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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

AIP

Information Technology | v2 | as of 2026-07-10
Close

Research Detail

AIP

AIP

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
3.352
Correlation To Benchmark 1y
0.452
Inverse To Benchmark 1y
0.548
Drawdown Score 1m
0
Drawdown Score 3m
0.111
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
0.354
Drawdown Score 1y
0.453
Drawdown Score 2y
0.319
Drawdown Score 5y
0.124
Return 1w
-0.008
Return 1m
0.030
Return 3m
0.778
Return 6m
0.996
Return 1y
2.687
Return 2y
3.770
Return 5y
0.910
Sharpe 1m
0.903
Sharpe 3m
3.038
Sharpe 6m
2.156
Sharpe 1y
1.855
Sharpe 2y
1.363
Sharpe 5y
0.569
Trend 1w
0.005
Trend 1m
-0.004
Trend 3m
0.011
Trend 6m
0.010
Trend 1y
0.006
Trend 2y
0.003
Trend 5y
0.000
Volatility 1w
1.226
Volatility 1m
1.247
Volatility 3m
0.894
Volatility 6m
0.788
Volatility 1y
0.931
Volatility 2y
0.806
Volatility 5y
0.812
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
AIP
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-10
Updated At
Jul 26, 12:03 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Information Technology
Sector Benchmark Ticker
XLK
Feature Coverage Ratio
100%
History Coverage Days
1,179
Data Start Date
2021-10-27
Data End Date
2026-07-10
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.978
Aptet Fit Raw Score
0.989
Aptet Fit Confidence
0.978
Aptet Fit Label
strong
Aptet Fitness Error
-
Force Fit Score
0.979
Force Fit Raw Score
0.988
Force Fit Confidence
0.982
Force Fit Label
strong
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:03 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "AIP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "AIP",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIP",
    "hitRates": {
      "1": 0.5555555555555556,
      "5": 0.6328502415458938,
      "10": 0.6859903381642513
    },
    "hitRate1D": 0.5555555555555556,
    "comboQuality": 0.9999927888852261,
    "eligibleDays": 330,
    "fitnessScore": 2.9547735543565388,
    "lookbackDays": 30,
    "returnLift1D": 0.0015301937579800286,
    "hitRateLift1D": 0.01148260722728811,
    "activationRate": 0.6272727272727273,
    "activationCount": 207,
    "baselineHitRates": {
      "1": 0.5440729483282675,
      "5": 0.6092307692307692,
      "10": 0.659375
    },
    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5848193182187231,
    "avgForwardReturns": {
      "1": 0.00782799501561739,
      "5": 0.03461310989850885,
      "10": 0.06587573528073368
    },
    "shadowMaxDrawdown": -0.35992424231353115,
    "shadowTotalReturn": 2.406581335292115,
    "avgForwardReturn1D": 0.00782799501561739,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-13",
      "2025-05-14",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29"
    ],
    "horizonObservationCounts": {
      "1": 207,
      "5": 207,
      "10": 207
    },
    "baselineAvgForwardReturns": {
      "1": 0.0062978012576373615,
      "5": 0.029849869154443067,
      "10": 0.062050217364220575
    }
  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999927888852261,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9834115589433383,
    "bestRawFitnessScore": 2.9547735543565388,
    "upperQuartileComboQuality": 0.9960711307552788
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9778641828631617,
    "rawScore": 0.9885205364200095,
    "confidence": 0.9784397932784675,
    "bestProfile": {
      "topN": 4,
      "lookbackDays": 30
    },
    "profileBreadth": 0.7497290120640865,
    "recommendedRegion": {
      "topNs": [
        2,
        3,
        4,
        5
      ],
      "lookbackDays": [
        21,
        30,
        45,
        63
      ]
    },
    "parameterStability": 0.9806960591053524,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 4,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5555555555555556,
        "5": 0.6328502415458938,
        "10": 0.6859903381642513
      },
      "hitRate1D": 0.5555555555555556,
      "comboQuality": 0.9999927888852261,
      "eligibleDays": 330,
      "fitnessScore": 2.9547735543565388,
      "lookbackDays": 30,
      "returnLift1D": 0.0015301937579800286,
      "hitRateLift1D": 0.01148260722728811,
      "activationRate": 0.6272727272727273,
      "activationCount": 207,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.6092307692307692,
        "10": 0.659375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5848193182187231,
      "avgForwardReturns": {
        "1": 0.00782799501561739,
        "5": 0.03461310989850885,
        "10": 0.06587573528073368
      },
