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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

ALNY

Health Care | v2 | as of 2026-07-23
Close

Research Detail

ALNY

ALNY

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
0.487
Correlation To Benchmark 1y
0.163
Inverse To Benchmark 1y
0.837
Drawdown Score 1m
0.301
Drawdown Score 3m
0.563
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
0.494
Drawdown Score 1y
0.298
Drawdown Score 2y
0.429
Drawdown Score 5y
0.544
Return 1w
-0.051
Return 1m
-0.067
Return 3m
-0.135
Return 6m
-0.265
Return 1y
-0.174
Return 2y
0.135
Return 5y
0.563
Sharpe 1m
-1.954
Sharpe 3m
-1.500
Sharpe 6m
-1.523
Sharpe 1y
-0.318
Sharpe 2y
0.357
Sharpe 5y
0.412
Trend 1w
-0.008
Trend 1m
-0.005
Trend 3m
-0.001
Trend 6m
-0.002
Trend 1y
-0.002
Trend 2y
0.001
Trend 5y
0.001
Volatility 1w
0.454
Volatility 1m
0.391
Volatility 3m
0.346
Volatility 6m
0.361
Volatility 1y
0.379
Volatility 2y
0.408
Volatility 5y
0.489
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
ALNY
Vector Name
stock_movement_v2
Vector Version
2
As Of Date
2026-07-23
Updated At
Jul 26, 12:14 AM
Benchmark
SPY
Benchmark Ticker
SPY
Sector Name
Health Care
Sector Benchmark Ticker
XLV
Feature Coverage Ratio
100%
History Coverage Days
1,505
Data Start Date
2020-07-27
Data End Date
2026-07-23
Feature Contract Hash
6fe6bf7edd83d7ccfb28d5e98d0120e288890d9c80faf9b6cdacae0a0c34d359
Sector Diagnostic
-
Missing Required Features
[]
Aptet Fit Score
0.122
Aptet Fit Raw Score
0.201
Aptet Fit Confidence
0.217
Aptet Fit Label
poor
Aptet Fitness Error
-
Force Fit Score
0.472
Force Fit Raw Score
0.492
Force Fit Confidence
0.917
Force Fit Label
weak
Force Fitness Error
-
Stock Fitness Updated At
Jul 26, 12:14 AM
Aptet Fitness
{
  "config": {
    "topNs": [
      2,
      3,
      4,
      5
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALNY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "maxHoldings": 5,
    "minHoldings": 2,
    "fallbackTicker": "VOO",
    "riskOffEnabled": true,
    "adaptationSpeed": "balanced",
    "benchmarkTicker": "VOO"
  },
  "ticker": "ALNY",
  "fitScope": "universe_conditioned",
  "algorithm": "aptet",
  "bestCombo": {
    "topN": 2,
    "ticker": "ALNY",
    "hitRates": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "hitRate1D": 0,
    "comboQuality": 0.08419284693331343,
    "eligibleDays": 339,
    "fitnessScore": -0.17507308624521867,
    "lookbackDays": 21,
    "returnLift1D": -0.0015505872704090458,
    "hitRateLift1D": -0.5454545454545454,
    "activationRate": 0,
    "activationCount": 0,
    "baselineHitRates": {
      "1": 0.5454545454545454,
      "5": 0.7142857142857143,
      "10": 1
    },
    "sampleConfidence": 0.25,
    "shadowSharpeLike": 0,
    "avgForwardReturns": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "shadowMaxDrawdown": 0,
    "shadowTotalReturn": 0,
    "avgForwardReturn1D": 0,
    "riskOffActivations": 0,
    "activationDatesSample": [],
    "horizonObservationCounts": {
      "1": 0,
      "5": 0,
      "10": 0
    },
    "baselineAvgForwardReturns": {
      "1": 0.0015505872704090458,
      "5": 0.03520105558123389,
      "10": 0.036067381943367005
    }
  },
  "dateRange": {
    "end": "2026-07-26",
    "start": "2025-01-01"
  },
  "scoreMode": "blended",
  "calibration": {
    "bestComboQuality": 0.08419284693331343,
    "comboQualityScale": 0.22,
    "comboQualityCenter": 0.35,
    "medianComboQuality": 0.08419284693331343,
    "bestRawFitnessScore": -0.17507308624521867,
    "upperQuartileComboQuality": 0.08419284693331343
  },
  "algorithmFit": {
    "label": "poor",
    "score": 0.1224761216954312,
    "rawScore": 0.20125736290455576,
    "confidence": 0.21710947542837736,
    "bestProfile": {
      "topN": 2,
      "lookbackDays": 21
    },
    "profileBreadth": 0,
    "recommendedRegion": {
      "topNs": [
        2
      ],
      "lookbackDays": [
        21
      ]
    },
    "parameterStability": 0.669515426789525,
    "confidenceAdjustment": "conservative_penalty"
  },
  "rankedCombos": [
    {
      "topN": 2,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 339,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 21,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 3,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 339,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 21,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 4,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 339,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 21,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 5,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 339,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 21,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 2,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 330,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 30,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 3,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 330,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 30,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 4,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 330,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 30,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 5,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 330,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 30,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
