051948051949,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": -0.05476576613303774,
      "avgForwardReturn1D": -0.00047543178624215093
    },
    {
      "comboQuality": 0.26685928926597907,
      "fitnessScore": 0.12766445007883542,
      "lookbackDays": 30,
      "returnLift1D": -0.0008320096907549557,
      "activationRate": 0.29526462395543174,
      "activationCount": 106,
      "sampleConfidence": 0.9918238993710693,
      "bestPortfolioSize": 3,
      "shadowTotalReturn": -0.03791020208435292,
      "avgForwardReturn1D": -0.00013929841183236115
    },
    {
      "comboQuality": 0.24595507097211197,
      "fitnessScore": 0.10353332396736228,
      "lookbackDays": 45,
      "returnLift1D": -0.0003540179235462242,
      "activationRate": 0.16569767441860464,
      "activationCount": 57,
      "sampleConfidence": 1,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 0.004960841773554714,
      "avgForwardReturn1D": 0.00028695102950337167
    },
    {
      "comboQuality": 0.12723199788358863,
      "fitnessScore": -0.07364467149411566,
      "lookbackDays": 63,
      "returnLift1D": -0.001668515302685514,
      "activationRate": 0.2607361963190184,
      "activationCount": 85,
      "sampleConfidence": 0.9921568627450981,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": -0.11558424356967134,
      "avgForwardReturn1D": -0.001130050738925483
    }
  ],
  "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": "cdbc09aee32c32a65b7a0b9bd5a79aab2d0a5f0e5e725b39e493ef5725433ab2",
    "size": 13,
    "members": [
      "AFG",
      "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
0.464
Liquidity
0.641
Momentum
0.603
Relative strength
0.495
Trend quality
0.555
Stability
0.709
Aggression
0.314
Downside risk
0.674
Drawdown state
0.989
Quality momentum
0.578
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.948
Benchmark Independence 3m Score
0.710
Beta 1y Profile Score
0.032
Beta 3m Profile Score
0
Beta Change Score
0.263
Correlation Change Score
0.329
Current Drawdown Score
0.985
Days Since 52w High Score
0.012
Distance From 52w High Score
0.985
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.622
Distance From Sma 50 Score
0.583
Downside Volatility 1m Score
0.115
Downside Volatility 1y Score
0.188
Downside Volatility 2y Score
0.235
Downside Volatility 3m Score
0.137
Downside Volatility 5y Score
0.245
Downside Volatility 6m Score
0.169
Drawdown Recovery Score
1
Excess Return 1m Score
0.583
Excess Return 1y Score
0.428
Excess Return 3m Score
0.436
Excess Return 6m Score
0.479
Expected Shortfall 95 1y Score
0.745
Log Avg Dollar Volume 20d Score
0.641
Log Market Cap Score
0.464
Drawdown Score 1m
0.932
Drawdown Score 1y
0.797
Drawdown Score 2y
0.752
Drawdown Score 3m
0.837
Drawdown Score 5y
0.762
Drawdown Score 6m
0.860
Momentum Acceleration 1m Vs 3m Score
0.673
Momentum Acceleration 3m Vs 6m Score
0.534
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.726
Relative Strength Slope 3m Score
0.496
Relative Volume 20d Score
0.327
Return 1m Score
0.628
Return 1w Score
0.468
Return 1y Score
0.612
Return 2y Score
0.381
Return 3m Score
0.593
Return 5y Score
0.132
Return 6m Score
0.574
Return Skewness 1y Score
0.493
Sector Excess Return 1y Score
0.667
Sharpe 1m Score
1
Sharpe 1y Score
0.592
Sharpe 2y Score
0.552
Sharpe 3m Score
0.742
Sharpe 5y Score
0.517
Sharpe 6m Score
0.604
Sortino 1m Score
1
Sortino 1y Score
0.495
Sortino 2y Score
0.468
Sortino 3m Score
0.624
Sortino 5y Score
0.447
Sortino 6m Score
0.506
Trend R2 1m Score
0.901
Trend R2 1w Score
0.369
Trend R2 1y Score
0.162
Trend R2 2y Score
0.480
Trend R2 3m Score
0.510
Trend R2 5y Score
0.713