      "shadowMaxDrawdown": -0.35992424231353115,
      "shadowTotalReturn": 2.406581335292115,
      "avgForwardReturn1D": 0.00782799501561739,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29"
      ],
      "horizonObservationCounts": {
        "1": 207,
        "5": 207,
        "10": 207
      },
      "baselineAvgForwardReturns": {
        "1": 0.0062978012576373615,
        "5": 0.029849869154443067,
        "10": 0.062050217364220575
      }
    },
    {
      "topN": 5,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5566037735849056,
        "5": 0.6320754716981132,
        "10": 0.6839622641509434
      },
      "hitRate1D": 0.5566037735849056,
      "comboQuality": 0.9999901541608037,
      "eligibleDays": 330,
      "fitnessScore": 2.886259387807294,
      "lookbackDays": 30,
      "returnLift1D": 0.001252820566488835,
      "hitRateLift1D": 0.012530825256638178,
      "activationRate": 0.6424242424242425,
      "activationCount": 212,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.6092307692307692,
        "10": 0.659375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5631249986919966,
      "avgForwardReturns": {
        "1": 0.0075506218241261965,
        "5": 0.03447020601533571,
        "10": 0.06574653626630317
      },
      "shadowMaxDrawdown": -0.3599242423135307,
      "shadowTotalReturn": 2.338260633774565,
      "avgForwardReturn1D": 0.0075506218241261965,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "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": 212,
        "5": 212,
        "10": 212
      },
      "baselineAvgForwardReturns": {
        "1": 0.0062978012576373615,
        "5": 0.029849869154443067,
        "10": 0.062050217364220575
      }
    },
    {
      "topN": 2,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5538461538461539,
        "5": 0.6410256410256411,
        "10": 0.6717948717948717
      },
      "hitRate1D": 0.5538461538461539,
      "comboQuality": 0.9999857347111251,
      "eligibleDays": 330,
      "fitnessScore": 2.804686752650071,
      "lookbackDays": 30,
      "returnLift1D": 0.0018129956250197594,
      "hitRateLift1D": 0.009773205517886407,
      "activationRate": 0.5909090909090909,
      "activationCount": 195,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.6092307692307692,
        "10": 0.659375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5538775133203404,
      "avgForwardReturns": {
        "1": 0.008110796882657121,
        "5": 0.036011184813601306,
        "10": 0.06201529970037338
      },
      "shadowMaxDrawdown": -0.3731620463646522,
      "shadowTotalReturn": 2.2860156241556706,
      "avgForwardReturn1D": 0.008110796882657121,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29",
        "2025-05-30",
        "2025-06-02",
        "2025-06-03"
      ],
      "horizonObservationCounts": {
        "1": 195,
        "5": 195,
        "10": 195
      },
      "baselineAvgForwardReturns": {
        "1": 0.0062978012576373615,
        "5": 0.029849869154443067,
        "10": 0.062050217364220575
      }
    },
    {
      "topN": 3,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.551219512195122,
        "5": 0.6341463414634146,
        "10": 0.6829268292682927
      },
      "hitRate1D": 0.551219512195122,
      "comboQuality": 0.9999759015150178,
      "eligibleDays": 330,
      "fitnessScore": 2.6893342465844805,
      "lookbackDays": 30,
      "returnLift1D": 0.001255944130875054,
      "hitRateLift1D": 0.007146563866854527,
      "activationRate": 0.6212121212121212,
      "activationCount": 205,
      "baselineHitRates": {
        "1": 0.5440729483282675,
        "5": 0.6092307692307692,
        "10": 0.659375
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 1.5166826177392254,
      "avgForwardReturns": {
        "1": 0.0075537453885124155,
        "5": 0.03456596412900104,
        "10": 0.06388804571374115
      },
      "shadowMaxDrawdown": -0.37252109307433257,
      "shadowTotalReturn": 2.1756766256321356,
      "avgForwardReturn1D": 0.0075537453885124155,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-13",
        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 205,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.0062978012576373615,
        "5": 0.029849869154443067,
        "10": 0.062050217364220575
      }
    },
    {
      "topN": 4,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.519650655021834,
        "5": 0.56,
        "10": 0.5772727272727273
      },
      "hitRate1D": 0.519650655021834,
      "comboQuality": 0.9967469741023396,
      "eligibleDays": 297,
      "fitnessScore": 1.6094804952116852,