      "avgForwardReturns": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "shadowMaxDrawdown": 0,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0,
      "riskOffActivations": 0,
      "activationDatesSample": [],
      "horizonObservationCounts": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "baselineAvgForwardReturns": {
        "1": 0.0015505872704090458,
        "5": 0.03520105558123389,
        "10": 0.036067381943367005
      }
    },
    {
      "topN": 2,
      "ticker": "ALNY",
      "hitRates": {
        "1": 0,
        "5": 0,
        "10": 0
      },
      "hitRate1D": 0,
      "comboQuality": 0.08419284693331343,
      "eligibleDays": 315,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 45,
      "returnLift1D": -0.0015505872704090458,
      "hitRateLift1D": -0.5454545454545454,
      "activationRate": 0,
      "activationCount": 0,
      "baselineHitRates": {
        "1": 0.5454545454545454,
        "5": 0.7142857142857143,
        "10": 1
      },
      "sampleConfidence": 0.25,
      "shadowSharpeLike": 0,
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    },
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    },
    {
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    },
    {
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      "sampleConfidence": 0.4396504054291551,
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      "shadowMaxDrawdown": -0.04606776248510658,
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
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    },
    {
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      "riskOffActivations": 0,
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      "horizonObservationCounts": {
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    },
    {
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      "riskOffActivations": 0,
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        "2026-04-08"
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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": 2,
      "comboQuality": 0.007783299874837779,
      "fitnessScore": -0.7165514495754692,
      "lookbackDays": 14,
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      "activationRate": 0.002840909090909091,
      "activationCount": 1,
      "sampleConfidence": 0.4396504054291551,
      "shadowTotalReturn": -0.04606776248510658,
      "avgForwardReturn1D": -0.045090557763988626
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    {
      "bestTopN": 2,
      "comboQuality": 0.08419284693331343,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 21,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
      "comboQuality": 0.08419284693331343,
      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 30,
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      "activationRate": 0,
      "activationCount": 0,
      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    },
    {
      "bestTopN": 2,
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      "fitnessScore": -0.17507308624521867,
      "lookbackDays": 45,
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      "activationRate": 0,
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      "sampleConfidence": 0.25,
      "shadowTotalReturn": 0,
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    },
    {
      "bestTopN": 2,
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      "lookbackDays": 63,
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      "activationRate": 0,
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      "shadowTotalReturn": 0,
      "avgForwardReturn1D": 0
    }
  ],
  "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": "5e692dbaf0cbe9d8c47e60d2582675db22ae3899f0d6840b5e3fe18b9f498948",
    "size": 13,
    "members": [
      "ALNY",
      "SMH",
      "XLB",
      "XLC",
      "XLE",
      "XLF",
      "XLI",
      "XLK",
      "XLP",
      "XLRE",
      "XLU",
      "XLV",
      "XLY"
    ],
    "version": 1
  },
  "scoreModeDescription": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance."