Trend R2 6m Score
0.546
Trend Slope 1m Score
0.763
Trend Slope 1w Score
0.404
Trend Slope 1y Score
0.514
Trend Slope 2y Score
0.518
Trend Slope 3m Score
0.571
Trend Slope 5y Score
0.518
Trend Slope 6m Score
0.540
Volatility 1m Score
0.152
Volatility 1w Score
0.105
Volatility 1y Score
0.189
Volatility 2y Score
0.227
Volatility 3m Score
0.170
Volatility 5y Score
0.238
Volatility 6m Score
0.175
Worst Day 1y Score
0.797
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
83,656,290.621
Best Day 1y
0.046
Beta To Benchmark 1y
0.079
Beta 3m
-0.394
Beta Change
-0.473
Beta To Sector 1y
0.493
Correlation To Benchmark 1y
0.052
Correlation 3m
-0.290
Correlation Change
-0.342
Correlation To Sector 1y
0.380
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.948
Benchmark Independence 3m Score
0.710
Beta 1y Profile Score
0.032
Beta 3m Profile Score
0
Beta Change Score
0.263
Correlation Change Score
0.329
Current Drawdown Score
0.985
Distance From Sma 20 Score
0.542
Distance From Sma 200 Score
0.622
Current Drawdown
-0.010
Days Since 52w High
3
Distance From 52w High
-0.010
Distance From Sma 20
0.025
Distance From Sma 200
0.073
Distance From Sma 50
0.050
Downside Capture 1y
1.918
Downside Volatility 1m
0.136
Downside Volatility 1w
-
Downside Volatility 1y
0.191
Downside Volatility 2y
0.227
Downside Volatility 3m
0.153
Downside Volatility 5y
0.234
Downside Volatility 6m
0.177
Drawdown Recovery
1
Excess Return 1m
0.050
Excess Return 1y
-0.043
Excess Return 3m
-0.039
Excess Return 6m
-0.012
Expected Shortfall 95 1y
-0.026
Market Cap
11,926,175,795.991
Max Drawdown 1m
-0.017
Max Drawdown 1w
-0.011
Max Drawdown 1y
-0.132
Max Drawdown 2y
-0.198
Max Drawdown 3m
-0.065
Max Drawdown 5y
-0.238
Max Drawdown 6m
-0.077
Momentum Acceleration 1m Vs 3m
0.052
Momentum Acceleration 3m Vs 6m
0.010
Moving Average Alignment
1
Relative Strength Acceleration
0.004
Relative Strength Slope 3m
-0.000
Relative Volume 20d
1.182
Return 1m
0.077
Return 1w
-0.010
Return 1y
0.180
Return 2y
0.332
Return 3m
0.075
Return 5y
0.713
Return 6m
0.088
Return Skewness 1y
-0.042
Sector Excess Return 1y
0.100
Sharpe 1m
5.500
Sharpe 1y
0.959
Sharpe 2y
0.762
Sharpe 3m
1.708
Sharpe 5y
0.586
Sharpe 6m
1.021
Sortino 1m
6.649
Sortino 1y
0.961
Sortino 2y
0.741
Sortino 3m
1.988
Sortino 5y
0.573
Sortino 6m
1.049
Trend R2 1m
0.901
Trend R2 1w
0.369
Trend R2 1y
0.162
Trend R2 2y
0.480
Trend R2 3m
0.510
Trend R2 5y
0.713
Trend R2 6m
0.546
Trend 1m
0.004
Trend 1w
-0.002
Trend 1y
0.000
Trend 2y
0.000
Trend 3m
0.001
Trend 5y
0.000
Trend 6m
0.001
Upside Capture 1y
0.503
Value At Risk 95 1y
-0.018
Volatility 1m
0.164
Volatility 1w
0.129
Volatility 1y
0.191
Volatility 2y
0.220
Volatility 3m
0.178
Volatility 5y
0.228
Volatility 6m
0.182
Worst Day 1y
-0.041
Distance From Sma 50 Score
0.583
Downside Volatility 1y Score
0.188
Downside Volatility 3m Score
0.137
Drawdown Recovery Score
1
Excess Return 1m Score
0.583
Excess Return 1y Score
0.428
Excess Return 3m Score
0.436
Excess Return 6m Score
0.479
Expected Shortfall 95 1y Score
0.745
Log Avg Dollar Volume 20d Score
0.641
Log Market Cap Score
0.464
Drawdown Score 1y
0.797
Drawdown Score 5y
0.762
Momentum Acceleration 1m Vs 3m Score
0.673
Momentum Acceleration 3m Vs 6m Score
0.534
Moving Average Alignment Score
1
Relative Strength Acceleration Score
0.726
Relative Volume 20d Score
0.327
Return 1m Score
0.628
Return 1y Score
0.612
Return 3m Score
0.593
Return 6m Score
0.574
Return Skewness 1y Score
0.493
Sortino 1y Score
0.495
Sortino 3m Score
0.624
Trend R2 1y Score
0.162
Trend R2 3m Score
0.510
Trend Slope 1y Score
0.514
Trend Slope 3m Score
0.571
Volatility 1y Score
0.189
Volatility 3m Score
0.170