      "lookbackDays": 63,
      "returnLift1D": -0.0014026924652823305,
      "hitRateLift1D": -0.02426826389708492,
      "activationRate": 0.7744107744107744,
      "activationCount": 230,
      "baselineHitRates": {
        "1": 0.543918918918919,
        "5": 0.6164383561643836,
        "10": 0.6585365853658537
      },
      "sampleConfidence": 0.9953623188405798,
      "shadowSharpeLike": 1.1963249068156347,
      "avgForwardReturns": {
        "1": 0.005159121952024218,
        "5": 0.020815998690026996,
        "10": 0.043976093395984135
      },
      "shadowMaxDrawdown": -0.3685943566818082,
      "shadowTotalReturn": 1.1770416201979588,
      "avgForwardReturn1D": 0.005159121952024218,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-06-12",
        "2025-06-13",
        "2025-06-18",
        "2025-06-20",
        "2025-06-24",
        "2025-06-25",
        "2025-06-26",
        "2025-06-27",
        "2025-06-30",
        "2025-07-01"
      ],
      "horizonObservationCounts": {
        "1": 229,
        "5": 225,
        "10": 220
      },
      "baselineAvgForwardReturns": {
        "1": 0.006561814417306549,
        "5": 0.0312114998720803,
        "10": 0.06285062698973663
      }
    },
    {
      "topN": 2,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5320197044334976,
        "5": 0.5960591133004927,
        "10": 0.6039603960396039
      },
      "hitRate1D": 0.5320197044334976,
      "comboQuality": 0.9958458496395919,
      "eligibleDays": 315,
      "fitnessScore": 1.555486602063517,
      "lookbackDays": 45,
      "returnLift1D": -0.0013676558530182712,
      "hitRateLift1D": -0.01575099620344511,
      "activationRate": 0.6444444444444445,
      "activationCount": 203,
      "baselineHitRates": {
        "1": 0.5477707006369427,
        "5": 0.6193548387096774,
        "10": 0.6622950819672131
      },
      "sampleConfidence": 0.9996715927750411,
      "shadowSharpeLike": 1.1658878848656937,
      "avgForwardReturns": {
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        "5": 0.024184060335103147,
        "10": 0.05611853310527566
      },
      "shadowMaxDrawdown": -0.5337597540007486,
      "shadowTotalReturn": 0.2280748054220838,
      "avgForwardReturn1D": 0.002776918197457458,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 186,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.005604558364460594,
        "5": 0.026812811249741907,
        "10": 0.052162415333131665
      }
    },
    {
      "topN": 3,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5404040404040404,
        "5": 0.6212121212121212,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5404040404040404,
      "comboQuality": 0.49445596051765534,
      "eligibleDays": 339,
      "fitnessScore": 0.3451210453004805,
      "lookbackDays": 21,
      "returnLift1D": -0.0034502498304311477,
      "hitRateLift1D": 0.004901081824158826,
      "activationRate": 0.584070796460177,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.5355029585798816,
        "5": 0.5958083832335329,
        "10": 0.6413373860182371
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5137202207614143,
      "avgForwardReturns": {
        "1": 0.002359127857909589,
        "5": 0.028821540395762277,
        "10": 0.058292721621767546
      },
      "shadowMaxDrawdown": -0.5293144063877966,
      "shadowTotalReturn": 0.17464691047998504,
      "avgForwardReturn1D": 0.002359127857909589,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 198,
        "10": 198
      },
      "baselineAvgForwardReturns": {
        "1": 0.005809377688340737,
        "5": 0.026823963911611477,
        "10": 0.05530073113768219
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    },
    {
      "topN": 5,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5330188679245284,
        "5": 0.5849056603773585,
        "10": 0.6226415094339622
      },
      "hitRate1D": 0.5330188679245284,
      "comboQuality": 0.42890828648217927,
      "eligibleDays": 352,
      "fitnessScore": 0.28701252506948316,
      "lookbackDays": 14,
      "returnLift1D": -0.0035579443379524884,
      "hitRateLift1D": -0.004123989218328794,
      "activationRate": 0.6022727272727273,
      "activationCount": 212,
      "baselineHitRates": {
        "1": 0.5371428571428571,
        "5": 0.6040462427745664,
        "10": 0.6286549707602339
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      "sampleConfidence": 1,
      "shadowSharpeLike": 0.46180565796652717,
      "avgForwardReturns": {
        "1": 0.002046614026508105,
        "5": 0.022013409296835724,