}
As Of
2026-07-25
Beta To Benchmark 1y
-
Correlation To Benchmark 1y
-
Drawdown Score 1m
-
Drawdown Score 1w
-
Drawdown Score 1y
-
Drawdown Score 2w
-
Drawdown Score 2y
-
Drawdown Score 3m
-
Drawdown Score 5y
-
Drawdown Score 6m
-
Force Fitness
{
  "config": {
    "weights": [
      0.4,
      0.3,
      0.2,
      0.1
    ],
    "universe": [
      "XLK",
      "XLF",
      "XLV",
      "XLY",
      "XLI",
      "XLP",
      "XLE",
      "XLB",
      "XLU",
      "XLRE",
      "XLC",
      "SMH",
      "ALNY"
    ],
    "lookbacks": [
      14,
      21,
      30,
      45,
      63
    ],
    "forwardDays": [
      1,
      5,
      10
    ],
    "portfolioSizes": [
      2,
      3,
      4,
      5
    ],
    "safetyNetEquity": "VOO"
  },
  "ticker": "ALNY",
  "fitScope": "universe_conditioned",
  "algorithm": "force",
  "bestCombo": {
    "topN": 3,
    "ticker": "ALNY",
    "hitRates": {
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    "hitRate1D": 0.6147540983606558,
    "rankWeights": [
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      0.30000000000000004,
      0.20000000000000004
    ],
    "comboQuality": 0.9727519525592833,
    "eligibleDays": 344,
    "fitnessScore": 1.1365323959084577,
    "lookbackDays": 45,
    "returnLift1D": 0.003683785783736635,
    "hitRateLift1D": 0.07405642394205114,
    "portfolioSize": 3,
    "activationRate": 0.3546511627906977,
    "activationCount": 122,
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    "sampleConfidence": 1,
    "shadowSharpeLike": 1.6451823773357006,
    "avgForwardReturns": {
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      "10": 0.048700937143441515
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    "shadowMaxDrawdown": -0.09184594112330724,
    "shadowTotalReturn": 0.6385471579340438,
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    "riskOffActivations": 0,
    "activationDatesSample": [
      "2025-03-13",
      "2025-03-14",
      "2025-03-18",
      "2025-03-20",
      "2025-03-24",
      "2025-03-25",
      "2025-03-26",
      "2025-04-24",
      "2025-04-25",
      "2025-04-28"
    ],
    "horizonObservationCounts": {
      "1": 122,
      "5": 122,
      "10": 122
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    "scoreMeaning": "The effective fit score after applying the conservative confidence penalty.",
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    "blended": "Recommended. Mixes activation quality, activation frequency, return lift, and shadow performance.",
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    "members": [
      "ALNY",
      "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
0.572
Liquidity
0.887
Momentum
0.382
Relative strength
0.181
Trend quality
0.409
Stability
0.491
Aggression
0.408
Downside risk
0.450
Drawdown state
0.349
Quality momentum
0.352
Vector snapshot
Feature coverage: 100%
Normalized features
Bounded [0,1] features used for ranking and clustering.
81 fields
Inverse To Benchmark 1y
0.837
Benchmark Independence 3m Score
0.939
Beta 1y Profile Score
0.195
Beta 3m Profile Score
0.065
Beta Change Score
0.337
Correlation Change Score
0.449
Current Drawdown Score
0.303
Days Since 52w High Score
0.750
Distance From 52w High Score
0.303
Distance From Sma 20 Score
0.367
Distance From Sma 200 Score
0.094
Distance From Sma 50 Score
0.366
Downside Volatility 1m Score
0.547
Downside Volatility 1y Score
0.435
Downside Volatility 2y Score
0.444
Downside Volatility 3m Score
0.441
Downside Volatility 5y Score
0.480
Downside Volatility 6m Score
0.430
Drawdown Recovery Score
0.507
Excess Return 1m Score
0.377
Excess Return 1y Score
0
Excess Return 3m Score
0.208
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.495
Log Avg Dollar Volume 20d Score
0.887
Log Market Cap Score
0.572
Drawdown Score 1m
0.301
Drawdown Score 1y
0.298
Drawdown Score 2y
0.429
Drawdown Score 3m
0.563
Drawdown Score 5y
0.544
Drawdown Score 6m
0.494
Momentum Acceleration 1m Vs 3m Score
0.425
Momentum Acceleration 3m Vs 6m Score
0.497
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.279
Relative Strength Slope 3m Score
0.401
Relative Volume 20d Score
0.337
Return 1m Score
0.388
Return 1w Score
0.330
Return 1y Score
0.391
Return 2y Score
0.324
Return 3m Score
0.332
Return 5y Score
0.120
Return 6m Score
0.279
Return Skewness 1y Score
0.645
Sector Excess Return 1y Score
0
Sharpe 1m Score
0.009
Sharpe 1y Score
0.336
Sharpe 2y Score
0.471
Sharpe 3m Score
0.100
Sharpe 5y Score
0.482
Sharpe 6m Score
0.095
Sortino 1m Score
0.168
Sortino 1y Score
0.335
Sortino 2y Score
0.423
Sortino 3m Score
0.205
Sortino 5y Score
0.436
Sortino 6m Score
0.191
Trend R2 1m Score
0.352
Trend R2 1w Score
0.440
Trend R2 1y Score
0.747
Trend R2 2y Score
0.240
Trend R2 3m Score
0.176
Trend R2 5y Score
0.572
Trend R2 6m Score
0.713
Trend Slope 1m Score
0.161
Trend Slope 1w Score
0.015
Trend Slope 1y Score
0.364
Trend Slope 2y Score
0.545
Trend Slope 3m Score
0.441
Trend Slope 5y Score
0.543
Trend Slope 6m Score
0.401
Volatility 1m Score
0.454
Volatility 1w Score
0.538
Volatility 1y Score
0.438
Volatility 2y Score
0.477
Volatility 3m Score
0.395
Volatility 5y Score
0.585
Volatility 6m Score
0.414
Worst Day 1y Score
0.656
Raw values
Underlying economic values before normalization.