        "10": 0.05472739931845646
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      "shadowMaxDrawdown": -0.5353455147179904,
      "shadowTotalReturn": 0.12867645801815808,
      "avgForwardReturn1D": 0.002046614026508105,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-26",
        "2025-03-28",
        "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": 212,
        "5": 212,
        "10": 212
      },
      "baselineAvgForwardReturns": {
        "1": 0.005604558364460594,
        "5": 0.026812811249741907,
        "10": 0.052162415333131665
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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": 0.7172995809861947,
      "fitnessScore": 0.5548432830607242,
      "lookbackDays": 14,
      "returnLift1D": -0.0026595344347974284,
      "activationRate": 0.5823863636363636,
      "activationCount": 205,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.3431926401308356,
      "avgForwardReturn1D": 0.002945023929663165
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9759979688066274,
      "fitnessScore": 1.1651708499981672,
      "lookbackDays": 21,
      "returnLift1D": -0.0012448375858488438,
      "activationRate": 0.6253687315634219,
      "activationCount": 212,
      "sampleConfidence": 1,
      "shadowTotalReturn": 0.8199944242618122,
      "avgForwardReturn1D": 0.004564540102491893
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9999927888852261,
      "fitnessScore": 2.9547735543565388,
      "lookbackDays": 30,
      "returnLift1D": 0.0015301937579800286,
      "activationRate": 0.6272727272727273,
      "activationCount": 207,
      "sampleConfidence": 1,
      "shadowTotalReturn": 2.406581335292115,
      "avgForwardReturn1D": 0.00782799501561739
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.9958458496395919,
      "fitnessScore": 1.555486602063517,
      "lookbackDays": 45,
      "returnLift1D": -0.0013676558530182712,
      "activationRate": 0.6444444444444445,
      "activationCount": 203,
      "sampleConfidence": 0.9996715927750411,
      "shadowTotalReturn": 1.1590111657021631,
      "avgForwardReturn1D": 0.005672979055265028
    },
    {
      "bestTopN": 4,
      "comboQuality": 0.9967469741023396,
      "fitnessScore": 1.6094804952116852,
      "lookbackDays": 63,
      "returnLift1D": -0.0014026924652823305,
      "activationRate": 0.7744107744107744,
      "activationCount": 230,
      "sampleConfidence": 0.9953623188405798,
      "shadowTotalReturn": 1.1770416201979588,
      "avgForwardReturn1D": 0.005159121952024218
    }
  ],
  "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": "350c271ca39137c259cd88e35bba59a114f1fc39f08c738261699f020ebddf4b",
    "size": 13,
    "members": [
      "AIP",
      "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",
      "AIP"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "AIP",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 4,
    "ticker": "AIP",
    "hitRates": {
      "1": 0.5555555555555556,
      "5": 0.6328502415458938,
      "10": 0.6859903381642513
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    "hitRate1D": 0.5555555555555556,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004,
      0.10000000000000002
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    "comboQuality": 0.9999921666019599,
    "eligibleDays": 359,
    "fitnessScore": 2.936563392961088,
    "lookbackDays": 30,
    "returnLift1D": 0.0029660564653439204,
    "hitRateLift1D": 0.02352212937171161,
    "portfolioSize": 4,
    "activationRate": 0.5766016713091922,
    "activationCount": 207,
    "baselineHitRates": {
      "1": 0.532033426183844,
      "5": 0.5774647887323944,
      "10": 0.6171428571428571
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.5190340924978387,
    "avgForwardReturns": {
      "1": 0.00782799501561739,
      "5": 0.03461310989850885,
      "10": 0.06587573528073368
    },
    "shadowMaxDrawdown": -0.35992424231353115,
    "shadowTotalReturn": 2.406581335292115,
    "avgForwardReturn1D": 0.00782799501561739,
    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-05-13",
      "2025-05-14",
      "2025-05-16",
      "2025-05-19",
      "2025-05-20",
      "2025-05-21",
      "2025-05-23",
      "2025-05-27",
      "2025-05-28",
      "2025-05-29"
    ],
    "horizonObservationCounts": {
      "1": 207,
      "5": 207,
      "10": 207
    },
    "baselineAvgForwardReturns": {
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      "5": 0.02238891088845757,
      "10": 0.0466125280741814
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  },
  "dateRange": {
    "end": "2026-07-25",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.9999921666019599,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.9820889472440876,
    "bestRawFitnessScore": 2.936563392961088,
    "upperQuartileComboQuality": 0.996127937791004
  },
  "algorithmFit": {
    "label": "strong",
    "score": 0.9788972184118437,
    "rawScore": 0.9876549172005991,
    "confidence": 0.9822656706583751,
    "bestProfile": {
      "lookbackDays": 30,
      "portfolioSize": 4
    },
    "profileBreadth": 0.7998159637366995,
    "recommendedRegion": {
      "lookbackDays": [
        21,
        30,
        45,
        63
      ],
      "portfolioSizes": [
        2,
        3,
        4,
        5
      ]
    },
    "parameterStability": 0.9789426443245948,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
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      "topN": 4,
      "ticker": "AIP",
      "hitRates": {
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        "5": 0.6328502415458938,
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      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
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      "comboQuality": 0.9999921666019599,
      "eligibleDays": 359,
      "fitnessScore": 2.936563392961088,
      "lookbackDays": 30,
      "returnLift1D": 0.0029660564653439204,
      "hitRateLift1D": 0.02352212937171161,
      "portfolioSize": 4,
      "activationRate": 0.5766016713091922,
      "activationCount": 207,
      "baselineHitRates": {
        "1": 0.532033426183844,
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      "sampleConfidence": 1,
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        "10": 0.06587573528073368
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      "shadowMaxDrawdown": -0.35992424231353115,
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      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
        "2025-05-29"
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "hitRate1D": 0.5555555555555556,
      "rankWeights": [
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      "comboQuality": 0.9999921666019599,
      "eligibleDays": 359,
      "fitnessScore": 2.936563392961088,
      "lookbackDays": 30,
      "returnLift1D": 0.0029660564653439204,
      "hitRateLift1D": 0.02352212937171161,
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      "activationCount": 207,
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      "sampleConfidence": 1,
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      "avgForwardReturns": {
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      "shadowMaxDrawdown": -0.35992424231353115,
      "shadowTotalReturn": 2.406581335292115,
      "avgForwardReturn1D": 0.00782799501561739,
      "riskOffActivations": 0,
      "activationDatesSample": [
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        "2025-05-14",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21",
        "2025-05-23",
        "2025-05-27",
        "2025-05-28",
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      "horizonObservationCounts": {
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    },
    {
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      "sampleConfidence": 1,
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      "horizonObservationCounts": {
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    },
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      "comboQuality": 0.9999738704885952,
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      "sampleConfidence": 1,
      "shadowSharpeLike": 1.453775070876549,
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      "shadowMaxDrawdown": -0.37252109307433257,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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      "baselineAvgForwardReturns": {
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    },
    {
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      "hitRates": {
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      "comboQuality": 0.996127937791004,
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      "returnLift1D": -0.0013238719780078274,
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      "activationRate": 0.7024539877300614,
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      "sampleConfidence": 0.9962154294032024,
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      "shadowTotalReturn": 0.3431926401308356,
      "avgForwardReturn1D": 0.002945023929663165,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-03-28",