89 fields
Avg Dollar Volume 20d
459,338,154.524
Best Day 1y
0.154
Beta To Benchmark 1y
0.487
Beta 3m
0.161
Beta Change
-0.325
Beta To Sector 1y
0.538
Correlation To Benchmark 1y
0.163
Correlation 3m
0.061
Correlation Change
-0.102
Correlation To Sector 1y
0.224
Cluster features
The subset used for clustering and coverage calculations.
40 fields
Inverse To Benchmark 1y
0.837
Benchmark Independence 3m Score
0.939
Beta 1y Profile Score
0.195
Beta 3m Profile Score
0.065
Beta Change Score
0.337
Correlation Change Score
0.449
Current Drawdown Score
0.303
Distance From Sma 20 Score
0.367
Distance From Sma 200 Score
0.094
Current Drawdown
-0.453
Days Since 52w High
189
Distance From 52w High
-0.453
Distance From Sma 20
-0.080
Distance From Sma 200
-0.244
Distance From Sma 50
-0.081
Downside Capture 1y
1.494
Downside Volatility 1m
0.460
Downside Volatility 1w
-
Downside Volatility 1y
0.376
Downside Volatility 2y
0.383
Downside Volatility 3m
0.380
Downside Volatility 5y
0.410
Downside Volatility 6m
0.373
Drawdown Recovery
0.014
Excess Return 1m
-0.074
Excess Return 1y
-0.361
Excess Return 3m
-0.175
Excess Return 6m
-0.347
Expected Shortfall 95 1y
-0.051
Market Cap
36,284,711,964.21
Max Drawdown 1m
-0.175
Max Drawdown 1w
-0.057
Max Drawdown 1y
-0.456
Max Drawdown 2y
-0.456
Max Drawdown 3m
-0.175
Max Drawdown 5y
-0.456
Max Drawdown 6m
-0.278
Momentum Acceleration 1m Vs 3m
-0.023
Momentum Acceleration 3m Vs 6m
-0.001
Moving Average Alignment
-1
Relative Strength Acceleration
-0.004
Relative Strength Slope 3m
-0.002
Relative Volume 20d
1.210
Return 1m
-0.067
Return 1w
-0.051
Return 1y
-0.174
Return 2y
0.135
Return 3m
-0.135
Return 5y
0.563
Return 6m
-0.265
Return Skewness 1y
0.871
Sector Excess Return 1y
-0.404
Sharpe 1m
-1.954
Sharpe 1y
-0.318
Sharpe 2y
0.357
Sharpe 3m
-1.500
Sharpe 5y
0.412
Sharpe 6m
-1.523
Sortino 1m
-1.659
Sortino 1y
-0.320
Sortino 2y
0.380
Sortino 3m
-1.364
Sortino 5y
0.491
Sortino 6m
-1.474
Trend R2 1m
0.352
Trend R2 1w
0.440
Trend R2 1y
0.747
Trend R2 2y
0.240
Trend R2 3m
0.176
Trend R2 5y
0.572
Trend R2 6m
0.713
Trend 1m
-0.005
Trend 1w
-0.008
Trend 1y
-0.002
Trend 2y
0.001
Trend 3m
-0.001
Trend 5y
0.001
Trend 6m
-0.002
Upside Capture 1y
0.466
Value At Risk 95 1y
-0.036
Volatility 1m
0.391
Volatility 1w
0.454
Volatility 1y
0.379
Volatility 2y
0.408
Volatility 3m
0.346
Volatility 5y
0.489
Volatility 6m
0.361
Worst Day 1y
-0.069
Distance From Sma 50 Score
0.366
Downside Volatility 1y Score
0.435
Downside Volatility 3m Score
0.441
Drawdown Recovery Score
0.507
Excess Return 1m Score
0.377
Excess Return 1y Score
0
Excess Return 3m Score
0.208
Excess Return 6m Score
0
Expected Shortfall 95 1y Score
0.495
Log Avg Dollar Volume 20d Score
0.887
Log Market Cap Score
0.572
Drawdown Score 1y
0.298
Drawdown Score 5y
0.544
Momentum Acceleration 1m Vs 3m Score
0.425
Momentum Acceleration 3m Vs 6m Score
0.497
Moving Average Alignment Score
0
Relative Strength Acceleration Score
0.279
Relative Volume 20d Score
0.337
Return 1m Score
0.388
Return 1y Score
0.391
Return 3m Score
0.332
Return 6m Score
0.279
Return Skewness 1y Score
0.645
Sortino 1y Score
0.335
Sortino 3m Score
0.205
Trend R2 1y Score
0.747
Trend R2 3m Score
0.176
Trend Slope 1y Score
0.364
Trend Slope 3m Score
0.441
Volatility 1y Score
0.438
Volatility 3m Score
0.395