        "2025-04-25",
        "2025-04-28",
        "2025-04-29",
        "2025-04-30",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07"
      ],
      "horizonObservationCounts": {
        "1": 205,
        "5": 205,
        "10": 205
      },
      "baselineAvgForwardReturns": {
        "1": 0.0041205324642819485,
        "5": 0.019793708650653847,
        "10": 0.04139410246430442
      }
    },
    {
      "topN": 3,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5408163265306123,
        "5": 0.5816326530612245,
        "10": 0.6173469387755102
      },
      "hitRate1D": 0.5408163265306123,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.6583815997291423,
      "eligibleDays": 375,
      "fitnessScore": 0.49433988285169483,
      "lookbackDays": 14,
      "returnLift1D": -0.001142556667211247,
      "hitRateLift1D": 0.01014965986394567,
      "portfolioSize": 3,
      "activationRate": 0.5226666666666666,
      "activationCount": 196,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.568733153638814,
        "10": 0.5956284153005464
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.6148124987455925,
      "avgForwardReturns": {
        "1": 0.0029779757970707014,
        "5": 0.022053617978019822,
        "10": 0.05659563643625193
      },
      "shadowMaxDrawdown": -0.5272927715618758,
      "shadowTotalReturn": 0.3170922608166096,
      "avgForwardReturn1D": 0.0029779757970707014,
      "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": 196,
        "5": 196,
        "10": 196
      },
      "baselineAvgForwardReturns": {
        "1": 0.0041205324642819485,
        "5": 0.019793708650653847,
        "10": 0.04139410246430442
      }
    },
    {
      "topN": 2,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5372340425531915,
        "5": 0.6223404255319149,
        "10": 0.6648936170212766
      },
      "hitRate1D": 0.5372340425531915,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5852266723184243,
      "eligibleDays": 368,
      "fitnessScore": 0.4257387561874622,
      "lookbackDays": 21,
      "returnLift1D": -0.0018845468140997268,
      "hitRateLift1D": 0.0046253469010175685,
      "portfolioSize": 2,
      "activationRate": 0.5108695652173914,
      "activationCount": 188,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5769230769230769,
        "10": 0.6072423398328691
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5543578512303851,
      "avgForwardReturns": {
        "1": 0.0027094913061679405,
        "5": 0.02882287331964644,
        "10": 0.0571652678603454
      },
      "shadowMaxDrawdown": -0.4489265643638284,
      "shadowTotalReturn": 0.24238508863444408,
      "avgForwardReturn1D": 0.0027094913061679405,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 188,
        "5": 188,
        "10": 188
      },
      "baselineAvgForwardReturns": {
        "1": 0.004594038120267667,
        "5": 0.02189861387544877,
        "10": 0.04465092462661383
      }
    },
    {
      "topN": 2,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.532258064516129,
        "5": 0.5967741935483871,
        "10": 0.6075268817204301
      },
      "hitRate1D": 0.532258064516129,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004
      ],
      "comboQuality": 0.5166721049511225,
      "eligibleDays": 375,
      "fitnessScore": 0.3646768934051166,
      "lookbackDays": 14,
      "returnLift1D": -0.0013436142668244904,
      "hitRateLift1D": 0.0015913978494623837,
      "portfolioSize": 2,
      "activationRate": 0.496,
      "activationCount": 186,
      "baselineHitRates": {
        "1": 0.5306666666666666,
        "5": 0.568733153638814,
        "10": 0.5956284153005464
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.5374463472197886,
      "avgForwardReturns": {
        "1": 0.002776918197457458,
        "5": 0.024184060335103147,
        "10": 0.05611853310527566
      },
      "shadowMaxDrawdown": -0.5337597540007486,
      "shadowTotalReturn": 0.2280748054220838,
      "avgForwardReturn1D": 0.002776918197457458,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-04-28",
        "2025-04-29",
        "2025-05-01",
        "2025-05-02",
        "2025-05-05",
        "2025-05-06",
        "2025-05-07",
        "2025-05-08",
        "2025-05-09",
        "2025-05-12"
      ],
      "horizonObservationCounts": {
        "1": 186,
        "5": 186,
        "10": 186
      },
      "baselineAvgForwardReturns": {
        "1": 0.0041205324642819485,
        "5": 0.019793708650653847,
        "10": 0.04139410246430442
      }
    },
    {
      "topN": 3,
      "ticker": "AIP",
      "hitRates": {
        "1": 0.5404040404040404,
        "5": 0.6212121212121212,
        "10": 0.6666666666666666
      },
      "hitRate1D": 0.5404040404040404,
      "rankWeights": [
        0.4000000000000001,
        0.30000000000000004,
        0.20000000000000004
      ],
      "comboQuality": 0.47717576863247674,
      "eligibleDays": 368,
      "fitnessScore": 0.32990070778161795,
      "lookbackDays": 21,
      "returnLift1D": -0.002234910262358078,
      "hitRateLift1D": 0.007795344751866495,
      "portfolioSize": 3,
      "activationRate": 0.5380434782608695,
      "activationCount": 198,
      "baselineHitRates": {
        "1": 0.532608695652174,
        "5": 0.5769230769230769,
        "10": 0.6072423398328691
      },
      "sampleConfidence": 1,
      "shadowSharpeLike": 0.49310027979324556,
      "avgForwardReturns": {
        "1": 0.002359127857909589,
        "5": 0.028821540395762277,
        "10": 0.058292721621767546
      },
      "shadowMaxDrawdown": -0.5293144063877966,
      "shadowTotalReturn": 0.17464691047998504,
      "avgForwardReturn1D": 0.002359127857909589,
      "riskOffActivations": 0,
      "activationDatesSample": [
        "2025-05-08",
        "2025-05-09",
        "2025-05-12",
        "2025-05-13",
        "2025-05-14",
        "2025-05-15",
        "2025-05-16",
        "2025-05-19",
        "2025-05-20",
        "2025-05-21"
      ],
      "horizonObservationCounts": {
        "1": 198,
        "5": 198,
        "10": 198
      },
      "baselineAvgForwardReturns": {
        "1": 0.004594038120267667,
        "5": 0.02189861387544877,
        "10": 0.04465092462661383
      }
    }
  ],
  "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": 0.7102585174196128,
      "fitnessScore": 0.5472607838896828,
      "lookbackDays": 14,
      "returnLift1D": -0.0011755085346187833,
      "activationRate": 0.5466666666666666,
      "activationCount": 205,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.3431926401308356,
      "avgForwardReturn1D": 0.002945023929663165
    },
    {
      "comboQuality": 0.9740172757411083,
      "fitnessScore": 1.147279378454054,
      "lookbackDays": 21,
      "returnLift1D": -0.000029498017775774106,
      "activationRate": 0.5760869565217391,
      "activationCount": 212,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 0.8199944242618122,
      "avgForwardReturn1D": 0.004564540102491893
    },
    {
      "comboQuality": 0.9999921666019599,
      "fitnessScore": 2.936563392961088,
      "lookbackDays": 30,
      "returnLift1D": 0.0029660564653439204,
      "activationRate": 0.5766016713091922,
      "activationCount": 207,
      "sampleConfidence": 1,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 2.406581335292115,
      "avgForwardReturn1D": 0.00782799501561739
    },
    {
      "comboQuality": 0.9954278652945319,
      "fitnessScore": 1.534302339321869,
      "lookbackDays": 45,
      "returnLift1D": -0.00015875998801925893,
      "activationRate": 0.5901162790697675,
      "activationCount": 203,
      "sampleConfidence": 0.9996715927750411,
      "bestPortfolioSize": 2,
      "shadowTotalReturn": 1.1590111657021631,
      "avgForwardReturn1D": 0.005672979055265028
    },
    {
      "comboQuality": 0.996127937791004,
      "fitnessScore": 1.5710194623604044,
      "lookbackDays": 63,
      "returnLift1D": -0.0013238719780078274,
      "activationRate": 0.7024539877300614,
      "activationCount": 229,
      "sampleConfidence": 0.9962154294032024,
      "bestPortfolioSize": 4,
      "shadowTotalReturn": 1.1770416201979588,
      "avgForwardReturn1D": 0.005159121952024218
    }
  ],
  "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": "350c271ca39137c259cd88e35bba59a114f1fc39f08c738261699f020ebddf4b",
    "size": 13,
    "members": [
      "AIP",
      "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
0.264
Liquidity
0.560
Momentum
0.741
Relative strength
0.851
Trend quality
0.786
Stability
0.337
Aggression
0.631
Downside risk
0.452
Drawdown state
0.713
Quality momentum
0.722
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.548
Benchmark Independence 3m Score
0.444
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.724
Correlation Change Score
0.552
Current Drawdown Score
0.562
Days Since 52w High Score
0.028
Distance From 52w High Score
0.562
Distance From Sma 20 Score
0.265
Distance From Sma 200 Score
1
Distance From Sma 50 Score
0.420
Downside Volatility 1m Score
1
Downside Volatility 1y Score
1
Downside Volatility 2y Score
0.898
Downside Volatility 3m Score
1
Downside Volatility 5y Score
0.928
Downside Volatility 6m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.505
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.560
Log Market Cap Score
0.264
Drawdown Score 1m
0
Drawdown Score 1y
0.453
Drawdown Score 2y
0.319
Drawdown Score 3m
0.111
Drawdown Score 5y
0.124
Drawdown Score 6m
0.354
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.811
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Strength Slope 3m Score
1
Relative Volume 20d Score
0.291
Return 1m Score
0.550
Return 1w Score
0.472
Return 1y Score
1
Return 2y Score
1
Return 3m Score
1
Return 5y Score
0.147
Return 6m Score
1
Return Skewness 1y Score
0.672
Sector Excess Return 1y Score
1
Sharpe 1m Score
0.581
Sharpe 1y Score
0.771
Sharpe 2y Score
0.673
Sharpe 3m Score
1
Sharpe 5y Score
0.514
Sharpe 6m Score
0.831
Sortino 1m Score
0.482
Sortino 1y Score
0.641
Sortino 2y Score
0.565
Sortino 3m Score
0.733
Sortino 5y Score
0.452
Sortino 6m Score
0.635
Trend R2 1m Score
0.037
Trend R2 1w Score
0.032
Trend R2 1y Score
0.848
Trend R2 2y Score
0.701
Trend R2 3m Score
0.722
Trend R2 5y Score
0.104
Trend R2 6m Score
0.826
Trend Slope 1m Score
0.267
Trend Slope 1w Score
0.791
Trend Slope 1y Score
0.864
Trend Slope 2y Score
0.678
Trend Slope 3m Score
1
Trend Slope 5y Score
0.531
Trend Slope 6m Score
1
Volatility 1m Score
1
Volatility 1w Score
1
Volatility 1y Score
1
Volatility 2y Score
1
Volatility 3m Score
1
Volatility 5y Score
1
Volatility 6m Score
0.984
Worst Day 1y Score
0
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
47,753,088.509
Best Day 1y
0.376
Beta To Benchmark 1y
3.352
Beta 3m
3.799
Beta Change
0.447
Beta To Sector 1y
2.052
Correlation To Benchmark 1y
0.452
Correlation 3m
0.556
Correlation Change
0.104
Correlation To Sector 1y
0.535
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.548
Benchmark Independence 3m Score
0.444
Beta 1y Profile Score
1
Beta 3m Profile Score
1
Beta Change Score
0.724
Correlation Change Score
0.552
Current Drawdown Score
0.562
Distance From Sma 20 Score
0.265
Distance From Sma 200 Score
1
Current Drawdown
-0.284
Days Since 52w High
7
Distance From 52w High
-0.284
Distance From Sma 20
-0.141
Distance From Sma 200
0.660
Distance From Sma 50
-0.048
Downside Capture 1y
0.247
Downside Volatility 1m
1.318
Downside Volatility 1w
-
Downside Volatility 1y
0.811
Downside Volatility 2y
0.724
Downside Volatility 3m
0.948
Downside Volatility 5y
0.746
Downside Volatility 6m
0.817
Drawdown Recovery
1
Excess Return 1m
0.003
Excess Return 1y
2.464
Excess Return 3m
0.664
Excess Return 6m
0.895
Expected Shortfall 95 1y
-0.114
Market Cap
1,522,613,505.367
Max Drawdown 1m
-0.355
Max Drawdown 1w
-0.107
Max Drawdown 1y
-0.355
Max Drawdown 2y
-0.545
Max Drawdown 3m
-0.355
Max Drawdown 5y
-0.876
Max Drawdown 6m
-0.355
Momentum Acceleration 1m Vs 3m
-0.229
Momentum Acceleration 3m Vs 6m
0.093
Moving Average Alignment
0.500
Relative Strength Acceleration
-0.014
Relative Strength Slope 3m
0.010
Relative Volume 20d
1.086
Return 1m
0.030
Return 1w
-0.008
Return 1y
2.687
Return 2y
3.770
Return 3m
0.778
Return 5y
0.910
Return 6m
0.996
Return Skewness 1y
1.034
Sector Excess Return 1y
2.239
Sharpe 1m
0.903
Sharpe 1y
1.855
Sharpe 2y
1.363
Sharpe 3m
3.038
Sharpe 5y
0.569
Sharpe 6m
2.156
Sortino 1m
0.855
Sortino 1y
2.130
Sortino 2y
1.518
Sortino 3m
2.867
Sortino 5y
0.619
Sortino 6m
2.079
Trend R2 1m
0.037
Trend R2 1w
0.032
Trend R2 1y
0.848
Trend R2 2y
0.701
Trend R2 3m
0.722
Trend R2 5y
0.104
Trend R2 6m
0.826
Trend 1m
-0.004
Trend 1w
0.005
Trend 1y
0.006
Trend 2y
0.003
Trend 3m
0.011
Trend 5y
0.000
Trend 6m
0.010
Upside Capture 1y
12.192
Value At Risk 95 1y
-0.070
Volatility 1m
1.247
Volatility 1w
1.226
Volatility 1y
0.931
Volatility 2y
0.806
Volatility 3m
0.894
Volatility 5y
0.812
Volatility 6m
0.788
Worst Day 1y
-0.240
Distance From Sma 50 Score
0.420
Downside Volatility 1y Score
1
Downside Volatility 3m Score
1
Drawdown Recovery Score
1
Excess Return 1m Score
0.505
Excess Return 1y Score
1
Excess Return 3m Score
1
Excess Return 6m Score
1
Expected Shortfall 95 1y Score
0
Log Avg Dollar Volume 20d Score
0.560
Log Market Cap Score
0.264
Drawdown Score 1y
0.453
Drawdown Score 5y
0.124
Momentum Acceleration 1m Vs 3m Score
0
Momentum Acceleration 3m Vs 6m Score
0.811
Moving Average Alignment Score
0.750
Relative Strength Acceleration Score
0
Relative Volume 20d Score
0.291
Return 1m Score
0.550
Return 1y Score
1
Return 3m Score
1
Return 6m Score
1
Return Skewness 1y Score
0.672
Sortino 1y Score
0.641
Sortino 3m Score
0.733
Trend R2 1y Score
0.848
Trend R2 3m Score
0.722
Trend Slope 1y Score
0.864
Trend Slope 3m Score
1
Volatility 1y Score
1
Volatility 3m Score
1